da Silveira, Christian L; Mazutti, Marcio A; Salau, Nina P G
2016-07-08
Process modeling can lead to of advantages such as helping in process control, reducing process costs and product quality improvement. This work proposes a solid-state fermentation distributed parameter model composed by seven differential equations with seventeen parameters to represent the process. Also, parameters estimation with a parameters identifyability analysis (PIA) is performed to build an accurate model with optimum parameters. Statistical tests were made to verify the model accuracy with the estimated parameters considering different assumptions. The results have shown that the model assuming substrate inhibition better represents the process. It was also shown that eight from the seventeen original model parameters were nonidentifiable and better results were obtained with the removal of these parameters from the estimation procedure. Therefore, PIA can be useful to estimation procedure, since it may reduce the number of parameters that can be evaluated. Further, PIA improved the model results, showing to be an important procedure to be taken. © 2016 American Institute of Chemical Engineers Biotechnol. Prog., 32:905-917, 2016. © 2016 American Institute of Chemical Engineers.
Selişteanu, Dan; Șendrescu, Dorin; Georgeanu, Vlad; Roman, Monica
2015-01-01
Monoclonal antibodies (mAbs) are at present one of the fastest growing products of pharmaceutical industry, with widespread applications in biochemistry, biology, and medicine. The operation of mAbs production processes is predominantly based on empirical knowledge, the improvements being achieved by using trial-and-error experiments and precedent practices. The nonlinearity of these processes and the absence of suitable instrumentation require an enhanced modelling effort and modern kinetic parameter estimation strategies. The present work is dedicated to nonlinear dynamic modelling and parameter estimation for a mammalian cell culture process used for mAb production. By using a dynamical model of such kind of processes, an optimization-based technique for estimation of kinetic parameters in the model of mammalian cell culture process is developed. The estimation is achieved as a result of minimizing an error function by a particle swarm optimization (PSO) algorithm. The proposed estimation approach is analyzed in this work by using a particular model of mammalian cell culture, as a case study, but is generic for this class of bioprocesses. The presented case study shows that the proposed parameter estimation technique provides a more accurate simulation of the experimentally observed process behaviour than reported in previous studies.
Selişteanu, Dan; Șendrescu, Dorin; Georgeanu, Vlad
2015-01-01
Monoclonal antibodies (mAbs) are at present one of the fastest growing products of pharmaceutical industry, with widespread applications in biochemistry, biology, and medicine. The operation of mAbs production processes is predominantly based on empirical knowledge, the improvements being achieved by using trial-and-error experiments and precedent practices. The nonlinearity of these processes and the absence of suitable instrumentation require an enhanced modelling effort and modern kinetic parameter estimation strategies. The present work is dedicated to nonlinear dynamic modelling and parameter estimation for a mammalian cell culture process used for mAb production. By using a dynamical model of such kind of processes, an optimization-based technique for estimation of kinetic parameters in the model of mammalian cell culture process is developed. The estimation is achieved as a result of minimizing an error function by a particle swarm optimization (PSO) algorithm. The proposed estimation approach is analyzed in this work by using a particular model of mammalian cell culture, as a case study, but is generic for this class of bioprocesses. The presented case study shows that the proposed parameter estimation technique provides a more accurate simulation of the experimentally observed process behaviour than reported in previous studies. PMID:25685797
NASA Technical Reports Server (NTRS)
Morris, A. Terry
1999-01-01
This paper examines various sources of error in MIT's improved top oil temperature rise over ambient temperature model and estimation process. The sources of error are the current parameter estimation technique, quantization noise, and post-processing of the transformer data. Results from this paper will show that an output error parameter estimation technique should be selected to replace the current least squares estimation technique. The output error technique obtained accurate predictions of transformer behavior, revealed the best error covariance, obtained consistent parameter estimates, and provided for valid and sensible parameters. This paper will also show that the output error technique should be used to minimize errors attributed to post-processing (decimation) of the transformer data. Models used in this paper are validated using data from a large transformer in service.
Estimation of correlation functions by stochastic approximation.
NASA Technical Reports Server (NTRS)
Habibi, A.; Wintz, P. A.
1972-01-01
Consideration of the autocorrelation function of a zero-mean stationary random process. The techniques are applicable to processes with nonzero mean provided the mean is estimated first and subtracted. Two recursive techniques are proposed, both of which are based on the method of stochastic approximation and assume a functional form for the correlation function that depends on a number of parameters that are recursively estimated from successive records. One technique uses a standard point estimator of the correlation function to provide estimates of the parameters that minimize the mean-square error between the point estimates and the parametric function. The other technique provides estimates of the parameters that maximize a likelihood function relating the parameters of the function to the random process. Examples are presented.
NASA Technical Reports Server (NTRS)
Hartman, Brian Davis
1995-01-01
A key drawback to estimating geodetic and geodynamic parameters over time based on satellite laser ranging (SLR) observations is the inability to accurately model all the forces acting on the satellite. Errors associated with the observations and the measurement model can detract from the estimates as well. These 'model errors' corrupt the solutions obtained from the satellite orbit determination process. Dynamical models for satellite motion utilize known geophysical parameters to mathematically detail the forces acting on the satellite. However, these parameters, while estimated as constants, vary over time. These temporal variations must be accounted for in some fashion to maintain meaningful solutions. The primary goal of this study is to analyze the feasibility of using a sequential process noise filter for estimating geodynamic parameters over time from the Laser Geodynamics Satellite (LAGEOS) SLR data. This evaluation is achieved by first simulating a sequence of realistic LAGEOS laser ranging observations. These observations are generated using models with known temporal variations in several geodynamic parameters (along track drag and the J(sub 2), J(sub 3), J(sub 4), and J(sub 5) geopotential coefficients). A standard (non-stochastic) filter and a stochastic process noise filter are then utilized to estimate the model parameters from the simulated observations. The standard non-stochastic filter estimates these parameters as constants over consecutive fixed time intervals. Thus, the resulting solutions contain constant estimates of parameters that vary in time which limits the temporal resolution and accuracy of the solution. The stochastic process noise filter estimates these parameters as correlated process noise variables. As a result, the stochastic process noise filter has the potential to estimate the temporal variations more accurately since the constraint of estimating the parameters as constants is eliminated. A comparison of the temporal resolution of solutions obtained from standard sequential filtering methods and process noise sequential filtering methods shows that the accuracy is significantly improved using process noise. The results show that the positional accuracy of the orbit is improved as well. The temporal resolution of the resulting solutions are detailed, and conclusions drawn about the results. Benefits and drawbacks of using process noise filtering in this type of scenario are also identified.
An Adaptive Kalman Filter Using a Simple Residual Tuning Method
NASA Technical Reports Server (NTRS)
Harman, Richard R.
1999-01-01
One difficulty in using Kalman filters in real world situations is the selection of the correct process noise, measurement noise, and initial state estimate and covariance. These parameters are commonly referred to as tuning parameters. Multiple methods have been developed to estimate these parameters. Most of those methods such as maximum likelihood, subspace, and observer Kalman Identification require extensive offline processing and are not suitable for real time processing. One technique, which is suitable for real time processing, is the residual tuning method. Any mismodeling of the filter tuning parameters will result in a non-white sequence for the filter measurement residuals. The residual tuning technique uses this information to estimate corrections to those tuning parameters. The actual implementation results in a set of sequential equations that run in parallel with the Kalman filter. A. H. Jazwinski developed a specialized version of this technique for estimation of process noise. Equations for the estimation of the measurement noise have also been developed. These algorithms are used to estimate the process noise and measurement noise for the Wide Field Infrared Explorer star tracker and gyro.
An Adaptive Kalman Filter using a Simple Residual Tuning Method
NASA Technical Reports Server (NTRS)
Harman, Richard R.
1999-01-01
One difficulty in using Kalman filters in real world situations is the selection of the correct process noise, measurement noise, and initial state estimate and covariance. These parameters are commonly referred to as tuning parameters. Multiple methods have been developed to estimate these parameters. Most of those methods such as maximum likelihood, subspace, and observer Kalman Identification require extensive offline processing and are not suitable for real time processing. One technique, which is suitable for real time processing, is the residual tuning method. Any mismodeling of the filter tuning parameters will result in a non-white sequence for the filter measurement residuals. The residual tuning technique uses this information to estimate corrections to those tuning parameters. The actual implementation results in a set of sequential equations that run in parallel with the Kalman filter. Equations for the estimation of the measurement noise have also been developed. These algorithms are used to estimate the process noise and measurement noise for the Wide Field Infrared Explorer star tracker and gyro.
A Bayesian Approach to Determination of F, D, and Z Values Used in Steam Sterilization Validation.
Faya, Paul; Stamey, James D; Seaman, John W
2017-01-01
For manufacturers of sterile drug products, steam sterilization is a common method used to provide assurance of the sterility of manufacturing equipment and products. The validation of sterilization processes is a regulatory requirement and relies upon the estimation of key resistance parameters of microorganisms. Traditional methods have relied upon point estimates for the resistance parameters. In this paper, we propose a Bayesian method for estimation of the well-known D T , z , and F o values that are used in the development and validation of sterilization processes. A Bayesian approach allows the uncertainty about these values to be modeled using probability distributions, thereby providing a fully risk-based approach to measures of sterility assurance. An example is given using the survivor curve and fraction negative methods for estimation of resistance parameters, and we present a means by which a probabilistic conclusion can be made regarding the ability of a process to achieve a specified sterility criterion. LAY ABSTRACT: For manufacturers of sterile drug products, steam sterilization is a common method used to provide assurance of the sterility of manufacturing equipment and products. The validation of sterilization processes is a regulatory requirement and relies upon the estimation of key resistance parameters of microorganisms. Traditional methods have relied upon point estimates for the resistance parameters. In this paper, we propose a Bayesian method for estimation of the critical process parameters that are evaluated in the development and validation of sterilization processes. A Bayesian approach allows the uncertainty about these parameters to be modeled using probability distributions, thereby providing a fully risk-based approach to measures of sterility assurance. An example is given using the survivor curve and fraction negative methods for estimation of resistance parameters, and we present a means by which a probabilistic conclusion can be made regarding the ability of a process to achieve a specified sterility criterion. © PDA, Inc. 2017.
Uncertainty estimation of the self-thinning process by Maximum-Entropy Principle
Shoufan Fang; George Z. Gertner
2000-01-01
When available information is scarce, the Maximum-Entropy Principle can estimate the distributions of parameters. In our case study, we estimated the distributions of the parameters of the forest self-thinning process based on literature information, and we derived the conditional distribution functions and estimated the 95 percent confidence interval (CI) of the self-...
40 CFR 98.295 - Procedures for estimating missing data.
Code of Federal Regulations, 2010 CFR
2010-07-01
... value shall be the best available estimate(s) of the parameter(s), based on all available process data or data used for accounting purposes. (c) For each missing value collected during the performance test (hourly CO2 concentration, stack gas volumetric flow rate, or average process vent flow from mine...
An EM Algorithm for Maximum Likelihood Estimation of Process Factor Analysis Models
ERIC Educational Resources Information Center
Lee, Taehun
2010-01-01
In this dissertation, an Expectation-Maximization (EM) algorithm is developed and implemented to obtain maximum likelihood estimates of the parameters and the associated standard error estimates characterizing temporal flows for the latent variable time series following stationary vector ARMA processes, as well as the parameters defining the…
Adaptive Parameter Estimation of Person Recognition Model in a Stochastic Human Tracking Process
NASA Astrophysics Data System (ADS)
Nakanishi, W.; Fuse, T.; Ishikawa, T.
2015-05-01
This paper aims at an estimation of parameters of person recognition models using a sequential Bayesian filtering method. In many human tracking method, any parameters of models used for recognize the same person in successive frames are usually set in advance of human tracking process. In real situation these parameters may change according to situation of observation and difficulty level of human position prediction. Thus in this paper we formulate an adaptive parameter estimation using general state space model. Firstly we explain the way to formulate human tracking in general state space model with their components. Then referring to previous researches, we use Bhattacharyya coefficient to formulate observation model of general state space model, which is corresponding to person recognition model. The observation model in this paper is a function of Bhattacharyya coefficient with one unknown parameter. At last we sequentially estimate this parameter in real dataset with some settings. Results showed that sequential parameter estimation was succeeded and were consistent with observation situations such as occlusions.
NASA Technical Reports Server (NTRS)
Cole, Stuart K.; Wallace, Jon; Schaffer, Mark; May, M. Scott; Greenberg, Marc W.
2014-01-01
As a leader in space technology research and development, NASA is continuing in the development of the Technology Estimating process, initiated in 2012, for estimating the cost and schedule of low maturity technology research and development, where the Technology Readiness Level is less than TRL 6. NASA' s Technology Roadmap areas consist of 14 technology areas. The focus of this continuing Technology Estimating effort included four Technology Areas (TA): TA3 Space Power and Energy Storage, TA4 Robotics, TA8 Instruments, and TA12 Materials, to confine the research to the most abundant data pool. This research report continues the development of technology estimating efforts completed during 2013-2014, and addresses the refinement of parameters selected and recommended for use in the estimating process, where the parameters developed are applicable to Cost Estimating Relationships (CERs) used in the parametric cost estimating analysis. This research addresses the architecture for administration of the Technology Cost and Scheduling Estimating tool, the parameters suggested for computer software adjunct to any technology area, and the identification of gaps in the Technology Estimating process.
Space Shuttle propulsion parameter estimation using optimal estimation techniques, volume 1
NASA Technical Reports Server (NTRS)
1983-01-01
The mathematical developments and their computer program implementation for the Space Shuttle propulsion parameter estimation project are summarized. The estimation approach chosen is the extended Kalman filtering with a modified Bryson-Frazier smoother. Its use here is motivated by the objective of obtaining better estimates than those available from filtering and to eliminate the lag associated with filtering. The estimation technique uses as the dynamical process the six degree equations-of-motion resulting in twelve state vector elements. In addition to these are mass and solid propellant burn depth as the ""system'' state elements. The ""parameter'' state elements can include aerodynamic coefficient, inertia, center-of-gravity, atmospheric wind, etc. deviations from referenced values. Propulsion parameter state elements have been included not as options just discussed but as the main parameter states to be estimated. The mathematical developments were completed for all these parameters. Since the systems dynamics and measurement processes are non-linear functions of the states, the mathematical developments are taken up almost entirely by the linearization of these equations as required by the estimation algorithms.
Estimating Soil Hydraulic Parameters using Gradient Based Approach
NASA Astrophysics Data System (ADS)
Rai, P. K.; Tripathi, S.
2017-12-01
The conventional way of estimating parameters of a differential equation is to minimize the error between the observations and their estimates. The estimates are produced from forward solution (numerical or analytical) of differential equation assuming a set of parameters. Parameter estimation using the conventional approach requires high computational cost, setting-up of initial and boundary conditions, and formation of difference equations in case the forward solution is obtained numerically. Gaussian process based approaches like Gaussian Process Ordinary Differential Equation (GPODE) and Adaptive Gradient Matching (AGM) have been developed to estimate the parameters of Ordinary Differential Equations without explicitly solving them. Claims have been made that these approaches can straightforwardly be extended to Partial Differential Equations; however, it has been never demonstrated. This study extends AGM approach to PDEs and applies it for estimating parameters of Richards equation. Unlike the conventional approach, the AGM approach does not require setting-up of initial and boundary conditions explicitly, which is often difficult in real world application of Richards equation. The developed methodology was applied to synthetic soil moisture data. It was seen that the proposed methodology can estimate the soil hydraulic parameters correctly and can be a potential alternative to the conventional method.
A preliminary evaluation of an F100 engine parameter estimation process using flight data
NASA Technical Reports Server (NTRS)
Maine, Trindel A.; Gilyard, Glenn B.; Lambert, Heather H.
1990-01-01
The parameter estimation algorithm developed for the F100 engine is described. The algorithm is a two-step process. The first step consists of a Kalman filter estimation of five deterioration parameters, which model the off-nominal behavior of the engine during flight. The second step is based on a simplified steady-state model of the compact engine model (CEM). In this step, the control vector in the CEM is augmented by the deterioration parameters estimated in the first step. The results of an evaluation made using flight data from the F-15 aircraft are presented, indicating that the algorithm can provide reasonable estimates of engine variables for an advanced propulsion control law development.
A preliminary evaluation of an F100 engine parameter estimation process using flight data
NASA Technical Reports Server (NTRS)
Maine, Trindel A.; Gilyard, Glenn B.; Lambert, Heather H.
1990-01-01
The parameter estimation algorithm developed for the F100 engine is described. The algorithm is a two-step process. The first step consists of a Kalman filter estimation of five deterioration parameters, which model the off-nominal behavior of the engine during flight. The second step is based on a simplified steady-state model of the 'compact engine model' (CEM). In this step the control vector in the CEM is augmented by the deterioration parameters estimated in the first step. The results of an evaluation made using flight data from the F-15 aircraft are presented, indicating that the algorithm can provide reasonable estimates of engine variables for an advanced propulsion-control-law development.
Uncertainties in the Item Parameter Estimates and Robust Automated Test Assembly
ERIC Educational Resources Information Center
Veldkamp, Bernard P.; Matteucci, Mariagiulia; de Jong, Martijn G.
2013-01-01
Item response theory parameters have to be estimated, and because of the estimation process, they do have uncertainty in them. In most large-scale testing programs, the parameters are stored in item banks, and automated test assembly algorithms are applied to assemble operational test forms. These algorithms treat item parameters as fixed values,…
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.
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.
Dual Extended Kalman Filter for the Identification of Time-Varying Human Manual Control Behavior
NASA Technical Reports Server (NTRS)
Popovici, Alexandru; Zaal, Peter M. T.; Pool, Daan M.
2017-01-01
A Dual Extended Kalman Filter was implemented for the identification of time-varying human manual control behavior. Two filters that run concurrently were used, a state filter that estimates the equalization dynamics, and a parameter filter that estimates the neuromuscular parameters and time delay. Time-varying parameters were modeled as a random walk. The filter successfully estimated time-varying human control behavior in both simulated and experimental data. Simple guidelines are proposed for the tuning of the process and measurement covariance matrices and the initial parameter estimates. The tuning was performed on simulation data, and when applied on experimental data, only an increase in measurement process noise power was required in order for the filter to converge and estimate all parameters. A sensitivity analysis to initial parameter estimates showed that the filter is more sensitive to poor initial choices of neuromuscular parameters than equalization parameters, and bad choices for initial parameters can result in divergence, slow convergence, or parameter estimates that do not have a real physical interpretation. The promising results when applied to experimental data, together with its simple tuning and low dimension of the state-space, make the use of the Dual Extended Kalman Filter a viable option for identifying time-varying human control parameters in manual tracking tasks, which could be used in real-time human state monitoring and adaptive human-vehicle haptic interfaces.
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.
Estimation of Graded Response Model Parameters Using MULTILOG.
ERIC Educational Resources Information Center
Baker, Frank B.
1997-01-01
Describes an idiosyncracy of the MULTILOG (D. Thissen, 1991) parameter estimation process discovered during a simulation study involving the graded response model. A misordering reflected in boundary function location parameter estimates resulted in a large negative contribution to the true score followed by a large positive contribution. These…
Estimating Function Approaches for Spatial Point Processes
NASA Astrophysics Data System (ADS)
Deng, Chong
Spatial point pattern data consist of locations of events that are often of interest in biological and ecological studies. Such data are commonly viewed as a realization from a stochastic process called spatial point process. To fit a parametric spatial point process model to such data, likelihood-based methods have been widely studied. However, while maximum likelihood estimation is often too computationally intensive for Cox and cluster processes, pairwise likelihood methods such as composite likelihood, Palm likelihood usually suffer from the loss of information due to the ignorance of correlation among pairs. For many types of correlated data other than spatial point processes, when likelihood-based approaches are not desirable, estimating functions have been widely used for model fitting. In this dissertation, we explore the estimating function approaches for fitting spatial point process models. These approaches, which are based on the asymptotic optimal estimating function theories, can be used to incorporate the correlation among data and yield more efficient estimators. We conducted a series of studies to demonstrate that these estmating function approaches are good alternatives to balance the trade-off between computation complexity and estimating efficiency. First, we propose a new estimating procedure that improves the efficiency of pairwise composite likelihood method in estimating clustering parameters. Our approach combines estimating functions derived from pairwise composite likeli-hood estimation and estimating functions that account for correlations among the pairwise contributions. Our method can be used to fit a variety of parametric spatial point process models and can yield more efficient estimators for the clustering parameters than pairwise composite likelihood estimation. We demonstrate its efficacy through a simulation study and an application to the longleaf pine data. Second, we further explore the quasi-likelihood approach on fitting second-order intensity function of spatial point processes. However, the original second-order quasi-likelihood is barely feasible due to the intense computation and high memory requirement needed to solve a large linear system. Motivated by the existence of geometric regular patterns in the stationary point processes, we find a lower dimension representation of the optimal weight function and propose a reduced second-order quasi-likelihood approach. Through a simulation study, we show that the proposed method not only demonstrates superior performance in fitting the clustering parameter but also merits in the relaxation of the constraint of the tuning parameter, H. Third, we studied the quasi-likelihood type estimating funciton that is optimal in a certain class of first-order estimating functions for estimating the regression parameter in spatial point process models. Then, by using a novel spectral representation, we construct an implementation that is computationally much more efficient and can be applied to more general setup than the original quasi-likelihood method.
NASA Technical Reports Server (NTRS)
Orme, John S.; Gilyard, Glenn B.
1992-01-01
Integrated engine-airframe optimal control technology may significantly improve aircraft performance. This technology requires a reliable and accurate parameter estimator to predict unmeasured variables. To develop this technology base, NASA Dryden Flight Research Facility (Edwards, CA), McDonnell Aircraft Company (St. Louis, MO), and Pratt & Whitney (West Palm Beach, FL) have developed and flight-tested an adaptive performance seeking control system which optimizes the quasi-steady-state performance of the F-15 propulsion system. This paper presents flight and ground test evaluations of the propulsion system parameter estimation process used by the performance seeking control system. The estimator consists of a compact propulsion system model and an extended Kalman filter. The extended Laman filter estimates five engine component deviation parameters from measured inputs. The compact model uses measurements and Kalman-filter estimates as inputs to predict unmeasured propulsion parameters such as net propulsive force and fan stall margin. The ability to track trends and estimate absolute values of propulsion system parameters was demonstrated. For example, thrust stand results show a good correlation, especially in trends, between the performance seeking control estimated and measured thrust.
Set-base dynamical parameter estimation and model invalidation for biochemical reaction networks.
Rumschinski, Philipp; Borchers, Steffen; Bosio, Sandro; Weismantel, Robert; Findeisen, Rolf
2010-05-25
Mathematical modeling and analysis have become, for the study of biological and cellular processes, an important complement to experimental research. However, the structural and quantitative knowledge available for such processes is frequently limited, and measurements are often subject to inherent and possibly large uncertainties. This results in competing model hypotheses, whose kinetic parameters may not be experimentally determinable. Discriminating among these alternatives and estimating their kinetic parameters is crucial to improve the understanding of the considered process, and to benefit from the analytical tools at hand. In this work we present a set-based framework that allows to discriminate between competing model hypotheses and to provide guaranteed outer estimates on the model parameters that are consistent with the (possibly sparse and uncertain) experimental measurements. This is obtained by means of exact proofs of model invalidity that exploit the polynomial/rational structure of biochemical reaction networks, and by making use of an efficient strategy to balance solution accuracy and computational effort. The practicability of our approach is illustrated with two case studies. The first study shows that our approach allows to conclusively rule out wrong model hypotheses. The second study focuses on parameter estimation, and shows that the proposed method allows to evaluate the global influence of measurement sparsity, uncertainty, and prior knowledge on the parameter estimates. This can help in designing further experiments leading to improved parameter estimates.
Set-base dynamical parameter estimation and model invalidation for biochemical reaction networks
2010-01-01
Background Mathematical modeling and analysis have become, for the study of biological and cellular processes, an important complement to experimental research. However, the structural and quantitative knowledge available for such processes is frequently limited, and measurements are often subject to inherent and possibly large uncertainties. This results in competing model hypotheses, whose kinetic parameters may not be experimentally determinable. Discriminating among these alternatives and estimating their kinetic parameters is crucial to improve the understanding of the considered process, and to benefit from the analytical tools at hand. Results In this work we present a set-based framework that allows to discriminate between competing model hypotheses and to provide guaranteed outer estimates on the model parameters that are consistent with the (possibly sparse and uncertain) experimental measurements. This is obtained by means of exact proofs of model invalidity that exploit the polynomial/rational structure of biochemical reaction networks, and by making use of an efficient strategy to balance solution accuracy and computational effort. Conclusions The practicability of our approach is illustrated with two case studies. The first study shows that our approach allows to conclusively rule out wrong model hypotheses. The second study focuses on parameter estimation, and shows that the proposed method allows to evaluate the global influence of measurement sparsity, uncertainty, and prior knowledge on the parameter estimates. This can help in designing further experiments leading to improved parameter estimates. PMID:20500862
DOE Office of Scientific and Technical Information (OSTI.GOV)
Mbamalu, G.A.N.; El-Hawary, M.E.
The authors propose suboptimal least squares or IRWLS procedures for estimating the parameters of a seasonal multiplicative AR model encountered during power system load forecasting. The proposed method involves using an interactive computer environment to estimate the parameters of a seasonal multiplicative AR process. The method comprises five major computational steps. The first determines the order of the seasonal multiplicative AR process, and the second uses the least squares or the IRWLS to estimate the optimal nonseasonal AR model parameters. In the third step one obtains the intermediate series by back forecast, which is followed by using the least squaresmore » or the IRWLS to estimate the optimal season AR parameters. The final step uses the estimated parameters to forecast future load. The method is applied to predict the Nova Scotia Power Corporation's 168 lead time hourly load. The results obtained are documented and compared with results based on the Box and Jenkins method.« less
NASA Astrophysics Data System (ADS)
Shrivastava, Akash; Mohanty, A. R.
2018-03-01
This paper proposes a model-based method to estimate single plane unbalance parameters (amplitude and phase angle) in a rotor using Kalman filter and recursive least square based input force estimation technique. Kalman filter based input force estimation technique requires state-space model and response measurements. A modified system equivalent reduction expansion process (SEREP) technique is employed to obtain a reduced-order model of the rotor system so that limited response measurements can be used. The method is demonstrated using numerical simulations on a rotor-disk-bearing system. Results are presented for different measurement sets including displacement, velocity, and rotational response. Effects of measurement noise level, filter parameters (process noise covariance and forgetting factor), and modeling error are also presented and it is observed that the unbalance parameter estimation is robust with respect to measurement noise.
NASA Astrophysics Data System (ADS)
Timpe, Nathalie F.; Stuch, Julia; Scholl, Marcus; Russek, Ulrich A.
2016-03-01
This contribution presents a phenomenological, analytical model for laser welding of polymers which is suited for a quick process quality estimation for the practitioner. Besides material properties of the polymer and processing parameters like welding pressure, feed rate and laser power the model is based on a simple few parameter description of the size and shape of the laser power density distribution (PDD) in the processing zone. The model allows an estimation of the weld seam tensile strength. It is based on energy balance considerations within a thin sheet with the thickness of the optical penetration depth on the surface of the absorbing welding partner. The joining process itself is modelled by a phenomenological approach. The model reproduces the experimentally known process windows for the main process parameters correctly. Using the parameters describing the shape of the laser PDD the critical dependence of the process windows on the PDD shape will be predicted and compared with experiments. The adaption of the model to other laser manufacturing processes where the PDD influence can be modelled comparably will be discussed.
Parameter Estimates in Differential Equation Models for Chemical Kinetics
ERIC Educational Resources Information Center
Winkel, Brian
2011-01-01
We discuss the need for devoting time in differential equations courses to modelling and the completion of the modelling process with efforts to estimate the parameters in the models using data. We estimate the parameters present in several differential equation models of chemical reactions of order n, where n = 0, 1, 2, and apply more general…
A general model for attitude determination error analysis
NASA Technical Reports Server (NTRS)
Markley, F. Landis; Seidewitz, ED; Nicholson, Mark
1988-01-01
An overview is given of a comprehensive approach to filter and dynamics modeling for attitude determination error analysis. The models presented include both batch least-squares and sequential attitude estimation processes for both spin-stabilized and three-axis stabilized spacecraft. The discussion includes a brief description of a dynamics model of strapdown gyros, but it does not cover other sensor models. Model parameters can be chosen to be solve-for parameters, which are assumed to be estimated as part of the determination process, or consider parameters, which are assumed to have errors but not to be estimated. The only restriction on this choice is that the time evolution of the consider parameters must not depend on any of the solve-for parameters. The result of an error analysis is an indication of the contributions of the various error sources to the uncertainties in the determination of the spacecraft solve-for parameters. The model presented gives the uncertainty due to errors in the a priori estimates of the solve-for parameters, the uncertainty due to measurement noise, the uncertainty due to dynamic noise (also known as process noise or measurement noise), the uncertainty due to the consider parameters, and the overall uncertainty due to all these sources of error.
Reconstruction of neuronal input through modeling single-neuron dynamics and computations
DOE Office of Scientific and Technical Information (OSTI.GOV)
Qin, Qing; Wang, Jiang; Yu, Haitao
Mathematical models provide a mathematical description of neuron activity, which can better understand and quantify neural computations and corresponding biophysical mechanisms evoked by stimulus. In this paper, based on the output spike train evoked by the acupuncture mechanical stimulus, we present two different levels of models to describe the input-output system to achieve the reconstruction of neuronal input. The reconstruction process is divided into two steps: First, considering the neuronal spiking event as a Gamma stochastic process. The scale parameter and the shape parameter of Gamma process are, respectively, defined as two spiking characteristics, which are estimated by a state-spacemore » method. Then, leaky integrate-and-fire (LIF) model is used to mimic the response system and the estimated spiking characteristics are transformed into two temporal input parameters of LIF model, through two conversion formulas. We test this reconstruction method by three different groups of simulation data. All three groups of estimates reconstruct input parameters with fairly high accuracy. We then use this reconstruction method to estimate the non-measurable acupuncture input parameters. Results show that under three different frequencies of acupuncture stimulus conditions, estimated input parameters have an obvious difference. The higher the frequency of the acupuncture stimulus is, the higher the accuracy of reconstruction is.« less
Reconstruction of neuronal input through modeling single-neuron dynamics and computations
NASA Astrophysics Data System (ADS)
Qin, Qing; Wang, Jiang; Yu, Haitao; Deng, Bin; Chan, Wai-lok
2016-06-01
Mathematical models provide a mathematical description of neuron activity, which can better understand and quantify neural computations and corresponding biophysical mechanisms evoked by stimulus. In this paper, based on the output spike train evoked by the acupuncture mechanical stimulus, we present two different levels of models to describe the input-output system to achieve the reconstruction of neuronal input. The reconstruction process is divided into two steps: First, considering the neuronal spiking event as a Gamma stochastic process. The scale parameter and the shape parameter of Gamma process are, respectively, defined as two spiking characteristics, which are estimated by a state-space method. Then, leaky integrate-and-fire (LIF) model is used to mimic the response system and the estimated spiking characteristics are transformed into two temporal input parameters of LIF model, through two conversion formulas. We test this reconstruction method by three different groups of simulation data. All three groups of estimates reconstruct input parameters with fairly high accuracy. We then use this reconstruction method to estimate the non-measurable acupuncture input parameters. Results show that under three different frequencies of acupuncture stimulus conditions, estimated input parameters have an obvious difference. The higher the frequency of the acupuncture stimulus is, the higher the accuracy of reconstruction is.
NASA Astrophysics Data System (ADS)
Dafflon, B.; Barrash, W.; Cardiff, M.; Johnson, T. C.
2011-12-01
Reliable predictions of groundwater flow and solute transport require an estimation of the detailed distribution of the parameters (e.g., hydraulic conductivity, effective porosity) controlling these processes. However, such parameters are difficult to estimate because of the inaccessibility and complexity of the subsurface. In this regard, developments in parameter estimation techniques and investigations of field experiments are still challenging and necessary to improve our understanding and the prediction of hydrological processes. Here we analyze a conservative tracer test conducted at the Boise Hydrogeophysical Research Site in 2001 in a heterogeneous unconfined fluvial aquifer. Some relevant characteristics of this test include: variable-density (sinking) effects because of the injection concentration of the bromide tracer, the relatively small size of the experiment, and the availability of various sources of geophysical and hydrological information. The information contained in this experiment is evaluated through several parameter estimation approaches, including a grid-search-based strategy, stochastic simulation of hydrological property distributions, and deterministic inversion using regularization and pilot-point techniques. Doing this allows us to investigate hydraulic conductivity and effective porosity distributions and to compare the effects of assumptions from several methods and parameterizations. Our results provide new insights into the understanding of variable-density transport processes and the hydrological relevance of incorporating various sources of information in parameter estimation approaches. Among others, the variable-density effect and the effective porosity distribution, as well as their coupling with the hydraulic conductivity structure, are seen to be significant in the transport process. The results also show that assumed prior information can strongly influence the estimated distributions of hydrological properties.
NASA Technical Reports Server (NTRS)
Parrish, R. S.; Carter, M. C.
1974-01-01
This analysis utilizes computer simulation and statistical estimation. Realizations of stationary gaussian stochastic processes with selected autocorrelation functions are computer simulated. Analysis of the simulated data revealed that the mean and the variance of a process were functionally dependent upon the autocorrelation parameter and crossing level. Using predicted values for the mean and standard deviation, by the method of moments, the distribution parameters was estimated. Thus, given the autocorrelation parameter, crossing level, mean, and standard deviation of a process, the probability of exceeding the crossing level for a particular length of time was calculated.
Hill, Mary C.; Banta, E.R.; Harbaugh, A.W.; Anderman, E.R.
2000-01-01
This report documents the Observation, Sensitivity, and Parameter-Estimation Processes of the ground-water modeling computer program MODFLOW-2000. The Observation Process generates model-calculated values for comparison with measured, or observed, quantities. A variety of statistics is calculated to quantify this comparison, including a weighted least-squares objective function. In addition, a number of files are produced that can be used to compare the values graphically. The Sensitivity Process calculates the sensitivity of hydraulic heads throughout the model with respect to specified parameters using the accurate sensitivity-equation method. These are called grid sensitivities. If the Observation Process is active, it uses the grid sensitivities to calculate sensitivities for the simulated values associated with the observations. These are called observation sensitivities. Observation sensitivities are used to calculate a number of statistics that can be used (1) to diagnose inadequate data, (2) to identify parameters that probably cannot be estimated by regression using the available observations, and (3) to evaluate the utility of proposed new data. The Parameter-Estimation Process uses a modified Gauss-Newton method to adjust values of user-selected input parameters in an iterative procedure to minimize the value of the weighted least-squares objective function. Statistics produced by the Parameter-Estimation Process can be used to evaluate estimated parameter values; statistics produced by the Observation Process and post-processing program RESAN-2000 can be used to evaluate how accurately the model represents the actual processes; statistics produced by post-processing program YCINT-2000 can be used to quantify the uncertainty of model simulated values. Parameters are defined in the Ground-Water Flow Process input files and can be used to calculate most model inputs, such as: for explicitly defined model layers, horizontal hydraulic conductivity, horizontal anisotropy, vertical hydraulic conductivity or vertical anisotropy, specific storage, and specific yield; and, for implicitly represented layers, vertical hydraulic conductivity. In addition, parameters can be defined to calculate the hydraulic conductance of the River, General-Head Boundary, and Drain Packages; areal recharge rates of the Recharge Package; maximum evapotranspiration of the Evapotranspiration Package; pumpage or the rate of flow at defined-flux boundaries of the Well Package; and the hydraulic head at constant-head boundaries. The spatial variation of model inputs produced using defined parameters is very flexible, including interpolated distributions that require the summation of contributions from different parameters. Observations can include measured hydraulic heads or temporal changes in hydraulic heads, measured gains and losses along head-dependent boundaries (such as streams), flows through constant-head boundaries, and advective transport through the system, which generally would be inferred from measured concentrations. MODFLOW-2000 is intended for use on any computer operating system. The program consists of algorithms programmed in Fortran 90, which efficiently performs numerical calculations and is fully compatible with the newer Fortran 95. The code is easily modified to be compatible with FORTRAN 77. Coordination for multiple processors is accommodated using Message Passing Interface (MPI) commands. The program is designed in a modular fashion that is intended to support inclusion of new capabilities.
Mears, Lisa; Stocks, Stuart M; Albaek, Mads O; Sin, Gürkan; Gernaey, Krist V
2017-03-01
A mechanistic model-based soft sensor is developed and validated for 550L filamentous fungus fermentations operated at Novozymes A/S. The soft sensor is comprised of a parameter estimation block based on a stoichiometric balance, coupled to a dynamic process model. The on-line parameter estimation block models the changing rates of formation of product, biomass, and water, and the rate of consumption of feed using standard, available on-line measurements. This parameter estimation block, is coupled to a mechanistic process model, which solves the current states of biomass, product, substrate, dissolved oxygen and mass, as well as other process parameters including k L a, viscosity and partial pressure of CO 2 . State estimation at this scale requires a robust mass model including evaporation, which is a factor not often considered at smaller scales of operation. The model is developed using a historical data set of 11 batches from the fermentation pilot plant (550L) at Novozymes A/S. The model is then implemented on-line in 550L fermentation processes operated at Novozymes A/S in order to validate the state estimator model on 14 new batches utilizing a new strain. The product concentration in the validation batches was predicted with an average root mean sum of squared error (RMSSE) of 16.6%. In addition, calculation of the Janus coefficient for the validation batches shows a suitably calibrated model. The robustness of the model prediction is assessed with respect to the accuracy of the input data. Parameter estimation uncertainty is also carried out. The application of this on-line state estimator allows for on-line monitoring of pilot scale batches, including real-time estimates of multiple parameters which are not able to be monitored on-line. With successful application of a soft sensor at this scale, this allows for improved process monitoring, as well as opening up further possibilities for on-line control algorithms, utilizing these on-line model outputs. Biotechnol. Bioeng. 2017;114: 589-599. © 2016 Wiley Periodicals, Inc. © 2016 Wiley Periodicals, Inc.
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.
Estimation of teleported and gained parameters in a non-inertial frame
NASA Astrophysics Data System (ADS)
Metwally, N.
2017-04-01
Quantum Fisher information is introduced as a measure of estimating the teleported information between two users, one of which is uniformly accelerated. We show that the final teleported state depends on the initial parameters, in addition to the gained parameters during the teleportation process. The estimation degree of these parameters depends on the value of the acceleration, the used single mode approximation (within/beyond), the type of encoded information (classic/quantum) in the teleported state, and the entanglement of the initial communication channel. The estimation degree of the parameters can be maximized if the partners teleport classical information.
Period Estimation for Sparsely-sampled Quasi-periodic Light Curves Applied to Miras
NASA Astrophysics Data System (ADS)
He, Shiyuan; Yuan, Wenlong; Huang, Jianhua Z.; Long, James; Macri, Lucas M.
2016-12-01
We develop a nonlinear semi-parametric Gaussian process model to estimate periods of Miras with sparsely sampled light curves. The model uses a sinusoidal basis for the periodic variation and a Gaussian process for the stochastic changes. We use maximum likelihood to estimate the period and the parameters of the Gaussian process, while integrating out the effects of other nuisance parameters in the model with respect to a suitable prior distribution obtained from earlier studies. Since the likelihood is highly multimodal for period, we implement a hybrid method that applies the quasi-Newton algorithm for Gaussian process parameters and search the period/frequency parameter space over a dense grid. A large-scale, high-fidelity simulation is conducted to mimic the sampling quality of Mira light curves obtained by the M33 Synoptic Stellar Survey. The simulated data set is publicly available and can serve as a testbed for future evaluation of different period estimation methods. The semi-parametric model outperforms an existing algorithm on this simulated test data set as measured by period recovery rate and quality of the resulting period-luminosity relations.
Dunham, Kylee; Grand, James B.
2016-01-01
We examined the effects of complexity and priors on the accuracy of models used to estimate ecological and observational processes, and to make predictions regarding population size and structure. State-space models are useful for estimating complex, unobservable population processes and making predictions about future populations based on limited data. To better understand the utility of state space models in evaluating population dynamics, we used them in a Bayesian framework and compared the accuracy of models with differing complexity, with and without informative priors using sequential importance sampling/resampling (SISR). Count data were simulated for 25 years using known parameters and observation process for each model. We used kernel smoothing to reduce the effect of particle depletion, which is common when estimating both states and parameters with SISR. Models using informative priors estimated parameter values and population size with greater accuracy than their non-informative counterparts. While the estimates of population size and trend did not suffer greatly in models using non-informative priors, the algorithm was unable to accurately estimate demographic parameters. This model framework provides reasonable estimates of population size when little to no information is available; however, when information on some vital rates is available, SISR can be used to obtain more precise estimates of population size and process. Incorporating model complexity such as that required by structured populations with stage-specific vital rates affects precision and accuracy when estimating latent population variables and predicting population dynamics. These results are important to consider when designing monitoring programs and conservation efforts requiring management of specific population segments.
Bayesian Parameter Estimation for Heavy-Duty Vehicles
DOE Office of Scientific and Technical Information (OSTI.GOV)
Miller, Eric; Konan, Arnaud; Duran, Adam
2017-03-28
Accurate vehicle parameters are valuable for design, modeling, and reporting. Estimating vehicle parameters can be a very time-consuming process requiring tightly-controlled experimentation. This work describes a method to estimate vehicle parameters such as mass, coefficient of drag/frontal area, and rolling resistance using data logged during standard vehicle operation. The method uses Monte Carlo to generate parameter sets which is fed to a variant of the road load equation. Modeled road load is then compared to measured load to evaluate the probability of the parameter set. Acceptance of a proposed parameter set is determined using the probability ratio to the currentmore » state, so that the chain history will give a distribution of parameter sets. Compared to a single value, a distribution of possible values provides information on the quality of estimates and the range of possible parameter values. The method is demonstrated by estimating dynamometer parameters. Results confirm the method's ability to estimate reasonable parameter sets, and indicates an opportunity to increase the certainty of estimates through careful selection or generation of the test drive cycle.« less
Generalized sensitivity analysis of the minimal model of the intravenous glucose tolerance test.
Munir, Mohammad
2018-06-01
Generalized sensitivity functions characterize the sensitivity of the parameter estimates with respect to the nominal parameters. We observe from the generalized sensitivity analysis of the minimal model of the intravenous glucose tolerance test that the measurements of insulin, 62 min after the administration of the glucose bolus into the experimental subject's body, possess no information about the parameter estimates. The glucose measurements possess the information about the parameter estimates up to three hours. These observations have been verified by the parameter estimation of the minimal model. The standard errors of the estimates and crude Monte Carlo process also confirm this observation. Copyright © 2018 Elsevier Inc. All rights reserved.
NASA Astrophysics Data System (ADS)
Susiluoto, Jouni; Raivonen, Maarit; Backman, Leif; Laine, Marko; Makela, Jarmo; Peltola, Olli; Vesala, Timo; Aalto, Tuula
2018-03-01
Estimating methane (CH4) emissions from natural wetlands is complex, and the estimates contain large uncertainties. The models used for the task are typically heavily parameterized and the parameter values are not well known. In this study, we perform a Bayesian model calibration for a new wetland CH4 emission model to improve the quality of the predictions and to understand the limitations of such models.The detailed process model that we analyze contains descriptions for CH4 production from anaerobic respiration, CH4 oxidation, and gas transportation by diffusion, ebullition, and the aerenchyma cells of vascular plants. The processes are controlled by several tunable parameters. We use a hierarchical statistical model to describe the parameters and obtain the posterior distributions of the parameters and uncertainties in the processes with adaptive Markov chain Monte Carlo (MCMC), importance resampling, and time series analysis techniques. For the estimation, the analysis utilizes measurement data from the Siikaneva flux measurement site in southern Finland. The uncertainties related to the parameters and the modeled processes are described quantitatively. At the process level, the flux measurement data are able to constrain the CH4 production processes, methane oxidation, and the different gas transport processes. The posterior covariance structures explain how the parameters and the processes are related. Additionally, the flux and flux component uncertainties are analyzed both at the annual and daily levels. The parameter posterior densities obtained provide information regarding importance of the different processes, which is also useful for development of wetland methane emission models other than the square root HelsinkI Model of MEthane buiLd-up and emIssion for peatlands (sqHIMMELI). The hierarchical modeling allows us to assess the effects of some of the parameters on an annual basis. The results of the calibration and the cross validation suggest that the early spring net primary production could be used to predict parameters affecting the annual methane production. Even though the calibration is specific to the Siikaneva site, the hierarchical modeling approach is well suited for larger-scale studies and the results of the estimation pave way for a regional or global-scale Bayesian calibration of wetland emission models.
Cattani, F; Dolan, K D; Oliveira, S D; Mishra, D K; Ferreira, C A S; Periago, P M; Aznar, A; Fernandez, P S; Valdramidis, V P
2016-11-01
Bacillus sporothermodurans produces highly heat-resistant endospores, that can survive under ultra-high temperature. High heat-resistant sporeforming bacteria are one of the main causes for spoilage and safety of low-acid foods. They can be used as indicators or surrogates to establish the minimum requirements for heat processes, but it is necessary to understand their thermal inactivation kinetics. The aim of the present work was to study the inactivation kinetics under both static and dynamic conditions in a vegetable soup. Ordinary least squares one-step regression and sequential procedures were applied for estimating these parameters. Results showed that multiple dynamic heating profiles, when analyzed simultaneously, can be used to accurately estimate the kinetic parameters while significantly reducing estimation errors and data collection. Copyright © 2016 Elsevier Ltd. All rights reserved.
Detecting Anomalies in Process Control Networks
NASA Astrophysics Data System (ADS)
Rrushi, Julian; Kang, Kyoung-Don
This paper presents the estimation-inspection algorithm, a statistical algorithm for anomaly detection in process control networks. The algorithm determines if the payload of a network packet that is about to be processed by a control system is normal or abnormal based on the effect that the packet will have on a variable stored in control system memory. The estimation part of the algorithm uses logistic regression integrated with maximum likelihood estimation in an inductive machine learning process to estimate a series of statistical parameters; these parameters are used in conjunction with logistic regression formulas to form a probability mass function for each variable stored in control system memory. The inspection part of the algorithm uses the probability mass functions to estimate the normalcy probability of a specific value that a network packet writes to a variable. Experimental results demonstrate that the algorithm is very effective at detecting anomalies in process control networks.
Parameter estimating state reconstruction
NASA Technical Reports Server (NTRS)
George, E. B.
1976-01-01
Parameter estimation is considered for systems whose entire state cannot be measured. Linear observers are designed to recover the unmeasured states to a sufficient accuracy to permit the estimation process. There are three distinct dynamics that must be accommodated in the system design: the dynamics of the plant, the dynamics of the observer, and the system updating of the parameter estimation. The latter two are designed to minimize interaction of the involved systems. These techniques are extended to weakly nonlinear systems. The application to a simulation of a space shuttle POGO system test is of particular interest. A nonlinear simulation of the system is developed, observers designed, and the parameters estimated.
Probabilistic parameter estimation of activated sludge processes using Markov Chain Monte Carlo.
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.
NASA Astrophysics Data System (ADS)
Camacho Suarez, V. V.; Shucksmith, J.; Schellart, A.
2016-12-01
Analytical and numerical models can be used to represent the advection-dispersion processes governing the transport of pollutants in rivers (Fan et al., 2015; Van Genuchten et al., 2013). Simplifications, assumptions and parameter estimations in these models result in various uncertainties within the modelling process and estimations of pollutant concentrations. In this study, we explore both: 1) the structural uncertainty due to the one dimensional simplification of the Advection Dispersion Equation (ADE) and 2) the parameter uncertainty due to the semi empirical estimation of the longitudinal dispersion coefficient. The relative significance of these uncertainties has not previously been examined. By analysing both the relative structural uncertainty of analytical solutions of the ADE, and the parameter uncertainty due to the longitudinal dispersion coefficient via a Monte Carlo analysis, an evaluation of the dominant uncertainties for a case study in the river Chillan, Chile is presented over a range of spatial scales.
A hyperbolastic type-I diffusion process: Parameter estimation by means of the firefly algorithm.
Barrera, Antonio; Román-Román, Patricia; Torres-Ruiz, Francisco
2018-01-01
A stochastic diffusion process, whose mean function is a hyperbolastic curve of type I, is presented. The main characteristics of the process are studied and the problem of maximum likelihood estimation for the parameters of the process is considered. To this end, the firefly metaheuristic optimization algorithm is applied after bounding the parametric space by a stagewise procedure. Some examples based on simulated sample paths and real data illustrate this development. Copyright © 2017 Elsevier B.V. All rights reserved.
A Hierarchical Bayesian Model for Calibrating Estimates of Species Divergence Times
Heath, Tracy A.
2012-01-01
In Bayesian divergence time estimation methods, incorporating calibrating information from the fossil record is commonly done by assigning prior densities to ancestral nodes in the tree. Calibration prior densities are typically parametric distributions offset by minimum age estimates provided by the fossil record. Specification of the parameters of calibration densities requires the user to quantify his or her prior knowledge of the age of the ancestral node relative to the age of its calibrating fossil. The values of these parameters can, potentially, result in biased estimates of node ages if they lead to overly informative prior distributions. Accordingly, determining parameter values that lead to adequate prior densities is not straightforward. In this study, I present a hierarchical Bayesian model for calibrating divergence time analyses with multiple fossil age constraints. This approach applies a Dirichlet process prior as a hyperprior on the parameters of calibration prior densities. Specifically, this model assumes that the rate parameters of exponential prior distributions on calibrated nodes are distributed according to a Dirichlet process, whereby the rate parameters are clustered into distinct parameter categories. Both simulated and biological data are analyzed to evaluate the performance of the Dirichlet process hyperprior. Compared with fixed exponential prior densities, the hierarchical Bayesian approach results in more accurate and precise estimates of internal node ages. When this hyperprior is applied using Markov chain Monte Carlo methods, the ages of calibrated nodes are sampled from mixtures of exponential distributions and uncertainty in the values of calibration density parameters is taken into account. PMID:22334343
Hukkerikar, Amol Shivajirao; Kalakul, Sawitree; Sarup, Bent; Young, Douglas M; Sin, Gürkan; Gani, Rafiqul
2012-11-26
The aim of this work is to develop group-contribution(+) (GC(+)) method (combined group-contribution (GC) method and atom connectivity index (CI) method) based property models to provide reliable estimations of environment-related properties of organic chemicals together with uncertainties of estimated property values. For this purpose, a systematic methodology for property modeling and uncertainty analysis is used. The methodology includes a parameter estimation step to determine parameters of property models and an uncertainty analysis step to establish statistical information about the quality of parameter estimation, such as the parameter covariance, the standard errors in predicted properties, and the confidence intervals. For parameter estimation, large data sets of experimentally measured property values of a wide range of chemicals (hydrocarbons, oxygenated chemicals, nitrogenated chemicals, poly functional chemicals, etc.) taken from the database of the US Environmental Protection Agency (EPA) and from the database of USEtox is used. For property modeling and uncertainty analysis, the Marrero and Gani GC method and atom connectivity index method have been considered. In total, 22 environment-related properties, which include the fathead minnow 96-h LC(50), Daphnia magna 48-h LC(50), oral rat LD(50), aqueous solubility, bioconcentration factor, permissible exposure limit (OSHA-TWA), photochemical oxidation potential, global warming potential, ozone depletion potential, acidification potential, emission to urban air (carcinogenic and noncarcinogenic), emission to continental rural air (carcinogenic and noncarcinogenic), emission to continental fresh water (carcinogenic and noncarcinogenic), emission to continental seawater (carcinogenic and noncarcinogenic), emission to continental natural soil (carcinogenic and noncarcinogenic), and emission to continental agricultural soil (carcinogenic and noncarcinogenic) have been modeled and analyzed. The application of the developed property models for the estimation of environment-related properties and uncertainties of the estimated property values is highlighted through an illustrative example. The developed property models provide reliable estimates of environment-related properties needed to perform process synthesis, design, and analysis of sustainable chemical processes and allow one to evaluate the effect of uncertainties of estimated property values on the calculated performance of processes giving useful insights into quality and reliability of the design of sustainable processes.
ZASPE: A Code to Measure Stellar Atmospheric Parameters and their Covariance from Spectra
NASA Astrophysics Data System (ADS)
Brahm, Rafael; Jordán, Andrés; Hartman, Joel; Bakos, Gáspár
2017-05-01
We describe the Zonal Atmospheric Stellar Parameters Estimator (zaspe), a new algorithm, and its associated code, for determining precise stellar atmospheric parameters and their uncertainties from high-resolution echelle spectra of FGK-type stars. zaspe estimates stellar atmospheric parameters by comparing the observed spectrum against a grid of synthetic spectra only in the most sensitive spectral zones to changes in the atmospheric parameters. Realistic uncertainties in the parameters are computed from the data itself, by taking into account the systematic mismatches between the observed spectrum and the best-fitting synthetic one. The covariances between the parameters are also estimated in the process. zaspe can in principle use any pre-calculated grid of synthetic spectra, but unbiased grids are required to obtain accurate parameters. We tested the performance of two existing libraries, and we concluded that neither is suitable for computing precise atmospheric parameters. We describe a process to synthesize a new library of synthetic spectra that was found to generate consistent results when compared with parameters obtained with different methods (interferometry, asteroseismology, equivalent widths).
A simulation of water pollution model parameter estimation
NASA Technical Reports Server (NTRS)
Kibler, J. F.
1976-01-01
A parameter estimation procedure for a water pollution transport model is elaborated. A two-dimensional instantaneous-release shear-diffusion model serves as representative of a simple transport process. Pollution concentration levels are arrived at via modeling of a remote-sensing system. The remote-sensed data are simulated by adding Gaussian noise to the concentration level values generated via the transport model. Model parameters are estimated from the simulated data using a least-squares batch processor. Resolution, sensor array size, and number and location of sensor readings can be found from the accuracies of the parameter estimates.
PERIOD ESTIMATION FOR SPARSELY SAMPLED QUASI-PERIODIC LIGHT CURVES APPLIED TO MIRAS
DOE Office of Scientific and Technical Information (OSTI.GOV)
He, Shiyuan; Huang, Jianhua Z.; Long, James
2016-12-01
We develop a nonlinear semi-parametric Gaussian process model to estimate periods of Miras with sparsely sampled light curves. The model uses a sinusoidal basis for the periodic variation and a Gaussian process for the stochastic changes. We use maximum likelihood to estimate the period and the parameters of the Gaussian process, while integrating out the effects of other nuisance parameters in the model with respect to a suitable prior distribution obtained from earlier studies. Since the likelihood is highly multimodal for period, we implement a hybrid method that applies the quasi-Newton algorithm for Gaussian process parameters and search the period/frequencymore » parameter space over a dense grid. A large-scale, high-fidelity simulation is conducted to mimic the sampling quality of Mira light curves obtained by the M33 Synoptic Stellar Survey. The simulated data set is publicly available and can serve as a testbed for future evaluation of different period estimation methods. The semi-parametric model outperforms an existing algorithm on this simulated test data set as measured by period recovery rate and quality of the resulting period–luminosity relations.« less
DOE Office of Scientific and Technical Information (OSTI.GOV)
Kaplanoglu, Erkan; Safak, Koray K.; Varol, H. Selcuk
2009-01-12
An experiment based method is proposed for parameter estimation of a class of linear multivariable systems. The method was applied to a pressure-level control process. Experimental time domain input/output data was utilized in a gray-box modeling approach. Prior knowledge of the form of the system transfer function matrix elements is assumed to be known. Continuous-time system transfer function matrix parameters were estimated in real-time by the least-squares method. Simulation results of experimentally determined system transfer function matrix compare very well with the experimental results. For comparison and as an alternative to the proposed real-time estimation method, we also implemented anmore » offline identification method using artificial neural networks and obtained fairly good results. The proposed methods can be implemented conveniently on a desktop PC equipped with a data acquisition board for parameter estimation of moderately complex linear multivariable systems.« less
Borchers, D L; Langrock, R
2015-12-01
We develop maximum likelihood methods for line transect surveys in which animals go undetected at distance zero, either because they are stochastically unavailable while within view or because they are missed when they are available. These incorporate a Markov-modulated Poisson process model for animal availability, allowing more clustered availability events than is possible with Poisson availability models. They include a mark-recapture component arising from the independent-observer survey, leading to more accurate estimation of detection probability given availability. We develop models for situations in which (a) multiple detections of the same individual are possible and (b) some or all of the availability process parameters are estimated from the line transect survey itself, rather than from independent data. We investigate estimator performance by simulation, and compare the multiple-detection estimators with estimators that use only initial detections of individuals, and with a single-observer estimator. Simultaneous estimation of detection function parameters and availability model parameters is shown to be feasible from the line transect survey alone with multiple detections and double-observer data but not with single-observer data. Recording multiple detections of individuals improves estimator precision substantially when estimating the availability model parameters from survey data, and we recommend that these data be gathered. We apply the methods to estimate detection probability from a double-observer survey of North Atlantic minke whales, and find that double-observer data greatly improve estimator precision here too. © 2015 The Authors Biometrics published by Wiley Periodicals, Inc. on behalf of International Biometric Society.
Mino, H
2007-01-01
To estimate the parameters, the impulse response (IR) functions of some linear time-invariant systems generating intensity processes, in Shot-Noise-Driven Doubly Stochastic Poisson Process (SND-DSPP) in which multivariate presynaptic spike trains and postsynaptic spike trains can be assumed to be modeled by the SND-DSPPs. An explicit formula for estimating the IR functions from observations of multivariate input processes of the linear systems and the corresponding counting process (output process) is derived utilizing the expectation maximization (EM) algorithm. The validity of the estimation formula was verified through Monte Carlo simulations in which two presynaptic spike trains and one postsynaptic spike train were assumed to be observable. The IR functions estimated on the basis of the proposed identification method were close to the true IR functions. The proposed method will play an important role in identifying the input-output relationship of pre- and postsynaptic neural spike trains in practical situations.
Sensitivity analysis of the add-on price estimate for the edge-defined film-fed growth process
NASA Technical Reports Server (NTRS)
Mokashi, A. R.; Kachare, A. H.
1981-01-01
The analysis is in terms of cost parameters and production parameters. The cost parameters include equipment, space, direct labor, materials, and utilities. The production parameters include growth rate, process yield, and duty cycle. A computer program was developed specifically to do the sensitivity analysis.
Noise normalization and windowing functions for VALIDAR in wind parameter estimation
NASA Astrophysics Data System (ADS)
Beyon, Jeffrey Y.; Koch, Grady J.; Li, Zhiwen
2006-05-01
The wind parameter estimates from a state-of-the-art 2-μm coherent lidar system located at NASA Langley, Virginia, named VALIDAR (validation lidar), were compared after normalizing the noise by its estimated power spectra via the periodogram and the linear predictive coding (LPC) scheme. The power spectra and the Doppler shift estimates were the main parameter estimates for comparison. Different types of windowing functions were implemented in VALIDAR data processing algorithm and their impact on the wind parameter estimates was observed. Time and frequency independent windowing functions such as Rectangular, Hanning, and Kaiser-Bessel and time and frequency dependent apodized windowing function were compared. The briefing of current nonlinear algorithm development for Doppler shift correction subsequently follows.
NASA Astrophysics Data System (ADS)
Yashima, Kenta; Ito, Kana; Nakamura, Kazuyuki
2013-03-01
When an Infectious disease where to prevail throughout the population, epidemic parameters such as the basic reproduction ratio, initial point of infection etc. are estimated from the time series data of infected population. However, it is unclear how does the structure of host population affects this estimation accuracy. In other words, what kind of city is difficult to estimate its epidemic parameters? To answer this question, epidemic data are simulated by constructing a commuting network with different network structure and running the infection process over this network. From the given time series data for each network structure, we would like to analyzed estimation accuracy of epidemic parameters.
Pixel-By Estimation of Scene Motion in Video
NASA Astrophysics Data System (ADS)
Tashlinskii, A. G.; Smirnov, P. V.; Tsaryov, M. G.
2017-05-01
The paper considers the effectiveness of motion estimation in video using pixel-by-pixel recurrent algorithms. The algorithms use stochastic gradient decent to find inter-frame shifts of all pixels of a frame. These vectors form shift vectors' field. As estimated parameters of the vectors the paper studies their projections and polar parameters. It considers two methods for estimating shift vectors' field. The first method uses stochastic gradient descent algorithm to sequentially process all nodes of the image row-by-row. It processes each row bidirectionally i.e. from the left to the right and from the right to the left. Subsequent joint processing of the results allows compensating inertia of the recursive estimation. The second method uses correlation between rows to increase processing efficiency. It processes rows one after the other with the change in direction after each row and uses obtained values to form resulting estimate. The paper studies two criteria of its formation: gradient estimation minimum and correlation coefficient maximum. The paper gives examples of experimental results of pixel-by-pixel estimation for a video with a moving object and estimation of a moving object trajectory using shift vectors' field.
Ward, Adam S.; Kelleher, Christa A.; Mason, Seth J. K.; Wagener, Thorsten; McIntyre, Neil; McGlynn, Brian L.; Runkel, Robert L.; Payn, Robert A.
2017-01-01
Researchers and practitioners alike often need to understand and characterize how water and solutes move through a stream in terms of the relative importance of in-stream and near-stream storage and transport processes. In-channel and subsurface storage processes are highly variable in space and time and difficult to measure. Storage estimates are commonly obtained using transient-storage models (TSMs) of the experimentally obtained solute-tracer test data. The TSM equations represent key transport and storage processes with a suite of numerical parameters. Parameter values are estimated via inverse modeling, in which parameter values are iteratively changed until model simulations closely match observed solute-tracer data. Several investigators have shown that TSM parameter estimates can be highly uncertain. When this is the case, parameter values cannot be used reliably to interpret stream-reach functioning. However, authors of most TSM studies do not evaluate or report parameter certainty. Here, we present a software tool linked to the One-dimensional Transport with Inflow and Storage (OTIS) model that enables researchers to conduct uncertainty analyses via Monte-Carlo parameter sampling and to visualize uncertainty and sensitivity results. We demonstrate application of our tool to 2 case studies and compare our results to output obtained from more traditional implementation of the OTIS model. We conclude by suggesting best practices for transient-storage modeling and recommend that future applications of TSMs include assessments of parameter certainty to support comparisons and more reliable interpretations of transport processes.
Sensitivity analysis of add-on price estimate for select silicon wafering technologies
NASA Technical Reports Server (NTRS)
Mokashi, A. R.
1982-01-01
The cost of producing wafers from silicon ingots is a major component of the add-on price of silicon sheet. Economic analyses of the add-on price estimates and their sensitivity internal-diameter (ID) sawing, multiblade slurry (MBS) sawing and fixed-abrasive slicing technique (FAST) are presented. Interim price estimation guidelines (IPEG) are used for estimating a process add-on price. Sensitivity analysis of price is performed with respect to cost parameters such as equipment, space, direct labor, materials (blade life) and utilities, and the production parameters such as slicing rate, slices per centimeter and process yield, using a computer program specifically developed to do sensitivity analysis with IPEG. The results aid in identifying the important cost parameters and assist in deciding the direction of technology development efforts.
Quantifying Key Climate Parameter Uncertainties Using an Earth System Model with a Dynamic 3D Ocean
NASA Astrophysics Data System (ADS)
Olson, R.; Sriver, R. L.; Goes, M. P.; Urban, N.; Matthews, D.; Haran, M.; Keller, K.
2011-12-01
Climate projections hinge critically on uncertain climate model parameters such as climate sensitivity, vertical ocean diffusivity and anthropogenic sulfate aerosol forcings. Climate sensitivity is defined as the equilibrium global mean temperature response to a doubling of atmospheric CO2 concentrations. Vertical ocean diffusivity parameterizes sub-grid scale ocean vertical mixing processes. These parameters are typically estimated using Intermediate Complexity Earth System Models (EMICs) that lack a full 3D representation of the oceans, thereby neglecting the effects of mixing on ocean dynamics and meridional overturning. We improve on these studies by employing an EMIC with a dynamic 3D ocean model to estimate these parameters. We carry out historical climate simulations with the University of Victoria Earth System Climate Model (UVic ESCM) varying parameters that affect climate sensitivity, vertical ocean mixing, and effects of anthropogenic sulfate aerosols. We use a Bayesian approach whereby the likelihood of each parameter combination depends on how well the model simulates surface air temperature and upper ocean heat content. We use a Gaussian process emulator to interpolate the model output to an arbitrary parameter setting. We use Markov Chain Monte Carlo method to estimate the posterior probability distribution function (pdf) of these parameters. We explore the sensitivity of the results to prior assumptions about the parameters. In addition, we estimate the relative skill of different observations to constrain the parameters. We quantify the uncertainty in parameter estimates stemming from climate variability, model and observational errors. We explore the sensitivity of key decision-relevant climate projections to these parameters. We find that climate sensitivity and vertical ocean diffusivity estimates are consistent with previously published results. The climate sensitivity pdf is strongly affected by the prior assumptions, and by the scaling parameter for the aerosols. The estimation method is computationally fast and can be used with more complex models where climate sensitivity is diagnosed rather than prescribed. The parameter estimates can be used to create probabilistic climate projections using the UVic ESCM model in future studies.
Hock, Sabrina; Hasenauer, Jan; Theis, Fabian J
2013-01-01
Diffusion is a key component of many biological processes such as chemotaxis, developmental differentiation and tissue morphogenesis. Since recently, the spatial gradients caused by diffusion can be assessed in-vitro and in-vivo using microscopy based imaging techniques. The resulting time-series of two dimensional, high-resolutions images in combination with mechanistic models enable the quantitative analysis of the underlying mechanisms. However, such a model-based analysis is still challenging due to measurement noise and sparse observations, which result in uncertainties of the model parameters. We introduce a likelihood function for image-based measurements with log-normal distributed noise. Based upon this likelihood function we formulate the maximum likelihood estimation problem, which is solved using PDE-constrained optimization methods. To assess the uncertainty and practical identifiability of the parameters we introduce profile likelihoods for diffusion processes. As proof of concept, we model certain aspects of the guidance of dendritic cells towards lymphatic vessels, an example for haptotaxis. Using a realistic set of artificial measurement data, we estimate the five kinetic parameters of this model and compute profile likelihoods. Our novel approach for the estimation of model parameters from image data as well as the proposed identifiability analysis approach is widely applicable to diffusion processes. The profile likelihood based method provides more rigorous uncertainty bounds in contrast to local approximation methods.
Robust estimation for ordinary differential equation models.
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.
Sensitivity analysis of the add-on price estimate for the silicon web growth process
NASA Technical Reports Server (NTRS)
Mokashi, A. R.
1981-01-01
The web growth process, a silicon-sheet technology option, developed for the flat plate solar array (FSA) project, was examined. Base case data for the technical and cost parameters for the technical and commercial readiness phase of the FSA project are projected. The process add on price, using the base case data for cost parameters such as equipment, space, direct labor, materials and utilities, and the production parameters such as growth rate and run length, using a computer program developed specifically to do the sensitivity analysis with improved price estimation are analyzed. Silicon price, sheet thickness and cell efficiency are also discussed.
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.
Anderman, E.R.; Hill, M.C.
2000-01-01
This report documents the Hydrogeologic-Unit Flow (HUF) Package for the groundwater modeling computer program MODFLOW-2000. The HUF Package is an alternative internal flow package that allows the vertical geometry of the system hydrogeology to be defined explicitly within the model using hydrogeologic units that can be different than the definition of the model layers. The HUF Package works with all the processes of MODFLOW-2000. For the Ground-Water Flow Process, the HUF Package calculates effective hydraulic properties for the model layers based on the hydraulic properties of the hydrogeologic units, which are defined by the user using parameters. The hydraulic properties are used to calculate the conductance coefficients and other terms needed to solve the ground-water flow equation. The sensitivity of the model to the parameters defined within the HUF Package input file can be calculated using the Sensitivity Process, using observations defined with the Observation Process. Optimal values of the parameters can be estimated by using the Parameter-Estimation Process. The HUF Package is nearly identical to the Layer-Property Flow (LPF) Package, the major difference being the definition of the vertical geometry of the system hydrogeology. Use of the HUF Package is illustrated in two test cases, which also serve to verify the performance of the package by showing that the Parameter-Estimation Process produces the true parameter values when exact observations are used.
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.
Generalized Processing Tree Models: Jointly Modeling Discrete and Continuous Variables.
Heck, Daniel W; Erdfelder, Edgar; Kieslich, Pascal J
2018-05-24
Multinomial processing tree models assume that discrete cognitive states determine observed response frequencies. Generalized processing tree (GPT) models extend this conceptual framework to continuous variables such as response times, process-tracing measures, or neurophysiological variables. GPT models assume finite-mixture distributions, with weights determined by a processing tree structure, and continuous components modeled by parameterized distributions such as Gaussians with separate or shared parameters across states. We discuss identifiability, parameter estimation, model testing, a modeling syntax, and the improved precision of GPT estimates. Finally, a GPT version of the feature comparison model of semantic categorization is applied to computer-mouse trajectories.
Technical Note: Approximate Bayesian parameterization of a process-based tropical forest model
NASA Astrophysics Data System (ADS)
Hartig, F.; Dislich, C.; Wiegand, T.; Huth, A.
2014-02-01
Inverse parameter estimation of process-based models is a long-standing problem in many scientific disciplines. A key question for inverse parameter estimation is how to define the metric that quantifies how well model predictions fit to the data. This metric can be expressed by general cost or objective functions, but statistical inversion methods require a particular metric, the probability of observing the data given the model parameters, known as the likelihood. For technical and computational reasons, likelihoods for process-based stochastic models are usually based on general assumptions about variability in the observed data, and not on the stochasticity generated by the model. Only in recent years have new methods become available that allow the generation of 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 Markov chain Monte Carlo (MCMC) sampler, performs well in retrieving known parameter values from virtual inventory data generated by the forest model. We analyze the results of the parameter estimation, examine its sensitivity to the choice and aggregation of model outputs and observed data (summary statistics), and demonstrate the application of this method by fitting the FORMIND model to field data from an Ecuadorian tropical forest. Finally, we discuss how this approach differs from approximate Bayesian computation (ABC), another method commonly used 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 be successfully applied to process-based models of high complexity. The methodology is particularly suitable for 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.
Parameter interdependence and uncertainty induced by lumping in a hydrologic model
NASA Astrophysics Data System (ADS)
Gallagher, Mark R.; Doherty, John
2007-05-01
Throughout the world, watershed modeling is undertaken using lumped parameter hydrologic models that represent real-world processes in a manner that is at once abstract, but nevertheless relies on algorithms that reflect real-world processes and parameters that reflect real-world hydraulic properties. In most cases, values are assigned to the parameters of such models through calibration against flows at watershed outlets. One criterion by which the utility of the model and the success of the calibration process are judged is that realistic values are assigned to parameters through this process. This study employs regularization theory to examine the relationship between lumped parameters and corresponding real-world hydraulic properties. It demonstrates that any kind of parameter lumping or averaging can induce a substantial amount of "structural noise," which devices such as Box-Cox transformation of flows and autoregressive moving average (ARMA) modeling of residuals are unlikely to render homoscedastic and uncorrelated. Furthermore, values estimated for lumped parameters are unlikely to represent average values of the hydraulic properties after which they are named and are often contaminated to a greater or lesser degree by the values of hydraulic properties which they do not purport to represent at all. As a result, the question of how rigidly they should be bounded during the parameter estimation process is still an open one.
Estimating parameter of influenza transmission using regularized least square
NASA Astrophysics Data System (ADS)
Nuraini, N.; Syukriah, Y.; Indratno, S. W.
2014-02-01
Transmission process of influenza can be presented in a mathematical model as a non-linear differential equations system. In this model the transmission of influenza is determined by the parameter of contact rate of the infected host and susceptible host. This parameter will be estimated using a regularized least square method where the Finite Element Method and Euler Method are used for approximating the solution of the SIR differential equation. The new infected data of influenza from CDC is used to see the effectiveness of the method. The estimated parameter represents the contact rate proportion of transmission probability in a day which can influence the number of infected people by the influenza. Relation between the estimated parameter and the number of infected people by the influenza is measured by coefficient of correlation. The numerical results show positive correlation between the estimated parameters and the infected people.
NASA Astrophysics Data System (ADS)
Theodorsen, A.; E Garcia, O.; Rypdal, M.
2017-05-01
Filtered Poisson processes are often used as reference models for intermittent fluctuations in physical systems. Such a process is here extended by adding a noise term, either as a purely additive term to the process or as a dynamical term in a stochastic differential equation. The lowest order moments, probability density function, auto-correlation function and power spectral density are derived and used to identify and compare the effects of the two different noise terms. Monte-Carlo studies of synthetic time series are used to investigate the accuracy of model parameter estimation and to identify methods for distinguishing the noise types. It is shown that the probability density function and the three lowest order moments provide accurate estimations of the model parameters, but are unable to separate the noise types. The auto-correlation function and the power spectral density also provide methods for estimating the model parameters, as well as being capable of identifying the noise type. The number of times the signal crosses a prescribed threshold level in the positive direction also promises to be able to differentiate the noise type.
Multirate state and parameter estimation in an antibiotic fermentation with delayed measurements.
Gudi, R D; Shah, S L; Gray, M R
1994-12-01
This article discusses issues related to estimation and monitoring of fermentation processes that exhibit endogenous metabolism and time-varying maintenance activity. Such culture-related activities hamper the use of traditional, software sensor-based algorithms, such as the extended kalman filter (EKF). In the approach presented here, the individual effects of the endogenous decay and the true maintenance processes have been lumped to represent a modified maintenance coefficient, m(c). Model equations that relate measurable process outputs, such as the carbon dioxide evolution rate (CER) and biomass, to the observable process parameters (such as net specific growth rate and the modified maintenance coefficient) are proposed. These model equations are used in an estimator that can formally accommodate delayed, infrequent measurements of the culture states (such as the biomass) as well as frequent, culture-related secondary measurements (such as the CER). The resulting multirate software sensor-based estimation strategy is used to monitor biomass profiles as well as profiles of critical fermentation parameters, such as the specific growth for a fed-batch fermentation of Streptomyces clavuligerus.
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. .
The Market Responses to the Government Regulation of Chlorinated Solvents: A Policy Analysis
1988-10-01
in the process of statistical estimation of model parameters. The results of the estimation process applied to chlorinated solvent markets show the...93 C.5. Marginal Feedstock Cost Series Estimates for Process Share of Total Production .................................. 94 F.I...poliay context for this research. Section III provides analysis necessary to understand the chemicals involved, their production processes and costs, and
Middleton, John; Vaks, Jeffrey E
2007-04-01
Errors of calibrator-assigned values lead to errors in the testing of patient samples. The ability to estimate the uncertainties of calibrator-assigned values and other variables minimizes errors in testing processes. International Organization of Standardization guidelines provide simple equations for the estimation of calibrator uncertainty with simple value-assignment processes, but other methods are needed to estimate uncertainty in complex processes. We estimated the assigned-value uncertainty with a Monte Carlo computer simulation of a complex value-assignment process, based on a formalized description of the process, with measurement parameters estimated experimentally. This method was applied to study uncertainty of a multilevel calibrator value assignment for a prealbumin immunoassay. The simulation results showed that the component of the uncertainty added by the process of value transfer from the reference material CRM470 to the calibrator is smaller than that of the reference material itself (<0.8% vs 3.7%). Varying the process parameters in the simulation model allowed for optimizing the process, while keeping the added uncertainty small. The patient result uncertainty caused by the calibrator uncertainty was also found to be small. This method of estimating uncertainty is a powerful tool that allows for estimation of calibrator uncertainty for optimization of various value assignment processes, with a reduced number of measurements and reagent costs, while satisfying the requirements to uncertainty. The new method expands and augments existing methods to allow estimation of uncertainty in complex processes.
Improved efficiency of maximum likelihood analysis of time series with temporally correlated errors
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 evolutionary firefly algorithm for the estimation of nonlinear biological model parameters.
Abdullah, Afnizanfaizal; Deris, Safaai; Anwar, Sohail; Arjunan, Satya N V
2013-01-01
The development of accurate computational models of biological processes is fundamental to computational systems biology. These models are usually represented by mathematical expressions that rely heavily on the system parameters. The measurement of these parameters is often difficult. Therefore, they are commonly estimated by fitting the predicted model to the experimental data using optimization methods. The complexity and nonlinearity of the biological processes pose a significant challenge, however, to the development of accurate and fast optimization methods. We introduce a new hybrid optimization method incorporating the Firefly Algorithm and the evolutionary operation of the Differential Evolution method. The proposed method improves solutions by neighbourhood search using evolutionary procedures. Testing our method on models for the arginine catabolism and the negative feedback loop of the p53 signalling pathway, we found that it estimated the parameters with high accuracy and within a reasonable computation time compared to well-known approaches, including Particle Swarm Optimization, Nelder-Mead, and Firefly Algorithm. We have also verified the reliability of the parameters estimated by the method using an a posteriori practical identifiability test.
An Evolutionary Firefly Algorithm for the Estimation of Nonlinear Biological Model Parameters
Abdullah, Afnizanfaizal; Deris, Safaai; Anwar, Sohail; Arjunan, Satya N. V.
2013-01-01
The development of accurate computational models of biological processes is fundamental to computational systems biology. These models are usually represented by mathematical expressions that rely heavily on the system parameters. The measurement of these parameters is often difficult. Therefore, they are commonly estimated by fitting the predicted model to the experimental data using optimization methods. The complexity and nonlinearity of the biological processes pose a significant challenge, however, to the development of accurate and fast optimization methods. We introduce a new hybrid optimization method incorporating the Firefly Algorithm and the evolutionary operation of the Differential Evolution method. The proposed method improves solutions by neighbourhood search using evolutionary procedures. Testing our method on models for the arginine catabolism and the negative feedback loop of the p53 signalling pathway, we found that it estimated the parameters with high accuracy and within a reasonable computation time compared to well-known approaches, including Particle Swarm Optimization, Nelder-Mead, and Firefly Algorithm. We have also verified the reliability of the parameters estimated by the method using an a posteriori practical identifiability test. PMID:23469172
Parameter estimation and forecasting for multiplicative log-normal cascades.
Leövey, Andrés E; Lux, Thomas
2012-04-01
We study the well-known multiplicative log-normal cascade process in which the multiplication of Gaussian and log normally distributed random variables yields time series with intermittent bursts of activity. Due to the nonstationarity of this process and the combinatorial nature of such a formalism, its parameters have been estimated mostly by fitting the numerical approximation of the associated non-Gaussian probability density function to empirical data, cf. Castaing et al. [Physica D 46, 177 (1990)]. More recently, alternative estimators based upon various moments have been proposed by Beck [Physica D 193, 195 (2004)] and Kiyono et al. [Phys. Rev. E 76, 041113 (2007)]. In this paper, we pursue this moment-based approach further and develop a more rigorous generalized method of moments (GMM) estimation procedure to cope with the documented difficulties of previous methodologies. We show that even under uncertainty about the actual number of cascade steps, our methodology yields very reliable results for the estimated intermittency parameter. Employing the Levinson-Durbin algorithm for best linear forecasts, we also show that estimated parameters can be used for forecasting the evolution of the turbulent flow. We compare forecasting results from the GMM and Kiyono et al.'s procedure via Monte Carlo simulations. We finally test the applicability of our approach by estimating the intermittency parameter and forecasting of volatility for a sample of financial data from stock and foreign exchange markets.
Information fusion methods based on physical laws.
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.
Advanced Method to Estimate Fuel Slosh Simulation Parameters
NASA Technical Reports Server (NTRS)
Schlee, Keith; Gangadharan, Sathya; Ristow, James; Sudermann, James; Walker, Charles; Hubert, Carl
2005-01-01
The nutation (wobble) of a spinning spacecraft in the presence of energy dissipation is a well-known problem in dynamics and is of particular concern for space missions. The nutation of a spacecraft spinning about its minor axis typically grows exponentially and the rate of growth is characterized by the Nutation Time Constant (NTC). For launch vehicles using spin-stabilized upper stages, fuel slosh in the spacecraft propellant tanks is usually the primary source of energy dissipation. For analytical prediction of the NTC this fuel slosh is commonly modeled using simple mechanical analogies such as pendulums or rigid rotors coupled to the spacecraft. Identifying model parameter values which adequately represent the sloshing dynamics is the most important step in obtaining an accurate NTC estimate. Analytic determination of the slosh model parameters has met with mixed success and is made even more difficult by the introduction of propellant management devices and elastomeric diaphragms. By subjecting full-sized fuel tanks with actual flight fuel loads to motion similar to that experienced in flight and measuring the forces experienced by the tanks these parameters can be determined experimentally. Currently, the identification of the model parameters is a laborious trial-and-error process in which the equations of motion for the mechanical analog are hand-derived, evaluated, and their results are compared with the experimental results. The proposed research is an effort to automate the process of identifying the parameters of the slosh model using a MATLAB/SimMechanics-based computer simulation of the experimental setup. Different parameter estimation and optimization approaches are evaluated and compared in order to arrive at a reliable and effective parameter identification process. To evaluate each parameter identification approach, a simple one-degree-of-freedom pendulum experiment is constructed and motion is induced using an electric motor. By applying the estimation approach to a simple, accurately modeled system, its effectiveness and accuracy can be evaluated. The same experimental setup can then be used with fluid-filled tanks to further evaluate the effectiveness of the process. Ultimately, the proven process can be applied to the full-sized spinning experimental setup to quickly and accurately determine the slosh model parameters for a particular spacecraft mission. Automating the parameter identification process will save time, allow more changes to be made to proposed designs, and lower the cost in the initial design stages.
Simulation of aerobic and anaerobic biodegradation processes at a crude oil spill site
Essaid, Hedeff I.; Bekins, Barbara A.; Godsy, E. Michael; Warren, Ean; Baedecker, Mary Jo; Cozzarelli, Isabelle M.
1995-01-01
A two-dimensional, multispecies reactive solute transport model with sequential aerobic and anaerobic degradation processes was developed and tested. The model was used to study the field-scale solute transport and degradation processes at the Bemidji, Minnesota, crude oil spill site. The simulations included the biodegradation of volatile and nonvolatile fractions of dissolved organic carbon by aerobic processes, manganese and iron reduction, and methanogenesis. Model parameter estimates were constrained by published Monod kinetic parameters, theoretical yield estimates, and field biomass measurements. Despite the considerable uncertainty in the model parameter estimates, results of simulations reproduced the general features of the observed groundwater plume and the measured bacterial concentrations. In the simulation, 46% of the total dissolved organic carbon (TDOC) introduced into the aquifer was degraded. Aerobic degradation accounted for 40% of the TDOC degraded. Anaerobic processes accounted for the remaining 60% of degradation of TDOC: 5% by Mn reduction, 19% by Fe reduction, and 36% by methanogenesis. Thus anaerobic processes account for more than half of the removal of DOC at this site.
NASA Astrophysics Data System (ADS)
Mizukami, N.; Clark, M. P.; Newman, A. J.; Wood, A.; Gutmann, E. D.
2017-12-01
Estimating spatially distributed model parameters is a grand challenge for large domain hydrologic modeling, especially in the context of hydrologic model applications such as streamflow forecasting. Multi-scale Parameter Regionalization (MPR) is a promising technique that accounts for the effects of fine-scale geophysical attributes (e.g., soil texture, land cover, topography, climate) on model parameters and nonlinear scaling effects on model parameters. MPR computes model parameters with transfer functions (TFs) that relate geophysical attributes to model parameters at the native input data resolution and then scales them using scaling functions to the spatial resolution of the model implementation. One of the biggest challenges in the use of MPR is identification of TFs for each model parameter: both functional forms and geophysical predictors. TFs used to estimate the parameters of hydrologic models typically rely on previous studies or were derived in an ad-hoc, heuristic manner, potentially not utilizing maximum information content contained in the geophysical attributes for optimal parameter identification. Thus, it is necessary to first uncover relationships among geophysical attributes, model parameters, and hydrologic processes (i.e., hydrologic signatures) to obtain insight into which and to what extent geophysical attributes are related to model parameters. We perform multivariate statistical analysis on a large-sample catchment data set including various geophysical attributes as well as constrained VIC model parameters at 671 unimpaired basins over the CONUS. We first calibrate VIC model at each catchment to obtain constrained parameter sets. Additionally, parameter sets sampled during the calibration process are used for sensitivity analysis using various hydrologic signatures as objectives to understand the relationships among geophysical attributes, parameters, and hydrologic processes.
Noise parameter estimation for poisson corrupted images using variance stabilization transforms.
Jin, Xiaodan; Xu, Zhenyu; Hirakawa, Keigo
2014-03-01
Noise is present in all images captured by real-world image sensors. Poisson distribution is said to model the stochastic nature of the photon arrival process and agrees with the distribution of measured pixel values. We propose a method for estimating unknown noise parameters from Poisson corrupted images using properties of variance stabilization. With a significantly lower computational complexity and improved stability, the proposed estimation technique yields noise parameters that are comparable in accuracy to the state-of-art methods.
Least-squares sequential parameter and state estimation for large space structures
NASA Technical Reports Server (NTRS)
Thau, F. E.; Eliazov, T.; Montgomery, R. C.
1982-01-01
This paper presents the formulation of simultaneous state and parameter estimation problems for flexible structures in terms of least-squares minimization problems. The approach combines an on-line order determination algorithm, with least-squares algorithms for finding estimates of modal approximation functions, modal amplitudes, and modal parameters. The approach combines previous results on separable nonlinear least squares estimation with a regression analysis formulation of the state estimation problem. The technique makes use of sequential Householder transformations. This allows for sequential accumulation of matrices required during the identification process. The technique is used to identify the modal prameters of a flexible beam.
Waniewski, Jacek; Antosiewicz, Stefan; Baczynski, Daniel; Poleszczuk, Jan; Pietribiasi, Mauro; Lindholm, Bengt; Wankowicz, Zofia
2016-01-01
During peritoneal dialysis (PD), the peritoneal membrane undergoes ageing processes that affect its function. Here we analyzed associations of patient age and dialysis vintage with parameters of peritoneal transport of fluid and solutes, directly measured and estimated based on the pore model, for individual patients. Thirty-three patients (15 females; age 60 (21-87) years; median time on PD 19 (3-100) months) underwent sequential peritoneal equilibration test. Dialysis vintage and patient age did not correlate. Estimation of parameters of the two-pore model of peritoneal transport was performed. The estimated fluid transport parameters, including hydraulic permeability (LpS), fraction of ultrasmall pores (α u), osmotic conductance for glucose (OCG), and peritoneal absorption, were generally independent of solute transport parameters (diffusive mass transport parameters). Fluid transport parameters correlated whereas transport parameters for small solutes and proteins did not correlate with dialysis vintage and patient age. Although LpS and OCG were lower for older patients and those with long dialysis vintage, αu was higher. Thus, fluid transport parameters--rather than solute transport parameters--are linked to dialysis vintage and patient age and should therefore be included when monitoring processes linked to ageing of the peritoneal membrane.
Di Nardo, Francesco; Mengoni, Michele; Morettini, Micaela
2013-05-01
Present study provides a novel MATLAB-based parameter estimation procedure for individual assessment of hepatic insulin degradation (HID) process from standard frequently-sampled intravenous glucose tolerance test (FSIGTT) data. Direct access to the source code, offered by MATLAB, enabled us to design an optimization procedure based on the alternating use of Gauss-Newton's and Levenberg-Marquardt's algorithms, which assures the full convergence of the process and the containment of computational time. Reliability was tested by direct comparison with the application, in eighteen non-diabetic subjects, of well-known kinetic analysis software package SAAM II, and by application on different data. Agreement between MATLAB and SAAM II was warranted by intraclass correlation coefficients ≥0.73; no significant differences between corresponding mean parameter estimates and prediction of HID rate; and consistent residual analysis. Moreover, MATLAB optimization procedure resulted in a significant 51% reduction of CV% for the worst-estimated parameter by SAAM II and in maintaining all model-parameter CV% <20%. In conclusion, our MATLAB-based procedure was suggested as a suitable tool for the individual assessment of HID process. Copyright © 2012 Elsevier Ireland Ltd. All rights reserved.
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.
Relationships between digital signal processing and control and estimation theory
NASA Technical Reports Server (NTRS)
Willsky, A. S.
1978-01-01
Research directions in the fields of digital signal processing and modern control and estimation theory are discussed. Stability theory, linear prediction and parameter identification, system synthesis and implementation, two-dimensional filtering, decentralized control and estimation, and image processing are considered in order to uncover some of the basic similarities and differences in the goals, techniques, and philosophy of the disciplines.
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.
NASA Astrophysics Data System (ADS)
Choi, Hon-Chit; Wen, Lingfeng; Eberl, Stefan; Feng, Dagan
2006-03-01
Dynamic Single Photon Emission Computed Tomography (SPECT) has the potential to quantitatively estimate physiological parameters by fitting compartment models to the tracer kinetics. The generalized linear least square method (GLLS) is an efficient method to estimate unbiased kinetic parameters and parametric images. However, due to the low sensitivity of SPECT, noisy data can cause voxel-wise parameter estimation by GLLS to fail. Fuzzy C-Mean (FCM) clustering and modified FCM, which also utilizes information from the immediate neighboring voxels, are proposed to improve the voxel-wise parameter estimation of GLLS. Monte Carlo simulations were performed to generate dynamic SPECT data with different noise levels and processed by general and modified FCM clustering. Parametric images were estimated by Logan and Yokoi graphical analysis and GLLS. The influx rate (K I), volume of distribution (V d) were estimated for the cerebellum, thalamus and frontal cortex. Our results show that (1) FCM reduces the bias and improves the reliability of parameter estimates for noisy data, (2) GLLS provides estimates of micro parameters (K I-k 4) as well as macro parameters, such as volume of distribution (Vd) and binding potential (BP I & BP II) and (3) FCM clustering incorporating neighboring voxel information does not improve the parameter estimates, but improves noise in the parametric images. These findings indicated that it is desirable for pre-segmentation with traditional FCM clustering to generate voxel-wise parametric images with GLLS from dynamic SPECT data.
Development of advanced techniques for rotorcraft state estimation and parameter identification
NASA Technical Reports Server (NTRS)
Hall, W. E., Jr.; Bohn, J. G.; Vincent, J. H.
1980-01-01
An integrated methodology for rotorcraft system identification consists of rotorcraft mathematical modeling, three distinct data processing steps, and a technique for designing inputs to improve the identifiability of the data. These elements are as follows: (1) a Kalman filter smoother algorithm which estimates states and sensor errors from error corrupted data. Gust time histories and statistics may also be estimated; (2) a model structure estimation algorithm for isolating a model which adequately explains the data; (3) a maximum likelihood algorithm for estimating the parameters and estimates for the variance of these estimates; and (4) an input design algorithm, based on a maximum likelihood approach, which provides inputs to improve the accuracy of parameter estimates. Each step is discussed with examples to both flight and simulated data cases.
NASA Technical Reports Server (NTRS)
Beyon, Jeffrey Y.; Koch, Grady J.
2006-01-01
The signal processing aspect of a 2-m wavelength coherent Doppler lidar system under development at NASA Langley Research Center in Virginia is investigated in this paper. The lidar system is named VALIDAR (validation lidar) and its signal processing program estimates and displays various wind parameters in real-time as data acquisition occurs. The goal is to improve the quality of the current estimates such as power, Doppler shift, wind speed, and wind direction, especially in low signal-to-noise-ratio (SNR) regime. A novel Nonlinear Adaptive Doppler Shift Estimation Technique (NADSET) is developed on such behalf and its performance is analyzed using the wind data acquired over a long period of time by VALIDAR. The quality of Doppler shift and power estimations by conventional Fourier-transform-based spectrum estimation methods deteriorates rapidly as SNR decreases. NADSET compensates such deterioration in the quality of wind parameter estimates by adaptively utilizing the statistics of Doppler shift estimate in a strong SNR range and identifying sporadic range bins where good Doppler shift estimates are found. The authenticity of NADSET is established by comparing the trend of wind parameters with and without NADSET applied to the long-period lidar return data.
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.
ERIC Educational Resources Information Center
Jastrzembski, Tiffany S.; Charness, Neil
2007-01-01
The authors estimate weighted mean values for nine information processing parameters for older adults using the Card, Moran, and Newell (1983) Model Human Processor model. The authors validate a subset of these parameters by modeling two mobile phone tasks using two different phones and comparing model predictions to a sample of younger (N = 20;…
Robust Alternatives to the Standard Deviation in Processing of Physics Experimental Data
NASA Astrophysics Data System (ADS)
Shulenin, V. P.
2016-10-01
Properties of robust estimations of the scale parameter are studied. It is noted that the median of absolute deviations and the modified estimation of the average Gini differences have asymptotically normal distributions and bounded influence functions, are B-robust estimations, and hence, unlike the estimation of the standard deviation, are protected from the presence of outliers in the sample. Results of comparison of estimations of the scale parameter are given for a Gaussian model with contamination. An adaptive variant of the modified estimation of the average Gini differences is considered.
Jastrzembski, Tiffany S.; Charness, Neil
2009-01-01
The authors estimate weighted mean values for nine information processing parameters for older adults using the Card, Moran, and Newell (1983) Model Human Processor model. The authors validate a subset of these parameters by modeling two mobile phone tasks using two different phones and comparing model predictions to a sample of younger (N = 20; Mage = 20) and older (N = 20; Mage = 69) adults. Older adult models fit keystroke-level performance at the aggregate grain of analysis extremely well (R = 0.99) and produced equivalent fits to previously validated younger adult models. Critical path analyses highlighted points of poor design as a function of cognitive workload, hardware/software design, and user characteristics. The findings demonstrate that estimated older adult information processing parameters are valid for modeling purposes, can help designers understand age-related performance using existing interfaces, and may support the development of age-sensitive technologies. PMID:18194048
Jastrzembski, Tiffany S; Charness, Neil
2007-12-01
The authors estimate weighted mean values for nine information processing parameters for older adults using the Card, Moran, and Newell (1983) Model Human Processor model. The authors validate a subset of these parameters by modeling two mobile phone tasks using two different phones and comparing model predictions to a sample of younger (N = 20; M-sub(age) = 20) and older (N = 20; M-sub(age) = 69) adults. Older adult models fit keystroke-level performance at the aggregate grain of analysis extremely well (R = 0.99) and produced equivalent fits to previously validated younger adult models. Critical path analyses highlighted points of poor design as a function of cognitive workload, hardware/software design, and user characteristics. The findings demonstrate that estimated older adult information processing parameters are valid for modeling purposes, can help designers understand age-related performance using existing interfaces, and may support the development of age-sensitive technologies.
A New Formulation of the Filter-Error Method for Aerodynamic Parameter Estimation in Turbulence
NASA Technical Reports Server (NTRS)
Grauer, Jared A.; Morelli, Eugene A.
2015-01-01
A new formulation of the filter-error method for estimating aerodynamic parameters in nonlinear aircraft dynamic models during turbulence was developed and demonstrated. The approach uses an estimate of the measurement noise covariance to identify the model parameters, their uncertainties, and the process noise covariance, in a relaxation method analogous to the output-error method. Prior information on the model parameters and uncertainties can be supplied, and a post-estimation correction to the uncertainty was included to account for colored residuals not considered in the theory. No tuning parameters, needing adjustment by the analyst, are used in the estimation. The method was demonstrated in simulation using the NASA Generic Transport Model, then applied to the subscale T-2 jet-engine transport aircraft flight. Modeling results in different levels of turbulence were compared with results from time-domain output error and frequency- domain equation error methods to demonstrate the effectiveness of the approach.
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.
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.
Parameter Estimation and Model Selection in Computational Biology
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
NASA Astrophysics Data System (ADS)
Basin, M.; Maldonado, J. J.; Zendejo, O.
2016-07-01
This paper proposes new mean-square filter and parameter estimator design for linear stochastic systems with unknown parameters over linear observations, where unknown parameters are considered as combinations of Gaussian and Poisson white noises. The problem is treated by reducing the original problem to a filtering problem for an extended state vector that includes parameters as additional states, modelled as combinations of independent Gaussian and Poisson processes. The solution to this filtering problem is based on the mean-square filtering equations for incompletely polynomial states confused with Gaussian and Poisson noises over linear observations. The resulting mean-square filter serves as an identifier for the unknown parameters. Finally, a simulation example shows effectiveness of the proposed mean-square filter and parameter estimator.
Hurst Estimation of Scale Invariant Processes with Stationary Increments and Piecewise Linear Drift
NASA Astrophysics Data System (ADS)
Modarresi, N.; Rezakhah, S.
The characteristic feature of the discrete scale invariant (DSI) processes is the invariance of their finite dimensional distributions by dilation for certain scaling factor. DSI process with piecewise linear drift and stationary increments inside prescribed scale intervals is introduced and studied. To identify the structure of the process, first, we determine the scale intervals, their linear drifts and eliminate them. Then, a new method for the estimation of the Hurst parameter of such DSI processes is presented and applied to some period of the Dow Jones indices. This method is based on fixed number equally spaced samples inside successive scale intervals. We also present some efficient method for estimating Hurst parameter of self-similar processes with stationary increments. We compare the performance of this method with the celebrated FA, DFA and DMA on the simulated data of fractional Brownian motion (fBm).
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
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
Scalable Parameter Estimation for Genome-Scale Biochemical Reaction Networks
Kaltenbacher, Barbara; Hasenauer, Jan
2017-01-01
Mechanistic mathematical modeling of biochemical reaction networks using ordinary differential equation (ODE) models has improved our understanding of small- and medium-scale biological processes. While the same should in principle hold for large- and genome-scale processes, the computational methods for the analysis of ODE models which describe hundreds or thousands of biochemical species and reactions are missing so far. While individual simulations are feasible, the inference of the model parameters from experimental data is computationally too intensive. In this manuscript, we evaluate adjoint sensitivity analysis for parameter estimation in large scale biochemical reaction networks. We present the approach for time-discrete measurement and compare it to state-of-the-art methods used in systems and computational biology. Our comparison reveals a significantly improved computational efficiency and a superior scalability of adjoint sensitivity analysis. The computational complexity is effectively independent of the number of parameters, enabling the analysis of large- and genome-scale models. Our study of a comprehensive kinetic model of ErbB signaling shows that parameter estimation using adjoint sensitivity analysis requires a fraction of the computation time of established methods. The proposed method will facilitate mechanistic modeling of genome-scale cellular processes, as required in the age of omics. PMID:28114351
Performance Assessment Uncertainty Analysis for Japan's HLW Program Feasibility Study (H12)
DOE Office of Scientific and Technical Information (OSTI.GOV)
BABA,T.; ISHIGURO,K.; ISHIHARA,Y.
1999-08-30
Most HLW programs in the world recognize that any estimate of long-term radiological performance must be couched in terms of the uncertainties derived from natural variation, changes through time and lack of knowledge about the essential processes. The Japan Nuclear Cycle Development Institute followed a relatively standard procedure to address two major categories of uncertainty. First, a FEatures, Events and Processes (FEPs) listing, screening and grouping activity was pursued in order to define the range of uncertainty in system processes as well as possible variations in engineering design. A reference and many alternative cases representing various groups of FEPs weremore » defined and individual numerical simulations performed for each to quantify the range of conceptual uncertainty. Second, parameter distributions were developed for the reference case to represent the uncertainty in the strength of these processes, the sequencing of activities and geometric variations. Both point estimates using high and low values for individual parameters as well as a probabilistic analysis were performed to estimate parameter uncertainty. A brief description of the conceptual model uncertainty analysis is presented. This paper focuses on presenting the details of the probabilistic parameter uncertainty assessment.« less
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.
The drift diffusion model as the choice rule in reinforcement learning.
Pedersen, Mads Lund; Frank, Michael J; Biele, Guido
2017-08-01
Current reinforcement-learning models often assume simplified decision processes that do not fully reflect the dynamic complexities of choice processes. Conversely, sequential-sampling models of decision making account for both choice accuracy and response time, but assume that decisions are based on static decision values. To combine these two computational models of decision making and learning, we implemented reinforcement-learning models in which the drift diffusion model describes the choice process, thereby capturing both within- and across-trial dynamics. To exemplify the utility of this approach, we quantitatively fit data from a common reinforcement-learning paradigm using hierarchical Bayesian parameter estimation, and compared model variants to determine whether they could capture the effects of stimulant medication in adult patients with attention-deficit hyperactivity disorder (ADHD). The model with the best relative fit provided a good description of the learning process, choices, and response times. A parameter recovery experiment showed that the hierarchical Bayesian modeling approach enabled accurate estimation of the model parameters. The model approach described here, using simultaneous estimation of reinforcement-learning and drift diffusion model parameters, shows promise for revealing new insights into the cognitive and neural mechanisms of learning and decision making, as well as the alteration of such processes in clinical groups.
The drift diffusion model as the choice rule in reinforcement learning
Frank, Michael J.
2017-01-01
Current reinforcement-learning models often assume simplified decision processes that do not fully reflect the dynamic complexities of choice processes. Conversely, sequential-sampling models of decision making account for both choice accuracy and response time, but assume that decisions are based on static decision values. To combine these two computational models of decision making and learning, we implemented reinforcement-learning models in which the drift diffusion model describes the choice process, thereby capturing both within- and across-trial dynamics. To exemplify the utility of this approach, we quantitatively fit data from a common reinforcement-learning paradigm using hierarchical Bayesian parameter estimation, and compared model variants to determine whether they could capture the effects of stimulant medication in adult patients with attention-deficit hyper-activity disorder (ADHD). The model with the best relative fit provided a good description of the learning process, choices, and response times. A parameter recovery experiment showed that the hierarchical Bayesian modeling approach enabled accurate estimation of the model parameters. The model approach described here, using simultaneous estimation of reinforcement-learning and drift diffusion model parameters, shows promise for revealing new insights into the cognitive and neural mechanisms of learning and decision making, as well as the alteration of such processes in clinical groups. PMID:27966103
Parameter estimation and forecasting for multiplicative log-normal cascades
NASA Astrophysics Data System (ADS)
Leövey, Andrés E.; Lux, Thomas
2012-04-01
We study the well-known multiplicative log-normal cascade process in which the multiplication of Gaussian and log normally distributed random variables yields time series with intermittent bursts of activity. Due to the nonstationarity of this process and the combinatorial nature of such a formalism, its parameters have been estimated mostly by fitting the numerical approximation of the associated non-Gaussian probability density function to empirical data, cf. Castaing [Physica DPDNPDT0167-278910.1016/0167-2789(90)90035-N 46, 177 (1990)]. More recently, alternative estimators based upon various moments have been proposed by Beck [Physica DPDNPDT0167-278910.1016/j.physd.2004.01.020 193, 195 (2004)] and Kiyono [Phys. Rev. EPLEEE81539-375510.1103/PhysRevE.76.041113 76, 041113 (2007)]. In this paper, we pursue this moment-based approach further and develop a more rigorous generalized method of moments (GMM) estimation procedure to cope with the documented difficulties of previous methodologies. We show that even under uncertainty about the actual number of cascade steps, our methodology yields very reliable results for the estimated intermittency parameter. Employing the Levinson-Durbin algorithm for best linear forecasts, we also show that estimated parameters can be used for forecasting the evolution of the turbulent flow. We compare forecasting results from the GMM and Kiyono 's procedure via Monte Carlo simulations. We finally test the applicability of our approach by estimating the intermittency parameter and forecasting of volatility for a sample of financial data from stock and foreign exchange markets.
Estimation of forest biomass using remote sensing
NASA Astrophysics Data System (ADS)
Sarker, Md. Latifur Rahman
Forest biomass estimation is essential for greenhouse gas inventories, terrestrial carbon accounting and climate change modelling studies. The availability of new SAR, (C-band RADARSAT-2 and L-band PALSAR) and optical sensors (SPOT-5 and AVNIR-2) has opened new possibilities for biomass estimation because these new SAR sensors can provide data with varying polarizations, incidence angles and fine spatial resolutions. 'Therefore, this study investigated the potential of two SAR sensors (RADARSAT-2 with C-band and PALSAR with L-band) and two optical sensors (SPOT-5 and AVNIR2) for the estimation of biomass in Hong Kong. Three common major processing steps were used for data processing, namely (i) spectral reflectance/intensity, (ii) texture measurements and (iii) polarization or band ratios of texture parameters. Simple linear and stepwise multiple regression models were developed to establish a relationship between the image parameters and the biomass of field plots. The results demonstrate the ineffectiveness of raw data. However, significant improvements in performance (r2) (RADARSAT-2=0.78; PALSAR=0.679; AVNIR-2=0.786; SPOT-5=0.854; AVNIR-2 + SPOT-5=0.911) were achieved using texture parameters of all sensors. The performances were further improved and very promising performances (r2) were obtained using the ratio of texture parameters (RADARSAT-2=0.91; PALSAR=0.823; PALSAR two-date=0.921; AVNIR-2=0.899; SPOT-5=0.916; AVNIR-2 + SPOT-5=0.939). These performances suggest four main contributions arising from this research, namely (i) biomass estimation can be significantly improved by using texture parameters, (ii) further improvements can be obtained using the ratio of texture parameters, (iii) multisensor texture parameters and their ratios have more potential than texture from a single sensor, and (iv) biomass can be accurately estimated far beyond the previously perceived saturation levels of SAR and optical data using texture parameters or the ratios of texture parameters. A further important contribution resulting from the fusion of SAR & optical images produced accuracies (r2) of 0.706 and 0.77 from the simple fusion, and the texture processing of the fused image, respectively. Although these performances were not as attractive as the performances obtained from the other four processing steps, the wavelet fusion procedure improved the saturation level of the optical (AVNIR-2) image very significantly after fusion with SAR, image. Keywords: biomass, climate change, SAR, optical, multisensors, RADARSAT-2, PALSAR, AVNIR-2, SPOT-5, texture measurement, ratio of texture parameters, wavelets, fusion, saturation
Estimation of stochastic volatility with long memory for index prices of FTSE Bursa Malaysia KLCI
NASA Astrophysics Data System (ADS)
Chen, Kho Chia; Bahar, Arifah; Kane, Ibrahim Lawal; Ting, Chee-Ming; Rahman, Haliza Abd
2015-02-01
In recent years, modeling in long memory properties or fractionally integrated processes in stochastic volatility has been applied in the financial time series. A time series with structural breaks can generate a strong persistence in the autocorrelation function, which is an observed behaviour of a long memory process. This paper considers the structural break of data in order to determine true long memory time series data. Unlike usual short memory models for log volatility, the fractional Ornstein-Uhlenbeck process is neither a Markovian process nor can it be easily transformed into a Markovian process. This makes the likelihood evaluation and parameter estimation for the long memory stochastic volatility (LMSV) model challenging tasks. The drift and volatility parameters of the fractional Ornstein-Unlenbeck model are estimated separately using the least square estimator (lse) and quadratic generalized variations (qgv) method respectively. Finally, the empirical distribution of unobserved volatility is estimated using the particle filtering with sequential important sampling-resampling (SIR) method. The mean square error (MSE) between the estimated and empirical volatility indicates that the performance of the model towards the index prices of FTSE Bursa Malaysia KLCI is fairly well.
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.
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.
An improved state-parameter analysis of ecosystem models using data assimilation
Chen, M.; Liu, S.; Tieszen, L.L.; Hollinger, D.Y.
2008-01-01
Much of the effort spent in developing data assimilation methods for carbon dynamics analysis has focused on estimating optimal values for either model parameters or state variables. The main weakness of estimating parameter values alone (i.e., without considering state variables) is that all errors from input, output, and model structure are attributed to model parameter uncertainties. On the other hand, the accuracy of estimating state variables may be lowered if the temporal evolution of parameter values is not incorporated. This research develops a smoothed ensemble Kalman filter (SEnKF) by combining ensemble Kalman filter with kernel smoothing technique. SEnKF has following characteristics: (1) to estimate simultaneously the model states and parameters through concatenating unknown parameters and state variables into a joint state vector; (2) to mitigate dramatic, sudden changes of parameter values in parameter sampling and parameter evolution process, and control narrowing of parameter variance which results in filter divergence through adjusting smoothing factor in kernel smoothing algorithm; (3) to assimilate recursively data into the model and thus detect possible time variation of parameters; and (4) to address properly various sources of uncertainties stemming from input, output and parameter uncertainties. The SEnKF is tested by assimilating observed fluxes of carbon dioxide and environmental driving factor data from an AmeriFlux forest station located near Howland, Maine, USA, into a partition eddy flux model. Our analysis demonstrates that model parameters, such as light use efficiency, respiration coefficients, minimum and optimum temperatures for photosynthetic activity, and others, are highly constrained by eddy flux data at daily-to-seasonal time scales. The SEnKF stabilizes parameter values quickly regardless of the initial values of the parameters. Potential ecosystem light use efficiency demonstrates a strong seasonality. Results show that the simultaneous parameter estimation procedure significantly improves model predictions. Results also show that the SEnKF can dramatically reduce the variance in state variables stemming from the uncertainty of parameters and driving variables. The SEnKF is a robust and effective algorithm in evaluating and developing ecosystem models and in improving the understanding and quantification of carbon cycle parameters and processes. ?? 2008 Elsevier B.V.
Uav-Based Automatic Tree Growth Measurement for Biomass Estimation
NASA Astrophysics Data System (ADS)
Karpina, M.; Jarząbek-Rychard, M.; Tymków, P.; Borkowski, A.
2016-06-01
Manual in-situ measurements of geometric tree parameters for the biomass volume estimation are time-consuming and economically non-effective. Photogrammetric techniques can be deployed in order to automate the measurement procedure. The purpose of the presented work is an automatic tree growth estimation based on Unmanned Aircraft Vehicle (UAV) imagery. The experiment was conducted in an agriculture test field with scots pine canopies. The data was collected using a Leica Aibotix X6V2 platform equipped with a Nikon D800 camera. Reference geometric parameters of selected sample plants were measured manually each week. In situ measurements were correlated with the UAV data acquisition. The correlation aimed at the investigation of optimal conditions for a flight and parameter settings for image acquisition. The collected images are processed in a state of the art tool resulting in a generation of dense 3D point clouds. The algorithm is developed in order to estimate geometric tree parameters from 3D points. Stem positions and tree tops are identified automatically in a cross section, followed by the calculation of tree heights. The automatically derived height values are compared to the reference measurements performed manually. The comparison allows for the evaluation of automatic growth estimation process. The accuracy achieved using UAV photogrammetry for tree heights estimation is about 5cm.
NASA Astrophysics Data System (ADS)
Ryzhkov, V.; Morozov, I.
2018-01-01
The paper presents the calculating results of the combustion products parameters in the tract of the low thrust rocket engine with thrust P ∼ 100 N. The article contains the following data: streamlines, distribution of total temperature parameter in the longitudinal section of the engine chamber, static temperature distribution in the cross section of the engine chamber, velocity distribution of the combustion products in the outlet section of the engine nozzle, static temperature near the inner wall of the engine. The presented parameters allow to estimate the efficiency of the mixture formation processes, flow of combustion products in the engine chamber and to estimate the thermal state of the structure.
Parameter Estimation and Model Selection for Indoor Environments Based on Sparse Observations
NASA Astrophysics Data System (ADS)
Dehbi, Y.; Loch-Dehbi, S.; Plümer, L.
2017-09-01
This paper presents a novel method for the parameter estimation and model selection for the reconstruction of indoor environments based on sparse observations. While most approaches for the reconstruction of indoor models rely on dense observations, we predict scenes of the interior with high accuracy in the absence of indoor measurements. We use a model-based top-down approach and incorporate strong but profound prior knowledge. The latter includes probability density functions for model parameters and sparse observations such as room areas and the building footprint. The floorplan model is characterized by linear and bi-linear relations with discrete and continuous parameters. We focus on the stochastic estimation of model parameters based on a topological model derived by combinatorial reasoning in a first step. A Gauss-Markov model is applied for estimation and simulation of the model parameters. Symmetries are represented and exploited during the estimation process. Background knowledge as well as observations are incorporated in a maximum likelihood estimation and model selection is performed with AIC/BIC. The likelihood is also used for the detection and correction of potential errors in the topological model. Estimation results are presented and discussed.
Adaptive MCMC in Bayesian phylogenetics: an application to analyzing partitioned data in BEAST.
Baele, Guy; Lemey, Philippe; Rambaut, Andrew; Suchard, Marc A
2017-06-15
Advances in sequencing technology continue to deliver increasingly large molecular sequence datasets that are often heavily partitioned in order to accurately model the underlying evolutionary processes. In phylogenetic analyses, partitioning strategies involve estimating conditionally independent models of molecular evolution for different genes and different positions within those genes, requiring a large number of evolutionary parameters that have to be estimated, leading to an increased computational burden for such analyses. The past two decades have also seen the rise of multi-core processors, both in the central processing unit (CPU) and Graphics processing unit processor markets, enabling massively parallel computations that are not yet fully exploited by many software packages for multipartite analyses. We here propose a Markov chain Monte Carlo (MCMC) approach using an adaptive multivariate transition kernel to estimate in parallel a large number of parameters, split across partitioned data, by exploiting multi-core processing. Across several real-world examples, we demonstrate that our approach enables the estimation of these multipartite parameters more efficiently than standard approaches that typically use a mixture of univariate transition kernels. In one case, when estimating the relative rate parameter of the non-coding partition in a heterochronous dataset, MCMC integration efficiency improves by > 14-fold. Our implementation is part of the BEAST code base, a widely used open source software package to perform Bayesian phylogenetic inference. guy.baele@kuleuven.be. Supplementary data are available at Bioinformatics online. © The Author 2017. Published by Oxford University Press. All rights reserved. For Permissions, please e-mail: journals.permissions@oup.com
Spectral estimation of received phase in the presence of amplitude scintillation
NASA Technical Reports Server (NTRS)
Vilnrotter, V. A.; Brown, D. H.; Hurd, W. J.
1988-01-01
A technique is demonstrated for obtaining the spectral parameters of the received carrier phase in the presence of carrier amplitude scintillation, by means of a digital phased locked loop. Since the random amplitude fluctuations generate time-varying loop characteristics, straightforward processing of the phase detector output does not provide accurate results. The method developed here performs a time-varying inverse filtering operation on the corrupted observables, thus recovering the original phase process and enabling accurate estimation of its underlying parameters.
DOE Office of Scientific and Technical Information (OSTI.GOV)
Little, K; Lu, Z; MacMahon, H
Purpose: To investigate the effect of varying system image processing parameters on lung nodule detectability in digital radiography. Methods: An anthropomorphic chest phantom was imaged in the posterior-anterior position using a GE Discovery XR656 digital radiography system. To simulate lung nodules, a polystyrene board with 6.35mm diameter PMMA spheres was placed adjacent to the phantom (into the x-ray path). Due to magnification, the projected simulated nodules had a diameter in the radiographs of approximately 7.5 mm. The images were processed using one of GE’s default chest settings (Factory3) and reprocessed by varying the “Edge” and “Tissue Contrast” processing parameters, whichmore » were the two user-configurable parameters for a single edge and contrast enhancement algorithm. For each parameter setting, the nodule signals were calculated by subtracting the chest-only image from the image with simulated nodules. Twenty nodule signals were averaged, Gaussian filtered, and radially averaged in order to generate an approximately noiseless signal. For each processing parameter setting, this noise-free signal and 180 background samples from across the lung were used to estimate ideal observer performance in a signal-known-exactly detection task. Performance was estimated using a channelized Hotelling observer with 10 Laguerre-Gauss channel functions. Results: The “Edge” and “Tissue Contrast” parameters each had an effect on the detectability as calculated by the model observer. The CHO-estimated signal detectability ranged from 2.36 to 2.93 and was highest for “Edge” = 4 and “Tissue Contrast” = −0.15. In general, detectability tended to decrease as “Edge” was increased and as “Tissue Contrast” was increased. A human observer study should be performed to validate the relation to human detection performance. Conclusion: Image processing parameters can affect lung nodule detection performance in radiography. While validation with a human observer study is needed, model observer detectability for common tasks could provide a means for optimizing image processing parameters.« less
Alikhani, Jamal; Takacs, Imre; Al-Omari, Ahmed; Murthy, Sudhir; Massoudieh, Arash
2017-03-01
A parameter estimation framework was used to evaluate the ability of observed data from a full-scale nitrification-denitrification bioreactor to reduce the uncertainty associated with the bio-kinetic and stoichiometric parameters of an activated sludge model (ASM). Samples collected over a period of 150 days from the effluent as well as from the reactor tanks were used. A hybrid genetic algorithm and Bayesian inference were used to perform deterministic and parameter estimations, respectively. The main goal was to assess the ability of the data to obtain reliable parameter estimates for a modified version of the ASM. The modified ASM model includes methylotrophic processes which play the main role in methanol-fed denitrification. Sensitivity analysis was also used to explain the ability of the data to provide information about each of the parameters. The results showed that the uncertainty in the estimates of the most sensitive parameters (including growth rate, decay rate, and yield coefficients) decreased with respect to the prior information.
Phenological Parameters Estimation Tool
NASA Technical Reports Server (NTRS)
McKellip, Rodney D.; Ross, Kenton W.; Spruce, Joseph P.; Smoot, James C.; Ryan, Robert E.; Gasser, Gerald E.; Prados, Donald L.; Vaughan, Ronald D.
2010-01-01
The Phenological Parameters Estimation Tool (PPET) is a set of algorithms implemented in MATLAB that estimates key vegetative phenological parameters. For a given year, the PPET software package takes in temporally processed vegetation index data (3D spatio-temporal arrays) generated by the time series product tool (TSPT) and outputs spatial grids (2D arrays) of vegetation phenological parameters. As a precursor to PPET, the TSPT uses quality information for each pixel of each date to remove bad or suspect data, and then interpolates and digitally fills data voids in the time series to produce a continuous, smoothed vegetation index product. During processing, the TSPT displays NDVI (Normalized Difference Vegetation Index) time series plots and images from the temporally processed pixels. Both the TSPT and PPET currently use moderate resolution imaging spectroradiometer (MODIS) satellite multispectral data as a default, but each software package is modifiable and could be used with any high-temporal-rate remote sensing data collection system that is capable of producing vegetation indices. Raw MODIS data from the Aqua and Terra satellites is processed using the TSPT to generate a filtered time series data product. The PPET then uses the TSPT output to generate phenological parameters for desired locations. PPET output data tiles are mosaicked into a Conterminous United States (CONUS) data layer using ERDAS IMAGINE, or equivalent software package. Mosaics of the vegetation phenology data products are then reprojected to the desired map projection using ERDAS IMAGINE
Model Calibration in Watershed Hydrology
NASA Technical Reports Server (NTRS)
Yilmaz, Koray K.; Vrugt, Jasper A.; Gupta, Hoshin V.; Sorooshian, Soroosh
2009-01-01
Hydrologic models use relatively simple mathematical equations to conceptualize and aggregate the complex, spatially distributed, and highly interrelated water, energy, and vegetation processes in a watershed. A consequence of process aggregation is that the model parameters often do not represent directly measurable entities and must, therefore, be estimated using measurements of the system inputs and outputs. During this process, known as model calibration, the parameters are adjusted so that the behavior of the model approximates, as closely and consistently as possible, the observed response of the hydrologic system over some historical period of time. This Chapter reviews the current state-of-the-art of model calibration in watershed hydrology with special emphasis on our own contributions in the last few decades. We discuss the historical background that has led to current perspectives, and review different approaches for manual and automatic single- and multi-objective parameter estimation. In particular, we highlight the recent developments in the calibration of distributed hydrologic models using parameter dimensionality reduction sampling, parameter regularization and parallel computing.
NASA Astrophysics Data System (ADS)
Kumar, S.; Singh, A.; Dhar, A.
2017-08-01
The accurate estimation of the photovoltaic parameters is fundamental to gain an insight of the physical processes occurring inside a photovoltaic device and thereby to optimize its design, fabrication processes, and quality. A simulative approach of accurately determining the device parameters is crucial for cell array and module simulation when applied in practical on-field applications. In this work, we have developed a global particle swarm optimization (GPSO) approach to estimate the different solar cell parameters viz., ideality factor (η), short circuit current (Isc), open circuit voltage (Voc), shunt resistant (Rsh), and series resistance (Rs) with wide a search range of over ±100 % for each model parameter. After validating the accurateness and global search power of the proposed approach with synthetic and noisy data, we applied the technique to the extract the PV parameters of ZnO/PCDTBT based hybrid solar cells (HSCs) prepared under different annealing conditions. Further, we examine the variation of extracted model parameters to unveil the physical processes occurring when different annealing temperatures are employed during the device fabrication and establish the role of improved charge transport in polymer films from independent FET measurements. The evolution of surface morphology, optical absorption, and chemical compositional behaviour of PCDTBT co-polymer films as a function of processing temperature has also been captured in the study and correlated with the findings from the PV parameters extracted using GPSO approach.
Parameter Estimation of Partial Differential Equation Models.
Xun, Xiaolei; Cao, Jiguo; Mallick, Bani; Carroll, Raymond J; Maity, Arnab
2013-01-01
Partial differential equation (PDE) models are commonly used to model complex dynamic systems in applied sciences such as biology and finance. The forms of these PDE models are usually proposed by experts based on their prior knowledge and understanding of the dynamic system. Parameters in PDE models often have interesting scientific interpretations, but their values are often unknown, and need to be estimated from the measurements of the dynamic system in the present of measurement errors. Most PDEs used in practice have no analytic solutions, and can only be solved with numerical methods. Currently, methods for estimating PDE parameters require repeatedly solving PDEs numerically under thousands of candidate parameter values, and thus the computational load is high. In this article, we propose two methods to estimate parameters in PDE models: a parameter cascading method and a Bayesian approach. In both methods, the underlying dynamic process modeled with the PDE model is represented via basis function expansion. For the parameter cascading method, we develop two nested levels of optimization to estimate the PDE parameters. For the Bayesian method, we develop a joint model for data and the PDE, and develop a novel hierarchical model allowing us to employ Markov chain Monte Carlo (MCMC) techniques to make posterior inference. Simulation studies show that the Bayesian method and parameter cascading method are comparable, and both outperform other available methods in terms of estimation accuracy. The two methods are demonstrated by estimating parameters in a PDE model from LIDAR data.
Identification of open quantum systems from observable time traces
Zhang, Jun; Sarovar, Mohan
2015-05-27
Estimating the parameters that dictate the dynamics of a quantum system is an important task for quantum information processing and quantum metrology, as well as fundamental physics. In our paper we develop a method for parameter estimation for Markovian open quantum systems using a temporal record of measurements on the system. Furthermore, the method is based on system realization theory and is a generalization of our previous work on identification of Hamiltonian parameters.
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.
Robust guaranteed-cost adaptive quantum phase estimation
NASA Astrophysics Data System (ADS)
Roy, Shibdas; Berry, Dominic W.; Petersen, Ian R.; Huntington, Elanor H.
2017-05-01
Quantum parameter estimation plays a key role in many fields like quantum computation, communication, and metrology. Optimal estimation allows one to achieve the most precise parameter estimates, but requires accurate knowledge of the model. Any inevitable uncertainty in the model parameters may heavily degrade the quality of the estimate. It is therefore desired to make the estimation process robust to such uncertainties. Robust estimation was previously studied for a varying phase, where the goal was to estimate the phase at some time in the past, using the measurement results from both before and after that time within a fixed time interval up to current time. Here, we consider a robust guaranteed-cost filter yielding robust estimates of a varying phase in real time, where the current phase is estimated using only past measurements. Our filter minimizes the largest (worst-case) variance in the allowable range of the uncertain model parameter(s) and this determines its guaranteed cost. It outperforms in the worst case the optimal Kalman filter designed for the model with no uncertainty, which corresponds to the center of the possible range of the uncertain parameter(s). Moreover, unlike the Kalman filter, our filter in the worst case always performs better than the best achievable variance for heterodyne measurements, which we consider as the tolerable threshold for our system. Furthermore, we consider effective quantum efficiency and effective noise power, and show that our filter provides the best results by these measures in the worst case.
The Limitations of Model-Based Experimental Design and Parameter Estimation in Sloppy Systems.
White, Andrew; Tolman, Malachi; Thames, Howard D; Withers, Hubert Rodney; Mason, Kathy A; Transtrum, Mark K
2016-12-01
We explore the relationship among experimental design, parameter estimation, and systematic error in sloppy models. We show that the approximate nature of mathematical models poses challenges for experimental design in sloppy models. In many models of complex biological processes it is unknown what are the relevant physical mechanisms that must be included to explain system behaviors. As a consequence, models are often overly complex, with many practically unidentifiable parameters. Furthermore, which mechanisms are relevant/irrelevant vary among experiments. By selecting complementary experiments, experimental design may inadvertently make details that were ommitted from the model become relevant. When this occurs, the model will have a large systematic error and fail to give a good fit to the data. We use a simple hyper-model of model error to quantify a model's discrepancy and apply it to two models of complex biological processes (EGFR signaling and DNA repair) with optimally selected experiments. We find that although parameters may be accurately estimated, the discrepancy in the model renders it less predictive than it was in the sloppy regime where systematic error is small. We introduce the concept of a sloppy system-a sequence of models of increasing complexity that become sloppy in the limit of microscopic accuracy. We explore the limits of accurate parameter estimation in sloppy systems and argue that identifying underlying mechanisms controlling system behavior is better approached by considering a hierarchy of models of varying detail rather than focusing on parameter estimation in a single model.
The Limitations of Model-Based Experimental Design and Parameter Estimation in Sloppy Systems
Tolman, Malachi; Thames, Howard D.; Mason, Kathy A.
2016-01-01
We explore the relationship among experimental design, parameter estimation, and systematic error in sloppy models. We show that the approximate nature of mathematical models poses challenges for experimental design in sloppy models. In many models of complex biological processes it is unknown what are the relevant physical mechanisms that must be included to explain system behaviors. As a consequence, models are often overly complex, with many practically unidentifiable parameters. Furthermore, which mechanisms are relevant/irrelevant vary among experiments. By selecting complementary experiments, experimental design may inadvertently make details that were ommitted from the model become relevant. When this occurs, the model will have a large systematic error and fail to give a good fit to the data. We use a simple hyper-model of model error to quantify a model’s discrepancy and apply it to two models of complex biological processes (EGFR signaling and DNA repair) with optimally selected experiments. We find that although parameters may be accurately estimated, the discrepancy in the model renders it less predictive than it was in the sloppy regime where systematic error is small. We introduce the concept of a sloppy system–a sequence of models of increasing complexity that become sloppy in the limit of microscopic accuracy. We explore the limits of accurate parameter estimation in sloppy systems and argue that identifying underlying mechanisms controlling system behavior is better approached by considering a hierarchy of models of varying detail rather than focusing on parameter estimation in a single model. PMID:27923060
NASA Technical Reports Server (NTRS)
Bjorkman, W. S.; Uphoff, C. W.
1973-01-01
This Parameter Estimation Supplement describes the PEST computer program and gives instructions for its use in determination of lunar gravitation field coefficients. PEST was developed for use in the RAE-B lunar orbiting mission as a means of lunar field recovery. The observations processed by PEST are short-arc osculating orbital elements. These observations are the end product of an orbit determination process obtained with another program. PEST's end product it a set of harmonic coefficients to be used in long-term prediction of the lunar orbit. PEST employs some novel techniques in its estimation process, notably a square batch estimator and linear variational equations in the orbital elements (both osculating and mean) for measurement sensitivities. The program's capabilities are described, and operating instructions and input/output examples are given. PEST utilizes MAESTRO routines for its trajectory propagation. PEST's program structure and subroutines which are not common to MAESTRO are described. Some of the theoretical background information for the estimation process, and a derivation of linear variational equations for the Method 7 elements are included.
Distributed Estimation using Bayesian Consensus Filtering
2014-06-06
Convergence rate analysis of distributed gossip (linear parameter) estimation: Fundamental limits and tradeoffs,” IEEE J. Sel. Topics Signal Process...Dimakis, S. Kar, J. Moura, M. Rabbat, and A. Scaglione, “ Gossip algorithms for distributed signal processing,” Proc. of the IEEE, vol. 98, no. 11, pp
WEIGHTED LIKELIHOOD ESTIMATION UNDER TWO-PHASE SAMPLING
Saegusa, Takumi; Wellner, Jon A.
2013-01-01
We develop asymptotic theory for weighted likelihood estimators (WLE) under two-phase stratified sampling without replacement. We also consider several variants of WLEs involving estimated weights and calibration. A set of empirical process tools are developed including a Glivenko–Cantelli theorem, a theorem for rates of convergence of M-estimators, and a Donsker theorem for the inverse probability weighted empirical processes under two-phase sampling and sampling without replacement at the second phase. Using these general results, we derive asymptotic distributions of the WLE of a finite-dimensional parameter in a general semiparametric model where an estimator of a nuisance parameter is estimable either at regular or nonregular rates. We illustrate these results and methods in the Cox model with right censoring and interval censoring. We compare the methods via their asymptotic variances under both sampling without replacement and the more usual (and easier to analyze) assumption of Bernoulli sampling at the second phase. PMID:24563559
Centroid estimation for a Shack-Hartmann wavefront sensor based on stream processing.
Kong, Fanpeng; Polo, Manuel Cegarra; Lambert, Andrew
2017-08-10
Using center of gravity to estimate the centroid of the spot in a Shack-Hartmann wavefront sensor, the measurement corrupts with photon and detector noise. Parameters, like window size, often require careful optimization to balance the noise error, dynamic range, and linearity of the response coefficient under different photon flux. It also needs to be substituted by the correlation method for extended sources. We propose a centroid estimator based on stream processing, where the center of gravity calculation window floats with the incoming pixel from the detector. In comparison with conventional methods, we show that the proposed estimator simplifies the choice of optimized parameters, provides a unit linear coefficient response, and reduces the influence of background and noise. It is shown that the stream-based centroid estimator also works well for limited size extended sources. A hardware implementation of the proposed estimator is discussed.
USDA-ARS?s Scientific Manuscript database
Photosynthetic potential in C3 plants is largely limited by CO2 diffusion through stomata (Ls) and mesophyll (Lm) and photo-biochemical (Lb) processes. Accurate estimation of mesophyll conductance (gm) using gas exchange (GE) and chlorophyll fluorescence (CF) parameters of the photosynthetic proces...
Analysis of signal-dependent sensor noise on JPEG 2000-compressed Sentinel-2 multi-spectral images
NASA Astrophysics Data System (ADS)
Uss, M.; Vozel, B.; Lukin, V.; Chehdi, K.
2017-10-01
The processing chain of Sentinel-2 MultiSpectral Instrument (MSI) data involves filtering and compression stages that modify MSI sensor noise. As a result, noise in Sentinel-2 Level-1C data distributed to users becomes processed. We demonstrate that processed noise variance model is bivariate: noise variance depends on image intensity (caused by signal-dependency of photon counting detectors) and signal-to-noise ratio (SNR; caused by filtering/compression). To provide information on processed noise parameters, which is missing in Sentinel-2 metadata, we propose to use blind noise parameter estimation approach. Existing methods are restricted to univariate noise model. Therefore, we propose extension of existing vcNI+fBm blind noise parameter estimation method to multivariate noise model, mvcNI+fBm, and apply it to each band of Sentinel-2A data. Obtained results clearly demonstrate that noise variance is affected by filtering/compression for SNR less than about 15. Processed noise variance is reduced by a factor of 2 - 5 in homogeneous areas as compared to noise variance for high SNR values. Estimate of noise variance model parameters are provided for each Sentinel-2A band. Sentinel-2A MSI Level-1C noise models obtained in this paper could be useful for end users and researchers working in a variety of remote sensing applications.
HEART: an automated beat-to-beat cardiovascular analysis package using Matlab.
Schroeder, M J Mark J; Perreault, Bill; Ewert, D L Daniel L; Koenig, S C Steven C
2004-07-01
A computer program is described for beat-to-beat analysis of cardiovascular parameters from high-fidelity pressure and flow waveforms. The Hemodynamic Estimation and Analysis Research Tool (HEART) is a post-processing analysis software package developed in Matlab that enables scientists and clinicians to document, load, view, calibrate, and analyze experimental data that have been digitally saved in ascii or binary format. Analysis routines include traditional hemodynamic parameter estimates as well as more sophisticated analyses such as lumped arterial model parameter estimation and vascular impedance frequency spectra. Cardiovascular parameter values of all analyzed beats can be viewed and statistically analyzed. An attractive feature of the HEART program is the ability to analyze data with visual quality assurance throughout the process, thus establishing a framework toward which Good Laboratory Practice (GLP) compliance can be obtained. Additionally, the development of HEART on the Matlab platform provides users with the flexibility to adapt or create study specific analysis files according to their specific needs. Copyright 2003 Elsevier Ltd.
Variational estimation of process parameters in a simplified atmospheric general circulation model
NASA Astrophysics Data System (ADS)
Lv, Guokun; Koehl, Armin; Stammer, Detlef
2016-04-01
Parameterizations are used to simulate effects of unresolved sub-grid-scale processes in current state-of-the-art climate model. The values of the process parameters, which determine the model's climatology, are usually manually adjusted to reduce the difference of model mean state to the observed climatology. This process requires detailed knowledge of the model and its parameterizations. In this work, a variational method was used to estimate process parameters in the Planet Simulator (PlaSim). The adjoint code was generated using automatic differentiation of the source code. Some hydrological processes were switched off to remove the influence of zero-order discontinuities. In addition, the nonlinearity of the model limits the feasible assimilation window to about 1day, which is too short to tune the model's climatology. To extend the feasible assimilation window, nudging terms for all state variables were added to the model's equations, which essentially suppress all unstable directions. In identical twin experiments, we found that the feasible assimilation window could be extended to over 1-year and accurate parameters could be retrieved. Although the nudging terms transform to a damping of the adjoint variables and therefore tend to erases the information of the data over time, assimilating climatological information is shown to provide sufficient information on the parameters. Moreover, the mechanism of this regularization is discussed.
Non-Cooperative Target Imaging and Parameter Estimation with Narrowband Radar Echoes.
Yeh, Chun-mao; Zhou, Wei; Lu, Yao-bing; Yang, Jian
2016-01-20
This study focuses on the rotating target imaging and parameter estimation with narrowband radar echoes, which is essential for radar target recognition. First, a two-dimensional (2D) imaging model with narrowband echoes is established in this paper, and two images of the target are formed on the velocity-acceleration plane at two neighboring coherent processing intervals (CPIs). Then, the rotating velocity (RV) is proposed to be estimated by utilizing the relationship between the positions of the scattering centers among two images. Finally, the target image is rescaled to the range-cross-range plane with the estimated rotational parameter. The validity of the proposed approach is confirmed using numerical simulations.
Prediction and assimilation of surf-zone processes using a Bayesian network: Part II: Inverse models
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.
NASA Astrophysics Data System (ADS)
Vosoughi, Ehsan; Javaherian, Abdolrahim
2018-01-01
Seismic inversion is a process performed to remove the effects of propagated wavelets in order to recover the acoustic impedance. To obtain valid velocity and density values related to subsurface layers through the inversion process, it is highly essential to perform reliable wavelet estimation such as cumulant matching approach. For this purpose, the seismic data were windowed in this work in such a way that two consecutive windows were only one sample apart. Also, we did not consider any fixed wavelet for any window and let the phase of each wavelet rotate in each sample in the window. Comparing the fourth order cumulant of the whitened trace and fourth-order moment of the all-pass operator in each window generated a cost function that should be minimized with a non-linear optimization method. In this regard, parameters effective on the estimation of the nonstationary mixed-phase wavelets were tested over the created nonstationary seismic trace at 0.82 s and 1.6 s. Besides, we compared the consequences of each parameter on estimated wavelets at two mentioned times. The parameters studied in this work are window length, taper type, the number of iteration, signal-to-noise ratio, bandwidth to central frequency ratio, and Q factor. The results show that applying the optimum values of the effective parameters, the average correlation of the estimated mixed-phase wavelets with the original ones is about 87%. Moreover, the effectiveness of the proposed approach was examined on a synthetic nonstationary seismic section with variable Q factor values alongside the time and offset axis. Eventually, the cumulant matching method was applied on a cross line of the migrated data from a 3D data set of an oilfield in the Persian Gulf. Also, the effect of the wrong Q estimation on the estimated mixed-phase wavelet was considered on the real data set. It is concluded that the accuracy of the estimated wavelet relied on the estimated Q and more than 10% error in the estimated value of Q is acceptable. Eventually, an 88% correlation was found between the estimated mixed-phase wavelets and the original ones for three horizons. The estimated wavelets applied to the data and the result of deconvolution processes was presented.
Space shuttle propulsion parameter estimation using optimal estimation techniques
NASA Technical Reports Server (NTRS)
1983-01-01
The first twelve system state variables are presented with the necessary mathematical developments for incorporating them into the filter/smoother algorithm. Other state variables, i.e., aerodynamic coefficients can be easily incorporated into the estimation algorithm, representing uncertain parameters, but for initial checkout purposes are treated as known quantities. An approach for incorporating the NASA propulsion predictive model results into the optimal estimation algorithm was identified. This approach utilizes numerical derivatives and nominal predictions within the algorithm with global iterations of the algorithm. The iterative process is terminated when the quality of the estimates provided no longer significantly improves.
Estimation of real-time runway surface contamination using flight data recorder parameters
NASA Astrophysics Data System (ADS)
Curry, Donovan
Within this research effort, the development of an analytic process for friction coefficient estimation is presented. Under static equilibrium, the sum of forces and moments acting on the aircraft, in the aircraft body coordinate system, while on the ground at any instant is equal to zero. Under this premise the longitudinal, lateral and normal forces due to landing are calculated along with the individual deceleration components existent when an aircraft comes to a rest during ground roll. In order to validate this hypothesis a six degree of freedom aircraft model had to be created and landing tests had to be simulated on different surfaces. The simulated aircraft model includes a high fidelity aerodynamic model, thrust model, landing gear model, friction model and antiskid model. Three main surfaces were defined in the friction model; dry, wet and snow/ice. Only the parameters recorded by an FDR are used directly from the aircraft model all others are estimated or known a priori. The estimation of unknown parameters is also presented in the research effort. With all needed parameters a comparison and validation with simulated and estimated data, under different runway conditions, is performed. Finally, this report presents results of a sensitivity analysis in order to provide a measure of reliability of the analytic estimation process. Linear and non-linear sensitivity analysis has been performed in order to quantify the level of uncertainty implicit in modeling estimated parameters and how they can affect the calculation of the instantaneous coefficient of friction. Using the approach of force and moment equilibrium about the CG at landing to reconstruct the instantaneous coefficient of friction appears to be a reasonably accurate estimate when compared to the simulated friction coefficient. This is also true when the FDR and estimated parameters are introduced to white noise and when crosswind is introduced to the simulation. After the linear analysis the results show the minimum frequency at which the algorithm still provides moderately accurate data is at 2Hz. In addition, the linear analysis shows that with estimated parameters increased and decreased up to 25% at random, high priority parameters have to be accurate to within at least +/-5% to have an effect of less than 1% change in the average coefficient of friction. Non-linear analysis results show that the algorithm can be considered reasonably accurate for all simulated cases when inaccuracies in the estimated parameters vary randomly and simultaneously up to +/-27%. At worst-case the maximum percentage change in average coefficient of friction is less than 10% for all surfaces.
Optimal Tuner Selection for Kalman-Filter-Based Aircraft Engine Performance Estimation
NASA Technical Reports Server (NTRS)
Simon, Donald L.; Garg, Sanjay
2011-01-01
An emerging approach in the field of aircraft engine controls and system health management is the inclusion of real-time, onboard models for the inflight estimation of engine performance variations. This technology, typically based on Kalman-filter concepts, enables the estimation of unmeasured engine performance parameters that can be directly utilized by controls, prognostics, and health-management applications. A challenge that complicates this practice is the fact that an aircraft engine s performance is affected by its level of degradation, generally described in terms of unmeasurable health parameters such as efficiencies and flow capacities related to each major engine module. Through Kalman-filter-based estimation techniques, the level of engine performance degradation can be estimated, given that there are at least as many sensors as health parameters to be estimated. However, in an aircraft engine, the number of sensors available is typically less than the number of health parameters, presenting an under-determined estimation problem. A common approach to address this shortcoming is to estimate a subset of the health parameters, referred to as model tuning parameters. The problem/objective is to optimally select the model tuning parameters to minimize Kalman-filterbased estimation error. A tuner selection technique has been developed that specifically addresses the under-determined estimation problem, where there are more unknown parameters than available sensor measurements. A systematic approach is applied to produce a model tuning parameter vector of appropriate dimension to enable estimation by a Kalman filter, while minimizing the estimation error in the parameters of interest. Tuning parameter selection is performed using a multi-variable iterative search routine that seeks to minimize the theoretical mean-squared estimation error of the Kalman filter. This approach can significantly reduce the error in onboard aircraft engine parameter estimation applications such as model-based diagnostic, controls, and life usage calculations. The advantage of the innovation is the significant reduction in estimation errors that it can provide relative to the conventional approach of selecting a subset of health parameters to serve as the model tuning parameter vector. Because this technique needs only to be performed during the system design process, it places no additional computation burden on the onboard Kalman filter implementation. The technique has been developed for aircraft engine onboard estimation applications, as this application typically presents an under-determined estimation problem. However, this generic technique could be applied to other industries using gas turbine engine technology.
NASA Astrophysics Data System (ADS)
Scharnagl, Benedikt; Durner, Wolfgang
2013-04-01
Models are inherently imperfect because they simplify processes that are themselves imperfectly known and understood. Moreover, the input variables and parameters needed to run a model are typically subject to various sources of error. As a consequence of these imperfections, model predictions will always deviate from corresponding observations. In most applications in soil hydrology, these deviations are clearly not random but rather show a systematic structure. From a statistical point of view, this systematic mismatch may be a reason for concern because it violates one of the basic assumptions made in inverse parameter estimation: the assumption of independence of the residuals. But what are the consequences of simply ignoring the autocorrelation in the residuals, as it is current practice in soil hydrology? Are the parameter estimates still valid even though the statistical foundation they are based on is partially collapsed? Theory and practical experience from other fields of science have shown that violation of the independence assumption will result in overconfident uncertainty bounds and that in some cases it may lead to significantly different optimal parameter values. In our contribution, we present three soil hydrological case studies, in which the effect of autocorrelated residuals on the estimated parameters was investigated in detail. We explicitly accounted for autocorrelated residuals using a formal likelihood function that incorporates an autoregressive model. The inverse problem was posed in a Bayesian framework, and the posterior probability density function of the parameters was estimated using Markov chain Monte Carlo simulation. In contrast to many other studies in related fields of science, and quite surprisingly, we found that the first-order autoregressive model, often abbreviated as AR(1), did not work well in the soil hydrological setting. We showed that a second-order autoregressive, or AR(2), model performs much better in these applications, leading to parameter and uncertainty estimates that satisfy all the underlying statistical assumptions. For theoretical reasons, these estimates are deemed more reliable than those estimates based on the neglect of autocorrelation in the residuals. In compliance with theory and results reported in the literature, our results showed that parameter uncertainty bounds were substantially wider if autocorrelation in the residuals was explicitly accounted for, and also the optimal parameter vales were slightly different in this case. We argue that the autoregressive model presented here should be used as a matter of routine in inverse modeling of soil hydrological processes.
Parameter estimation for groundwater models under uncertain irrigation data
Demissie, Yonas; Valocchi, Albert J.; Cai, Ximing; Brozovic, Nicholas; Senay, Gabriel; Gebremichael, Mekonnen
2015-01-01
The success of modeling groundwater is strongly influenced by the accuracy of the model parameters that are used to characterize the subsurface system. However, the presence of uncertainty and possibly bias in groundwater model source/sink terms may lead to biased estimates of model parameters and model predictions when the standard regression-based inverse modeling techniques are used. This study first quantifies the levels of bias in groundwater model parameters and predictions due to the presence of errors in irrigation data. Then, a new inverse modeling technique called input uncertainty weighted least-squares (IUWLS) is presented for unbiased estimation of the parameters when pumping and other source/sink data are uncertain. The approach uses the concept of generalized least-squares method with the weight of the objective function depending on the level of pumping uncertainty and iteratively adjusted during the parameter optimization process. We have conducted both analytical and numerical experiments, using irrigation pumping data from the Republican River Basin in Nebraska, to evaluate the performance of ordinary least-squares (OLS) and IUWLS calibration methods under different levels of uncertainty of irrigation data and calibration conditions. The result from the OLS method shows the presence of statistically significant (p < 0.05) bias in estimated parameters and model predictions that persist despite calibrating the models to different calibration data and sample sizes. However, by directly accounting for the irrigation pumping uncertainties during the calibration procedures, the proposed IUWLS is able to minimize the bias effectively without adding significant computational burden to the calibration processes.
NASA Technical Reports Server (NTRS)
Allen, C. P.; Martin, C. F.
1977-01-01
The SEAHT program is designed to process multiple passes of altimeter data with intersecting ground tracks, with the estimation of corrections for orbital errors to each pass such that the data has the best overall agreement at the crossover points. Orbit error for each pass is modeled as a polynomial in time, with optional orders of 0, 1, or 2. One or more passes may be constrained in the adjustment process, thus allowing passes with the best orbits to provide the overall level and orientation of the estimated sea surface heights. Intersections which disagree by more than an input edit level are not used in the error parameter estimation. In the program implementation, passes are grouped into South-North passes and North-South passes, with the North-South passes partitioned out for the estimation of orbit error parameters. Computer core utilization is thus dependent on the number of parameters estimated for the set of South-North arcs, but is independent on the number of North-South passes. Estimated corrections for each pass are applied to the data at its input data rate and an output tape is written which contains the corrected data.
Bencala, Kenneth E.
1984-01-01
Solute transport in streams is determined by the interaction of physical and chemical processes. Data from an injection experiment for chloride and several cations indicate significant influence of solutestreambed processes on transport in a mountain stream. These data are interpreted in terms of transient storage processes for all tracers and sorption processes for the cations. Process parameter values are estimated with simulations based on coupled quasi-two-dimensional transport and first-order mass transfer sorption. Comparative simulations demonstrate the relative roles of the physical and chemical processes in determining solute transport. During the first 24 hours of the experiment, chloride concentrations were attenuated relative to expected plateau levels. Additional attenuation occurred for the sorbing cation strontium. The simulations account for these storage processes. Parameter values determined by calibration compare favorably with estimates from other studies in mountain streams. Without further calibration, the transport of potassium and lithium is adequately simulated using parameters determined in the chloride-strontium simulation and with measured cation distribution coefficients.
On robust parameter estimation in brain-computer interfacing
NASA Astrophysics Data System (ADS)
Samek, Wojciech; Nakajima, Shinichi; Kawanabe, Motoaki; Müller, Klaus-Robert
2017-12-01
Objective. The reliable estimation of parameters such as mean or covariance matrix from noisy and high-dimensional observations is a prerequisite for successful application of signal processing and machine learning algorithms in brain-computer interfacing (BCI). This challenging task becomes significantly more difficult if the data set contains outliers, e.g. due to subject movements, eye blinks or loose electrodes, as they may heavily bias the estimation and the subsequent statistical analysis. Although various robust estimators have been developed to tackle the outlier problem, they ignore important structural information in the data and thus may not be optimal. Typical structural elements in BCI data are the trials consisting of a few hundred EEG samples and indicating the start and end of a task. Approach. This work discusses the parameter estimation problem in BCI and introduces a novel hierarchical view on robustness which naturally comprises different types of outlierness occurring in structured data. Furthermore, the class of minimum divergence estimators is reviewed and a robust mean and covariance estimator for structured data is derived and evaluated with simulations and on a benchmark data set. Main results. The results show that state-of-the-art BCI algorithms benefit from robustly estimated parameters. Significance. Since parameter estimation is an integral part of various machine learning algorithms, the presented techniques are applicable to many problems beyond BCI.
NASA Astrophysics Data System (ADS)
Nagorkin, M. N.; Fyodorov, V. P.; Kovalyova, E. V.
2018-03-01
The paper presents a methodology for quantitative assessment of the influence of technological heredity on the formation of quality parameters for surfaces of machine parts. An example of an estimation of influence factors of technological subsystems of processing by end milling processing by composite 10 and the subsequent diamond burnishing is presented.
Waniewski, Jacek; Antosiewicz, Stefan; Baczynski, Daniel; Poleszczuk, Jan; Pietribiasi, Mauro; Lindholm, Bengt; Wankowicz, Zofia
2016-01-01
During peritoneal dialysis (PD), the peritoneal membrane undergoes ageing processes that affect its function. Here we analyzed associations of patient age and dialysis vintage with parameters of peritoneal transport of fluid and solutes, directly measured and estimated based on the pore model, for individual patients. Thirty-three patients (15 females; age 60 (21–87) years; median time on PD 19 (3–100) months) underwent sequential peritoneal equilibration test. Dialysis vintage and patient age did not correlate. Estimation of parameters of the two-pore model of peritoneal transport was performed. The estimated fluid transport parameters, including hydraulic permeability (LpS), fraction of ultrasmall pores (α u), osmotic conductance for glucose (OCG), and peritoneal absorption, were generally independent of solute transport parameters (diffusive mass transport parameters). Fluid transport parameters correlated whereas transport parameters for small solutes and proteins did not correlate with dialysis vintage and patient age. Although LpS and OCG were lower for older patients and those with long dialysis vintage, αu was higher. Thus, fluid transport parameters—rather than solute transport parameters—are linked to dialysis vintage and patient age and should therefore be included when monitoring processes linked to ageing of the peritoneal membrane. PMID:26989432
The impact of temporal sampling resolution on parameter inference for biological transport models.
Harrison, Jonathan U; Baker, Ruth E
2018-06-25
Imaging data has become an essential tool to explore key biological questions at various scales, for example the motile behaviour of bacteria or the transport of mRNA, and it has the potential to transform our understanding of important transport mechanisms. Often these imaging studies require us to compare biological species or mutants, and to do this we need to quantitatively characterise their behaviour. Mathematical models offer a quantitative description of a system that enables us to perform this comparison, but to relate mechanistic mathematical models to imaging data, we need to estimate their parameters. In this work we study how collecting data at different temporal resolutions impacts our ability to infer parameters of biological transport models; performing exact inference for simple velocity jump process models in a Bayesian framework. The question of how best to choose the frequency with which data is collected is prominent in a host of studies because the majority of imaging technologies place constraints on the frequency with which images can be taken, and the discrete nature of observations can introduce errors into parameter estimates. In this work, we mitigate such errors by formulating the velocity jump process model within a hidden states framework. This allows us to obtain estimates of the reorientation rate and noise amplitude for noisy observations of a simple velocity jump process. We demonstrate the sensitivity of these estimates to temporal variations in the sampling resolution and extent of measurement noise. We use our methodology to provide experimental guidelines for researchers aiming to characterise motile behaviour that can be described by a velocity jump process. In particular, we consider how experimental constraints resulting in a trade-off between temporal sampling resolution and observation noise may affect parameter estimates. Finally, we demonstrate the robustness of our methodology to model misspecification, and then apply our inference framework to a dataset that was generated with the aim of understanding the localization of RNA-protein complexes.
NASA Astrophysics Data System (ADS)
Auger-Méthé, Marie; Field, Chris; Albertsen, Christoffer M.; Derocher, Andrew E.; Lewis, Mark A.; Jonsen, Ian D.; Mills Flemming, Joanna
2016-05-01
State-space models (SSMs) are increasingly used in ecology to model time-series such as animal movement paths and population dynamics. This type of hierarchical model is often structured to account for two levels of variability: biological stochasticity and measurement error. SSMs are flexible. They can model linear and nonlinear processes using a variety of statistical distributions. Recent ecological SSMs are often complex, with a large number of parameters to estimate. Through a simulation study, we show that even simple linear Gaussian SSMs can suffer from parameter- and state-estimation problems. We demonstrate that these problems occur primarily when measurement error is larger than biological stochasticity, the condition that often drives ecologists to use SSMs. Using an animal movement example, we show how these estimation problems can affect ecological inference. Biased parameter estimates of a SSM describing the movement of polar bears (Ursus maritimus) result in overestimating their energy expenditure. We suggest potential solutions, but show that it often remains difficult to estimate parameters. While SSMs are powerful tools, they can give misleading results and we urge ecologists to assess whether the parameters can be estimated accurately before drawing ecological conclusions from their results.
Dynamic control of remelting processes
Bertram, Lee A.; Williamson, Rodney L.; Melgaard, David K.; Beaman, Joseph J.; Evans, David G.
2000-01-01
An apparatus and method of controlling a remelting process by providing measured process variable values to a process controller; estimating process variable values using a process model of a remelting process; and outputting estimated process variable values from the process controller. Feedback and feedforward control devices receive the estimated process variable values and adjust inputs to the remelting process. Electrode weight, electrode mass, electrode gap, process current, process voltage, electrode position, electrode temperature, electrode thermal boundary layer thickness, electrode velocity, electrode acceleration, slag temperature, melting efficiency, cooling water temperature, cooling water flow rate, crucible temperature profile, slag skin temperature, and/or drip short events are employed, as are parameters representing physical constraints of electroslag remelting or vacuum arc remelting, as applicable.
Developing a probability-based model of aquifer vulnerability in an agricultural region
NASA Astrophysics Data System (ADS)
Chen, Shih-Kai; Jang, Cheng-Shin; Peng, Yi-Huei
2013-04-01
SummaryHydrogeological settings of aquifers strongly influence the regional groundwater movement and pollution processes. Establishing a map of aquifer vulnerability is considerably critical for planning a scheme of groundwater quality protection. This study developed a novel probability-based DRASTIC model of aquifer vulnerability in the Choushui River alluvial fan, Taiwan, using indicator kriging and to determine various risk categories of contamination potentials based on estimated vulnerability indexes. Categories and ratings of six parameters in the probability-based DRASTIC model were probabilistically characterized according to the parameter classification methods of selecting a maximum estimation probability and calculating an expected value. Moreover, the probability-based estimation and assessment gave us an excellent insight into propagating the uncertainty of parameters due to limited observation data. To examine the prediction capacity of pollutants for the developed probability-based DRASTIC model, medium, high, and very high risk categories of contamination potentials were compared with observed nitrate-N exceeding 0.5 mg/L indicating the anthropogenic groundwater pollution. The analyzed results reveal that the developed probability-based DRASTIC model is capable of predicting high nitrate-N groundwater pollution and characterizing the parameter uncertainty via the probability estimation processes.
Nonlinear Blind Compensation for Array Signal Processing Application
Ma, Hong; Jin, Jiang; Zhang, Hua
2018-01-01
Recently, nonlinear blind compensation technique has attracted growing attention in array signal processing application. However, due to the nonlinear distortion stemming from array receiver which consists of multi-channel radio frequency (RF) front-ends, it is too difficult to estimate the parameters of array signal accurately. A novel nonlinear blind compensation algorithm aims at the nonlinearity mitigation of array receiver and its spurious-free dynamic range (SFDR) improvement, which will be more precise to estimate the parameters of target signals such as their two-dimensional directions of arrival (2-D DOAs). Herein, the suggested method is designed as follows: the nonlinear model parameters of any channel of RF front-end are extracted to synchronously compensate the nonlinear distortion of the entire receiver. Furthermore, a verification experiment on the array signal from a uniform circular array (UCA) is adopted to testify the validity of our approach. The real-world experimental results show that the SFDR of the receiver is enhanced, leading to a significant improvement of the 2-D DOAs estimation performance for weak target signals. And these results demonstrate that our nonlinear blind compensation algorithm is effective to estimate the parameters of weak array signal in concomitance with strong jammers. PMID:29690571
Abusam, A; Keesman, K J; van Straten, G; Spanjers, H; Meinema, K
2001-01-01
When applied to large simulation models, the process of parameter estimation is also called calibration. Calibration of complex non-linear systems, such as activated sludge plants, is often not an easy task. On the one hand, manual calibration of such complex systems is usually time-consuming, and its results are often not reproducible. On the other hand, conventional automatic calibration methods are not always straightforward and often hampered by local minima problems. In this paper a new straightforward and automatic procedure, which is based on the response surface method (RSM) for selecting the best identifiable parameters, is proposed. In RSM, the process response (output) is related to the levels of the input variables in terms of a first- or second-order regression model. Usually, RSM is used to relate measured process output quantities to process conditions. However, in this paper RSM is used for selecting the dominant parameters, by evaluating parameters sensitivity in a predefined region. Good results obtained in calibration of ASM No. 1 for N-removal in a full-scale oxidation ditch proved that the proposed procedure is successful and reliable.
An improved swarm optimization for parameter estimation and biological model selection.
Abdullah, Afnizanfaizal; Deris, Safaai; Mohamad, Mohd Saberi; Anwar, Sohail
2013-01-01
One of the key aspects of computational systems biology is the investigation on the dynamic biological processes within cells. Computational models are often required to elucidate the mechanisms and principles driving the processes because of the nonlinearity and complexity. The models usually incorporate a set of parameters that signify the physical properties of the actual biological systems. In most cases, these parameters are estimated by fitting the model outputs with the corresponding experimental data. However, this is a challenging task because the available experimental data are frequently noisy and incomplete. In this paper, a new hybrid optimization method is proposed to estimate these parameters from the noisy and incomplete experimental data. The proposed method, called Swarm-based Chemical Reaction Optimization, integrates the evolutionary searching strategy employed by the Chemical Reaction Optimization, into the neighbouring searching strategy of the Firefly Algorithm method. The effectiveness of the method was evaluated using a simulated nonlinear model and two biological models: synthetic transcriptional oscillators, and extracellular protease production models. The results showed that the accuracy and computational speed of the proposed method were better than the existing Differential Evolution, Firefly Algorithm and Chemical Reaction Optimization methods. The reliability of the estimated parameters was statistically validated, which suggests that the model outputs produced by these parameters were valid even when noisy and incomplete experimental data were used. Additionally, Akaike Information Criterion was employed to evaluate the model selection, which highlighted the capability of the proposed method in choosing a plausible model based on the experimental data. In conclusion, this paper presents the effectiveness of the proposed method for parameter estimation and model selection problems using noisy and incomplete experimental data. This study is hoped to provide a new insight in developing more accurate and reliable biological models based on limited and low quality experimental data.
Ismail, Ahmad Muhaimin; Mohamad, Mohd Saberi; Abdul Majid, Hairudin; Abas, Khairul Hamimah; Deris, Safaai; Zaki, Nazar; Mohd Hashim, Siti Zaiton; Ibrahim, Zuwairie; Remli, Muhammad Akmal
2017-12-01
Mathematical modelling is fundamental to understand the dynamic behavior and regulation of the biochemical metabolisms and pathways that are found in biological systems. Pathways are used to describe complex processes that involve many parameters. It is important to have an accurate and complete set of parameters that describe the characteristics of a given model. However, measuring these parameters is typically difficult and even impossible in some cases. Furthermore, the experimental data are often incomplete and also suffer from experimental noise. These shortcomings make it challenging to identify the best-fit parameters that can represent the actual biological processes involved in biological systems. Computational approaches are required to estimate these parameters. The estimation is converted into multimodal optimization problems that require a global optimization algorithm that can avoid local solutions. These local solutions can lead to a bad fit when calibrating with a model. Although the model itself can potentially match a set of experimental data, a high-performance estimation algorithm is required to improve the quality of the solutions. This paper describes an improved hybrid of particle swarm optimization and the gravitational search algorithm (IPSOGSA) to improve the efficiency of a global optimum (the best set of kinetic parameter values) search. The findings suggest that the proposed algorithm is capable of narrowing down the search space by exploiting the feasible solution areas. Hence, the proposed algorithm is able to achieve a near-optimal set of parameters at a fast convergence speed. The proposed algorithm was tested and evaluated based on two aspartate pathways that were obtained from the BioModels Database. The results show that the proposed algorithm outperformed other standard optimization algorithms in terms of accuracy and near-optimal kinetic parameter estimation. Nevertheless, the proposed algorithm is only expected to work well in small scale systems. In addition, the results of this study can be used to estimate kinetic parameter values in the stage of model selection for different experimental conditions. Copyright © 2017 Elsevier B.V. All rights reserved.
Discretization of Continuous Time Discrete Scale Invariant Processes: Estimation and Spectra
NASA Astrophysics Data System (ADS)
Rezakhah, Saeid; Maleki, Yasaman
2016-07-01
Imposing some flexible sampling scheme we provide some discretization of continuous time discrete scale invariant (DSI) processes which is a subsidiary discrete time DSI process. Then by introducing some simple random measure we provide a second continuous time DSI process which provides a proper approximation of the first one. This enables us to provide a bilateral relation between covariance functions of the subsidiary process and the new continuous time processes. The time varying spectral representation of such continuous time DSI process is characterized, and its spectrum is estimated. Also, a new method for estimation time dependent Hurst parameter of such processes is provided which gives a more accurate estimation. The performance of this estimation method is studied via simulation. Finally this method is applied to the real data of S & P500 and Dow Jones indices for some special periods.
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.
Inverse modeling of geochemical and mechanical compaction in sedimentary basins
NASA Astrophysics Data System (ADS)
Colombo, Ivo; Porta, Giovanni Michele; Guadagnini, Alberto
2015-04-01
We study key phenomena driving the feedback between sediment compaction processes and fluid flow in stratified sedimentary basins formed through lithification of sand and clay sediments after deposition. Processes we consider are mechanic compaction of the host rock and the geochemical compaction due to quartz cementation in sandstones. Key objectives of our study include (i) the quantification of the influence of the uncertainty of the model input parameters on the model output and (ii) the application of an inverse modeling technique to field scale data. Proper accounting of the feedback between sediment compaction processes and fluid flow in the subsurface is key to quantify a wide set of environmentally and industrially relevant phenomena. These include, e.g., compaction-driven brine and/or saltwater flow at deep locations and its influence on (a) tracer concentrations observed in shallow sediments, (b) build up of fluid overpressure, (c) hydrocarbon generation and migration, (d) subsidence due to groundwater and/or hydrocarbons withdrawal, and (e) formation of ore deposits. Main processes driving the diagenesis of sediments after deposition are mechanical compaction due to overburden and precipitation/dissolution associated with reactive transport. The natural evolution of sedimentary basins is characterized by geological time scales, thus preventing direct and exhaustive measurement of the system dynamical changes. The outputs of compaction models are plagued by uncertainty because of the incomplete knowledge of the models and parameters governing diagenesis. Development of robust methodologies for inverse modeling and parameter estimation under uncertainty is therefore crucial to the quantification of natural compaction phenomena. We employ a numerical methodology based on three building blocks: (i) space-time discretization of the compaction process; (ii) representation of target output variables through a Polynomial Chaos Expansion (PCE); and (iii) model inversion (parameter estimation) within a maximum likelihood framework. In this context, the PCE-based surrogate model enables one to (i) minimize the computational cost associated with the (forward and inverse) modeling procedures leading to uncertainty quantification and parameter estimation, and (ii) compute the full set of Sobol indices quantifying the contribution of each uncertain parameter to the variability of target state variables. Results are illustrated through the simulation of one-dimensional test cases. The analyses focuses on the calibration of model parameters through literature field cases. The quality of parameter estimates is then analyzed as a function of number, type and location of data.
Mathieu, Amélie; Vidal, Tiphaine; Jullien, Alexandra; Wu, QiongLi; Chambon, Camille; Bayol, Benoit; Cournède, Paul-Henry
2018-06-19
Functional-structural plant models (FSPMs) describe explicitly the interactions between plants and their environment at organ to plant scale. However, the high level of description of the structure or model mechanisms makes this type of model very complex and hard to calibrate. A two-step methodology to facilitate the calibration process is proposed here. First, a global sensitivity analysis method was applied to the calibration loss function. It provided first-order and total-order sensitivity indexes that allow parameters to be ranked by importance in order to select the most influential ones. Second, the Akaike information criterion (AIC) was used to quantify the model's quality of fit after calibration with different combinations of selected parameters. The model with the lowest AIC gives the best combination of parameters to select. This methodology was validated by calibrating the model on an independent data set (same cultivar, another year) with the parameters selected in the second step. All the parameters were set to their nominal value; only the most influential ones were re-estimated. Sensitivity analysis applied to the calibration loss function is a relevant method to underline the most significant parameters in the estimation process. For the studied winter oilseed rape model, 11 out of 26 estimated parameters were selected. Then, the model could be recalibrated for a different data set by re-estimating only three parameters selected with the model selection method. Fitting only a small number of parameters dramatically increases the efficiency of recalibration, increases the robustness of the model and helps identify the principal sources of variation in varying environmental conditions. This innovative method still needs to be more widely validated but already gives interesting avenues to improve the calibration of FSPMs.
A "total parameter estimation" method in the varification of distributed hydrological models
NASA Astrophysics Data System (ADS)
Wang, M.; Qin, D.; Wang, H.
2011-12-01
Conventionally hydrological models are used for runoff or flood forecasting, hence the determination of model parameters are common estimated based on discharge measurements at the catchment outlets. With the advancement in hydrological sciences and computer technology, distributed hydrological models based on the physical mechanism such as SWAT, MIKESHE, and WEP, have gradually become the mainstream models in hydrology sciences. However, the assessments of distributed hydrological models and model parameter determination still rely on runoff and occasionally, groundwater level measurements. It is essential in many countries, including China, to understand the local and regional water cycle: not only do we need to simulate the runoff generation process and for flood forecasting in wet areas, we also need to grasp the water cycle pathways and consumption process of transformation in arid and semi-arid regions for the conservation and integrated water resources management. As distributed hydrological model can simulate physical processes within a catchment, we can get a more realistic representation of the actual water cycle within the simulation model. Runoff is the combined result of various hydrological processes, using runoff for parameter estimation alone is inherits problematic and difficult to assess the accuracy. In particular, in the arid areas, such as the Haihe River Basin in China, runoff accounted for only 17% of the rainfall, and very concentrated during the rainy season from June to August each year. During other months, many of the perennial rivers within the river basin dry up. Thus using single runoff simulation does not fully utilize the distributed hydrological model in arid and semi-arid regions. This paper proposed a "total parameter estimation" method to verify the distributed hydrological models within various water cycle processes, including runoff, evapotranspiration, groundwater, and soil water; and apply it to the Haihe river basin in China. The application results demonstrate that this comprehensive testing method is very useful in the development of a distributed hydrological model and it provides a new way of thinking in hydrological sciences.
Joint parameter and state estimation algorithms for real-time traffic monitoring.
DOT National Transportation Integrated Search
2013-12-01
A common approach to traffic monitoring is to combine a macroscopic traffic flow model with traffic sensor data in a process called state estimation, data fusion, or data assimilation. The main challenge of traffic state estimation is the integration...
NASA Technical Reports Server (NTRS)
Willsky, A. S.
1976-01-01
A number of current research directions in the fields of digital signal processing and modern control and estimation theory were studied. Topics such as stability theory, linear prediction and parameter identification, system analysis and implementation, two-dimensional filtering, decentralized control and estimation, image processing, and nonlinear system theory were examined in order to uncover some of the basic similarities and differences in the goals, techniques, and philosophy of the two disciplines. An extensive bibliography is included.
Necpálová, Magdalena; Anex, Robert P.; Fienen, Michael N.; Del Grosso, Stephen J.; Castellano, Michael J.; Sawyer, John E.; Iqbal, Javed; Pantoja, Jose L.; Barker, Daniel W.
2015-01-01
The ability of biogeochemical ecosystem models to represent agro-ecosystems depends on their correct integration with field observations. We report simultaneous calibration of 67 DayCent model parameters using multiple observation types through inverse modeling using the PEST parameter estimation software. Parameter estimation reduced the total sum of weighted squared residuals by 56% and improved model fit to crop productivity, soil carbon, volumetric soil water content, soil temperature, N2O, and soil3NO− compared to the default simulation. Inverse modeling substantially reduced predictive model error relative to the default model for all model predictions, except for soil 3NO− and 4NH+. Post-processing analyses provided insights into parameter–observation relationships based on parameter correlations, sensitivity and identifiability. Inverse modeling tools are shown to be a powerful way to systematize and accelerate the process of biogeochemical model interrogation, improving our understanding of model function and the underlying ecosystem biogeochemical processes that they represent.
NASA Astrophysics Data System (ADS)
Santabarbara, Ignacio; Haas, Edwin; Kraus, David; Herrera, Saul; Klatt, Steffen; Kiese, Ralf
2014-05-01
When using biogeochemical models to estimate greenhouse gas emissions at site to regional/national levels, the assessment and quantification of the uncertainties of simulation results are of significant importance. The uncertainties in simulation results of process-based ecosystem models may result from uncertainties of the process parameters that describe the processes of the model, model structure inadequacy as well as uncertainties in the observations. Data for development and testing of uncertainty analisys were corp yield observations, measurements of soil fluxes of nitrous oxide (N2O) and carbon dioxide (CO2) from 8 arable sites across Europe. Using the process-based biogeochemical model LandscapeDNDC for simulating crop yields, N2O and CO2 emissions, our aim is to assess the simulation uncertainty by setting up a Bayesian framework based on Metropolis-Hastings algorithm. Using Gelman statistics convergence criteria and parallel computing techniques, enable multi Markov Chains to run independently in parallel and create a random walk to estimate the joint model parameter distribution. Through means distribution we limit the parameter space, get probabilities of parameter values and find the complex dependencies among them. With this parameter distribution that determines soil-atmosphere C and N exchange, we are able to obtain the parameter-induced uncertainty of simulation results and compare them with the measurements data.
The Rangeland Hydrology and Erosion Model: A Dynamic Approach for Predicting Soil Loss on Rangelands
NASA Astrophysics Data System (ADS)
Hernandez, Mariano; Nearing, Mark A.; Al-Hamdan, Osama Z.; Pierson, Frederick B.; Armendariz, Gerardo; Weltz, Mark A.; Spaeth, Kenneth E.; Williams, C. Jason; Nouwakpo, Sayjro K.; Goodrich, David C.; Unkrich, Carl L.; Nichols, Mary H.; Holifield Collins, Chandra D.
2017-11-01
In this study, we present the improved Rangeland Hydrology and Erosion Model (RHEM V2.3), a process-based erosion prediction tool specific for rangeland application. The article provides the mathematical formulation of the model and parameter estimation equations. Model performance is assessed against data collected from 23 runoff and sediment events in a shrub-dominated semiarid watershed in Arizona, USA. To evaluate the model, two sets of primary model parameters were determined using the RHEM V2.3 and RHEM V1.0 parameter estimation equations. Testing of the parameters indicated that RHEM V2.3 parameter estimation equations provided a 76% improvement over RHEM V1.0 parameter estimation equations. Second, the RHEM V2.3 model was calibrated to measurements from the watershed. The parameters estimated by the new equations were within the lowest and highest values of the calibrated parameter set. These results suggest that the new parameter estimation equations can be applied for this environment to predict sediment yield at the hillslope scale. Furthermore, we also applied the RHEM V2.3 to demonstrate the response of the model as a function of foliar cover and ground cover for 124 data points across Arizona and New Mexico. The dependence of average sediment yield on surface ground cover was moderately stronger than that on foliar cover. These results demonstrate that RHEM V2.3 predicts runoff volume, peak runoff, and sediment yield with sufficient accuracy for broad application to assess and manage rangeland systems.
Dynamic Statistical Characterization of Variation in Source Processes of Microseismic Events
NASA Astrophysics Data System (ADS)
Smith-Boughner, L.; Viegas, G. F.; Urbancic, T.; Baig, A. M.
2015-12-01
During a hydraulic fracture, water is pumped at high pressure into a formation. A proppant, typically sand is later injected in the hope that it will make its way into a fracture, keep it open and provide a path for the hydrocarbon to enter the well. This injection can create micro-earthquakes, generated by deformation within the reservoir during treatment. When these injections are monitored, thousands of microseismic events are recorded within several hundred cubic meters. For each well-located event, many source parameters are estimated e.g. stress drop, Savage-Wood efficiency and apparent stress. However, because we are evaluating outputs from a power-law process, the extent to which the failure is impacted by fluid injection or stress triggering is not immediately clear. To better detect differences in source processes, we use a set of dynamic statistical parameters which characterize various force balance assumptions using the average distance to the nearest event, event rate, volume enclosed by the events, cumulative moment and energy from a group of events. One parameter, the Fracability index, approximates the ratio of viscous to elastic forcing and highlights differences in the response time of a rock to changes in stress. These dynamic parameters are applied to a database of more than 90 000 events in a shale-gas play in the Horn River Basin to characterize spatial-temporal variations in the source processes. In order to resolve these differences, a moving window, nearest neighbour approach was used. First, the center of mass of the local distribution was estimated for several source parameters. Then, a set of dynamic parameters, which characterize the response of the rock were estimated. These techniques reveal changes in seismic efficiency and apparent stress and often coincide with marked changes in the Fracability index and other dynamic statistical parameters. Utilizing these approaches allowed for the characterization of fluid injection related processes.
An automated method of tuning an attitude estimator
NASA Technical Reports Server (NTRS)
Mason, Paul A. C.; Mook, D. Joseph
1995-01-01
Attitude determination is a major element of the operation and maintenance of a spacecraft. There are several existing methods of determining the attitude of a spacecraft. One of the most commonly used methods utilizes the Kalman filter to estimate the attitude of the spacecraft. Given an accurate model of a system and adequate observations, a Kalman filter can produce accurate estimates of the attitude. If the system model, filter parameters, or observations are inaccurate, the attitude estimates may be degraded. Therefore, it is advantageous to develop a method of automatically tuning the Kalman filter to produce the accurate estimates. In this paper, a three-axis attitude determination Kalman filter, which uses only magnetometer measurements, is developed and tested using real data. The appropriate filter parameters are found via the Process Noise Covariance Estimator (PNCE). The PNCE provides an optimal criterion for determining the best filter parameters.
PERIODIC AUTOREGRESSIVE-MOVING AVERAGE (PARMA) MODELING WITH APPLICATIONS TO WATER RESOURCES.
Vecchia, A.V.
1985-01-01
Results involving correlation properties and parameter estimation for autogressive-moving average models with periodic parameters are presented. A multivariate representation of the PARMA model is used to derive parameter space restrictions and difference equations for the periodic autocorrelations. Close approximation to the likelihood function for Gaussian PARMA processes results in efficient maximum-likelihood estimation procedures. Terms in the Fourier expansion of the parameters are sequentially included, and a selection criterion is given for determining the optimal number of harmonics to be included. Application of the techniques is demonstrated through analysis of a monthly streamflow time series.
Jing, Nan; Li, Chuang; Chong, Yaqin
2017-01-20
An estimation method for indirectly observable parameters for a typical low dynamic vehicle (LDV) is presented. The estimation method utilizes apparent magnitude, azimuth angle, and elevation angle to estimate the position and velocity of a typical LDV, such as a high altitude balloon (HAB). In order to validate the accuracy of the estimated parameters gained from an unscented Kalman filter, two sets of experiments are carried out to obtain the nonresolved photometric and astrometric data. In the experiments, a HAB launch is planned; models of the HAB dynamics and kinematics and observation models are built to use as time update and measurement update functions, respectively. When the HAB is launched, a ground-based optoelectronic detector is used to capture the object images, which are processed using aperture photometry technology to obtain the time-varying apparent magnitude of the HAB. Two sets of actual and estimated parameters are given to clearly indicate the parameter differences. Two sets of errors between the actual and estimated parameters are also given to show how the estimated position and velocity differ with respect to the observation time. The similar distribution curve results from the two scenarios, which agree within 3σ, verify that nonresolved photometric and astrometric data can be used to estimate the indirectly observable state parameters (position and velocity) for a typical LDV. This technique can be applied to small and dim space objects in the future.
Harding, Brian J; Gehrels, Thomas W; Makela, Jonathan J
2014-02-01
The Earth's thermosphere plays a critical role in driving electrodynamic processes in the ionosphere and in transferring solar energy to the atmosphere, yet measurements of thermospheric state parameters, such as wind and temperature, are sparse. One of the most popular techniques for measuring these parameters is to use a Fabry-Perot interferometer to monitor the Doppler width and breadth of naturally occurring airglow emissions in the thermosphere. In this work, we present a technique for estimating upper-atmospheric winds and temperatures from images of Fabry-Perot fringes captured by a CCD detector. We estimate instrument parameters from fringe patterns of a frequency-stabilized laser, and we use these parameters to estimate winds and temperatures from airglow fringe patterns. A unique feature of this technique is the model used for the laser and airglow fringe patterns, which fits all fringes simultaneously and attempts to model the effects of optical defects. This technique yields accurate estimates for winds, temperatures, and the associated uncertainties in these parameters, as we show with a Monte Carlo simulation.
DOE Office of Scientific and Technical Information (OSTI.GOV)
Dekker, A.G.; Hoogenboom, H.J.; Rijkeboer, M.
1997-06-01
Deriving thematic maps of water quality parameters from a remote sensing image requires a number of processing steps, such as calibration, atmospheric correction, air/water interface correction, and application of water quality algorithms. A prototype software environment has recently been developed that enables the user to perform and control these processing steps. Main parts of this environment are: (i) access to the MODTRAN 3 radiative transfer code for removing atmospheric and air-water interface influences, (ii) a tool for analyzing of algorithms for estimating water quality and (iii) a spectral database, containing apparent and inherent optical properties and associated water quality parameters.more » The use of the software is illustrated by applying implemented algorithms for estimating chlorophyll to data from a spectral library of Dutch inland waters with CHL ranging from 1 to 500 pg 1{sup -1}. The algorithms currently implemented in the Toolkit software are recommended for optically simple waters, but for optically complex waters development of more advanced retrieval methods is required.« less
Hierarchical Bayesian modeling of ionospheric TEC disturbances as non-stationary processes
NASA Astrophysics Data System (ADS)
Seid, Abdu Mohammed; Berhane, Tesfahun; Roininen, Lassi; Nigussie, Melessew
2018-03-01
We model regular and irregular variation of ionospheric total electron content as stationary and non-stationary processes, respectively. We apply the method developed to SCINDA GPS data set observed at Bahir Dar, Ethiopia (11.6 °N, 37.4 °E) . We use hierarchical Bayesian inversion with Gaussian Markov random process priors, and we model the prior parameters in the hyperprior. We use Matérn priors via stochastic partial differential equations, and use scaled Inv -χ2 hyperpriors for the hyperparameters. For drawing posterior estimates, we use Markov Chain Monte Carlo methods: Gibbs sampling and Metropolis-within-Gibbs for parameter and hyperparameter estimations, respectively. This allows us to quantify model parameter estimation uncertainties as well. We demonstrate the applicability of the method proposed using a synthetic test case. Finally, we apply the method to real GPS data set, which we decompose to regular and irregular variation components. The result shows that the approach can be used as an accurate ionospheric disturbance characterization technique that quantifies the total electron content variability with corresponding error uncertainties.
Gutierrez-Villalobos, Jose M.; Rodriguez-Resendiz, Juvenal; Rivas-Araiza, Edgar A.; Martínez-Hernández, Moisés A.
2015-01-01
Three-phase induction motor drive requires high accuracy in high performance processes in industrial applications. Field oriented control, which is one of the most employed control schemes for induction motors, bases its function on the electrical parameter estimation coming from the motor. These parameters make an electrical machine driver work improperly, since these electrical parameter values change at low speeds, temperature changes, and especially with load and duty changes. The focus of this paper is the real-time and on-line electrical parameters with a CMAC-ADALINE block added in the standard FOC scheme to improve the IM driver performance and endure the driver and the induction motor lifetime. Two kinds of neural network structures are used; one to estimate rotor speed and the other one to estimate rotor resistance of an induction motor. PMID:26131677
Gutierrez-Villalobos, Jose M; Rodriguez-Resendiz, Juvenal; Rivas-Araiza, Edgar A; Martínez-Hernández, Moisés A
2015-06-29
Three-phase induction motor drive requires high accuracy in high performance processes in industrial applications. Field oriented control, which is one of the most employed control schemes for induction motors, bases its function on the electrical parameter estimation coming from the motor. These parameters make an electrical machine driver work improperly, since these electrical parameter values change at low speeds, temperature changes, and especially with load and duty changes. The focus of this paper is the real-time and on-line electrical parameters with a CMAC-ADALINE block added in the standard FOC scheme to improve the IM driver performance and endure the driver and the induction motor lifetime. Two kinds of neural network structures are used; one to estimate rotor speed and the other one to estimate rotor resistance of an induction motor.
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.
NASA Technical Reports Server (NTRS)
Starlinger, Alois; Duffy, Stephen F.; Palko, Joseph L.
1993-01-01
New methods are presented that utilize the optimization of goodness-of-fit statistics in order to estimate Weibull parameters from failure data. It is assumed that the underlying population is characterized by a three-parameter Weibull distribution. Goodness-of-fit tests are based on the empirical distribution function (EDF). The EDF is a step function, calculated using failure data, and represents an approximation of the cumulative distribution function for the underlying population. Statistics (such as the Kolmogorov-Smirnov statistic and the Anderson-Darling statistic) measure the discrepancy between the EDF and the cumulative distribution function (CDF). These statistics are minimized with respect to the three Weibull parameters. Due to nonlinearities encountered in the minimization process, Powell's numerical optimization procedure is applied to obtain the optimum value of the EDF. Numerical examples show the applicability of these new estimation methods. The results are compared to the estimates obtained with Cooper's nonlinear regression algorithm.
A new method of hybrid frequency hopping signals selection and blind parameter estimation
NASA Astrophysics Data System (ADS)
Zeng, Xiaoyu; Jiao, Wencheng; Sun, Huixian
2018-04-01
Frequency hopping communication is widely used in military communications at home and abroad. In the case of single-channel reception, it is scarce to process multiple frequency hopping signals both effectively and simultaneously. A method of hybrid FH signals selection and blind parameter estimation is proposed. The method makes use of spectral transformation, spectral entropy calculation and PRI transformation basic theory to realize the sorting and parameter estimation of the components in the hybrid frequency hopping signal. The simulation results show that this method can correctly classify the frequency hopping component signal, and the estimated error of the frequency hopping period is about 5% and the estimated error of the frequency hopping frequency is less than 1% when the SNR is 10dB. However, the performance of this method deteriorates seriously at low SNR.
NASA Technical Reports Server (NTRS)
Kibler, J. F.; Suttles, J. T.
1977-01-01
One way to obtain estimates of the unknown parameters in a pollution dispersion model is to compare the model predictions with remotely sensed air quality data. A ground-based LIDAR sensor provides relative pollution concentration measurements as a function of space and time. The measured sensor data are compared with the dispersion model output through a numerical estimation procedure to yield parameter estimates which best fit the data. This overall process is tested in a computer simulation to study the effects of various measurement strategies. Such a simulation is useful prior to a field measurement exercise to maximize the information content in the collected data. Parametric studies of simulated data matched to a Gaussian plume dispersion model indicate the trade offs available between estimation accuracy and data acquisition strategy.
NASA Astrophysics Data System (ADS)
Kim, Jaewook; Lee, W.-J.; Jhang, Hogun; Kaang, H. H.; Ghim, Y.-C.
2017-10-01
Stochastic magnetic fields are thought to be as one of the possible mechanisms for anomalous transport of density, momentum and heat across the magnetic field lines. Kubo number and Chirikov parameter are quantifications of the stochasticity, and previous studies show that perpendicular transport strongly depends on the magnetic Kubo number (MKN). If MKN is smaller than one, diffusion process will follow Rechester-Rosenbluth model; whereas if it is larger than one, percolation theory dominates the diffusion process. Thus, estimation of Kubo number plays an important role to understand diffusion process caused by stochastic magnetic fields. However, spatially localized experimental measurement of fluctuating magnetic fields in a tokamak is difficult, and we attempt to estimate MKNs using BOUT + + simulation data with pedestal collapse. In addition, we calculate correlation length of fluctuating pressures and Chirikov parameters to investigate variation correlation lengths in the simulation. We, then, discuss how one may experimentally estimate MKNs.
Identification of modal parameters including unmeasured forces and transient effects
NASA Astrophysics Data System (ADS)
Cauberghe, B.; Guillaume, P.; Verboven, P.; Parloo, E.
2003-08-01
In this paper, a frequency-domain method to estimate modal parameters from short data records with known input (measured) forces and unknown input forces is presented. The method can be used for an experimental modal analysis, an operational modal analysis (output-only data) and the combination of both. A traditional experimental and operational modal analysis in the frequency domain starts respectively, from frequency response functions and spectral density functions. To estimate these functions accurately sufficient data have to be available. The technique developed in this paper estimates the modal parameters directly from the Fourier spectra of the outputs and the known input. Instead of using Hanning windows on these short data records the transient effects are estimated simultaneously with the modal parameters. The method is illustrated, tested and validated by Monte Carlo simulations and experiments. The presented method to process short data sequences leads to unbiased estimates with a small variance in comparison to the more traditional approaches.
Ballistic projectile trajectory determining system
Karr, Thomas J.
1997-01-01
A computer controlled system determines the three-dimensional trajectory of a ballistic projectile. To initialize the system, predictions of state parameters for a ballistic projectile are received at an estimator. The estimator uses the predictions of the state parameters to estimate first trajectory characteristics of the ballistic projectile. A single stationary monocular sensor then observes the actual first trajectory characteristics of the ballistic projectile. A comparator generates an error value related to the predicted state parameters by comparing the estimated first trajectory characteristics of the ballistic projectile with the observed first trajectory characteristics of the ballistic projectile. If the error value is equal to or greater than a selected limit, the predictions of the state parameters are adjusted. New estimates for the trajectory characteristics of the ballistic projectile are made and are then compared with actual observed trajectory characteristics. This process is repeated until the error value is less than the selected limit. Once the error value is less than the selected limit, a calculator calculates trajectory characteristics such a the origin and destination of the ballistic projectile.
NASA Astrophysics Data System (ADS)
Wang, Daosheng; Zhang, Jicai; He, Xianqiang; Chu, Dongdong; Lv, Xianqing; Wang, Ya Ping; Yang, Yang; Fan, Daidu; Gao, Shu
2018-01-01
Model parameters in the suspended cohesive sediment transport models are critical for the accurate simulation of suspended sediment concentrations (SSCs). Difficulties in estimating the model parameters still prevent numerical modeling of the sediment transport from achieving a high level of predictability. Based on a three-dimensional cohesive sediment transport model and its adjoint model, the satellite remote sensing data of SSCs during both spring tide and neap tide, retrieved from Geostationary Ocean Color Imager (GOCI), are assimilated to synchronously estimate four spatially and temporally varying parameters in the Hangzhou Bay in China, including settling velocity, resuspension rate, inflow open boundary conditions and initial conditions. After data assimilation, the model performance is significantly improved. Through several sensitivity experiments, the spatial and temporal variation tendencies of the estimated model parameters are verified to be robust and not affected by model settings. The pattern for the variations of the estimated parameters is analyzed and summarized. The temporal variations and spatial distributions of the estimated settling velocity are negatively correlated with current speed, which can be explained using the combination of flocculation process and Stokes' law. The temporal variations and spatial distributions of the estimated resuspension rate are also negatively correlated with current speed, which are related to the grain size of the seabed sediments under different current velocities. Besides, the estimated inflow open boundary conditions reach the local maximum values near the low water slack conditions and the estimated initial conditions are negatively correlated with water depth, which is consistent with the general understanding. The relationships between the estimated parameters and the hydrodynamic fields can be suggestive for improving the parameterization in cohesive sediment transport models.
Shimansky, Y P
2011-05-01
It is well known from numerous studies that perception can be significantly affected by intended action in many everyday situations, indicating that perception and related decision-making is not a simple, one-way sequence, but a complex iterative cognitive process. However, the underlying functional mechanisms are yet unclear. Based on an optimality approach, a quantitative computational model of one such mechanism has been developed in this study. It is assumed in the model that significant uncertainty about task-related parameters of the environment results in parameter estimation errors and an optimal control system should minimize the cost of such errors in terms of the optimality criterion. It is demonstrated that, if the cost of a parameter estimation error is significantly asymmetrical with respect to error direction, the tendency to minimize error cost creates a systematic deviation of the optimal parameter estimate from its maximum likelihood value. Consequently, optimization of parameter estimate and optimization of control action cannot be performed separately from each other under parameter uncertainty combined with asymmetry of estimation error cost, thus making the certainty equivalence principle non-applicable under those conditions. A hypothesis that not only the action, but also perception itself is biased by the above deviation of parameter estimate is supported by ample experimental evidence. The results provide important insights into the cognitive mechanisms of interaction between sensory perception and planning an action under realistic conditions. Implications for understanding related functional mechanisms of optimal control in the CNS are discussed.
LAGEOS geodetic analysis-SL7.1
NASA Technical Reports Server (NTRS)
Smith, D. E.; Kolenkiewicz, R.; Dunn, P. J.; Klosko, S. M.; Robbins, J. W.; Torrence, M. H.; Williamson, R. G.; Pavlis, E. C.; Douglas, N. B.; Fricke, S. K.
1991-01-01
Laser ranging measurements to the LAGEOS satellite from 1976 through 1989 are related via geodetic and orbital theories to a variety of geodetic and geodynamic parameters. The SL7.1 analyses are explained of this data set including the estimation process for geodetic parameters such as Earth's gravitational constant (GM), those describing the Earth's elasticity properties (Love numbers), and the temporally varying geodetic parameters such as Earth's orientation (polar motion and Delta UT1) and tracking site horizontal tectonic motions. Descriptions of the reference systems, tectonic models, and adopted geodetic constants are provided; these are the framework within which the SL7.1 solution takes place. Estimates of temporal variations in non-conservative force parameters are included in these SL7.1 analyses as well as parameters describing the orbital states at monthly epochs. This information is useful in further refining models used to describe close-Earth satellite behavior. Estimates of intersite motions and individual tracking site motions computed through the network adjustment scheme are given. Tabulations of tracking site eccentricities, data summaries, estimated monthly orbital and force model parameters, polar motion, Earth rotation, and tracking station coordinate results are also provided.
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.
Semiparametric temporal process regression of survival-out-of-hospital.
Zhan, Tianyu; Schaubel, Douglas E
2018-05-23
The recurrent/terminal event data structure has undergone considerable methodological development in the last 10-15 years. An example of the data structure that has arisen with increasing frequency involves the recurrent event being hospitalization and the terminal event being death. We consider the response Survival-Out-of-Hospital, defined as a temporal process (indicator function) taking the value 1 when the subject is currently alive and not hospitalized, and 0 otherwise. Survival-Out-of-Hospital is a useful alternative strategy for the analysis of hospitalization/survival in the chronic disease setting, with the response variate representing a refinement to survival time through the incorporation of an objective quality-of-life component. The semiparametric model we consider assumes multiplicative covariate effects and leaves unspecified the baseline probability of being alive-and-out-of-hospital. Using zero-mean estimating equations, the proposed regression parameter estimator can be computed without estimating the unspecified baseline probability process, although baseline probabilities can subsequently be estimated for any time point within the support of the censoring distribution. We demonstrate that the regression parameter estimator is asymptotically normal, and that the baseline probability function estimator converges to a Gaussian process. Simulation studies are performed to show that our estimating procedures have satisfactory finite sample performances. The proposed methods are applied to the Dialysis Outcomes and Practice Patterns Study (DOPPS), an international end-stage renal disease study.
Ferguson, B G; Lo, K W
2000-10-01
Flight parameter estimation methods for an airborne acoustic source can be divided into two categories, depending on whether the narrow-band lines or the broadband component of the received signal spectrum is processed to estimate the flight parameters. This paper provides a common framework for the formulation and test of two flight parameter estimation methods: one narrow band, the other broadband. The performances of the two methods are evaluated by applying them to the same acoustic data set, which is recorded by a planar array of passive acoustic sensors during multiple transits of a turboprop fixed-wing aircraft and two types of rotary-wing aircraft. The narrow-band method, which is based on a kinematic model that assumes the source travels in a straight line at constant speed and altitude, requires time-frequency analysis of the acoustic signal received by a single sensor during each aircraft transit. The broadband method is based on the same kinematic model, but requires observing the temporal variation of the differential time of arrival of the acoustic signal at each pair of sensors that comprises the planar array. Generalized cross correlation of each pair of sensor outputs using a cross-spectral phase transform prefilter provides instantaneous estimates of the differential times of arrival of the signal as the acoustic wavefront traverses the array.
NASA Astrophysics Data System (ADS)
Zhou, Y.; Zhang, X.; Xiao, W.
2018-04-01
As the geomagnetic sensor is susceptible to interference, a pre-processing total least square iteration method is proposed for calibration compensation. Firstly, the error model of the geomagnetic sensor is analyzed and the correction model is proposed, then the characteristics of the model are analyzed and converted into nine parameters. The geomagnetic data is processed by Hilbert transform (HHT) to improve the signal-to-noise ratio, and the nine parameters are calculated by using the combination of Newton iteration method and the least squares estimation method. The sifter algorithm is used to filter the initial value of the iteration to ensure that the initial error is as small as possible. The experimental results show that this method does not need additional equipment and devices, can continuously update the calibration parameters, and better than the two-step estimation method, it can compensate geomagnetic sensor error well.
Mode extraction on wind turbine blades via phase-based video motion estimation
NASA Astrophysics Data System (ADS)
Sarrafi, Aral; Poozesh, Peyman; Niezrecki, Christopher; Mao, Zhu
2017-04-01
In recent years, image processing techniques are being applied more often for structural dynamics identification, characterization, and structural health monitoring. Although as a non-contact and full-field measurement method, image processing still has a long way to go to outperform other conventional sensing instruments (i.e. accelerometers, strain gauges, laser vibrometers, etc.,). However, the technologies associated with image processing are developing rapidly and gaining more attention in a variety of engineering applications including structural dynamics identification and modal analysis. Among numerous motion estimation and image-processing methods, phase-based video motion estimation is considered as one of the most efficient methods regarding computation consumption and noise robustness. In this paper, phase-based video motion estimation is adopted for structural dynamics characterization on a 2.3-meter long Skystream wind turbine blade, and the modal parameters (natural frequencies, operating deflection shapes) are extracted. Phase-based video processing adopted in this paper provides reliable full-field 2-D motion information, which is beneficial for manufacturing certification and model updating at the design stage. The phase-based video motion estimation approach is demonstrated through processing data on a full-scale commercial structure (i.e. a wind turbine blade) with complex geometry and properties, and the results obtained have a good correlation with the modal parameters extracted from accelerometer measurements, especially for the first four bending modes, which have significant importance in blade characterization.
Pierrillas, Philippe B; Tod, Michel; Amiel, Magali; Chenel, Marylore; Henin, Emilie
2016-09-01
The purpose of this study was to explore the impact of censoring due to animal sacrifice on parameter estimates and tumor volume calculated from two diameters in larger tumors during tumor growth experiments in preclinical studies. The type of measurement error that can be expected was also investigated. Different scenarios were challenged using the stochastic simulation and estimation process. One thousand datasets were simulated under the design of a typical tumor growth study in xenografted mice, and then, eight approaches were used for parameter estimation with the simulated datasets. The distribution of estimates and simulation-based diagnostics were computed for comparison. The different approaches were robust regarding the choice of residual error and gave equivalent results. However, by not considering missing data induced by sacrificing the animal, parameter estimates were biased and led to false inferences in terms of compound potency; the threshold concentration for tumor eradication when ignoring censoring was 581 ng.ml(-1), but the true value was 240 ng.ml(-1).
X-31 aerodynamic characteristics determined from flight data
NASA Technical Reports Server (NTRS)
Kokolios, Alex
1993-01-01
The lateral aerodynamic characteristics of the X-31 were determined at angles of attack ranging from 20 to 45 deg. Estimates of the lateral stability and control parameters were obtained by applying two parameter estimation techniques, linear regression, and the extended Kalman filter to flight test data. An attempt to apply maximum likelihood to extract parameters from the flight data was also made but failed for the reasons presented. An overview of the System Identification process is given. The overview includes a listing of the more important properties of all three estimation techniques that were applied to the data. A comparison is given of results obtained from flight test data and wind tunnel data for four important lateral parameters. Finally, future research to be conducted in this area is discussed.
HDDM: Hierarchical Bayesian estimation of the Drift-Diffusion Model in Python.
Wiecki, Thomas V; Sofer, Imri; Frank, Michael J
2013-01-01
The diffusion model is a commonly used tool to infer latent psychological processes underlying decision-making, and to link them to neural mechanisms based on response times. Although efficient open source software has been made available to quantitatively fit the model to data, current estimation methods require an abundance of response time measurements to recover meaningful parameters, and only provide point estimates of each parameter. In contrast, hierarchical Bayesian parameter estimation methods are useful for enhancing statistical power, allowing for simultaneous estimation of individual subject parameters and the group distribution that they are drawn from, while also providing measures of uncertainty in these parameters in the posterior distribution. Here, we present a novel Python-based toolbox called HDDM (hierarchical drift diffusion model), which allows fast and flexible estimation of the the drift-diffusion model and the related linear ballistic accumulator model. HDDM requires fewer data per subject/condition than non-hierarchical methods, allows for full Bayesian data analysis, and can handle outliers in the data. Finally, HDDM supports the estimation of how trial-by-trial measurements (e.g., fMRI) influence decision-making parameters. This paper will first describe the theoretical background of the drift diffusion model and Bayesian inference. We then illustrate usage of the toolbox on a real-world data set from our lab. Finally, parameter recovery studies show that HDDM beats alternative fitting methods like the χ(2)-quantile method as well as maximum likelihood estimation. The software and documentation can be downloaded at: http://ski.clps.brown.edu/hddm_docs/
NASA Astrophysics Data System (ADS)
Zhuang, Chao; Zhou, Zhifang; Illman, Walter A.; Guo, Qiaona; Wang, Jinguo
2017-09-01
The classical aquitard-drainage model COMPAC has been modified to simulate the compaction process of a heterogeneous aquitard consisting of multiple sub-units (Multi-COMPAC). By coupling Multi-COMPAC with the parameter estimation code PEST++, the vertical hydraulic conductivity ( K v) and elastic ( S ske) and inelastic ( S skp) skeletal specific-storage values of each sub-unit can be estimated using observed long-term multi-extensometer and groundwater level data. The approach was first tested through a synthetic case with known parameters. Results of the synthetic case revealed that it was possible to accurately estimate the three parameters for each sub-unit. Next, the methodology was applied to a field site located in Changzhou city, China. Based on the detailed stratigraphic information and extensometer data, the aquitard of interest was subdivided into three sub-units. Parameters K v, S ske and S skp of each sub-unit were estimated simultaneously and then were compared with laboratory results and with bulk values and geologic data from previous studies, demonstrating the reliability of parameter estimates. Estimated S skp values ranged within the magnitude of 10-4 m-1, while K v ranged over 10-10-10-8 m/s, suggesting moderately high heterogeneity of the aquitard. However, the elastic deformation of the third sub-unit, consisting of soft plastic silty clay, is masked by delayed drainage, and the inverse procedure leads to large uncertainty in the S ske estimate for this sub-unit.
Temporal rainfall estimation using input data reduction and model inversion
NASA Astrophysics Data System (ADS)
Wright, A. J.; Vrugt, J. A.; Walker, J. P.; Pauwels, V. R. N.
2016-12-01
Floods are devastating natural hazards. To provide accurate, precise and timely flood forecasts there is a need to understand the uncertainties associated with temporal rainfall and model parameters. The estimation of temporal rainfall and model parameter distributions from streamflow observations in complex dynamic catchments adds skill to current areal rainfall estimation methods, allows for the uncertainty of rainfall input to be considered when estimating model parameters and provides the ability to estimate rainfall from poorly gauged catchments. Current methods to estimate temporal rainfall distributions from streamflow are unable to adequately explain and invert complex non-linear hydrologic systems. This study uses the Discrete Wavelet Transform (DWT) to reduce rainfall dimensionality for the catchment of Warwick, Queensland, Australia. The reduction of rainfall to DWT coefficients allows the input rainfall time series to be simultaneously estimated along with model parameters. The estimation process is conducted using multi-chain Markov chain Monte Carlo simulation with the DREAMZS algorithm. The use of a likelihood function that considers both rainfall and streamflow error allows for model parameter and temporal rainfall distributions to be estimated. Estimation of the wavelet approximation coefficients of lower order decomposition structures was able to estimate the most realistic temporal rainfall distributions. These rainfall estimates were all able to simulate streamflow that was superior to the results of a traditional calibration approach. It is shown that the choice of wavelet has a considerable impact on the robustness of the inversion. The results demonstrate that streamflow data contains sufficient information to estimate temporal rainfall and model parameter distributions. The extent and variance of rainfall time series that are able to simulate streamflow that is superior to that simulated by a traditional calibration approach is a demonstration of equifinality. The use of a likelihood function that considers both rainfall and streamflow error combined with the use of the DWT as a model data reduction technique allows the joint inference of hydrologic model parameters along with rainfall.
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
Sudhanshu Panda; Devendra Amatya; Young Kim; Ge Sun
2016-01-01
Evapotranspiration (ET) is one of the most important hydrologic parameters for vegetation growth, carbon sequestration, and other associated biodiversity study and analysis. Plant stomatal conductance, leaf area index, canopy temperature, soil moisture, and wind speed values generally correlate well with ET. It is difficult to estimate these hydrologic parameters of...
DOE Office of Scientific and Technical Information (OSTI.GOV)
Blais, AR; Dekaban, M; Lee, T-Y
2014-08-15
Quantitative analysis of dynamic positron emission tomography (PET) data usually involves minimizing a cost function with nonlinear regression, wherein the choice of starting parameter values and the presence of local minima affect the bias and variability of the estimated kinetic parameters. These nonlinear methods can also require lengthy computation time, making them unsuitable for use in clinical settings. Kinetic modeling of PET aims to estimate the rate parameter k{sub 3}, which is the binding affinity of the tracer to a biological process of interest and is highly susceptible to noise inherent in PET image acquisition. We have developed linearized kineticmore » models for kinetic analysis of dynamic contrast enhanced computed tomography (DCE-CT)/PET imaging, including a 2-compartment model for DCE-CT and a 3-compartment model for PET. Use of kinetic parameters estimated from DCE-CT can stabilize the kinetic analysis of dynamic PET data, allowing for more robust estimation of k{sub 3}. Furthermore, these linearized models are solved with a non-negative least squares algorithm and together they provide other advantages including: 1) only one possible solution and they do not require a choice of starting parameter values, 2) parameter estimates are comparable in accuracy to those from nonlinear models, 3) significantly reduced computational time. Our simulated data show that when blood volume and permeability are estimated with DCE-CT, the bias of k{sub 3} estimation with our linearized model is 1.97 ± 38.5% for 1,000 runs with a signal-to-noise ratio of 10. In summary, we have developed a computationally efficient technique for accurate estimation of k{sub 3} from noisy dynamic PET data.« less
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.
NASA Technical Reports Server (NTRS)
Rodriguez, G.; Scheid, R. E., Jr.
1986-01-01
This paper outlines methods for modeling, identification and estimation for static determination of flexible structures. The shape estimation schemes are based on structural models specified by (possibly interconnected) elliptic partial differential equations. The identification techniques provide approximate knowledge of parameters in elliptic systems. The techniques are based on the method of maximum-likelihood that finds parameter values such that the likelihood functional associated with the system model is maximized. The estimation methods are obtained by means of a function-space approach that seeks to obtain the conditional mean of the state given the data and a white noise characterization of model errors. The solutions are obtained in a batch-processing mode in which all the data is processed simultaneously. After methods for computing the optimal estimates are developed, an analysis of the second-order statistics of the estimates and of the related estimation error is conducted. In addition to outlining the above theoretical results, the paper presents typical flexible structure simulations illustrating performance of the shape determination methods.
NASA Technical Reports Server (NTRS)
Kumar, Rajendra (Inventor)
1991-01-01
A multistage estimator is provided for the parameters of a received carrier signal possibly phase-modulated by unknown data and experiencing very high Doppler, Doppler rate, etc., as may arise, for example, in the case of Global Positioning Systems (GPS) where the signal parameters are directly related to the position, velocity and jerk of the GPS ground-based receiver. In a two-stage embodiment of the more general multistage scheme, the first stage, selected to be a modified least squares algorithm referred to as differential least squares (DLS), operates as a coarse estimator resulting in higher rms estimation errors but with a relatively small probability of the frequency estimation error exceeding one-half of the sampling frequency, provides relatively coarse estimates of the frequency and its derivatives. The second stage of the estimator, an extended Kalman filter (EKF), operates on the error signal available from the first stage refining the overall estimates of the phase along with a more refined estimate of frequency as well and in the process also reduces the number of cycle slips.
NASA Technical Reports Server (NTRS)
Kumar, Rajendra (Inventor)
1990-01-01
A multistage estimator is provided for the parameters of a received carrier signal possibly phase-modulated by unknown data and experiencing very high Doppler, Doppler rate, etc., as may arise, for example, in the case of Global Positioning Systems (GPS) where the signal parameters are directly related to the position, velocity and jerk of the GPS ground-based receiver. In a two-stage embodiment of the more general multistage scheme, the first stage, selected to be a modified least squares algorithm referred to as differential least squares (DLS), operates as a coarse estimator resulting in higher rms estimation errors but with a relatively small probability of the frequency estimation error exceeding one-half of the sampling frequency, provides relatively coarse estimates of the frequency and its derivatives. The second stage of the estimator, an extended Kalman filter (EKF), operates on the error signal available from the first stage refining the overall estimates of the phase along with a more refined estimate of frequency as well and in the process also reduces the number of cycle slips.
Parameters estimation using the first passage times method in a jump-diffusion model
DOE Office of Scientific and Technical Information (OSTI.GOV)
Khaldi, K., E-mail: kkhaldi@umbb.dz; LIMOSE Laboratory, Boumerdes University, 35000; Meddahi, S., E-mail: samia.meddahi@gmail.com
2016-06-02
The main purposes of this paper are two contributions: (1) it presents a new method, which is the first passage time (FPT method) generalized for all passage times (GPT method), in order to estimate the parameters of stochastic Jump-Diffusion process. (2) it compares in a time series model, share price of gold, the empirical results of the estimation and forecasts obtained with the GPT method and those obtained by the moments method and the FPT method applied to the Merton Jump-Diffusion (MJD) model.
Hunt, R.J.; Feinstein, D.T.; Pint, C.D.; Anderson, M.P.
2006-01-01
As part of the USGS Water, Energy, and Biogeochemical Budgets project and the NSF Long-Term Ecological Research work, a parameter estimation code was used to calibrate a deterministic groundwater flow model of the Trout Lake Basin in northern Wisconsin. Observations included traditional calibration targets (head, lake stage, and baseflow observations) as well as unconventional targets such as groundwater flows to and from lakes, depth of a lake water plume, and time of travel. The unconventional data types were important for parameter estimation convergence and allowed the development of a more detailed parameterization capable of resolving model objectives with well-constrained parameter values. Independent estimates of groundwater inflow to lakes were most important for constraining lakebed leakance and the depth of the lake water plume was important for determining hydraulic conductivity and conceptual aquifer layering. The most important target overall, however, was a conventional regional baseflow target that led to correct distribution of flow between sub-basins and the regional system during model calibration. The use of an automated parameter estimation code: (1) facilitated the calibration process by providing a quantitative assessment of the model's ability to match disparate observed data types; and (2) allowed assessment of the influence of observed targets on the calibration process. The model calibration required the use of a 'universal' parameter estimation code in order to include all types of observations in the objective function. The methods described in this paper help address issues of watershed complexity and non-uniqueness common to deterministic watershed models. ?? 2005 Elsevier B.V. All rights reserved.
Robust image modeling techniques with an image restoration application
NASA Astrophysics Data System (ADS)
Kashyap, Rangasami L.; Eom, Kie-Bum
1988-08-01
A robust parameter-estimation algorithm for a nonsymmetric half-plane (NSHP) autoregressive model, where the driving noise is a mixture of a Gaussian and an outlier process, is presented. The convergence of the estimation algorithm is proved. An algorithm to estimate parameters and original image intensity simultaneously from the impulse-noise-corrupted image, where the model governing the image is not available, is also presented. The robustness of the parameter estimates is demonstrated by simulation. Finally, an algorithm to restore realistic images is presented. The entire image generally does not obey a simple image model, but a small portion (e.g., 8 x 8) of the image is assumed to obey an NSHP model. The original image is divided into windows and the robust estimation algorithm is applied for each window. The restoration algorithm is tested by comparing it to traditional methods on several different images.
Carmena, Jose M.
2016-01-01
Much progress has been made in brain-machine interfaces (BMI) using decoders such as Kalman filters and finding their parameters with closed-loop decoder adaptation (CLDA). However, current decoders do not model the spikes directly, and hence may limit the processing time-scale of BMI control and adaptation. Moreover, while specialized CLDA techniques for intention estimation and assisted training exist, a unified and systematic CLDA framework that generalizes across different setups is lacking. Here we develop a novel closed-loop BMI training architecture that allows for processing, control, and adaptation using spike events, enables robust control and extends to various tasks. Moreover, we develop a unified control-theoretic CLDA framework within which intention estimation, assisted training, and adaptation are performed. The architecture incorporates an infinite-horizon optimal feedback-control (OFC) model of the brain’s behavior in closed-loop BMI control, and a point process model of spikes. The OFC model infers the user’s motor intention during CLDA—a process termed intention estimation. OFC is also used to design an autonomous and dynamic assisted training technique. The point process model allows for neural processing, control and decoder adaptation with every spike event and at a faster time-scale than current decoders; it also enables dynamic spike-event-based parameter adaptation unlike current CLDA methods that use batch-based adaptation on much slower adaptation time-scales. We conducted closed-loop experiments in a non-human primate over tens of days to dissociate the effects of these novel CLDA components. The OFC intention estimation improved BMI performance compared with current intention estimation techniques. OFC assisted training allowed the subject to consistently achieve proficient control. Spike-event-based adaptation resulted in faster and more consistent performance convergence compared with batch-based methods, and was robust to parameter initialization. Finally, the architecture extended control to tasks beyond those used for CLDA training. These results have significant implications towards the development of clinically-viable neuroprosthetics. PMID:27035820
NASA Astrophysics Data System (ADS)
Courchesne, Samuel
Knowledge of the dynamic characteristics of a fixed-wing UAV is necessary to design flight control laws and to conceive a high quality flight simulator. The basic features of a flight mechanic model include the properties of mass, inertia and major aerodynamic terms. They respond to a complex process involving various numerical analysis techniques and experimental procedures. This thesis focuses on the analysis of estimation techniques applied to estimate problems of stability and control derivatives from flight test data provided by an experimental UAV. To achieve this objective, a modern identification methodology (Quad-M) is used to coordinate the processing tasks from multidisciplinary fields, such as parameter estimation modeling, instrumentation, the definition of flight maneuvers and validation. The system under study is a non-linear model with six degrees of freedom with a linear aerodynamic model. The time domain techniques are used for identification of the drone. The first technique, the equation error method is used to determine the structure of the aerodynamic model. Thereafter, the output error method and filter error method are used to estimate the aerodynamic coefficients values. The Matlab scripts for estimating the parameters obtained from the American Institute of Aeronautics and Astronautics (AIAA) are used and modified as necessary to achieve the desired results. A commendable effort in this part of research is devoted to the design of experiments. This includes an awareness of the system data acquisition onboard and the definition of flight maneuvers. The flight tests were conducted under stable flight conditions and with low atmospheric disturbance. Nevertheless, the identification results showed that the filter error method is most effective for estimating the parameters of the drone due to the presence of process noise and measurement. The aerodynamic coefficients are validated using a numerical analysis of the vortex method. In addition, a simulation model incorporating the estimated parameters is used to compare the behavior of states measured. Finally, a good correspondence between the results is demonstrated despite a limited number of flight data. Keywords: drone, identification, estimation, nonlinear, flight test, system, aerodynamic coefficient.
Regionalization of post-processed ensemble runoff forecasts
NASA Astrophysics Data System (ADS)
Olav Skøien, Jon; Bogner, Konrad; Salamon, Peter; Smith, Paul; Pappenberger, Florian
2016-05-01
For many years, meteorological models have been run with perturbated initial conditions or parameters to produce ensemble forecasts that are used as a proxy of the uncertainty of the forecasts. However, the ensembles are usually both biased (the mean is systematically too high or too low, compared with the observed weather), and has dispersion errors (the ensemble variance indicates a too low or too high confidence in the forecast, compared with the observed weather). The ensembles are therefore commonly post-processed to correct for these shortcomings. Here we look at one of these techniques, referred to as Ensemble Model Output Statistics (EMOS) (Gneiting et al., 2005). Originally, the post-processing parameters were identified as a fixed set of parameters for a region. The application of our work is the European Flood Awareness System (http://www.efas.eu), where a distributed model is run with meteorological ensembles as input. We are therefore dealing with a considerably larger data set than previous analyses. We also want to regionalize the parameters themselves for other locations than the calibration gauges. The post-processing parameters are therefore estimated for each calibration station, but with a spatial penalty for deviations from neighbouring stations, depending on the expected semivariance between the calibration catchment and these stations. The estimated post-processed parameters can then be used for regionalization of the postprocessing parameters also for uncalibrated locations using top-kriging in the rtop-package (Skøien et al., 2006, 2014). We will show results from cross-validation of the methodology and although our interest is mainly in identifying exceedance probabilities for certain return levels, we will also show how the rtop package can be used for creating a set of post-processed ensembles through simulations.
Theory of Visual Attention (TVA) applied to mice in the 5-choice serial reaction time task.
Fitzpatrick, C M; Caballero-Puntiverio, M; Gether, U; Habekost, T; Bundesen, C; Vangkilde, S; Woldbye, D P D; Andreasen, J T; Petersen, A
2017-03-01
The 5-choice serial reaction time task (5-CSRTT) is widely used to measure rodent attentional functions. In humans, many attention studies in healthy and clinical populations have used testing based on Bundesen's Theory of Visual Attention (TVA) to estimate visual processing speeds and other parameters of attentional capacity. We aimed to bridge these research fields by modifying the 5-CSRTT's design and by mathematically modelling data to derive attentional parameters analogous to human TVA-based measures. C57BL/6 mice were tested in two 1-h sessions on consecutive days with a version of the 5-CSRTT where stimulus duration (SD) probe length was varied based on information from previous TVA studies. Thereafter, a scopolamine hydrobromide (HBr; 0.125 or 0.25 mg/kg) pharmacological challenge was undertaken, using a Latin square design. Mean score values were modelled using a new three-parameter version of TVA to obtain estimates of visual processing speeds, visual thresholds and motor response baselines in each mouse. The parameter estimates for each animal were reliable across sessions, showing that the data were stable enough to support analysis on an individual level. Scopolamine HBr dose-dependently reduced 5-CSRTT attentional performance while also increasing reward collection latency at the highest dose. Upon TVA modelling, scopolamine HBr significantly reduced visual processing speed at both doses, while having less pronounced effects on visual thresholds and motor response baselines. This study shows for the first time how 5-CSRTT performance in mice can be mathematically modelled to yield estimates of attentional capacity that are directly comparable to estimates from human studies.
Howard Evan Canfield; Vicente L. Lopes
2000-01-01
A process-based, simulation model for evaporation, soil water and streamflow (BROOK903) was used to estimate soil moisture change on a semiarid rangeland watershed in southeastern Arizona. A sensitivity analysis was performed to select parameters affecting ET and soil moisture for calibration. Automatic parameter calibration was performed using a procedure based on a...
Optimum data weighting and error calibration for estimation of gravitational parameters
NASA Technical Reports Server (NTRS)
Lerch, Francis J.
1989-01-01
A new technique was developed for the weighting of data from satellite tracking systems in order to obtain an optimum least-squares solution and an error calibration for the solution parameters. Data sets from optical, electronic, and laser systems on 17 satellites in GEM-T1 Goddard Earth Model-T1 (GEM-T1) were employed toward application of this technique for gravity field parameters. Also GEM-T2 (31 satellites) was recently computed as a direct application of the method and is summarized. The method employs subset solutions of the data associated with the complete solution to agree with their error estimates. With the adjusted weights the process provides for an automatic calibration of the error estimates for the solution parameters. The data weights derived are generally much smaller than corresponding weights obtained from nominal values of observation accuracy or residuals. Independent tests show significant improvement for solutions with optimal weighting. The technique is general and may be applied to orbit parameters, station coordinates, or other parameters than the gravity model.
NASA Astrophysics Data System (ADS)
Dettmer, Jan; Molnar, Sheri; Steininger, Gavin; Dosso, Stan E.; Cassidy, John F.
2012-02-01
This paper applies a general trans-dimensional Bayesian inference methodology and hierarchical autoregressive data-error models to the inversion of microtremor array dispersion data for shear wave velocity (vs) structure. This approach accounts for the limited knowledge of the optimal earth model parametrization (e.g. the number of layers in the vs profile) and of the data-error statistics in the resulting vs parameter uncertainty estimates. The assumed earth model parametrization influences estimates of parameter values and uncertainties due to different parametrizations leading to different ranges of data predictions. The support of the data for a particular model is often non-unique and several parametrizations may be supported. A trans-dimensional formulation accounts for this non-uniqueness by including a model-indexing parameter as an unknown so that groups of models (identified by the indexing parameter) are considered in the results. The earth model is parametrized in terms of a partition model with interfaces given over a depth-range of interest. In this work, the number of interfaces (layers) in the partition model represents the trans-dimensional model indexing. In addition, serial data-error correlations are addressed by augmenting the geophysical forward model with a hierarchical autoregressive error model that can account for a wide range of error processes with a small number of parameters. Hence, the limited knowledge about the true statistical distribution of data errors is also accounted for in the earth model parameter estimates, resulting in more realistic uncertainties and parameter values. Hierarchical autoregressive error models do not rely on point estimates of the model vector to estimate data-error statistics, and have no requirement for computing the inverse or determinant of a data-error covariance matrix. This approach is particularly useful for trans-dimensional inverse problems, as point estimates may not be representative of the state space that spans multiple subspaces of different dimensionalities. The order of the autoregressive process required to fit the data is determined here by posterior residual-sample examination and statistical tests. Inference for earth model parameters is carried out on the trans-dimensional posterior probability distribution by considering ensembles of parameter vectors. In particular, vs uncertainty estimates are obtained by marginalizing the trans-dimensional posterior distribution in terms of vs-profile marginal distributions. The methodology is applied to microtremor array dispersion data collected at two sites with significantly different geology in British Columbia, Canada. At both sites, results show excellent agreement with estimates from invasive measurements.
Framework for Uncertainty Assessment - Hanford Site-Wide Groundwater Flow and Transport Modeling
NASA Astrophysics Data System (ADS)
Bergeron, M. P.; Cole, C. R.; Murray, C. J.; Thorne, P. D.; Wurstner, S. K.
2002-05-01
Pacific Northwest National Laboratory is in the process of development and implementation of an uncertainty estimation methodology for use in future site assessments that addresses parameter uncertainty as well as uncertainties related to the groundwater conceptual model. The long-term goals of the effort are development and implementation of an uncertainty estimation methodology for use in future assessments and analyses being made with the Hanford site-wide groundwater model. The basic approach in the framework developed for uncertainty assessment consists of: 1) Alternate conceptual model (ACM) identification to identify and document the major features and assumptions of each conceptual model. The process must also include a periodic review of the existing and proposed new conceptual models as data or understanding become available. 2) ACM development of each identified conceptual model through inverse modeling with historical site data. 3) ACM evaluation to identify which of conceptual models are plausible and should be included in any subsequent uncertainty assessments. 4) ACM uncertainty assessments will only be carried out for those ACMs determined to be plausible through comparison with historical observations and model structure identification measures. The parameter uncertainty assessment process generally involves: a) Model Complexity Optimization - to identify the important or relevant parameters for the uncertainty analysis; b) Characterization of Parameter Uncertainty - to develop the pdfs for the important uncertain parameters including identification of any correlations among parameters; c) Propagation of Uncertainty - to propagate parameter uncertainties (e.g., by first order second moment methods if applicable or by a Monte Carlo approach) through the model to determine the uncertainty in the model predictions of interest. 5)Estimation of combined ACM and scenario uncertainty by a double sum with each component of the inner sum (an individual CCDF) representing parameter uncertainty associated with a particular scenario and ACM and the outer sum enumerating the various plausible ACM and scenario combinations in order to represent the combined estimate of uncertainty (a family of CCDFs). A final important part of the framework includes identification, enumeration, and documentation of all the assumptions, which include those made during conceptual model development, required by the mathematical model, required by the numerical model, made during the spatial and temporal descretization process, needed to assign the statistical model and associated parameters that describe the uncertainty in the relevant input parameters, and finally those assumptions required by the propagation method. Pacific Northwest National Laboratory is operated for the U.S. Department of Energy under Contract DE-AC06-76RL01830.
NASA Technical Reports Server (NTRS)
Hall, W. E., Jr.; Gupta, N. K.; Hansen, R. S.
1978-01-01
An integrated approach to rotorcraft system identification is described. This approach consists of sequential application of (1) data filtering to estimate states of the system and sensor errors, (2) model structure estimation to isolate significant model effects, and (3) parameter identification to quantify the coefficient of the model. An input design algorithm is described which can be used to design control inputs which maximize parameter estimation accuracy. Details of each aspect of the rotorcraft identification approach are given. Examples of both simulated and actual flight data processing are given to illustrate each phase of processing. The procedure is shown to provide means of calibrating sensor errors in flight data, quantifying high order state variable models from the flight data, and consequently computing related stability and control design models.
Influence of Averaging Preprocessing on Image Analysis with a Markov Random Field Model
NASA Astrophysics Data System (ADS)
Sakamoto, Hirotaka; Nakanishi-Ohno, Yoshinori; Okada, Masato
2018-02-01
This paper describes our investigations into the influence of averaging preprocessing on the performance of image analysis. Averaging preprocessing involves a trade-off: image averaging is often undertaken to reduce noise while the number of image data available for image analysis is decreased. We formulated a process of generating image data by using a Markov random field (MRF) model to achieve image analysis tasks such as image restoration and hyper-parameter estimation by a Bayesian approach. According to the notions of Bayesian inference, posterior distributions were analyzed to evaluate the influence of averaging. There are three main results. First, we found that the performance of image restoration with a predetermined value for hyper-parameters is invariant regardless of whether averaging is conducted. We then found that the performance of hyper-parameter estimation deteriorates due to averaging. Our analysis of the negative logarithm of the posterior probability, which is called the free energy based on an analogy with statistical mechanics, indicated that the confidence of hyper-parameter estimation remains higher without averaging. Finally, we found that when the hyper-parameters are estimated from the data, the performance of image restoration worsens as averaging is undertaken. We conclude that averaging adversely influences the performance of image analysis through hyper-parameter estimation.
Dynamic imaging model and parameter optimization for a star tracker.
Yan, Jinyun; Jiang, Jie; Zhang, Guangjun
2016-03-21
Under dynamic conditions, star spots move across the image plane of a star tracker and form a smeared star image. This smearing effect increases errors in star position estimation and degrades attitude accuracy. First, an analytical energy distribution model of a smeared star spot is established based on a line segment spread function because the dynamic imaging process of a star tracker is equivalent to the static imaging process of linear light sources. The proposed model, which has a clear physical meaning, explicitly reflects the key parameters of the imaging process, including incident flux, exposure time, velocity of a star spot in an image plane, and Gaussian radius. Furthermore, an analytical expression of the centroiding error of the smeared star spot is derived using the proposed model. An accurate and comprehensive evaluation of centroiding accuracy is obtained based on the expression. Moreover, analytical solutions of the optimal parameters are derived to achieve the best performance in centroid estimation. Finally, we perform numerical simulations and a night sky experiment to validate the correctness of the dynamic imaging model, the centroiding error expression, and the optimal parameters.
Forecasting financial asset processes: stochastic dynamics via learning neural networks.
Giebel, S; Rainer, M
2010-01-01
Models for financial asset dynamics usually take into account their inherent unpredictable nature by including a suitable stochastic component into their process. Unknown (forward) values of financial assets (at a given time in the future) are usually estimated as expectations of the stochastic asset under a suitable risk-neutral measure. This estimation requires the stochastic model to be calibrated to some history of sufficient length in the past. Apart from inherent limitations, due to the stochastic nature of the process, the predictive power is also limited by the simplifying assumptions of the common calibration methods, such as maximum likelihood estimation and regression methods, performed often without weights on the historic time series, or with static weights only. Here we propose a novel method of "intelligent" calibration, using learning neural networks in order to dynamically adapt the parameters of the stochastic model. Hence we have a stochastic process with time dependent parameters, the dynamics of the parameters being themselves learned continuously by a neural network. The back propagation in training the previous weights is limited to a certain memory length (in the examples we consider 10 previous business days), which is similar to the maximal time lag of autoregressive processes. We demonstrate the learning efficiency of the new algorithm by tracking the next-day forecasts for the EURTRY and EUR-HUF exchange rates each.
Fast maximum likelihood estimation using continuous-time neural point process models.
Lepage, Kyle Q; MacDonald, Christopher J
2015-06-01
A recent report estimates that the number of simultaneously recorded neurons is growing exponentially. A commonly employed statistical paradigm using discrete-time point process models of neural activity involves the computation of a maximum-likelihood estimate. The time to computate this estimate, per neuron, is proportional to the number of bins in a finely spaced discretization of time. By using continuous-time models of neural activity and the optimally efficient Gaussian quadrature, memory requirements and computation times are dramatically decreased in the commonly encountered situation where the number of parameters p is much less than the number of time-bins n. In this regime, with q equal to the quadrature order, memory requirements are decreased from O(np) to O(qp), and the number of floating-point operations are decreased from O(np(2)) to O(qp(2)). Accuracy of the proposed estimates is assessed based upon physiological consideration, error bounds, and mathematical results describing the relation between numerical integration error and numerical error affecting both parameter estimates and the observed Fisher information. A check is provided which is used to adapt the order of numerical integration. The procedure is verified in simulation and for hippocampal recordings. It is found that in 95 % of hippocampal recordings a q of 60 yields numerical error negligible with respect to parameter estimate standard error. Statistical inference using the proposed methodology is a fast and convenient alternative to statistical inference performed using a discrete-time point process model of neural activity. It enables the employment of the statistical methodology available with discrete-time inference, but is faster, uses less memory, and avoids any error due to discretization.
Poeter, Eileen E.; Hill, Mary C.; Banta, Edward R.; Mehl, Steffen; Christensen, Steen
2006-01-01
This report documents the computer codes UCODE_2005 and six post-processors. Together the codes can be used with existing process models to perform sensitivity analysis, data needs assessment, calibration, prediction, and uncertainty analysis. Any process model or set of models can be used; the only requirements are that models have numerical (ASCII or text only) input and output files, that the numbers in these files have sufficient significant digits, that all required models can be run from a single batch file or script, and that simulated values are continuous functions of the parameter values. Process models can include pre-processors and post-processors as well as one or more models related to the processes of interest (physical, chemical, and so on), making UCODE_2005 extremely powerful. An estimated parameter can be a quantity that appears in the input files of the process model(s), or a quantity used in an equation that produces a value that appears in the input files. In the latter situation, the equation is user-defined. UCODE_2005 can compare observations and simulated equivalents. The simulated equivalents can be any simulated value written in the process-model output files or can be calculated from simulated values with user-defined equations. The quantities can be model results, or dependent variables. For example, for ground-water models they can be heads, flows, concentrations, and so on. Prior, or direct, information on estimated parameters also can be considered. Statistics are calculated to quantify the comparison of observations and simulated equivalents, including a weighted least-squares objective function. In addition, data-exchange files are produced that facilitate graphical analysis. UCODE_2005 can be used fruitfully in model calibration through its sensitivity analysis capabilities and its ability to estimate parameter values that result in the best possible fit to the observations. Parameters are estimated using nonlinear regression: a weighted least-squares objective function is minimized with respect to the parameter values using a modified Gauss-Newton method or a double-dogleg technique. Sensitivities needed for the method can be read from files produced by process models that can calculate sensitivities, such as MODFLOW-2000, or can be calculated by UCODE_2005 using a more general, but less accurate, forward- or central-difference perturbation technique. Problems resulting from inaccurate sensitivities and solutions related to the perturbation techniques are discussed in the report. Statistics are calculated and printed for use in (1) diagnosing inadequate data and identifying parameters that probably cannot be estimated; (2) evaluating estimated parameter values; and (3) evaluating how well the model represents the simulated processes. Results from UCODE_2005 and codes RESIDUAL_ANALYSIS and RESIDUAL_ANALYSIS_ADV can be used to evaluate how accurately the model represents the processes it simulates. Results from LINEAR_UNCERTAINTY can be used to quantify the uncertainty of model simulated values if the model is sufficiently linear. Results from MODEL_LINEARITY and MODEL_LINEARITY_ADV can be used to evaluate model linearity and, thereby, the accuracy of the LINEAR_UNCERTAINTY results. UCODE_2005 can also be used to calculate nonlinear confidence and predictions intervals, which quantify the uncertainty of model simulated values when the model is not linear. CORFAC_PLUS can be used to produce factors that allow intervals to account for model intrinsic nonlinearity and small-scale variations in system characteristics that are not explicitly accounted for in the model or the observation weighting. The six post-processing programs are independent of UCODE_2005 and can use the results of other programs that produce the required data-exchange files. UCODE_2005 and the other six codes are intended for use on any computer operating system. The programs con
NASA Astrophysics Data System (ADS)
Arnaud, Patrick; Cantet, Philippe; Odry, Jean
2017-11-01
Flood frequency analyses (FFAs) are needed for flood risk management. Many methods exist ranging from classical purely statistical approaches to more complex approaches based on process simulation. The results of these methods are associated with uncertainties that are sometimes difficult to estimate due to the complexity of the approaches or the number of parameters, especially for process simulation. This is the case of the simulation-based FFA approach called SHYREG presented in this paper, in which a rainfall generator is coupled with a simple rainfall-runoff model in an attempt to estimate the uncertainties due to the estimation of the seven parameters needed to estimate flood frequencies. The six parameters of the rainfall generator are mean values, so their theoretical distribution is known and can be used to estimate the generator uncertainties. In contrast, the theoretical distribution of the single hydrological model parameter is unknown; consequently, a bootstrap method is applied to estimate the calibration uncertainties. The propagation of uncertainty from the rainfall generator to the hydrological model is also taken into account. This method is applied to 1112 basins throughout France. Uncertainties coming from the SHYREG method and from purely statistical approaches are compared, and the results are discussed according to the length of the recorded observations, basin size and basin location. Uncertainties of the SHYREG method decrease as the basin size increases or as the length of the recorded flow increases. Moreover, the results show that the confidence intervals of the SHYREG method are relatively small despite the complexity of the method and the number of parameters (seven). This is due to the stability of the parameters and takes into account the dependence of uncertainties due to the rainfall model and the hydrological calibration. Indeed, the uncertainties on the flow quantiles are on the same order of magnitude as those associated with the use of a statistical law with two parameters (here generalised extreme value Type I distribution) and clearly lower than those associated with the use of a three-parameter law (here generalised extreme value Type II distribution). For extreme flood quantiles, the uncertainties are mostly due to the rainfall generator because of the progressive saturation of the hydrological model.
A Bayesian ensemble data assimilation to constrain model parameters and land-use carbon emissions
NASA Astrophysics Data System (ADS)
Lienert, Sebastian; Joos, Fortunat
2018-05-01
A dynamic global vegetation model (DGVM) is applied in a probabilistic framework and benchmarking system to constrain uncertain model parameters by observations and to quantify carbon emissions from land-use and land-cover change (LULCC). Processes featured in DGVMs include parameters which are prone to substantial uncertainty. To cope with these uncertainties Latin hypercube sampling (LHS) is used to create a 1000-member perturbed parameter ensemble, which is then evaluated with a diverse set of global and spatiotemporally resolved observational constraints. We discuss the performance of the constrained ensemble and use it to formulate a new best-guess version of the model (LPX-Bern v1.4). The observationally constrained ensemble is used to investigate historical emissions due to LULCC (ELUC) and their sensitivity to model parametrization. We find a global ELUC estimate of 158 (108, 211) PgC (median and 90 % confidence interval) between 1800 and 2016. We compare ELUC to other estimates both globally and regionally. Spatial patterns are investigated and estimates of ELUC of the 10 countries with the largest contribution to the flux over the historical period are reported. We consider model versions with and without additional land-use processes (shifting cultivation and wood harvest) and find that the difference in global ELUC is on the same order of magnitude as parameter-induced uncertainty and in some cases could potentially even be offset with appropriate parameter choice.
NASA Astrophysics Data System (ADS)
Chen, Shuo; Lin, Xiaoqian; Zhu, Caigang; Liu, Quan
2014-12-01
Key tissue parameters, e.g., total hemoglobin concentration and tissue oxygenation, are important biomarkers in clinical diagnosis for various diseases. Although point measurement techniques based on diffuse reflectance spectroscopy can accurately recover these tissue parameters, they are not suitable for the examination of a large tissue region due to slow data acquisition. The previous imaging studies have shown that hemoglobin concentration and oxygenation can be estimated from color measurements with the assumption of known scattering properties, which is impractical in clinical applications. To overcome this limitation and speed-up image processing, we propose a method of sequential weighted Wiener estimation (WE) to quickly extract key tissue parameters, including total hemoglobin concentration (CtHb), hemoglobin oxygenation (StO2), scatterer density (α), and scattering power (β), from wide-band color measurements. This method takes advantage of the fact that each parameter is sensitive to the color measurements in a different way and attempts to maximize the contribution of those color measurements likely to generate correct results in WE. The method was evaluated on skin phantoms with varying CtHb, StO2, and scattering properties. The results demonstrate excellent agreement between the estimated tissue parameters and the corresponding reference values. Compared with traditional WE, the sequential weighted WE shows significant improvement in the estimation accuracy. This method could be used to monitor tissue parameters in an imaging setup in real time.
Hsieh, Hong-Po; Ko, Fan-Hua; Sung, Kung-Bin
2018-04-20
An iterative curve fitting method has been applied in both simulation [J. Biomed. Opt.17, 107003 (2012)JBOPFO1083-366810.1117/1.JBO.17.10.107003] and phantom [J. Biomed. Opt.19, 077002 (2014)JBOPFO1083-366810.1117/1.JBO.19.7.077002] studies to accurately extract optical properties and the top layer thickness of a two-layered superficial tissue model from diffuse reflectance spectroscopy (DRS) data. This paper describes a hybrid two-step parameter estimation procedure to address two main issues of the previous method, including (1) high computational intensity and (2) converging to local minima. The parameter estimation procedure contained a novel initial estimation step to obtain an initial guess, which was used by a subsequent iterative fitting step to optimize the parameter estimation. A lookup table was used in both steps to quickly obtain reflectance spectra and reduce computational intensity. On simulated DRS data, the proposed parameter estimation procedure achieved high estimation accuracy and a 95% reduction of computational time compared to previous studies. Furthermore, the proposed initial estimation step led to better convergence of the following fitting step. Strategies used in the proposed procedure could benefit both the modeling and experimental data processing of not only DRS but also related approaches such as near-infrared spectroscopy.
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.
NASA Astrophysics Data System (ADS)
Filatov, I. E.; Uvarin, V. V.; Kuznetsov, D. L.
2018-05-01
The efficiency of removal of volatile organic impurities in air by a pulsed corona discharge is investigated using model mixtures. Based on the method of competing reactions, an approach to estimating the qualitative and quantitative parameters of the employed electrophysical technique is proposed. The concept of the "toluene coefficient" characterizing the relative reactivity of a component as compared to toluene is introduced. It is proposed that the energy efficiency of the electrophysical method be estimated using the concept of diversified yield of the removal process. Such an approach makes it possible to substantially intensify the determination of energy parameters of removal of impurities and can also serve as a criterion for estimating the effectiveness of various methods in which a nonequilibrium plasma is used for air cleaning from volatile impurities.
How can streamflow and climate-landscape data be used to estimate baseflow mean response time?
NASA Astrophysics Data System (ADS)
Zhang, Runrun; Chen, Xi; Zhang, Zhicai; Soulsby, Chris; Gao, Man
2018-02-01
Mean response time (MRT) is a metric describing the propagation of catchment hydraulic behavior that reflects both hydro-climatic conditions and catchment characteristics. To provide a comprehensive understanding of catchment response over a longer-time scale for hydraulic processes, the MRT function for baseflow generation was derived using an instantaneous unit hydrograph (IUH) model that describes the subsurface response to effective rainfall inputs. IUH parameters were estimated based on the "match test" between the autocorrelation function (ACFs) derived from the filtered base flow time series and from the IUH parameters, under the GLUE framework. Regionalization of MRT was conducted using estimates and hydroclimate-landscape indices in 22 sub-basins of the Jinghe River Basin (JRB) in the Loess Plateau of northwest China. Results indicate there is strong equifinality in determination of the best parameter sets but the median values of the MRT estimates are relatively stable in the acceptable range of the parameters. MRTs vary markedly over the studied sub-basins, ranging from tens of days to more than a year. Climate, topography and geomorphology were identified as three first-order controls on recharge-baseflow response processes. Human activities involving the cultivation of permanent crops may elongate the baseflow MRT and hence increase the dynamic storage. Cross validation suggests the model can be used to estimate MRTs in ungauged catchments in similar regions of throughout the Loess Plateau. The proposed method provides a systematic approach for MRT estimation and regionalization in terms of hydroclimate and catchment characteristics, which is helpful in the sustainable water resources utilization and ecological protection in the Loess Plateau.
An Improved Swarm Optimization for Parameter Estimation and Biological Model Selection
Abdullah, Afnizanfaizal; Deris, Safaai; Mohamad, Mohd Saberi; Anwar, Sohail
2013-01-01
One of the key aspects of computational systems biology is the investigation on the dynamic biological processes within cells. Computational models are often required to elucidate the mechanisms and principles driving the processes because of the nonlinearity and complexity. The models usually incorporate a set of parameters that signify the physical properties of the actual biological systems. In most cases, these parameters are estimated by fitting the model outputs with the corresponding experimental data. However, this is a challenging task because the available experimental data are frequently noisy and incomplete. In this paper, a new hybrid optimization method is proposed to estimate these parameters from the noisy and incomplete experimental data. The proposed method, called Swarm-based Chemical Reaction Optimization, integrates the evolutionary searching strategy employed by the Chemical Reaction Optimization, into the neighbouring searching strategy of the Firefly Algorithm method. The effectiveness of the method was evaluated using a simulated nonlinear model and two biological models: synthetic transcriptional oscillators, and extracellular protease production models. The results showed that the accuracy and computational speed of the proposed method were better than the existing Differential Evolution, Firefly Algorithm and Chemical Reaction Optimization methods. The reliability of the estimated parameters was statistically validated, which suggests that the model outputs produced by these parameters were valid even when noisy and incomplete experimental data were used. Additionally, Akaike Information Criterion was employed to evaluate the model selection, which highlighted the capability of the proposed method in choosing a plausible model based on the experimental data. In conclusion, this paper presents the effectiveness of the proposed method for parameter estimation and model selection problems using noisy and incomplete experimental data. This study is hoped to provide a new insight in developing more accurate and reliable biological models based on limited and low quality experimental data. PMID:23593445
ERIC Educational Resources Information Center
Song, Hairong; Ferrer, Emilio
2009-01-01
This article presents a state-space modeling (SSM) technique for fitting process factor analysis models directly to raw data. The Kalman smoother via the expectation-maximization algorithm to obtain maximum likelihood parameter estimates is used. To examine the finite sample properties of the estimates in SSM when common factors are involved, a…
Time series modeling by a regression approach based on a latent process.
Chamroukhi, Faicel; Samé, Allou; Govaert, Gérard; Aknin, Patrice
2009-01-01
Time series are used in many domains including finance, engineering, economics and bioinformatics generally to represent the change of a measurement over time. Modeling techniques may then be used to give a synthetic representation of such data. A new approach for time series modeling is proposed in this paper. It consists of a regression model incorporating a discrete hidden logistic process allowing for activating smoothly or abruptly different polynomial regression models. The model parameters are estimated by the maximum likelihood method performed by a dedicated Expectation Maximization (EM) algorithm. The M step of the EM algorithm uses a multi-class Iterative Reweighted Least-Squares (IRLS) algorithm to estimate the hidden process parameters. To evaluate the proposed approach, an experimental study on simulated data and real world data was performed using two alternative approaches: a heteroskedastic piecewise regression model using a global optimization algorithm based on dynamic programming, and a Hidden Markov Regression Model whose parameters are estimated by the Baum-Welch algorithm. Finally, in the context of the remote monitoring of components of the French railway infrastructure, and more particularly the switch mechanism, the proposed approach has been applied to modeling and classifying time series representing the condition measurements acquired during switch operations.
Ballistic projectile trajectory determining system
Karr, T.J.
1997-05-20
A computer controlled system determines the three-dimensional trajectory of a ballistic projectile. To initialize the system, predictions of state parameters for a ballistic projectile are received at an estimator. The estimator uses the predictions of the state parameters to estimate first trajectory characteristics of the ballistic projectile. A single stationary monocular sensor then observes the actual first trajectory characteristics of the ballistic projectile. A comparator generates an error value related to the predicted state parameters by comparing the estimated first trajectory characteristics of the ballistic projectile with the observed first trajectory characteristics of the ballistic projectile. If the error value is equal to or greater than a selected limit, the predictions of the state parameters are adjusted. New estimates for the trajectory characteristics of the ballistic projectile are made and are then compared with actual observed trajectory characteristics. This process is repeated until the error value is less than the selected limit. Once the error value is less than the selected limit, a calculator calculates trajectory characteristics such a the origin and destination of the ballistic projectile. 8 figs.
Berniker, Max; Kording, Konrad P.
2011-01-01
Recent studies suggest that motor adaptation is the result of multiple, perhaps linear processes each with distinct time scales. While these models are consistent with some motor phenomena, they can neither explain the relatively fast re-adaptation after a long washout period, nor savings on a subsequent day. Here we examined if these effects can be explained if we assume that the CNS stores and retrieves movement parameters based on their possible relevance. We formalize this idea with a model that infers not only the sources of potential motor errors, but also their relevance to the current motor circumstances. In our model adaptation is the process of re-estimating parameters that represent the body and the world. The likelihood of a world parameter being relevant is then based on the mismatch between an observed movement and that predicted when not compensating for the estimated world disturbance. As such, adapting to large motor errors in a laboratory setting should alert subjects that disturbances are being imposed on them, even after motor performance has returned to baseline. Estimates of this external disturbance should be relevant both now and in future laboratory settings. Estimated properties of our bodies on the other hand should always be relevant. Our model demonstrates savings, interference, spontaneous rebound and differences between adaptation to sudden and gradual disturbances. We suggest that many issues concerning savings and interference can be understood when adaptation is conditioned on the relevance of parameters. PMID:21998574
libSRES: a C library for stochastic ranking evolution strategy for parameter estimation.
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/
Stochastic differential equation (SDE) model of opening gold share price of bursa saham malaysia
NASA Astrophysics Data System (ADS)
Hussin, F. N.; Rahman, H. A.; Bahar, A.
2017-09-01
Black and Scholes option pricing model is one of the most recognized stochastic differential equation model in mathematical finance. Two parameter estimation methods have been utilized for the Geometric Brownian model (GBM); historical and discrete method. The historical method is a statistical method which uses the property of independence and normality logarithmic return, giving out the simplest parameter estimation. Meanwhile, discrete method considers the function of density of transition from the process of diffusion normal log which has been derived from maximum likelihood method. These two methods are used to find the parameter estimates samples of Malaysians Gold Share Price data such as: Financial Times and Stock Exchange (FTSE) Bursa Malaysia Emas, and Financial Times and Stock Exchange (FTSE) Bursa Malaysia Emas Shariah. Modelling of gold share price is essential since fluctuation of gold affects worldwide economy nowadays, including Malaysia. It is found that discrete method gives the best parameter estimates than historical method due to the smallest Root Mean Square Error (RMSE) value.
Wang, Gang; Briskot, Till; Hahn, Tobias; Baumann, Pascal; Hubbuch, Jürgen
2017-03-03
Mechanistic modeling has been repeatedly successfully applied in process development and control of protein chromatography. For each combination of adsorbate and adsorbent, the mechanistic models have to be calibrated. Some of the model parameters, such as system characteristics, can be determined reliably by applying well-established experimental methods, whereas others cannot be measured directly. In common practice of protein chromatography modeling, these parameters are identified by applying time-consuming methods such as frontal analysis combined with gradient experiments, curve-fitting, or combined Yamamoto approach. For new components in the chromatographic system, these traditional calibration approaches require to be conducted repeatedly. In the presented work, a novel method for the calibration of mechanistic models based on artificial neural network (ANN) modeling was applied. An in silico screening of possible model parameter combinations was performed to generate learning material for the ANN model. Once the ANN model was trained to recognize chromatograms and to respond with the corresponding model parameter set, it was used to calibrate the mechanistic model from measured chromatograms. The ANN model's capability of parameter estimation was tested by predicting gradient elution chromatograms. The time-consuming model parameter estimation process itself could be reduced down to milliseconds. The functionality of the method was successfully demonstrated in a study with the calibration of the transport-dispersive model (TDM) and the stoichiometric displacement model (SDM) for a protein mixture. Copyright © 2017 The Author(s). Published by Elsevier B.V. All rights reserved.
Modeling the Residual Strength of a Fibrous Composite Using the Residual Daniels Function
NASA Astrophysics Data System (ADS)
Paramonov, Yu.; Cimanis, V.; Varickis, S.; Kleinhofs, M.
2016-09-01
The concept of a residual Daniels function (RDF) is introduced. Together with the concept of Daniels sequence, the RDF is used for estimating the residual (after some preliminary fatigue loading) static strength of a unidirectional fibrous composite (UFC) and its S-N curve on the bases of test data. Usually, the residual strength is analyzed on the basis of a known S-N curve. In our work, an inverse approach is used: the S-N curve is derived from an analysis of the residual strength. This approach gives a good qualitive description of the process of decreasing residual strength and explanes the existence of the fatigue limit. The estimates of parameters of the corresponding regression model can be interpreted as estimates of parameters of the local strength of components of the UFC. In order to approach the quantitative experimental estimates of the fatigue life, some ideas based on the mathematics of the semiMarkovian process are employed. Satisfactory results in processing experimental data on the fatigue life and residual strength of glass/epoxy laminates are obtained.
Ely, D. Matthew
2006-01-01
Recharge is a vital component of the ground-water budget and methods for estimating it range from extremely complex to relatively simple. The most commonly used techniques, however, are limited by the scale of application. One method that can be used to estimate ground-water recharge includes process-based models that compute distributed water budgets on a watershed scale. These models should be evaluated to determine which model parameters are the dominant controls in determining ground-water recharge. Seven existing watershed models from different humid regions of the United States were chosen to analyze the sensitivity of simulated recharge to model parameters. Parameter sensitivities were determined using a nonlinear regression computer program to generate a suite of diagnostic statistics. The statistics identify model parameters that have the greatest effect on simulated ground-water recharge and that compare and contrast the hydrologic system responses to those parameters. Simulated recharge in the Lost River and Big Creek watersheds in Washington State was sensitive to small changes in air temperature. The Hamden watershed model in west-central Minnesota was developed to investigate the relations that wetlands and other landscape features have with runoff processes. Excess soil moisture in the Hamden watershed simulation was preferentially routed to wetlands, instead of to the ground-water system, resulting in little sensitivity of any parameters to recharge. Simulated recharge in the North Fork Pheasant Branch watershed, Wisconsin, demonstrated the greatest sensitivity to parameters related to evapotranspiration. Three watersheds were simulated as part of the Model Parameter Estimation Experiment (MOPEX). Parameter sensitivities for the MOPEX watersheds, Amite River, Louisiana and Mississippi, English River, Iowa, and South Branch Potomac River, West Virginia, were similar and most sensitive to small changes in air temperature and a user-defined flow routing parameter. Although the primary objective of this study was to identify, by geographic region, the importance of the parameter value to the simulation of ground-water recharge, the secondary objectives proved valuable for future modeling efforts. The value of a rigorous sensitivity analysis can (1) make the calibration process more efficient, (2) guide additional data collection, (3) identify model limitations, and (4) explain simulated results.
40 CFR 98.195 - Procedures for estimating missing data.
Code of Federal Regulations, 2014 CFR
2014-07-01
... 40 Protection of Environment 21 2014-07-01 2014-07-01 false Procedures for estimating missing data... estimating missing data. For the procedure in § 98.193(b)(1), a complete record of all measured parameters... all available process data or data used for accounting purposes. (b) For missing values related to the...
Non-stationary noise estimation using dictionary learning and Gaussian mixture models
NASA Astrophysics Data System (ADS)
Hughes, James M.; Rockmore, Daniel N.; Wang, Yang
2014-02-01
Stationarity of the noise distribution is a common assumption in image processing. This assumption greatly simplifies denoising estimators and other model parameters and consequently assuming stationarity is often a matter of convenience rather than an accurate model of noise characteristics. The problematic nature of this assumption is exacerbated in real-world contexts, where noise is often highly non-stationary and can possess time- and space-varying characteristics. Regardless of model complexity, estimating the parameters of noise dis- tributions in digital images is a difficult task, and estimates are often based on heuristic assumptions. Recently, sparse Bayesian dictionary learning methods were shown to produce accurate estimates of the level of additive white Gaussian noise in images with minimal assumptions. We show that a similar model is capable of accu- rately modeling certain kinds of non-stationary noise processes, allowing for space-varying noise in images to be estimated, detected, and removed. We apply this modeling concept to several types of non-stationary noise and demonstrate the model's effectiveness on real-world problems, including denoising and segmentation of images according to noise characteristics, which has applications in image forensics.
NASA Technical Reports Server (NTRS)
Cornish, C. R.
1983-01-01
Following reception and analog to digital conversion (A/D) conversion, atmospheric radar backscatter echoes need to be processed so as to obtain desired information about atmospheric processes and to eliminate or minimize contaminating contributions from other sources. Various signal processing techniques have been implemented at mesosphere-stratosphere-troposphere (MST) radar facilities to estimate parameters of interest from received spectra. Such estimation techniques need to be both accurate and sufficiently efficient to be within the capabilities of the particular data-processing system. The various techniques used to parameterize the spectra of received signals are reviewed herein. Noise estimation, electromagnetic interference, data smoothing, correlation, and the Doppler effect are among the specific points addressed.
NASA Astrophysics Data System (ADS)
Wright, Ashley J.; Walker, Jeffrey P.; Pauwels, Valentijn R. N.
2017-08-01
Floods are devastating natural hazards. To provide accurate, precise, and timely flood forecasts, there is a need to understand the uncertainties associated within an entire rainfall time series, even when rainfall was not observed. The estimation of an entire rainfall time series and model parameter distributions from streamflow observations in complex dynamic catchments adds skill to current areal rainfall estimation methods, allows for the uncertainty of entire rainfall input time series to be considered when estimating model parameters, and provides the ability to improve rainfall estimates from poorly gauged catchments. Current methods to estimate entire rainfall time series from streamflow records are unable to adequately invert complex nonlinear hydrologic systems. This study aims to explore the use of wavelets in the estimation of rainfall time series from streamflow records. Using the Discrete Wavelet Transform (DWT) to reduce rainfall dimensionality for the catchment of Warwick, Queensland, Australia, it is shown that model parameter distributions and an entire rainfall time series can be estimated. Including rainfall in the estimation process improves streamflow simulations by a factor of up to 1.78. This is achieved while estimating an entire rainfall time series, inclusive of days when none was observed. It is shown that the choice of wavelet can have a considerable impact on the robustness of the inversion. Combining the use of a likelihood function that considers rainfall and streamflow errors with the use of the DWT as a model data reduction technique allows the joint inference of hydrologic model parameters along with rainfall.
An improved approximate-Bayesian model-choice method for estimating shared evolutionary history
2014-01-01
Background To understand biological diversification, it is important to account for large-scale processes that affect the evolutionary history of groups of co-distributed populations of organisms. Such events predict temporally clustered divergences times, a pattern that can be estimated using genetic data from co-distributed species. I introduce a new approximate-Bayesian method for comparative phylogeographical model-choice that estimates the temporal distribution of divergences across taxa from multi-locus DNA sequence data. The model is an extension of that implemented in msBayes. Results By reparameterizing the model, introducing more flexible priors on demographic and divergence-time parameters, and implementing a non-parametric Dirichlet-process prior over divergence models, I improved the robustness, accuracy, and power of the method for estimating shared evolutionary history across taxa. Conclusions The results demonstrate the improved performance of the new method is due to (1) more appropriate priors on divergence-time and demographic parameters that avoid prohibitively small marginal likelihoods for models with more divergence events, and (2) the Dirichlet-process providing a flexible prior on divergence histories that does not strongly disfavor models with intermediate numbers of divergence events. The new method yields more robust estimates of posterior uncertainty, and thus greatly reduces the tendency to incorrectly estimate models of shared evolutionary history with strong support. PMID:24992937
NASA Astrophysics Data System (ADS)
Simons, F. J.; Eggers, G. L.; Lewis, K. W.; Olhede, S. C.
2015-12-01
What numbers "capture" topography? If stationary, white, and Gaussian: mean and variance. But "whiteness" is strong; we are led to a "baseline" over which to compute means and variances. We then have subscribed to topography as a correlated process, and to the estimation (noisy, afftected by edge effects) of the parameters of a spatial or spectral covariance function. What if the covariance function or the point process itself aren't Gaussian? What if the region under study isn't regularly shaped or sampled? How can results from differently sized patches be compared robustly? We present a spectral-domain "Whittle" maximum-likelihood procedure that circumvents these difficulties and answers the above questions. The key is the Matern form, whose parameters (variance, range, differentiability) define the shape of the covariance function (Gaussian, exponential, ..., are all special cases). We treat edge effects in simulation and in estimation. Data tapering allows for the irregular regions. We determine the estimation variance of all parameters. And the "best" estimate may not be "good enough": we test whether the "model" itself warrants rejection. We illustrate our methodology on geologically mapped patches of Venus. Surprisingly few numbers capture planetary topography. We derive them, with uncertainty bounds, we simulate "new" realizations of patches that look to the geologists exactly as if they were derived from similar processes. Our approach holds in 1, 2, and 3 spatial dimensions, and generalizes to multiple variables, e.g. when topography and gravity are being considered jointly (perhaps linked by flexural rigidity, erosion, or other surface and sub-surface modifying processes). Our results have widespread implications for the study of planetary topography in the Solar System, and are interpreted in the light of trying to derive "process" from "parameters", the end goal to assign likely formation histories for the patches under consideration. Our results should also be relevant for whomever needed to perform spatial interpolation or out-of-sample extension (e.g. kriging), machine learning and feature detection, on geological data. We present procedural details but focus on high-level results that have real-world implications for the study of Venus, Earth, other planets, and moons.
ERIC Educational Resources Information Center
Eignor, Daniel R.; Douglass, James B.
This paper attempts to provide some initial information about the use of a variety of item response theory (IRT) models in the item selection process; its purpose is to compare the information curves derived from the selection of items characterized by several different IRT models and their associated parameter estimation programs. These…
Quantum Hamiltonian identification from measurement time traces.
Zhang, Jun; Sarovar, Mohan
2014-08-22
Precise identification of parameters governing quantum processes is a critical task for quantum information and communication technologies. In this Letter, we consider a setting where system evolution is determined by a parametrized Hamiltonian, and the task is to estimate these parameters from temporal records of a restricted set of system observables (time traces). Based on the notion of system realization from linear systems theory, we develop a constructive algorithm that provides estimates of the unknown parameters directly from these time traces. We illustrate the algorithm and its robustness to measurement noise by applying it to a one-dimensional spin chain model with variable couplings.
Estimation of multiple accelerated motions using chirp-Fourier transform and clustering.
Alexiadis, Dimitrios S; Sergiadis, George D
2007-01-01
Motion estimation in the spatiotemporal domain has been extensively studied and many methodologies have been proposed, which, however, cannot handle both time-varying and multiple motions. Extending previously published ideas, we present an efficient method for estimating multiple, linearly time-varying motions. It is shown that the estimation of accelerated motions is equivalent to the parameter estimation of superpositioned chirp signals. From this viewpoint, one can exploit established signal processing tools such as the chirp-Fourier transform. It is shown that accelerated motion results in energy concentration along planes in the 4-D space: spatial frequencies-temporal frequency-chirp rate. Using fuzzy c-planes clustering, we estimate the plane/motion parameters. The effectiveness of our method is verified on both synthetic as well as real sequences and its advantages are highlighted.
NASA Technical Reports Server (NTRS)
Bierman, G. J.
1975-01-01
Square root information estimation, starting from its beginnings in least-squares parameter estimation, is considered. Special attention is devoted to discussions of sensitivity and perturbation matrices, computed solutions and their formal statistics, consider-parameters and consider-covariances, and the effects of a priori statistics. The constant-parameter model is extended to include time-varying parameters and process noise, and the error analysis capabilities are generalized. Efficient and elegant smoothing results are obtained as easy consequences of the filter formulation. The value of the techniques is demonstrated by the navigation results that were obtained for the Mariner Venus-Mercury (Mariner 10) multiple-planetary space probe and for the Viking Mars space mission.
Rodriguez-Donate, Carlos; Morales-Velazquez, Luis; Osornio-Rios, Roque Alfredo; Herrera-Ruiz, Gilberto; de Jesus Romero-Troncoso, Rene
2010-01-01
Intelligent robotics demands the integration of smart sensors that allow the controller to efficiently measure physical quantities. Industrial manipulator robots require a constant monitoring of several parameters such as motion dynamics, inclination, and vibration. This work presents a novel smart sensor to estimate motion dynamics, inclination, and vibration parameters on industrial manipulator robot links based on two primary sensors: an encoder and a triaxial accelerometer. The proposed smart sensor implements a new methodology based on an oversampling technique, averaging decimation filters, FIR filters, finite differences and linear interpolation to estimate the interest parameters, which are computed online utilizing digital hardware signal processing based on field programmable gate arrays (FPGA).
Rodriguez-Donate, Carlos; Morales-Velazquez, Luis; Osornio-Rios, Roque Alfredo; Herrera-Ruiz, Gilberto; de Jesus Romero-Troncoso, Rene
2010-01-01
Intelligent robotics demands the integration of smart sensors that allow the controller to efficiently measure physical quantities. Industrial manipulator robots require a constant monitoring of several parameters such as motion dynamics, inclination, and vibration. This work presents a novel smart sensor to estimate motion dynamics, inclination, and vibration parameters on industrial manipulator robot links based on two primary sensors: an encoder and a triaxial accelerometer. The proposed smart sensor implements a new methodology based on an oversampling technique, averaging decimation filters, FIR filters, finite differences and linear interpolation to estimate the interest parameters, which are computed online utilizing digital hardware signal processing based on field programmable gate arrays (FPGA). PMID:22319345
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.
Clark, D Angus; Nuttall, Amy K; Bowles, Ryan P
2018-01-01
Latent change score models (LCS) are conceptually powerful tools for analyzing longitudinal data (McArdle & Hamagami, 2001). However, applications of these models typically include constraints on key parameters over time. Although practically useful, strict invariance over time in these parameters is unlikely in real data. This study investigates the robustness of LCS when invariance over time is incorrectly imposed on key change-related parameters. Monte Carlo simulation methods were used to explore the impact of misspecification on parameter estimation, predicted trajectories of change, and model fit in the dual change score model, the foundational LCS. When constraints were incorrectly applied, several parameters, most notably the slope (i.e., constant change) factor mean and autoproportion coefficient, were severely and consistently biased, as were regression paths to the slope factor when external predictors of change were included. Standard fit indices indicated that the misspecified models fit well, partly because mean level trajectories over time were accurately captured. Loosening constraint improved the accuracy of parameter estimates, but estimates were more unstable, and models frequently failed to converge. Results suggest that potentially common sources of misspecification in LCS can produce distorted impressions of developmental processes, and that identifying and rectifying the situation is a challenge.
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.
NASA Technical Reports Server (NTRS)
Martin, T. V.; Mullins, N. E.
1972-01-01
The operating and set-up procedures for the multi-satellite, multi-arc GEODYN- Orbit Determination program are described. All system output is analyzed. The GEODYN Program is the nucleus of the entire GEODYN system. It is a definitive orbit and geodetic parameter estimation program capable of simultaneously processing observations from multiple arcs of multiple satellites. GEODYN has two modes of operation: (1) the data reduction mode and (2) the orbit generation mode.
Samsudin, Hayati; Auras, Rafael; Burgess, Gary; Dolan, Kirk; Soto-Valdez, Herlinda
2018-03-01
A two-step solution based on the boundary conditions of Crank's equations for mass transfer in a film was developed. Three driving factors, the diffusion (D), partition (K p,f ) and convective mass transfer coefficients (h), govern the sorption and/or desorption kinetics of migrants from polymer films. These three parameters were simultaneously estimated. They provide in-depth insight into the physics of a migration process. The first step was used to find the combination of D, K p,f and h that minimized the sums of squared errors (SSE) between the predicted and actual results. In step 2, an ordinary least square (OLS) estimation was performed by using the proposed analytical solution containing D, K p,f and h. Three selected migration studies of PLA/antioxidant-based films were used to demonstrate the use of this two-step solution. Additional parameter estimation approaches such as sequential and bootstrap were also performed to acquire a better knowledge about the kinetics of migration. The proposed model successfully provided the initial guesses for D, K p,f and h. The h value was determined without performing a specific experiment for it. By determining h together with D, under or overestimation issues pertaining to a migration process can be avoided since these two parameters are correlated. Copyright © 2017 Elsevier Ltd. All rights reserved.
System health monitoring using multiple-model adaptive estimation techniques
NASA Astrophysics Data System (ADS)
Sifford, Stanley Ryan
Monitoring system health for fault detection and diagnosis by tracking system parameters concurrently with state estimates is approached using a new multiple-model adaptive estimation (MMAE) method. This novel method is called GRid-based Adaptive Parameter Estimation (GRAPE). GRAPE expands existing MMAE methods by using new techniques to sample the parameter space. GRAPE expands on MMAE with the hypothesis that sample models can be applied and resampled without relying on a predefined set of models. GRAPE is initially implemented in a linear framework using Kalman filter models. A more generalized GRAPE formulation is presented using extended Kalman filter (EKF) models to represent nonlinear systems. GRAPE can handle both time invariant and time varying systems as it is designed to track parameter changes. Two techniques are presented to generate parameter samples for the parallel filter models. The first approach is called selected grid-based stratification (SGBS). SGBS divides the parameter space into equally spaced strata. The second approach uses Latin Hypercube Sampling (LHS) to determine the parameter locations and minimize the total number of required models. LHS is particularly useful when the parameter dimensions grow. Adding more parameters does not require the model count to increase for LHS. Each resample is independent of the prior sample set other than the location of the parameter estimate. SGBS and LHS can be used for both the initial sample and subsequent resamples. Furthermore, resamples are not required to use the same technique. Both techniques are demonstrated for both linear and nonlinear frameworks. The GRAPE framework further formalizes the parameter tracking process through a general approach for nonlinear systems. These additional methods allow GRAPE to either narrow the focus to converged values within a parameter range or expand the range in the appropriate direction to track the parameters outside the current parameter range boundary. Customizable rules define the specific resample behavior when the GRAPE parameter estimates converge. Convergence itself is determined from the derivatives of the parameter estimates using a simple moving average window to filter out noise. The system can be tuned to match the desired performance goals by making adjustments to parameters such as the sample size, convergence criteria, resample criteria, initial sampling method, resampling method, confidence in prior sample covariances, sample delay, and others.
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.
NASA Technical Reports Server (NTRS)
Tomaine, R. L.
1976-01-01
Flight test data from a large 'crane' type helicopter were collected and processed for the purpose of identifying vehicle rigid body stability and control derivatives. The process consisted of using digital and Kalman filtering techniques for state estimation and Extended Kalman filtering for parameter identification, utilizing a least squares algorithm for initial derivative and variance estimates. Data were processed for indicated airspeeds from 0 m/sec to 152 m/sec. Pulse, doublet and step control inputs were investigated. Digital filter frequency did not have a major effect on the identification process, while the initial derivative estimates and the estimated variances had an appreciable effect on many derivative estimates. The major derivatives identified agreed fairly well with analytical predictions and engineering experience. Doublet control inputs provided better results than pulse or step inputs.
A study on predicting network corrections in PPP-RTK processing
NASA Astrophysics Data System (ADS)
Wang, Kan; Khodabandeh, Amir; Teunissen, Peter
2017-10-01
In PPP-RTK processing, the network corrections including the satellite clocks, the satellite phase biases and the ionospheric delays are provided to the users to enable fast single-receiver integer ambiguity resolution. To solve the rank deficiencies in the undifferenced observation equations, the estimable parameters are formed to generate full-rank design matrix. In this contribution, we firstly discuss the interpretation of the estimable parameters without and with a dynamic satellite clock model incorporated in a Kalman filter during the network processing. The functionality of the dynamic satellite clock model is tested in the PPP-RTK processing. Due to the latency generated by the network processing and data transfer, the network corrections are delayed for the real-time user processing. To bridge the latencies, we discuss and compare two prediction approaches making use of the network corrections without and with the dynamic satellite clock model, respectively. The first prediction approach is based on the polynomial fitting of the estimated network parameters, while the second approach directly follows the dynamic model in the Kalman filter of the network processing and utilises the satellite clock drifts estimated in the network processing. Using 1 Hz data from two networks in Australia, the influences of the two prediction approaches on the user positioning results are analysed and compared for latencies ranging from 3 to 10 s. The accuracy of the positioning results decreases with the increasing latency of the network products. For a latency of 3 s, the RMS of the horizontal and the vertical coordinates (with respect to the ground truth) do not show large differences applying both prediction approaches. For a latency of 10 s, the prediction approach making use of the satellite clock model has generated slightly better positioning results with the differences of the RMS at mm-level. Further advantages and disadvantages of both prediction approaches are also discussed in this contribution.
NASA Astrophysics Data System (ADS)
Yang, Duo; Zhang, Xu; Pan, Rui; Wang, Yujie; Chen, Zonghai
2018-04-01
The state-of-health (SOH) estimation is always a crucial issue for lithium-ion batteries. In order to provide an accurate and reliable SOH estimation, a novel Gaussian process regression (GPR) model based on charging curve is proposed in this paper. Different from other researches where SOH is commonly estimated by cycle life, in this work four specific parameters extracted from charging curves are used as inputs of the GPR model instead of cycle numbers. These parameters can reflect the battery aging phenomenon from different angles. The grey relational analysis method is applied to analyze the relational grade between selected features and SOH. On the other hand, some adjustments are made in the proposed GPR model. Covariance function design and the similarity measurement of input variables are modified so as to improve the SOH estimate accuracy and adapt to the case of multidimensional input. Several aging data from NASA data repository are used for demonstrating the estimation effect by the proposed method. Results show that the proposed method has high SOH estimation accuracy. Besides, a battery with dynamic discharging profile is used to verify the robustness and reliability of this method.
NASA Astrophysics Data System (ADS)
Raj, Rahul; van der Tol, Christiaan; Hamm, Nicholas Alexander Samuel; Stein, Alfred
2018-01-01
Parameters of a process-based forest growth simulator are difficult or impossible to obtain from field observations. Reliable estimates can be obtained using calibration against observations of output and state variables. In this study, we present a Bayesian framework to calibrate the widely used process-based simulator Biome-BGC against estimates of gross primary production (GPP) data. We used GPP partitioned from flux tower measurements of a net ecosystem exchange over a 55-year-old Douglas fir stand as an example. The uncertainties of both the Biome-BGC parameters and the simulated GPP values were estimated. The calibrated parameters leaf and fine root turnover (LFRT), ratio of fine root carbon to leaf carbon (FRC : LC), ratio of carbon to nitrogen in leaf (C : Nleaf), canopy water interception coefficient (Wint), fraction of leaf nitrogen in RuBisCO (FLNR), and effective soil rooting depth (SD) characterize the photosynthesis and carbon and nitrogen allocation in the forest. The calibration improved the root mean square error and enhanced Nash-Sutcliffe efficiency between simulated and flux tower daily GPP compared to the uncalibrated Biome-BGC. Nevertheless, the seasonal cycle for flux tower GPP was not reproduced exactly and some overestimation in spring and underestimation in summer remained after calibration. We hypothesized that the phenology exhibited a seasonal cycle that was not accurately reproduced by the simulator. We investigated this by calibrating the Biome-BGC to each month's flux tower GPP separately. As expected, the simulated GPP improved, but the calibrated parameter values suggested that the seasonal cycle of state variables in the simulator could be improved. It was concluded that the Bayesian framework for calibration can reveal features of the modelled physical processes and identify aspects of the process simulator that are too rigid.
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.
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.
Anderson-Cook, Christine Michaela
2017-03-01
Here, one of the substantial improvements to the practice of data analysis in recent decades is the change from reporting just a point estimate for a parameter or characteristic, to now including a summary of uncertainty for that estimate. Understanding the precision of the estimate for the quantity of interest provides better understanding of what to expect and how well we are able to predict future behavior from the process. For example, when we report a sample average as an estimate of the population mean, it is good practice to also provide a confidence interval (or credible interval, if youmore » are doing a Bayesian analysis) to accompany that summary. This helps to calibrate what ranges of values are reasonable given the variability observed in the sample and the amount of data that were included in producing the summary.« less
NASA Astrophysics Data System (ADS)
Yang, Qi; Deng, Bin; Wang, Hongqiang; Qin, Yuliang
2017-07-01
Rotation is one of the typical micro-motions of radar targets. In many cases, rotation of the targets is always accompanied with vibrating interference, and it will significantly affect the parameter estimation and imaging, especially in the terahertz band. In this paper, we propose a parameter estimation method and an image reconstruction method based on the inverse Radon transform, the time-frequency analysis, and its inverse. The method can separate and estimate the rotating Doppler and the vibrating Doppler simultaneously and can obtain high-quality reconstructed images after vibration compensation. In addition, a 322-GHz radar system and a 25-GHz commercial radar are introduced and experiments on rotating corner reflectors are carried out in this paper. The results of the simulation and experiments verify the validity of the methods, which lay a foundation for the practical processing of the terahertz radar.
Calibration of the ``Simplified Simple Biosphere Model—SSiB'' for the Brazilian Northeast Caatinga
NASA Astrophysics Data System (ADS)
do Amaral Cunha, Ana Paula Martins; dos Santos Alvalá, Regina Célia; Correia, Francis Wagner Silva; Kubota, Paulo Yoshio
2009-03-01
The Brazilian Northeast region is covered largely by vegetation adapted to the arid conditions and with varied physiognomy, called caatinga. It occupies an extension of about 800.000 km2 that corresponds to 70% of the region. In recent decades, considerable progress in understanding the micrometeorological processes has been reached, with results that were incorporated into soil-vegetation-atmosphere transfer schemes (SVATS) to study the momentum, energy, water vapor, carbon cycle and vegetation dynamics changes of different ecosystems. Notwithstanding, the knowledge of the parameters and physical or physiological characteristics of the vegetation and soil of the caatinga region is very scarce. So, the objective of this work was performing a calibration of the parameters of the SSiB model for the Brazilian Northeast Caatinga. Micrometeorological and hydrological data collected from July 2004 to June 2005, obtained in the Agricultural Research Center of the Semi-Arid Tropic (CPATSA), were used. Preceding the calibration process, a sensibility study of the SSiB model was performed in order to find the parameters that are sensible to the exchange processes between the surface and atmosphere. The results showed that the B parameter, soil moisture potential at saturation (ψs), hydraulic conductivity of saturated soil (ks) and the volumetric moisture at saturation (θs) present high variations on turbulent fluxes. With the initial parameters, the SSiB model showed best results for net radiation, and the latent heat (sensible heat) flux was over-estimated (under-estimated) for all simulation periods. Considering the calibrated parameters, better values of latent flux and sensible flux were obtained. The calibrated parameters were also used for a validation of the surface fluxes considering data from July 2005 to September 2005. The results showed that the model generated better estimations of latent heat and sensible heat fluxes, with low root mean square error. With better estimations of the turbulent fluxes, it was possible to obtain a more representative energy partitioning for the caatinga. Therefore, it is expected that from this calibrated SSiB model, coupled to the meteorological models, it will be possible to obtain more realistic climate and weather forecasts for the Brazilian Northeast region.
A fluidized bed technique for estimating soil critical shear stress
USDA-ARS?s Scientific Manuscript database
Soil erosion models, depending on how they are formulated, always have erodibilitiy parameters in the erosion equations. For a process-based model like the Water Erosion Prediction Project (WEPP) model, the erodibility parameters include rill and interrill erodibility and critical shear stress. Thes...
NASA Astrophysics Data System (ADS)
Meyer, P. D.; Yabusaki, S.; Curtis, G. P.; Ye, M.; Fang, Y.
2011-12-01
A three-dimensional, variably-saturated flow and multicomponent biogeochemical reactive transport model of uranium bioremediation was used to generate synthetic data . The 3-D model was based on a field experiment at the U.S. Dept. of Energy Rifle Integrated Field Research Challenge site that used acetate biostimulation of indigenous metal reducing bacteria to catalyze the conversion of aqueous uranium in the +6 oxidation state to immobile solid-associated uranium in the +4 oxidation state. A key assumption in past modeling studies at this site was that a comprehensive reaction network could be developed largely through one-dimensional modeling. Sensitivity analyses and parameter estimation were completed for a 1-D reactive transport model abstracted from the 3-D model to test this assumption, to identify parameters with the greatest potential to contribute to model predictive uncertainty, and to evaluate model structure and data limitations. Results showed that sensitivities of key biogeochemical concentrations varied in space and time, that model nonlinearities and/or parameter interactions have a significant impact on calculated sensitivities, and that the complexity of the model's representation of processes affecting Fe(II) in the system may make it difficult to correctly attribute observed Fe(II) behavior to modeled processes. Non-uniformity of the 3-D simulated groundwater flux and averaging of the 3-D synthetic data for use as calibration targets in the 1-D modeling resulted in systematic errors in the 1-D model parameter estimates and outputs. This occurred despite using the same reaction network for 1-D modeling as used in the data-generating 3-D model. Predictive uncertainty of the 1-D model appeared to be significantly underestimated by linear parameter uncertainty estimates.
40 CFR 98.195 - Procedures for estimating missing data.
Code of Federal Regulations, 2012 CFR
2012-07-01
... 40 Protection of Environment 22 2012-07-01 2012-07-01 false Procedures for estimating missing data... estimating missing data. For the procedure in § 98.193(b)(1), a complete record of all measured parameters... available process data or data used for accounting purposes. (b) For missing values related to the CaO and...
40 CFR 98.195 - Procedures for estimating missing data.
Code of Federal Regulations, 2011 CFR
2011-07-01
... 40 Protection of Environment 21 2011-07-01 2011-07-01 false Procedures for estimating missing data... estimating missing data. For the procedure in § 98.193(b)(1), a complete record of all measured parameters... available process data or data used for accounting purposes. (b) For missing values related to the CaO and...
40 CFR 98.195 - Procedures for estimating missing data.
Code of Federal Regulations, 2010 CFR
2010-07-01
... 40 Protection of Environment 20 2010-07-01 2010-07-01 false Procedures for estimating missing data... estimating missing data. For the procedure in § 98.193(b)(2), a complete record of all measured parameters... process data or data used for accounting purposes. (b) For missing values related to the CaO and MgO...
40 CFR 98.195 - Procedures for estimating missing data.
Code of Federal Regulations, 2013 CFR
2013-07-01
... 40 Protection of Environment 22 2013-07-01 2013-07-01 false Procedures for estimating missing data... estimating missing data. For the procedure in § 98.193(b)(1), a complete record of all measured parameters... available process data or data used for accounting purposes. (b) For missing values related to the CaO and...
Using a remote sensing-based, percent tree cover map to enhance forest inventory estimation
Ronald E. McRoberts; Greg C. Liknes; Grant M. Domke
2014-01-01
For most national forest inventories, the variables of primary interest to users are forest area and growing stock volume. The precision of estimates of parameters related to these variables can be increased using remotely sensed auxiliary variables, often in combination with stratified estimators. However, acquisition and processing of large amounts of remotely sensed...
Impact of orbit modeling on DORIS station position and Earth rotation estimates
NASA Astrophysics Data System (ADS)
Štěpánek, Petr; Rodriguez-Solano, Carlos Javier; Hugentobler, Urs; Filler, Vratislav
2014-04-01
The high precision of estimated station coordinates and Earth rotation parameters (ERP) obtained from satellite geodetic techniques is based on the precise determination of the satellite orbit. This paper focuses on the analysis of the impact of different orbit parameterizations on the accuracy of station coordinates and the ERPs derived from DORIS observations. In a series of experiments the DORIS data from the complete year 2011 were processed with different orbit model settings. First, the impact of precise modeling of the non-conservative forces on geodetic parameters was compared with results obtained with an empirical-stochastic modeling approach. Second, the temporal spacing of drag scaling parameters was tested. Third, the impact of estimating once-per-revolution harmonic accelerations in cross-track direction was analyzed. And fourth, two different approaches for solar radiation pressure (SRP) handling were compared, namely adjusting SRP scaling parameter or fixing it on pre-defined values. Our analyses confirm that the empirical-stochastic orbit modeling approach, which does not require satellite attitude information and macro models, results for most of the monitored station parameters in comparable accuracy as the dynamical model that employs precise non-conservative force modeling. However, the dynamical orbit model leads to a reduction of the RMS values for the estimated rotation pole coordinates by 17% for x-pole and 12% for y-pole. The experiments show that adjusting atmospheric drag scaling parameters each 30 min is appropriate for DORIS solutions. Moreover, it was shown that the adjustment of cross-track once-per-revolution empirical parameter increases the RMS of the estimated Earth rotation pole coordinates. With recent data it was however not possible to confirm the previously known high annual variation in the estimated geocenter z-translation series as well as its mitigation by fixing the SRP parameters on pre-defined values.
Chen, Rui; Hyrien, Ollivier
2011-01-01
This article deals with quasi- and pseudo-likelihood estimation in a class of continuous-time multi-type Markov branching processes observed at discrete points in time. “Conventional” and conditional estimation are discussed for both approaches. We compare their properties and identify situations where they lead to asymptotically equivalent estimators. Both approaches possess robustness properties, and coincide with maximum likelihood estimation in some cases. Quasi-likelihood functions involving only linear combinations of the data may be unable to estimate all model parameters. Remedial measures exist, including the resort either to non-linear functions of the data or to conditioning the moments on appropriate sigma-algebras. The method of pseudo-likelihood may also resolve this issue. We investigate the properties of these approaches in three examples: the pure birth process, the linear birth-and-death process, and a two-type process that generalizes the previous two examples. Simulations studies are conducted to evaluate performance in finite samples. PMID:21552356
Parameter estimation in tree graph metabolic networks.
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.
Estimating parameters of hidden Markov models based on marked individuals: use of robust design data
Kendall, William L.; White, Gary C.; Hines, James E.; Langtimm, Catherine A.; Yoshizaki, Jun
2012-01-01
Development and use of multistate mark-recapture models, which provide estimates of parameters of Markov processes in the face of imperfect detection, have become common over the last twenty years. Recently, estimating parameters of hidden Markov models, where the state of an individual can be uncertain even when it is detected, has received attention. Previous work has shown that ignoring state uncertainty biases estimates of survival and state transition probabilities, thereby reducing the power to detect effects. Efforts to adjust for state uncertainty have included special cases and a general framework for a single sample per period of interest. We provide a flexible framework for adjusting for state uncertainty in multistate models, while utilizing multiple sampling occasions per period of interest to increase precision and remove parameter redundancy. These models also produce direct estimates of state structure for each primary period, even for the case where there is just one sampling occasion. We apply our model to expected value data, and to data from a study of Florida manatees, to provide examples of the improvement in precision due to secondary capture occasions. We also provide user-friendly software to implement these models. This general framework could also be used by practitioners to consider constrained models of particular interest, or model the relationship between within-primary period parameters (e.g., state structure) and between-primary period parameters (e.g., state transition probabilities).
Application of lab derived kinetic biodegradation parameters at the field scale
NASA Astrophysics Data System (ADS)
Schirmer, M.; Barker, J. F.; Butler, B. J.; Frind, E. O.
2003-04-01
Estimating the intrinsic remediation potential of an aquifer typically requires the accurate assessment of the biodegradation kinetics, the level of available electron acceptors and the flow field. Zero- and first-order degradation rates derived at the laboratory scale generally overpredict the rate of biodegradation when applied to the field scale, because limited electron acceptor availability and microbial growth are typically not considered. On the other hand, field estimated zero- and first-order rates are often not suitable to forecast plume development because they may be an oversimplification of the processes at the field scale and ignore several key processes, phenomena and characteristics of the aquifer. This study uses the numerical model BIO3D to link the laboratory and field scale by applying laboratory derived Monod kinetic degradation parameters to simulate a dissolved gasoline field experiment at Canadian Forces Base (CFB) Borden. All additional input parameters were derived from laboratory and field measurements or taken from the literature. The simulated results match the experimental results reasonably well without having to calibrate the model. An extensive sensitivity analysis was performed to estimate the influence of the most uncertain input parameters and to define the key controlling factors at the field scale. It is shown that the most uncertain input parameters have only a minor influence on the simulation results. Furthermore it is shown that the flow field, the amount of electron acceptor (oxygen) available and the Monod kinetic parameters have a significant influence on the simulated results. Under the field conditions modelled and the assumptions made for the simulations, it can be concluded that laboratory derived Monod kinetic parameters can adequately describe field scale degradation processes, if all controlling factors are incorporated in the field scale modelling that are not necessarily observed at the lab scale. In this way, there are no scale relationships to be found that link the laboratory and the field scale, accurately incorporating the additional processes, phenomena and characteristics, such as a) advective and dispersive transport of one or more contaminants, b) advective and dispersive transport and availability of electron acceptors, c) mass transfer limitations and d) spatial heterogeneities, at the larger scale and applying well defined lab scale parameters should accurately describe field scale processes.
Byun, Bo-Ram; Kim, Yong-Il; Yamaguchi, Tetsutaro; Maki, Koutaro; Son, Woo-Sung
2015-01-01
This study was aimed to examine the correlation between skeletal maturation status and parameters from the odontoid process/body of the second vertebra and the bodies of third and fourth cervical vertebrae and simultaneously build multiple regression models to be able to estimate skeletal maturation status in Korean girls. Hand-wrist radiographs and cone beam computed tomography (CBCT) images were obtained from 74 Korean girls (6-18 years of age). CBCT-generated cervical vertebral maturation (CVM) was used to demarcate the odontoid process and the body of the second cervical vertebra, based on the dentocentral synchondrosis. Correlation coefficient analysis and multiple linear regression analysis were used for each parameter of the cervical vertebrae (P < 0.05). Forty-seven of 64 parameters from CBCT-generated CVM (independent variables) exhibited statistically significant correlations (P < 0.05). The multiple regression model with the greatest R (2) had six parameters (PH2/W2, UW2/W2, (OH+AH2)/LW2, UW3/LW3, D3, and H4/W4) as independent variables with a variance inflation factor (VIF) of <2. CBCT-generated CVM was able to include parameters from the second cervical vertebral body and odontoid process, respectively, for the multiple regression models. This suggests that quantitative analysis might be used to estimate skeletal maturation status.
Machado, G D.C.; Paiva, L M.C.; Pinto, G F.; Oestreicher, E G.
2001-03-08
1The Enantiomeric Ratio (E) of the enzyme, acting as specific catalysts in resolution of enantiomers, is an important parameter in the quantitative description of these chiral resolution processes. In the present work, two novel methods hereby called Method I and II, for estimating E and the kinetic parameters Km and Vm of enantiomers were developed. These methods are based upon initial rate (v) measurements using different concentrations of enantiomeric mixtures (C) with several molar fractions of the substrate (x). Both methods were tested using simulated "experimental data" and actual experimental data. Method I is easier to use than Method II but requires that one of the enantiomers is available in pure form. Method II, besides not requiring the enantiomers in pure form shown better results, as indicated by the magnitude of the standard errors of estimates. The theoretical predictions were experimentally confirmed by using the oxidation of 2-butanol and 2-pentanol catalyzed by Thermoanaerobium brockii alcohol dehydrogenase as reaction models. The parameters E, Km and Vm were estimated by Methods I and II with precision and were not significantly different from those obtained experimentally by direct estimation of E from the kinetic parameters of each enantiomer available in pure form.
NASA Astrophysics Data System (ADS)
Yin, Lucy; Andrews, Jennifer; Heaton, Thomas
2018-05-01
Earthquake parameter estimations using nearest neighbor searching among a large database of observations can lead to reliable prediction results. However, in the real-time application of Earthquake Early Warning (EEW) systems, the accurate prediction using a large database is penalized by a significant delay in the processing time. We propose to use a multidimensional binary search tree (KD tree) data structure to organize large seismic databases to reduce the processing time in nearest neighbor search for predictions. We evaluated the performance of KD tree on the Gutenberg Algorithm, a database-searching algorithm for EEW. We constructed an offline test to predict peak ground motions using a database with feature sets of waveform filter-bank characteristics, and compare the results with the observed seismic parameters. We concluded that large database provides more accurate predictions of the ground motion information, such as peak ground acceleration, velocity, and displacement (PGA, PGV, PGD), than source parameters, such as hypocenter distance. Application of the KD tree search to organize the database reduced the average searching process by 85% time cost of the exhaustive method, allowing the method to be feasible for real-time implementation. The algorithm is straightforward and the results will reduce the overall time of warning delivery for EEW.
A novel approach for calculating shelf life of minimally processed vegetables.
Corbo, Maria Rosaria; Del Nobile, Matteo Alessandro; Sinigaglia, Milena
2006-01-15
Shelf life of minimally processed vegetables is often calculated by using the kinetic parameters of Gompertz equation as modified by Zwietering et al. [Zwietering, M.H., Jongenburger, F.M., Roumbouts, M., van't Riet, K., 1990. Modelling of the bacterial growth curve. Applied and Environmental Microbiology 56, 1875-1881.] taking 5x10(7) CFU/g as the maximum acceptable contamination value consistent with acceptable quality of these products. As this method does not allow estimation of the standard errors of the shelf life, in this paper the modified Gompertz equation was re-parameterized to directly include the shelf life as a fitting parameter among the Gompertz parameters. Being the shelf life a fitting parameter is possible to determine its confidence interval by fitting the proposed equation to the experimental data. The goodness-of-fit of this new equation was tested by using mesophilic bacteria cell loads from different minimally processed vegetables (packaged fresh-cut lettuce, fennel and shredded carrots) that differed for some process operations or for package atmosphere. The new equation was able to describe the data well and to estimate the shelf life. The results obtained emphasize the importance of using the standard errors for the shelf life value to show significant differences among the samples.
Gahlawat, Geeta; Srivastava, Ashok K
2012-11-01
Polyhydroxybutyrate or PHB is a biodegradable and biocompatible thermoplastic with many interesting applications in medicine, food packaging, and tissue engineering materials. The present study deals with the enhanced production of PHB by Azohydromonas australica using sucrose and the estimation of fundamental kinetic parameters of PHB fermentation process. The preliminary culture growth inhibition studies were followed by statistical optimization of medium recipe using response surface methodology to increase the PHB production. Later on batch cultivation in a 7-L bioreactor was attempted using optimum concentration of medium components (process variables) obtained from statistical design to identify the batch growth and product kinetics parameters of PHB fermentation. A. australica exhibited a maximum biomass and PHB concentration of 8.71 and 6.24 g/L, respectively in bioreactor with an overall PHB production rate of 0.75 g/h. Bioreactor cultivation studies demonstrated that the specific biomass and PHB yield on sucrose was 0.37 and 0.29 g/g, respectively. The kinetic parameters obtained in the present investigation would be used in the development of a batch kinetic mathematical model for PHB production which will serve as launching pad for further process optimization studies, e.g., design of several bioreactor cultivation strategies to further enhance the biopolymer production.
Soares, Fabiano Araujo; Carvalho, João Luiz Azevedo; Miosso, Cristiano Jacques; de Andrade, Marcelino Monteiro; da Rocha, Adson Ferreira
2015-09-17
In surface electromyography (surface EMG, or S-EMG), conduction velocity (CV) refers to the velocity at which the motor unit action potentials (MUAPs) propagate along the muscle fibers, during contractions. The CV is related to the type and diameter of the muscle fibers, ion concentration, pH, and firing rate of the motor units (MUs). The CV can be used in the evaluation of contractile properties of MUs, and of muscle fatigue. The most popular methods for CV estimation are those based on maximum likelihood estimation (MLE). This work proposes an algorithm for estimating CV from S-EMG signals, using digital image processing techniques. The proposed approach is demonstrated and evaluated, using both simulated and experimentally-acquired multichannel S-EMG signals. We show that the proposed algorithm is as precise and accurate as the MLE method in typical conditions of noise and CV. The proposed method is not susceptible to errors associated with MUAP propagation direction or inadequate initialization parameters, which are common with the MLE algorithm. Image processing -based approaches may be useful in S-EMG analysis to extract different physiological parameters from multichannel S-EMG signals. Other new methods based on image processing could also be developed to help solving other tasks in EMG analysis, such as estimation of the CV for individual MUs, localization and tracking of innervation zones, and study of MU recruitment strategies.
Makanza, R; Zaman-Allah, M; Cairns, J E; Eyre, J; Burgueño, J; Pacheco, Ángela; Diepenbrock, C; Magorokosho, C; Tarekegne, A; Olsen, M; Prasanna, B M
2018-01-01
Grain yield, ear and kernel attributes can assist to understand the performance of maize plant under different environmental conditions and can be used in the variety development process to address farmer's preferences. These parameters are however still laborious and expensive to measure. A low-cost ear digital imaging method was developed that provides estimates of ear and kernel attributes i.e., ear number and size, kernel number and size as well as kernel weight from photos of ears harvested from field trial plots. The image processing method uses a script that runs in a batch mode on ImageJ; an open source software. Kernel weight was estimated using the total kernel number derived from the number of kernels visible on the image and the average kernel size. Data showed a good agreement in terms of accuracy and precision between ground truth measurements and data generated through image processing. Broad-sense heritability of the estimated parameters was in the range or higher than that for measured grain weight. Limitation of the method for kernel weight estimation is discussed. The method developed in this work provides an opportunity to significantly reduce the cost of selection in the breeding process, especially for resource constrained crop improvement programs and can be used to learn more about the genetic bases of grain yield determinants.
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.
Loizeau, Vincent; Ciffroy, Philippe; Roustan, Yelva; Musson-Genon, Luc
2014-09-15
Semi-volatile organic compounds (SVOCs) are subject to Long-Range Atmospheric Transport because of transport-deposition-reemission successive processes. Several experimental data available in the literature suggest that soil is a non-negligible contributor of SVOCs to atmosphere. Then coupling soil and atmosphere in integrated coupled models and simulating reemission processes can be essential for estimating atmospheric concentration of several pollutants. However, the sources of uncertainty and variability are multiple (soil properties, meteorological conditions, chemical-specific parameters) and can significantly influence the determination of reemissions. In order to identify the key parameters in reemission modeling and their effect on global modeling uncertainty, we conducted a sensitivity analysis targeted on the 'reemission' output variable. Different parameters were tested, including soil properties, partition coefficients and meteorological conditions. We performed EFAST sensitivity analysis for four chemicals (benzo-a-pyrene, hexachlorobenzene, PCB-28 and lindane) and different spatial scenari (regional and continental scales). Partition coefficients between air, solid and water phases are influent, depending on the precision of data and global behavior of the chemical. Reemissions showed a lower variability to soil parameters (soil organic matter and water contents at field capacity and wilting point). A mapping of these parameters at a regional scale is sufficient to correctly estimate reemissions when compared to other sources of uncertainty. Copyright © 2014 Elsevier B.V. All rights reserved.
Optimal Bandwidth for Multitaper Spectrum Estimation
Haley, Charlotte L.; Anitescu, Mihai
2017-07-04
A systematic method for bandwidth parameter selection is desired for Thomson multitaper spectrum estimation. We give a method for determining the optimal bandwidth based on a mean squared error (MSE) criterion. When the true spectrum has a second-order Taylor series expansion, one can express quadratic local bias as a function of the curvature of the spectrum, which can be estimated by using a simple spline approximation. This is combined with a variance estimate, obtained by jackknifing over individual spectrum estimates, to produce an estimated MSE for the log spectrum estimate for each choice of time-bandwidth product. The bandwidth that minimizesmore » the estimated MSE then gives the desired spectrum estimate. Additionally, the bandwidth obtained using our method is also optimal for cepstrum estimates. We give an example of a damped oscillatory (Lorentzian) process in which the approximate optimal bandwidth can be written as a function of the damping parameter. Furthermore, the true optimal bandwidth agrees well with that given by minimizing estimated the MSE in these examples.« less
Kheifets, Aaron; Gallistel, C R
2012-05-29
Animals successfully navigate the world despite having only incomplete information about behaviorally important contingencies. It is an open question to what degree this behavior is driven by estimates of stochastic parameters (brain-constructed models of the experienced world) and to what degree it is directed by reinforcement-driven processes that optimize behavior in the limit without estimating stochastic parameters (model-free adaptation processes, such as associative learning). We find that mice adjust their behavior in response to a change in probability more quickly and abruptly than can be explained by differential reinforcement. Our results imply that mice represent probabilities and perform calculations over them to optimize their behavior, even when the optimization produces negligible material gain.
Kheifets, Aaron; Gallistel, C. R.
2012-01-01
Animals successfully navigate the world despite having only incomplete information about behaviorally important contingencies. It is an open question to what degree this behavior is driven by estimates of stochastic parameters (brain-constructed models of the experienced world) and to what degree it is directed by reinforcement-driven processes that optimize behavior in the limit without estimating stochastic parameters (model-free adaptation processes, such as associative learning). We find that mice adjust their behavior in response to a change in probability more quickly and abruptly than can be explained by differential reinforcement. Our results imply that mice represent probabilities and perform calculations over them to optimize their behavior, even when the optimization produces negligible material gain. PMID:22592792
Estimation and Application of Ecological Memory Functions in Time and Space
NASA Astrophysics Data System (ADS)
Itter, M.; Finley, A. O.; Dawson, A.
2017-12-01
A common goal in quantitative ecology is the estimation or prediction of ecological processes as a function of explanatory variables (or covariates). Frequently, the ecological process of interest and associated covariates vary in time, space, or both. Theory indicates many ecological processes exhibit memory to local, past conditions. Despite such theoretical understanding, few methods exist to integrate observations from the recent past or within a local neighborhood as drivers of these processes. We build upon recent methodological advances in ecology and spatial statistics to develop a Bayesian hierarchical framework to estimate so-called ecological memory functions; that is, weight-generating functions that specify the relative importance of local, past covariate observations to ecological processes. Memory functions are estimated using a set of basis functions in time and/or space, allowing for flexible ecological memory based on a reduced set of parameters. Ecological memory functions are entirely data driven under the Bayesian hierarchical framework—no a priori assumptions are made regarding functional forms. Memory function uncertainty follows directly from posterior distributions for model parameters allowing for tractable propagation of error to predictions of ecological processes. We apply the model framework to simulated spatio-temporal datasets generated using memory functions of varying complexity. The framework is also applied to estimate the ecological memory of annual boreal forest growth to local, past water availability. Consistent with ecological understanding of boreal forest growth dynamics, memory to past water availability peaks in the year previous to growth and slowly decays to zero in five to eight years. The Bayesian hierarchical framework has applicability to a broad range of ecosystems and processes allowing for increased understanding of ecosystem responses to local and past conditions and improved prediction of ecological processes.
Form of prior for constrained thermodynamic processes with uncertainty
NASA Astrophysics Data System (ADS)
Aneja, Preety; Johal, Ramandeep S.
2015-05-01
We consider the quasi-static thermodynamic processes with constraints, but with additional uncertainty about the control parameters. Motivated by inductive reasoning, we assign prior distribution that provides a rational guess about likely values of the uncertain parameters. The priors are derived explicitly for both the entropy-conserving and the energy-conserving processes. The proposed form is useful when the constraint equation cannot be treated analytically. The inference is performed using spin-1/2 systems as models for heat reservoirs. Analytical results are derived in the high-temperatures limit. An agreement beyond linear response is found between the estimates of thermal quantities and their optimal values obtained from extremum principles. We also seek an intuitive interpretation for the prior and the estimated value of temperature obtained therefrom. We find that the prior over temperature becomes uniform over the quantity kept conserved in the process.
Fractional Brownian motion time-changed by gamma and inverse gamma process
NASA Astrophysics Data System (ADS)
Kumar, A.; Wyłomańska, A.; Połoczański, R.; Sundar, S.
2017-02-01
Many real time-series exhibit behavior adequate to long range dependent data. Additionally very often these time-series have constant time periods and also have characteristics similar to Gaussian processes although they are not Gaussian. Therefore there is need to consider new classes of systems to model these kinds of empirical behavior. Motivated by this fact in this paper we analyze two processes which exhibit long range dependence property and have additional interesting characteristics which may be observed in real phenomena. Both of them are constructed as the superposition of fractional Brownian motion (FBM) and other process. In the first case the internal process, which plays role of the time, is the gamma process while in the second case the internal process is its inverse. We present in detail their main properties paying main attention to the long range dependence property. Moreover, we show how to simulate these processes and estimate their parameters. We propose to use a novel method based on rescaled modified cumulative distribution function for estimation of parameters of the second considered process. This method is very useful in description of rounded data, like waiting times of subordinated processes delayed by inverse subordinators. By using the Monte Carlo method we show the effectiveness of proposed estimation procedures. Finally, we present the applications of proposed models to real time series.
UCODE, a computer code for universal inverse modeling
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.
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.
Bayesian parameter estimation for the Wnt pathway: an infinite mixture models approach.
Koutroumpas, Konstantinos; Ballarini, Paolo; Votsi, Irene; Cournède, Paul-Henry
2016-09-01
Likelihood-free methods, like Approximate Bayesian Computation (ABC), have been extensively used in model-based statistical inference with intractable likelihood functions. When combined with Sequential Monte Carlo (SMC) algorithms they constitute a powerful approach for parameter estimation and model selection of mathematical models of complex biological systems. A crucial step in the ABC-SMC algorithms, significantly affecting their performance, is the propagation of a set of parameter vectors through a sequence of intermediate distributions using Markov kernels. In this article, we employ Dirichlet process mixtures (DPMs) to design optimal transition kernels and we present an ABC-SMC algorithm with DPM kernels. We illustrate the use of the proposed methodology using real data for the canonical Wnt signaling pathway. A multi-compartment model of the pathway is developed and it is compared to an existing model. The results indicate that DPMs are more efficient in the exploration of the parameter space and can significantly improve ABC-SMC performance. In comparison to alternative sampling schemes that are commonly used, the proposed approach can bring potential benefits in the estimation of complex multimodal distributions. The method is used to estimate the parameters and the initial state of two models of the Wnt pathway and it is shown that the multi-compartment model fits better the experimental data. Python scripts for the Dirichlet Process Gaussian Mixture model and the Gibbs sampler are available at https://sites.google.com/site/kkoutroumpas/software konstantinos.koutroumpas@ecp.fr. © The Author 2016. Published by Oxford University Press. All rights reserved. For Permissions, please e-mail: journals.permissions@oup.com.
Models based on value and probability in health improve shared decision making.
Ortendahl, Monica
2008-10-01
Diagnostic reasoning and treatment decisions are a key competence of doctors. A model based on values and probability provides a conceptual framework for clinical judgments and decisions, and also facilitates the integration of clinical and biomedical knowledge into a diagnostic decision. Both value and probability are usually estimated values in clinical decision making. Therefore, model assumptions and parameter estimates should be continually assessed against data, and models should be revised accordingly. Introducing parameter estimates for both value and probability, which usually pertain in clinical work, gives the model labelled subjective expected utility. Estimated values and probabilities are involved sequentially for every step in the decision-making process. Introducing decision-analytic modelling gives a more complete picture of variables that influence the decisions carried out by the doctor and the patient. A model revised for perceived values and probabilities by both the doctor and the patient could be used as a tool for engaging in a mutual and shared decision-making process in clinical work.
An Algorithm and R Program for Fitting and Simulation of Pharmacokinetic and Pharmacodynamic Data.
Li, Jijie; Yan, Kewei; Hou, Lisha; Du, Xudong; Zhu, Ping; Zheng, Li; Zhu, Cairong
2017-06-01
Pharmacokinetic/pharmacodynamic link models are widely used in dose-finding studies. By applying such models, the results of initial pharmacokinetic/pharmacodynamic studies can be used to predict the potential therapeutic dose range. This knowledge can improve the design of later comparative large-scale clinical trials by reducing the number of participants and saving time and resources. However, the modeling process can be challenging, time consuming, and costly, even when using cutting-edge, powerful pharmacological software. Here, we provide a freely available R program for expediently analyzing pharmacokinetic/pharmacodynamic data, including data importation, parameter estimation, simulation, and model diagnostics. First, we explain the theory related to the establishment of the pharmacokinetic/pharmacodynamic link model. Subsequently, we present the algorithms used for parameter estimation and potential therapeutic dose computation. The implementation of the R program is illustrated by a clinical example. The software package is then validated by comparing the model parameters and the goodness-of-fit statistics generated by our R package with those generated by the widely used pharmacological software WinNonlin. The pharmacokinetic and pharmacodynamic parameters as well as the potential recommended therapeutic dose can be acquired with the R package. The validation process shows that the parameters estimated using our package are satisfactory. The R program developed and presented here provides pharmacokinetic researchers with a simple and easy-to-access tool for pharmacokinetic/pharmacodynamic analysis on personal computers.
Rosenblatt, Marcus; Timmer, Jens; Kaschek, Daniel
2016-01-01
Ordinary differential equation models have become a wide-spread approach to analyze dynamical systems and understand underlying mechanisms. Model parameters are often unknown and have to be estimated from experimental data, e.g., by maximum-likelihood estimation. In particular, models of biological systems contain a large number of parameters. To reduce the dimensionality of the parameter space, steady-state information is incorporated in the parameter estimation process. For non-linear models, analytical steady-state calculation typically leads to higher-order polynomial equations for which no closed-form solutions can be obtained. This can be circumvented by solving the steady-state equations for kinetic parameters, which results in a linear equation system with comparatively simple solutions. At the same time multiplicity of steady-state solutions is avoided, which otherwise is problematic for optimization. When solved for kinetic parameters, however, steady-state constraints tend to become negative for particular model specifications, thus, generating new types of optimization problems. Here, we present an algorithm based on graph theory that derives non-negative, analytical steady-state expressions by stepwise removal of cyclic dependencies between dynamical variables. The algorithm avoids multiple steady-state solutions by construction. We show that our method is applicable to most common classes of biochemical reaction networks containing inhibition terms, mass-action and Hill-type kinetic equations. Comparing the performance of parameter estimation for different analytical and numerical methods of incorporating steady-state information, we show that our approach is especially well-tailored to guarantee a high success rate of optimization. PMID:27243005
Rosenblatt, Marcus; Timmer, Jens; Kaschek, Daniel
2016-01-01
Ordinary differential equation models have become a wide-spread approach to analyze dynamical systems and understand underlying mechanisms. Model parameters are often unknown and have to be estimated from experimental data, e.g., by maximum-likelihood estimation. In particular, models of biological systems contain a large number of parameters. To reduce the dimensionality of the parameter space, steady-state information is incorporated in the parameter estimation process. For non-linear models, analytical steady-state calculation typically leads to higher-order polynomial equations for which no closed-form solutions can be obtained. This can be circumvented by solving the steady-state equations for kinetic parameters, which results in a linear equation system with comparatively simple solutions. At the same time multiplicity of steady-state solutions is avoided, which otherwise is problematic for optimization. When solved for kinetic parameters, however, steady-state constraints tend to become negative for particular model specifications, thus, generating new types of optimization problems. Here, we present an algorithm based on graph theory that derives non-negative, analytical steady-state expressions by stepwise removal of cyclic dependencies between dynamical variables. The algorithm avoids multiple steady-state solutions by construction. We show that our method is applicable to most common classes of biochemical reaction networks containing inhibition terms, mass-action and Hill-type kinetic equations. Comparing the performance of parameter estimation for different analytical and numerical methods of incorporating steady-state information, we show that our approach is especially well-tailored to guarantee a high success rate of optimization.
Process-based soil erodibility estimation for empirical water erosion models
USDA-ARS?s Scientific Manuscript database
A variety of modeling technologies exist for water erosion prediction each with specific parameters. It is of interest to scrutinize parameters of a particular model from the point of their compatibility with dataset of other models. In this research, functional relationships between soil erodibilit...
NASA Astrophysics Data System (ADS)
Li, Y. J.; Kokkinaki, Amalia; Darve, Eric F.; Kitanidis, Peter K.
2017-08-01
The operation of most engineered hydrogeological systems relies on simulating physical processes using numerical models with uncertain parameters and initial conditions. Predictions by such uncertain models can be greatly improved by Kalman-filter techniques that sequentially assimilate monitoring data. Each assimilation constitutes a nonlinear optimization, which is solved by linearizing an objective function about the model prediction and applying a linear correction to this prediction. However, if model parameters and initial conditions are uncertain, the optimization problem becomes strongly nonlinear and a linear correction may yield unphysical results. In this paper, we investigate the utility of one-step ahead smoothing, a variant of the traditional filtering process, to eliminate nonphysical results and reduce estimation artifacts caused by nonlinearities. We present the smoothing-based compressed state Kalman filter (sCSKF), an algorithm that combines one step ahead smoothing, in which current observations are used to correct the state and parameters one step back in time, with a nonensemble covariance compression scheme, that reduces the computational cost by efficiently exploring the high-dimensional state and parameter space. Numerical experiments show that when model parameters are uncertain and the states exhibit hyperbolic behavior with sharp fronts, as in CO2 storage applications, one-step ahead smoothing reduces overshooting errors and, by design, gives physically consistent state and parameter estimates. We compared sCSKF with commonly used data assimilation methods and showed that for the same computational cost, combining one step ahead smoothing and nonensemble compression is advantageous for real-time characterization and monitoring of large-scale hydrogeological systems with sharp moving fronts.
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.
Inverse modeling with RZWQM2 to predict water quality
Nolan, Bernard T.; Malone, Robert W.; Ma, Liwang; Green, Christopher T.; Fienen, Michael N.; Jaynes, Dan B.
2011-01-01
This chapter presents guidelines for autocalibration of the Root Zone Water Quality Model (RZWQM2) by inverse modeling using PEST parameter estimation software (Doherty, 2010). Two sites with diverse climate and management were considered for simulation of N losses by leaching and in drain flow: an almond [Prunus dulcis (Mill.) D.A. Webb] orchard in the San Joaquin Valley, California and the Walnut Creek watershed in central Iowa, which is predominantly in corn (Zea mays L.)–soybean [Glycine max (L.) Merr.] rotation. Inverse modeling provides an objective statistical basis for calibration that involves simultaneous adjustment of model parameters and yields parameter confidence intervals and sensitivities. We describe operation of PEST in both parameter estimation and predictive analysis modes. The goal of parameter estimation is to identify a unique set of parameters that minimize a weighted least squares objective function, and the goal of predictive analysis is to construct a nonlinear confidence interval for a prediction of interest by finding a set of parameters that maximizes or minimizes the prediction while maintaining the model in a calibrated state. We also describe PEST utilities (PAR2PAR, TSPROC) for maintaining ordered relations among model parameters (e.g., soil root growth factor) and for post-processing of RZWQM2 outputs representing different cropping practices at the Iowa site. Inverse modeling provided reasonable fits to observed water and N fluxes and directly benefitted the modeling through: (i) simultaneous adjustment of multiple parameters versus one-at-a-time adjustment in manual approaches; (ii) clear indication by convergence criteria of when calibration is complete; (iii) straightforward detection of nonunique and insensitive parameters, which can affect the stability of PEST and RZWQM2; and (iv) generation of confidence intervals for uncertainty analysis of parameters and model predictions. Composite scaled sensitivities, which reflect the total information provided by the observations for a parameter, indicated that most of the RZWQM2 parameters at the California study site (CA) and Iowa study site (IA) could be reliably estimated by regression. Correlations obtained in the CA case indicated that all model parameters could be uniquely estimated by inverse modeling. Although water content at field capacity was highly correlated with bulk density (−0.94), the correlation is less than the threshold for nonuniqueness (0.95, absolute value basis). Additionally, we used truncated singular value decomposition (SVD) at CA to mitigate potential problems with highly correlated and insensitive parameters. Singular value decomposition estimates linear combinations (eigenvectors) of the original process-model parameters. Parameter confidence intervals (CIs) at CA indicated that parameters were reliably estimated with the possible exception of an organic pool transfer coefficient (R45), which had a comparatively wide CI. However, the 95% confidence interval for R45 (0.03–0.35) is mostly within the range of values reported for this parameter. Predictive analysis at CA generated confidence intervals that were compared with independently measured annual water flux (groundwater recharge) and median nitrate concentration in a collocated monitoring well as part of model evaluation. Both the observed recharge (42.3 cm yr−1) and nitrate concentration (24.3 mg L−1) were within their respective 90% confidence intervals, indicating that overall model error was within acceptable limits.
Fuzzy/Neural Software Estimates Costs of Rocket-Engine Tests
NASA Technical Reports Server (NTRS)
Douglas, Freddie; Bourgeois, Edit Kaminsky
2005-01-01
The Highly Accurate Cost Estimating Model (HACEM) is a software system for estimating the costs of testing rocket engines and components at Stennis Space Center. HACEM is built on a foundation of adaptive-network-based fuzzy inference systems (ANFIS) a hybrid software concept that combines the adaptive capabilities of neural networks with the ease of development and additional benefits of fuzzy-logic-based systems. In ANFIS, fuzzy inference systems are trained by use of neural networks. HACEM includes selectable subsystems that utilize various numbers and types of inputs, various numbers of fuzzy membership functions, and various input-preprocessing techniques. The inputs to HACEM are parameters of specific tests or series of tests. These parameters include test type (component or engine test), number and duration of tests, and thrust level(s) (in the case of engine tests). The ANFIS in HACEM are trained by use of sets of these parameters, along with costs of past tests. Thereafter, the user feeds HACEM a simple input text file that contains the parameters of a planned test or series of tests, the user selects the desired HACEM subsystem, and the subsystem processes the parameters into an estimate of cost(s).
NASA Technical Reports Server (NTRS)
Rowlands, D. D.; Luthcke, S. B.; McCarthy J. J.; Klosko, S. M.; Chinn, D. S.; Lemoine, F. G.; Boy, J.-P.; Sabaka, T. J.
2010-01-01
The differences between mass concentration (mas con) parameters and standard Stokes coefficient parameters in the recovery of gravity infonnation from gravity recovery and climate experiment (GRACE) intersatellite K-band range rate data are investigated. First, mascons are decomposed into their Stokes coefficient representations to gauge the range of solutions available using each of the two types of parameters. Next, a direct comparison is made between two time series of unconstrained gravity solutions, one based on a set of global equal area mascon parameters (equivalent to 4deg x 4deg at the equator), and the other based on standard Stokes coefficients with each time series using the same fundamental processing of the GRACE tracking data. It is shown that in unconstrained solutions, the type of gravity parameter being estimated does not qualitatively affect the estimated gravity field. It is also shown that many of the differences in mass flux derivations from GRACE gravity solutions arise from the type of smoothing being used and that the type of smoothing that can be embedded in mas con solutions has distinct advantages over postsolution smoothing. Finally, a 1 year time series based on global 2deg equal area mascons estimated every 10 days is presented.
Xu, Di; Chai, Meiyun; Dong, Zhujun; Rahman, Md Maksudur; Yu, Xi; Cai, Junmeng
2018-06-04
The kinetic compensation effect in the logistic distributed activation energy model (DAEM) for lignocellulosic biomass pyrolysis was investigated. The sum of square error (SSE) surface tool was used to analyze two theoretically simulated logistic DAEM processes for cellulose and xylan pyrolysis. The logistic DAEM coupled with the pattern search method for parameter estimation was used to analyze the experimental data of cellulose pyrolysis. The results showed that many parameter sets of the logistic DAEM could fit the data at different heating rates very well for both simulated and experimental processes, and a perfect linear relationship between the logarithm of the frequency factor and the mean value of the activation energy distribution was found. The parameters of the logistic DAEM can be estimated by coupling the optimization method and isoconversional kinetic methods. The results would be helpful for chemical kinetic analysis using DAEM. Copyright © 2018 Elsevier Ltd. All rights reserved.
Olivares, Alberto; Górriz, J M; Ramírez, J; Olivares, G
2016-05-01
With the advent of miniaturized inertial sensors many systems have been developed within the last decade to study and analyze human motion and posture, specially in the medical field. Data measured by the sensors are usually processed by algorithms based on Kalman Filters in order to estimate the orientation of the body parts under study. These filters traditionally include fixed parameters, such as the process and observation noise variances, whose value has large influence in the overall performance. It has been demonstrated that the optimal value of these parameters differs considerably for different motion intensities. Therefore, in this work, we show that, by applying frequency analysis to determine motion intensity, and varying the formerly fixed parameters accordingly, the overall precision of orientation estimation algorithms can be improved, therefore providing physicians with reliable objective data they can use in their daily practice. Copyright © 2015 Elsevier Ltd. All rights reserved.
Liao, Yuxi; Li, Hongbao; Zhang, Qiaosheng; Fan, Gong; Wang, Yiwen; Zheng, Xiaoxiang
2014-01-01
Decoding algorithm in motor Brain Machine Interfaces translates the neural signals to movement parameters. They usually assume the connection between the neural firings and movements to be stationary, which is not true according to the recent studies that observe the time-varying neuron tuning property. This property results from the neural plasticity and motor learning etc., which leads to the degeneration of the decoding performance when the model is fixed. To track the non-stationary neuron tuning during decoding, we propose a dual model approach based on Monte Carlo point process filtering method that enables the estimation also on the dynamic tuning parameters. When applied on both simulated neural signal and in vivo BMI data, the proposed adaptive method performs better than the one with static tuning parameters, which raises a promising way to design a long-term-performing model for Brain Machine Interfaces decoder.
New approach to statistical description of fluctuating particle fluxes
DOE Office of Scientific and Technical Information (OSTI.GOV)
Saenko, V. V.
2009-01-15
The probability density functions (PDFs) of the increments of fluctuating particle fluxes are investigated. It is found that the PDFs have heavy power-law tails decreasing as x{sup -{alpha}-1} at x {yields} {infinity}. This makes it possible to describe these PDFs in terms of fractionally stable distributions (FSDs) q(x; {alpha}, {beta}, {theta}, {lambda}). The parameters {alpha}, {beta}, {gamma}, and {lambda} were estimated statistically using as an example the time samples of fluctuating particle fluxes measured in the edge plasma of the L-2M stellarator. Two series of fluctuating fluxes measured before and after boronization of the vacuum chamber were processed. It ismore » shown that the increments of fluctuating fluxes are well described by DSDs. The effect of boronization on the parameters of FSDs is analyzed. An algorithm for statistically estimating the FSD parameters and a procedure for processing experimental data are described.« less
NASA Astrophysics Data System (ADS)
Miękina, Andrzej; Wagner, Jakub; Mazurek, Paweł; Morawski, Roman Z.
2016-11-01
The importance of research on new technologies that could be employed in care services for elderly and disabled persons is highlighted. Advantages of impulse-radar sensors, when applied for non-intrusive monitoring of such persons in their home environment, are indicated. Selected algorithms for the measurement data preprocessing - viz. the algorithms for clutter suppression and echo parameter estimation, as well as for estimation of the twodimensional position of a monitored person - are proposed. The capability of an impulse-radar- based system to provide some application-specific parameters, viz. the parameters characterising the patient's health condition, is also demonstrated.
Fast estimation of space-robots inertia parameters: A modular mathematical formulation
NASA Astrophysics Data System (ADS)
Nabavi Chashmi, Seyed Yaser; Malaek, Seyed Mohammad-Bagher
2016-10-01
This work aims to propose a new technique that considerably helps enhance time and precision needed to identify ;Inertia Parameters (IPs); of a typical Autonomous Space-Robot (ASR). Operations might include, capturing an unknown Target Space-Object (TSO), ;active space-debris removal; or ;automated in-orbit assemblies;. In these operations generating precise successive commands are essential to the success of the mission. We show how a generalized, repeatable estimation-process could play an effective role to manage the operation. With the help of the well-known Force-Based approach, a new ;modular formulation; has been developed to simultaneously identify IPs of an ASR while it captures a TSO. The idea is to reorganize the equations with associated IPs with a ;Modular Set; of matrices instead of a single matrix representing the overall system dynamics. The devised Modular Matrix Set will then facilitate the estimation process. It provides a conjugate linear model in mass and inertia terms. The new formulation is, therefore, well-suited for ;simultaneous estimation processes; using recursive algorithms like RLS. Further enhancements would be needed for cases the effect of center of mass location becomes important. Extensive case studies reveal that estimation time is drastically reduced which in-turn paves the way to acquire better results.
Deductive Derivation and Turing-Computerization of Semiparametric Efficient Estimation
Frangakis, Constantine E.; Qian, Tianchen; Wu, Zhenke; Diaz, Ivan
2015-01-01
Summary Researchers often seek robust inference for a parameter through semiparametric estimation. Efficient semiparametric estimation currently requires theoretical derivation of the efficient influence function (EIF), which can be a challenging and time-consuming task. If this task can be computerized, it can save dramatic human effort, which can be transferred, for example, to the design of new studies. Although the EIF is, in principle, a derivative, simple numerical differentiation to calculate the EIF by a computer masks the EIF’s functional dependence on the parameter of interest. For this reason, the standard approach to obtaining the EIF relies on the theoretical construction of the space of scores under all possible parametric submodels. This process currently depends on the correctness of conjectures about these spaces, and the correct verification of such conjectures. The correct guessing of such conjectures, though successful in some problems, is a nondeductive process, i.e., is not guaranteed to succeed (e.g., is not computerizable), and the verification of conjectures is generally susceptible to mistakes. We propose a method that can deductively produce semiparametric locally efficient estimators. The proposed method is computerizable, meaning that it does not need either conjecturing, or otherwise theoretically deriving the functional form of the EIF, and is guaranteed to produce the desired estimates even for complex parameters. The method is demonstrated through an example. PMID:26237182
Deductive derivation and turing-computerization of semiparametric efficient estimation.
Frangakis, Constantine E; Qian, Tianchen; Wu, Zhenke; Diaz, Ivan
2015-12-01
Researchers often seek robust inference for a parameter through semiparametric estimation. Efficient semiparametric estimation currently requires theoretical derivation of the efficient influence function (EIF), which can be a challenging and time-consuming task. If this task can be computerized, it can save dramatic human effort, which can be transferred, for example, to the design of new studies. Although the EIF is, in principle, a derivative, simple numerical differentiation to calculate the EIF by a computer masks the EIF's functional dependence on the parameter of interest. For this reason, the standard approach to obtaining the EIF relies on the theoretical construction of the space of scores under all possible parametric submodels. This process currently depends on the correctness of conjectures about these spaces, and the correct verification of such conjectures. The correct guessing of such conjectures, though successful in some problems, is a nondeductive process, i.e., is not guaranteed to succeed (e.g., is not computerizable), and the verification of conjectures is generally susceptible to mistakes. We propose a method that can deductively produce semiparametric locally efficient estimators. The proposed method is computerizable, meaning that it does not need either conjecturing, or otherwise theoretically deriving the functional form of the EIF, and is guaranteed to produce the desired estimates even for complex parameters. The method is demonstrated through an example. © 2015, The International Biometric Society.
Varadarajan, Divya; Haldar, Justin P
2017-11-01
The data measured in diffusion MRI can be modeled as the Fourier transform of the Ensemble Average Propagator (EAP), a probability distribution that summarizes the molecular diffusion behavior of the spins within each voxel. This Fourier relationship is potentially advantageous because of the extensive theory that has been developed to characterize the sampling requirements, accuracy, and stability of linear Fourier reconstruction methods. However, existing diffusion MRI data sampling and signal estimation methods have largely been developed and tuned without the benefit of such theory, instead relying on approximations, intuition, and extensive empirical evaluation. This paper aims to address this discrepancy by introducing a novel theoretical signal processing framework for diffusion MRI. The new framework can be used to characterize arbitrary linear diffusion estimation methods with arbitrary q-space sampling, and can be used to theoretically evaluate and compare the accuracy, resolution, and noise-resilience of different data acquisition and parameter estimation techniques. The framework is based on the EAP, and makes very limited modeling assumptions. As a result, the approach can even provide new insight into the behavior of model-based linear diffusion estimation methods in contexts where the modeling assumptions are inaccurate. The practical usefulness of the proposed framework is illustrated using both simulated and real diffusion MRI data in applications such as choosing between different parameter estimation methods and choosing between different q-space sampling schemes. Copyright © 2017 Elsevier Inc. All rights reserved.
Fast automated analysis of strong gravitational lenses with convolutional neural networks.
Hezaveh, Yashar D; Levasseur, Laurence Perreault; Marshall, Philip J
2017-08-30
Quantifying image distortions caused by strong gravitational lensing-the formation of multiple images of distant sources due to the deflection of their light by the gravity of intervening structures-and estimating the corresponding matter distribution of these structures (the 'gravitational lens') has primarily been performed using maximum likelihood modelling of observations. This procedure is typically time- and resource-consuming, requiring sophisticated lensing codes, several data preparation steps, and finding the maximum likelihood model parameters in a computationally expensive process with downhill optimizers. Accurate analysis of a single gravitational lens can take up to a few weeks and requires expert knowledge of the physical processes and methods involved. Tens of thousands of new lenses are expected to be discovered with the upcoming generation of ground and space surveys. Here we report the use of deep convolutional neural networks to estimate lensing parameters in an extremely fast and automated way, circumventing the difficulties that are faced by maximum likelihood methods. We also show that the removal of lens light can be made fast and automated using independent component analysis of multi-filter imaging data. Our networks can recover the parameters of the 'singular isothermal ellipsoid' density profile, which is commonly used to model strong lensing systems, with an accuracy comparable to the uncertainties of sophisticated models but about ten million times faster: 100 systems in approximately one second on a single graphics processing unit. These networks can provide a way for non-experts to obtain estimates of lensing parameters for large samples of data.
NASA Astrophysics Data System (ADS)
Letan, Amelie; Mishchik, Konstantin; Audouard, Eric; Hoenninger, Clemens; Mottay, Eric P.
2017-03-01
With the development of high average power, high repetition rate, industrial ultrafast lasers, it is now possible to achieve a high throughput with femtosecond laser processing, providing that the operating parameters are finely tuned to the application. Femtosecond lasers play a key role in these processes, due to their ability to high quality micro processing. They are able to drill high thickness holes (up to 1 mm) with arbitrary shapes, such as zero-conicity or even inversed taper, but can also perform zero-taper cutting. A clear understanding of all the processing steps necessary to optimize the processing speed is a main challenge for industrial developments. Indeed, the laser parameters are not independent of the beam steering devices. Pulses energy and repetition rate have to be precisely adjusted to the beam angle with the sample, and to the temporal and spatial sequences of pulses superposition. The purpose of the present work is to identify the role of these parameters for high aspect ratio drilling and cutting not only with experimental trials, but also with numerical estimations, using a simple engineering model based on the two temperature description of ultra-fast ablation. Assuming a nonlinear logarithmic response of the materials to ultrafast pulses, each material can be described by only two adjustable parameters. Simple assumptions allow to predict the effect of beam velocity and non-normal incident beams to estimate profile shapes and processing time.
A Flexible Pilot-Scale Setup for Real-Time Studies in Process Systems Engineering
ERIC Educational Resources Information Center
Panjapornpon, Chanin; Fletcher, Nathan; Soroush, Masoud
2006-01-01
This manuscript describes a flexible, pilot-scale setup that can be used for training students and carrying out research in process systems engineering. The setup allows one to study a variety of process systems engineering concepts such as design feasibility, design flexibility, control configuration selection, parameter estimation, process and…
Balthazor, M J; Wagner, R K; Pelham, W E
1991-02-01
There appear to be beneficial effects of stimulant medication on daily classroom measures of cognitive functioning for Attention Deficit Disorder (ADD) children, but the specificity and origin of such effects is unclear. Consistent with previous results, 0.3 mg/kg methylphenidate improved ADD children's performance on a classroom reading comprehension measure. Using the Posner letting-matching task and four additional measures of phonological processing, we attempted to isolate the effects of methylphenidate to parameter estimates of (a) selective attention, (b) the basic cognitive process of retrieving name codes from permanent memory, and (c) a constant term that represented nonspecific aspects of information processing. Responses to the letter-matching stimuli were faster and more accurate with medication compared to placebo. The improvement in performance was isolated to the parameter estimate that reflected nonspecific aspects of information processing. A lack of medication effect on the other measures of phonological processing supported the Posner task findings in indicating that methylphenidate appears to exert beneficial effects on academic processing through general rather than specific aspects of information processing.
NASA Astrophysics Data System (ADS)
Zhong, L.; Ma, Y.; Ma, W.; Zou, M.; Hu, Y.
2016-12-01
Actual evapotranspiration (ETa) is an important component of the water cycle in the Tibetan Plateau. It is controlled by many hydrological and meteorological factors. Therefore, it is of great significance to estimate ETa accurately and continuously. It is also drawing much attention of scientific community to understand land surface parameters and land-atmosphere water exchange processes in small watershed-scale areas. Based on in-situ meteorological data in the Nagqu river basin and surrounding regions, the main meteorological factors affecting the evaporation process were quantitatively analyzed and the point-scale ETa estimation models in the study area were successfully built. On the other hand, multi-source satellite data (such as SPOT, MODIS, FY-2C) were used to derive the surface characteristics in the river basin. A time series processing technique was applied to remove cloud cover and reconstruct data series. Then improved land surface albedo, improved downward shortwave radiation flux and reconstructed normalized difference vegetation index (NDVI) were coupled into the topographical enhanced surface energy balance system to estimate ETa. The model-estimated results were compared with those ETa values determined by combinatory method. The results indicated that the model-estimated ETa agreed well with in-situ measurements with correlation coefficient, mean bias error and root mean square error of 0.836, 0.087 and 0.140 mm/h respectively.
Optimum data weighting and error calibration for estimation of gravitational parameters
NASA Technical Reports Server (NTRS)
Lerch, F. J.
1989-01-01
A new technique was developed for the weighting of data from satellite tracking systems in order to obtain an optimum least squares solution and an error calibration for the solution parameters. Data sets from optical, electronic, and laser systems on 17 satellites in GEM-T1 (Goddard Earth Model, 36x36 spherical harmonic field) were employed toward application of this technique for gravity field parameters. Also, GEM-T2 (31 satellites) was recently computed as a direct application of the method and is summarized here. The method employs subset solutions of the data associated with the complete solution and uses an algorithm to adjust the data weights by requiring the differences of parameters between solutions to agree with their error estimates. With the adjusted weights the process provides for an automatic calibration of the error estimates for the solution parameters. The data weights derived are generally much smaller than corresponding weights obtained from nominal values of observation accuracy or residuals. Independent tests show significant improvement for solutions with optimal weighting as compared to the nominal weighting. The technique is general and may be applied to orbit parameters, station coordinates, or other parameters than the gravity model.
NASA Technical Reports Server (NTRS)
Dean, Edwin B.
1995-01-01
Parametric cost analysis is a mathematical approach to estimating cost. Parametric cost analysis uses non-cost parameters, such as quality characteristics, to estimate the cost to bring forth, sustain, and retire a product. This paper reviews parametric cost analysis and shows how it can be used within the cost deployment process.
Understanding identifiability as a crucial step in uncertainty assessment
NASA Astrophysics Data System (ADS)
Jakeman, A. J.; Guillaume, J. H. A.; Hill, M. C.; Seo, L.
2016-12-01
The topic of identifiability analysis offers concepts and approaches to identify why unique model parameter values cannot be identified, and can suggest possible responses that either increase uniqueness or help to understand the effect of non-uniqueness on predictions. Identifiability analysis typically involves evaluation of the model equations and the parameter estimation process. Non-identifiability can have a number of undesirable effects. In terms of model parameters these effects include: parameters not being estimated uniquely even with ideal data; wildly different values being returned for different initialisations of a parameter optimisation algorithm; and parameters not being physically meaningful in a model attempting to represent a process. This presentation illustrates some of the drastic consequences of ignoring model identifiability analysis. It argues for a more cogent framework and use of identifiability analysis as a way of understanding model limitations and systematically learning about sources of uncertainty and their importance. The presentation specifically distinguishes between five sources of parameter non-uniqueness (and hence uncertainty) within the modelling process, pragmatically capturing key distinctions within existing identifiability literature. It enumerates many of the various approaches discussed in the literature. Admittedly, improving identifiability is often non-trivial. It requires thorough understanding of the cause of non-identifiability, and the time, knowledge and resources to collect or select new data, modify model structures or objective functions, or improve conditioning. But ignoring these problems is not a viable solution. Even simple approaches such as fixing parameter values or naively using a different model structure may have significant impacts on results which are too often overlooked because identifiability analysis is neglected.
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.
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.
NASA Astrophysics Data System (ADS)
Sharan, Maithili; Singh, Amit Kumar; Singh, Sarvesh Kumar
2017-11-01
Estimation of an unknown atmospheric release from a finite set of concentration measurements is considered an ill-posed inverse problem. Besides ill-posedness, the estimation process is influenced by the instrumental errors in the measured concentrations and model representativity errors. The study highlights the effect of minimizing model representativity errors on the source estimation. This is described in an adjoint modelling framework and followed in three steps. First, an estimation of point source parameters (location and intensity) is carried out using an inversion technique. Second, a linear regression relationship is established between the measured concentrations and corresponding predicted using the retrieved source parameters. Third, this relationship is utilized to modify the adjoint functions. Further, source estimation is carried out using these modified adjoint functions to analyse the effect of such modifications. The process is tested for two well known inversion techniques, called renormalization and least-square. The proposed methodology and inversion techniques are evaluated for a real scenario by using concentrations measurements from the Idaho diffusion experiment in low wind stable conditions. With both the inversion techniques, a significant improvement is observed in the retrieval of source estimation after minimizing the representativity errors.
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.
Runkel, Robert L.
1998-01-01
OTIS is a mathematical simulation model used to characterize the fate and transport of water-borne solutes in streams and rivers. The governing equation underlying the model is the advection-dispersion equation with additional terms to account for transient storage, lateral inflow, first-order decay, and sorption. This equation and the associated equations describing transient storage and sorption are solved using a Crank-Nicolson finite-difference solution. OTIS may be used in conjunction with data from field-scale tracer experiments to quantify the hydrologic parameters affecting solute transport. This application typically involves a trial-and-error approach wherein parameter estimates are adjusted to obtain an acceptable match between simulated and observed tracer concentrations. Additional applications include analyses of nonconservative solutes that are subject to sorption processes or first-order decay. OTIS-P, a modified version of OTIS, couples the solution of the governing equation with a nonlinear regression package. OTIS-P determines an optimal set of parameter estimates that minimize the squared differences between the simulated and observed concentrations, thereby automating the parameter estimation process. This report details the development and application of OTIS and OTIS-P. Sections of the report describe model theory, input/output specifications, sample applications, and installation instructions.
Journal: Efficient Hydrologic Tracer-Test Design for Tracer ...
Hydrological tracer testing is the most reliable diagnostic technique available for the determination of basic hydraulic and geometric parameters necessary for establishing operative solute-transport processes. Tracer-test design can be difficult because of a lack of prior knowledge of the basic hydraulic and geometric parameters desired and the appropriate tracer mass to release. A new efficient hydrologic tracer-test design (EHTD) methodology has been developed to facilitate the design of tracer tests by root determination of the one-dimensional advection-dispersion equation (ADE) using a preset average tracer concentration which provides a theoretical basis for an estimate of necessary tracer mass. The method uses basic measured field parameters (e.g., discharge, distance, cross-sectional area) that are combined in functional relatipnships that descrive solute-transport processes related to flow velocity and time of travel. These initial estimates for time of travel and velocity are then applied to a hypothetical continuous stirred tank reactor (CSTR) as an analog for the hydrological-flow system to develop initial estimates for tracer concentration, tracer mass, and axial dispersion. Application of the predicted tracer mass with the hydraulic and geometric parameters in the ADE allows for an approximation of initial sample-collection time and subsequent sample-collection frequency where a maximum of 65 samples were determined to be necessary for descri
Tracer-Test Planning Using the Efficient Hydrologic Tracer ...
Hydrological tracer testing is the most reliable diagnostic technique available for establishing flow trajectories and hydrologic connections and for determining basic hydraulic and geometric parameters necessary for establishing operative solute-transport processes. Tracer-test design can be difficult because of a lack of prior knowledge of the basic hydraulic and geometric parameters desired and the appropriate tracer mass to release. A new efficient hydrologic tracer-test design (EHTD) methodology has been developed that combines basic measured field parameters (e.g., discharge, distance, cross-sectional area) in functional relationships that describe solute-transport processes related to flow velocity and time of travel. The new method applies these initial estimates for time of travel and velocity to a hypothetical continuously stirred tank reactor as an analog for the hydrologic flow system to develop initial estimates for tracer concentration and axial dispersion, based on a preset average tracer concentration. Root determination of the one-dimensional advection-dispersion equation (ADE) using the preset average tracer concentration then provides a theoretical basis for an estimate of necessary tracer mass.Application of the predicted tracer mass with the hydraulic and geometric parameters in the ADE allows for an approximation of initial sample-collection time and subsequent sample-collection frequency where a maximum of 65 samples were determined to be
EFFICIENT HYDROLOGICAL TRACER-TEST DESIGN (EHTD ...
Hydrological tracer testing is the most reliable diagnostic technique available for establishing flow trajectories and hydrologic connections and for determining basic hydraulic and geometric parameters necessary for establishing operative solute-transport processes. Tracer-test design can be difficult because of a lack of prior knowledge of the basic hydraulic and geometric parameters desired and the appropriate tracer mass to release. A new efficient hydrologic tracer-test design (EHTD) methodology has been developed that combines basic measured field parameters (e.g., discharge, distance, cross-sectional area) in functional relationships that describe solute-transport processes related to flow velocity and time of travel. The new method applies these initial estimates for time of travel and velocity to a hypothetical continuously stirred tank reactor as an analog for the hydrologic flow system to develop initial estimates for tracer concentration and axial dispersion, based on a preset average tracer concentration. Root determination of the one-dimensional advection-dispersion equation (ADE) using the preset average tracer concentration then provides a theoretical basis for an estimate of necessary tracer mass.Application of the predicted tracer mass with the hydraulic and geometric parameters in the ADE allows for an approximation of initial sample-collection time and subsequent sample-collection frequency where a maximum of 65 samples were determined to
A new Bayesian Earthquake Analysis Tool (BEAT)
NASA Astrophysics Data System (ADS)
Vasyura-Bathke, Hannes; Dutta, Rishabh; Jónsson, Sigurjón; Mai, Martin
2017-04-01
Modern earthquake source estimation studies increasingly use non-linear optimization strategies to estimate kinematic rupture parameters, often considering geodetic and seismic data jointly. However, the optimization process is complex and consists of several steps that need to be followed in the earthquake parameter estimation procedure. These include pre-describing or modeling the fault geometry, calculating the Green's Functions (often assuming a layered elastic half-space), and estimating the distributed final slip and possibly other kinematic source parameters. Recently, Bayesian inference has become popular for estimating posterior distributions of earthquake source model parameters given measured/estimated/assumed data and model uncertainties. For instance, some research groups consider uncertainties of the layered medium and propagate these to the source parameter uncertainties. Other groups make use of informative priors to reduce the model parameter space. In addition, innovative sampling algorithms have been developed that efficiently explore the often high-dimensional parameter spaces. Compared to earlier studies, these improvements have resulted in overall more robust source model parameter estimates that include uncertainties. However, the computational demands of these methods are high and estimation codes are rarely distributed along with the published results. Even if codes are made available, it is often difficult to assemble them into a single optimization framework as they are typically coded in different programing languages. Therefore, further progress and future applications of these methods/codes are hampered, while reproducibility and validation of results has become essentially impossible. In the spirit of providing open-access and modular codes to facilitate progress and reproducible research in earthquake source estimations, we undertook the effort of producing BEAT, a python package that comprises all the above-mentioned features in one single programing environment. The package is build on top of the pyrocko seismological toolbox (www.pyrocko.org) and makes use of the pymc3 module for Bayesian statistical model fitting. BEAT is an open-source package (https://github.com/hvasbath/beat) and we encourage and solicit contributions to the project. In this contribution, we present our strategy for developing BEAT, show application examples, and discuss future developments.
USDA-ARS?s Scientific Manuscript database
Field scale water infiltration and soil-water and solute transport models require spatially-averaged “effective” soil hydraulic parameters to represent the average flux and storage. The values of these effective parameters vary for different conditions, processes, and component soils in a field. For...
Green-ampt infiltration parameters in riparian buffers
L.M. Stahr; D.E. Eisenhauer; M.J. Helmers; Mike G. Dosskey; T.G. Franti
2004-01-01
Riparian buffers can improve surface water quality by filtering contaminants from runoff before they enter streams. Infiltration is an important process in riparian buffers. Computer models are often used to assess the performance of riparian buffers. Accurate prediction of infiltration by these models is dependent upon accurate estimates of infiltration parameters....
NASA Astrophysics Data System (ADS)
Soltani, M.; Kunstmann, H.; Laux, P.; Mauder, M.
2016-12-01
In mountainous and prealpine regions echohydrological processes exhibit rapid changes within short distances due to the complex orography and strong elevation gradients. Water- and energy fluxes between the land surface and the atmosphere are crucial drivers for nearly all ecosystem processes. The aim of this research is to analyze the variability of surface water- and energy fluxes by both comprehensive observational hydrometeorological data analysis and process-based high resolution hydrological modeling for a mountainous and prealpine region in Germany. We particularly focus on the closure of the observed energy balance and on the added value of energy flux observations for parameter estimation in our hydrological model (GEOtop) by inverse modeling using PEST. Our study area is the catchment of the river Rott (55 km2), being part of the TERENO prealpine observatory in Southern Germany, and we focus particularly on the observations during the summer episode May to July 2013. We present the coupling of GEOtop and the parameter estimation tool PEST, which is based on the Gauss-Marquardt-Levenberg method, a gradient-based nonlinear parameter estimation algorithm. Estimation of the surface energy partitioning during the data analysis process revealed that the latent heat flux was considered as the main consumer of available energy. The relative imbalance was largest during nocturnal periods. An energy imbalance was observed at the eddy-covariance site Fendt due to either underestimated turbulent fluxes or overestimated available energy. The calculation of the simulated energy and water balances for the entire catchment indicated that 78% of net radiation leaves the catchment as latent heat flux, 17% as sensible heat, and 5% enters the soil in the form of soil heat flux. 45% of the catchment aggregated precipitation leaves the catchment as discharge and 55% as evaporation. Using the developed GEOtop-PEST interface, the hydrological model is calibrated by comparing simulated and observed discharge, soil moisture and -temperature, sensible-, latent-, and soil heat fluxes. A reasonable quality of fit could be achieved. Uncertainty- and covariance analyses are performed, allowing the derivation of confidence intervals for all estimated parameters.
The cost of uniqueness in groundwater model calibration
NASA Astrophysics Data System (ADS)
Moore, Catherine; Doherty, John
2006-04-01
Calibration of a groundwater model requires that hydraulic properties be estimated throughout a model domain. This generally constitutes an underdetermined inverse problem, for which a solution can only be found when some kind of regularization device is included in the inversion process. Inclusion of regularization in the calibration process can be implicit, for example through the use of zones of constant parameter value, or explicit, for example through solution of a constrained minimization problem in which parameters are made to respect preferred values, or preferred relationships, to the degree necessary for a unique solution to be obtained. The "cost of uniqueness" is this: no matter which regularization methodology is employed, the inevitable consequence of its use is a loss of detail in the calibrated field. This, in turn, can lead to erroneous predictions made by a model that is ostensibly "well calibrated". Information made available as a by-product of the regularized inversion process allows the reasons for this loss of detail to be better understood. In particular, it is easily demonstrated that the estimated value for an hydraulic property at any point within a model domain is, in fact, a weighted average of the true hydraulic property over a much larger area. This averaging process causes loss of resolution in the estimated field. Where hydraulic conductivity is the hydraulic property being estimated, high averaging weights exist in areas that are strategically disposed with respect to measurement wells, while other areas may contribute very little to the estimated hydraulic conductivity at any point within the model domain, this possibly making the detection of hydraulic conductivity anomalies in these latter areas almost impossible. A study of the post-calibration parameter field covariance matrix allows further insights into the loss of system detail incurred through the calibration process to be gained. A comparison of pre- and post-calibration parameter covariance matrices shows that the latter often possess a much smaller spectral bandwidth than the former. It is also demonstrated that, as an inevitable consequence of the fact that a calibrated model cannot replicate every detail of the true system, model-to-measurement residuals can show a high degree of spatial correlation, a fact which must be taken into account when assessing these residuals either qualitatively, or quantitatively in the exploration of model predictive uncertainty. These principles are demonstrated using a synthetic case in which spatial parameter definition is based on pilot points, and calibration is implemented using both zones of piecewise constancy and constrained minimization regularization.
DOE Office of Scientific and Technical Information (OSTI.GOV)
Tang, Guoping; Mayes, Melanie; Parker, Jack C
2010-01-01
We implemented the widely used CXTFIT code in Excel to provide flexibility and added sensitivity and uncertainty analysis functions to improve transport parameter estimation and to facilitate model discrimination for multi-tracer experiments on structured soils. Analytical solutions for one-dimensional equilibrium and nonequilibrium convection dispersion equations were coded as VBA functions so that they could be used as ordinary math functions in Excel for forward predictions. Macros with user-friendly interfaces were developed for optimization, sensitivity analysis, uncertainty analysis, error propagation, response surface calculation, and Monte Carlo analysis. As a result, any parameter with transformations (e.g., dimensionless, log-transformed, species-dependent reactions, etc.) couldmore » be estimated with uncertainty and sensitivity quantification for multiple tracer data at multiple locations and times. Prior information and observation errors could be incorporated into the weighted nonlinear least squares method with a penalty function. Users are able to change selected parameter values and view the results via embedded graphics, resulting in a flexible tool applicable to modeling transport processes and to teaching students about parameter estimation. The code was verified by comparing to a number of benchmarks with CXTFIT 2.0. It was applied to improve parameter estimation for four typical tracer experiment data sets in the literature using multi-model evaluation and comparison. Additional examples were included to illustrate the flexibilities and advantages of CXTFIT/Excel. The VBA macros were designed for general purpose and could be used for any parameter estimation/model calibration when the forward solution is implemented in Excel. A step-by-step tutorial, example Excel files and the code are provided as supplemental material.« less
Jay, Sylvain; Guillaume, Mireille; Chami, Malik; Minghelli, Audrey; Deville, Yannick; Lafrance, Bruno; Serfaty, Véronique
2018-01-22
We present an analytical approach based on Cramer-Rao Bounds (CRBs) to investigate the uncertainties in estimated ocean color parameters resulting from the propagation of uncertainties in the bio-optical reflectance modeling through the inversion process. Based on given bio-optical and noise probabilistic models, CRBs can be computed efficiently for any set of ocean color parameters and any sensor configuration, directly providing the minimum estimation variance that can be possibly attained by any unbiased estimator of any targeted parameter. Here, CRBs are explicitly developed using (1) two water reflectance models corresponding to deep and shallow waters, resp., and (2) four probabilistic models describing the environmental noises observed within four Sentinel-2 MSI, HICO, Sentinel-3 OLCI and MODIS images, resp. For both deep and shallow waters, CRBs are shown to be consistent with the experimental estimation variances obtained using two published remote-sensing methods, while not requiring one to perform any inversion. CRBs are also used to investigate to what extent perfect a priori knowledge on one or several geophysical parameters can improve the estimation of remaining unknown parameters. For example, using pre-existing knowledge of bathymetry (e.g., derived from LiDAR) within the inversion is shown to greatly improve the retrieval of bottom cover for shallow waters. Finally, CRBs are shown to provide valuable information on the best estimation performances that may be achieved with the MSI, HICO, OLCI and MODIS configurations for a variety of oceanic, coastal and inland waters. CRBs are thus demonstrated to be an informative and efficient tool to characterize minimum uncertainties in inverted ocean color geophysical parameters.
Optimal Estimation of Clock Values and Trends from Finite Data
NASA Technical Reports Server (NTRS)
Greenhall, Charles
2005-01-01
We show how to solve two problems of optimal linear estimation from a finite set of phase data. Clock noise is modeled as a stochastic process with stationary dth increments. The covariance properties of such a process are contained in the generalized autocovariance function (GACV). We set up two principles for optimal estimation: with the help of the GACV, these principles lead to a set of linear equations for the regression coefficients and some auxiliary parameters. The mean square errors of the estimators are easily calculated. The method can be used to check the results of other methods and to find good suboptimal estimators based on a small subset of the available data.
Bayes factors for the linear ballistic accumulator model of decision-making.
Evans, Nathan J; Brown, Scott D
2018-04-01
Evidence accumulation models of decision-making have led to advances in several different areas of psychology. These models provide a way to integrate response time and accuracy data, and to describe performance in terms of latent cognitive processes. Testing important psychological hypotheses using cognitive models requires a method to make inferences about different versions of the models which assume different parameters to cause observed effects. The task of model-based inference using noisy data is difficult, and has proven especially problematic with current model selection methods based on parameter estimation. We provide a method for computing Bayes factors through Monte-Carlo integration for the linear ballistic accumulator (LBA; Brown and Heathcote, 2008), a widely used evidence accumulation model. Bayes factors are used frequently for inference with simpler statistical models, and they do not require parameter estimation. In order to overcome the computational burden of estimating Bayes factors via brute force integration, we exploit general purpose graphical processing units; we provide free code for this. This approach allows estimation of Bayes factors via Monte-Carlo integration within a practical time frame. We demonstrate the method using both simulated and real data. We investigate the stability of the Monte-Carlo approximation, and the LBA's inferential properties, in simulation studies.
Study on feed forward neural network convex optimization for LiFePO4 battery parameters
NASA Astrophysics Data System (ADS)
Liu, Xuepeng; Zhao, Dongmei
2017-08-01
Based on the modern facility agriculture automatic walking equipment LiFePO4 Battery, the parameter identification of LiFePO4 Battery is analyzed. An improved method for the process model of li battery is proposed, and the on-line estimation algorithm is presented. The parameters of the battery are identified using feed forward network neural convex optimization algorithm.
Global parameter estimation for thermodynamic models of transcriptional regulation.
Suleimenov, Yerzhan; Ay, Ahmet; Samee, Md Abul Hassan; Dresch, Jacqueline M; Sinha, Saurabh; Arnosti, David N
2013-07-15
Deciphering the mechanisms involved in gene regulation holds the key to understanding the control of central biological processes, including human disease, population variation, and the evolution of morphological innovations. New experimental techniques including whole genome sequencing and transcriptome analysis have enabled comprehensive modeling approaches to study gene regulation. In many cases, it is useful to be able to assign biological significance to the inferred model parameters, but such interpretation should take into account features that affect these parameters, including model construction and sensitivity, the type of fitness calculation, and the effectiveness of parameter estimation. This last point is often neglected, as estimation methods are often selected for historical reasons or for computational ease. Here, we compare the performance of two parameter estimation techniques broadly representative of local and global approaches, namely, a quasi-Newton/Nelder-Mead simplex (QN/NMS) method and a covariance matrix adaptation-evolutionary strategy (CMA-ES) method. The estimation methods were applied to a set of thermodynamic models of gene transcription applied to regulatory elements active in the Drosophila embryo. Measuring overall fit, the global CMA-ES method performed significantly better than the local QN/NMS method on high quality data sets, but this difference was negligible on lower quality data sets with increased noise or on data sets simplified by stringent thresholding. Our results suggest that the choice of parameter estimation technique for evaluation of gene expression models depends both on quality of data, the nature of the models [again, remains to be established] and the aims of the modeling effort. Copyright © 2013 Elsevier Inc. All rights reserved.
Comparison of Two Methods Used to Model Shape Parameters of Pareto Distributions
Liu, C.; Charpentier, R.R.; Su, J.
2011-01-01
Two methods are compared for estimating the shape parameters of Pareto field-size (or pool-size) distributions for petroleum resource assessment. Both methods assume mature exploration in which most of the larger fields have been discovered. Both methods use the sizes of larger discovered fields to estimate the numbers and sizes of smaller fields: (1) the tail-truncated method uses a plot of field size versus size rank, and (2) the log-geometric method uses data binned in field-size classes and the ratios of adjacent bin counts. Simulation experiments were conducted using discovered oil and gas pool-size distributions from four petroleum systems in Alberta, Canada and using Pareto distributions generated by Monte Carlo simulation. The estimates of the shape parameters of the Pareto distributions, calculated by both the tail-truncated and log-geometric methods, generally stabilize where discovered pool numbers are greater than 100. However, with fewer than 100 discoveries, these estimates can vary greatly with each new discovery. The estimated shape parameters of the tail-truncated method are more stable and larger than those of the log-geometric method where the number of discovered pools is more than 100. Both methods, however, tend to underestimate the shape parameter. Monte Carlo simulation was also used to create sequences of discovered pool sizes by sampling from a Pareto distribution with a discovery process model using a defined exploration efficiency (in order to show how biased the sampling was in favor of larger fields being discovered first). A higher (more biased) exploration efficiency gives better estimates of the Pareto shape parameters. ?? 2011 International Association for Mathematical Geosciences.
Künstler, E C S; Finke, K; Günther, A; Klingner, C; Witte, O; Bublak, P
2018-01-01
Dual tasking, or the simultaneous execution of two continuous tasks, is frequently associated with a performance decline that can be explained within a capacity sharing framework. In this study, we assessed the effects of a concurrent motor task on the efficiency of visual information uptake based on the 'theory of visual attention' (TVA). TVA provides parameter estimates reflecting distinct components of visual processing capacity: perceptual threshold, visual processing speed, and visual short-term memory (VSTM) storage capacity. Moreover, goodness-of-fit values and bootstrapping estimates were derived to test whether the TVA-model is validly applicable also under dual task conditions, and whether the robustness of parameter estimates is comparable in single- and dual-task conditions. 24 subjects of middle to higher age performed a continuous tapping task, and a visual processing task (whole report of briefly presented letter arrays) under both single- and dual-task conditions. Results suggest a decline of both visual processing capacity and VSTM storage capacity under dual-task conditions, while the perceptual threshold remained unaffected by a concurrent motor task. In addition, goodness-of-fit values and bootstrapping estimates support the notion that participants processed the visual task in a qualitatively comparable, although quantitatively less efficient way under dual-task conditions. The results support a capacity sharing account of motor-cognitive dual tasking and suggest that even performing a relatively simple motor task relies on central attentional capacity that is necessary for efficient visual information uptake.
Comparison of different filter methods for data assimilation in the unsaturated zone
NASA Astrophysics Data System (ADS)
Lange, Natascha; Berkhahn, Simon; Erdal, Daniel; Neuweiler, Insa
2016-04-01
The unsaturated zone is an important compartment, which plays a role for the division of terrestrial water fluxes into surface runoff, groundwater recharge and evapotranspiration. For data assimilation in coupled systems it is therefore important to have a good representation of the unsaturated zone in the model. Flow processes in the unsaturated zone have all the typical features of flow in porous media: Processes can have long memory and as observations are scarce, hydraulic model parameters cannot be determined easily. However, they are important for the quality of model predictions. On top of that, the established flow models are highly non-linear. For these reasons, the use of the popular Ensemble Kalman filter as a data assimilation method to estimate state and parameters in unsaturated zone models could be questioned. With respect to the long process memory in the subsurface, it has been suggested that iterative filters and smoothers may be more suitable for parameter estimation in unsaturated media. We test the performance of different iterative filters and smoothers for data assimilation with a focus on parameter updates in the unsaturated zone. In particular we compare the Iterative Ensemble Kalman Filter and Smoother as introduced by Bocquet and Sakov (2013) as well as the Confirming Ensemble Kalman Filter and the modified Restart Ensemble Kalman Filter proposed by Song et al. (2014) to the original Ensemble Kalman Filter (Evensen, 2009). This is done with simple test cases generated numerically. We consider also test examples with layering structure, as a layering structure is often found in natural soils. We assume that observations are water content, obtained from TDR probes or other observation methods sampling relatively small volumes. Particularly in larger data assimilation frameworks, a reasonable balance between computational effort and quality of results has to be found. Therefore, we compare computational costs of the different methods as well as the quality of open loop model predictions and the estimated parameters. Bocquet, M. and P. Sakov, 2013: Joint state and parameter estimation with an iterative ensemble Kalman smoother, Nonlinear Processes in Geophysics 20(5): 803-818. Evensen, G., 2009: Data assimilation: The ensemble Kalman filter. Springer Science & Business Media. Song, X.H., L.S. Shi, M. Ye, J.Z. Yang and I.M. Navon, 2014: Numerical comparison of iterative ensemble Kalman filters for unsaturated flow inverse modeling. Vadose Zone Journal 13(2), 10.2136/vzj2013.05.0083.
Demography of the Pacific walrus (Odobenus rosmarus divergens): 1974-2006
Taylor, Rebecca L.; Udevitz, Mark S.
2015-01-01
Global climate change may fundamentally alter population dynamics of many species for which baseline population parameter estimates are imprecise or lacking. Historically, the Pacific walrus is thought to have been limited by harvest, but it may become limited by global warming-induced reductions in sea ice. Loss of sea ice, on which walruses rest between foraging bouts, may reduce access to food, thus lowering vital rates. Rigorous walrus survival rate estimates do not exist, and other population parameter estimates are out of date or have well-documented bias and imprecision. To provide useful population parameter estimates we developed a Bayesian, hidden process demographic model of walrus population dynamics from 1974 through 2006 that combined annual age-specific harvest estimates with five population size estimates, six standing age structure estimates, and two reproductive rate estimates. Median density independent natural survival was high for juveniles (0.97) and adults (0.99), and annual density dependent vital rates rose from 0.06 to 0.11 for reproduction, 0.31 to 0.59 for survival of neonatal calves, and 0.39 to 0.85 for survival of older calves, concomitant with a population decline. This integrated population model provides a baseline for estimating changing population dynamics resulting from changing harvests or sea ice.
Workflow for Criticality Assessment Applied in Biopharmaceutical Process Validation Stage 1.
Zahel, Thomas; Marschall, Lukas; Abad, Sandra; Vasilieva, Elena; Maurer, Daniel; Mueller, Eric M; Murphy, Patrick; Natschläger, Thomas; Brocard, Cécile; Reinisch, Daniela; Sagmeister, Patrick; Herwig, Christoph
2017-10-12
Identification of critical process parameters that impact product quality is a central task during regulatory requested process validation. Commonly, this is done via design of experiments and identification of parameters significantly impacting product quality (rejection of the null hypothesis that the effect equals 0). However, parameters which show a large uncertainty and might result in an undesirable product quality limit critical to the product, may be missed. This might occur during the evaluation of experiments since residual/un-modelled variance in the experiments is larger than expected a priori. Estimation of such a risk is the task of the presented novel retrospective power analysis permutation test. This is evaluated using a data set for two unit operations established during characterization of a biopharmaceutical process in industry. The results show that, for one unit operation, the observed variance in the experiments is much larger than expected a priori, resulting in low power levels for all non-significant parameters. Moreover, we present a workflow of how to mitigate the risk associated with overlooked parameter effects. This enables a statistically sound identification of critical process parameters. The developed workflow will substantially support industry in delivering constant product quality, reduce process variance and increase patient safety.
Stature estimation from the lengths of the growing foot-a study on North Indian adolescents.
Krishan, Kewal; Kanchan, Tanuj; Passi, Neelam; DiMaggio, John A
2012-12-01
Stature estimation is considered as one of the basic parameters of the investigation process in unknown and commingled human remains in medico-legal case work. Race, age and sex are the other parameters which help in this process. Stature estimation is of the utmost importance as it completes the biological profile of a person along with the other three parameters of identification. The present research is intended to formulate standards for stature estimation from foot dimensions in adolescent males from North India and study the pattern of foot growth during the growing years. 154 male adolescents from the Northern part of India were included in the study. Besides stature, five anthropometric measurements that included the length of the foot from each toe (T1, T2, T3, T4, and T5 respectively) to pternion were measured on each foot. The data was analyzed statistically using Student's t-test, Pearson's correlation, linear and multiple regression analysis for estimation of stature and growth of foot during ages 13-18 years. Correlation coefficients between stature and all the foot measurements were found to be highly significant and positively correlated. Linear regression models and multiple regression models (with age as a co-variable) were derived for estimation of stature from the different measurements of the foot. Multiple regression models (with age as a co-variable) estimate stature with greater accuracy than the regression models for 13-18 years age group. The study shows the growth pattern of feet in North Indian adolescents and indicates that anthropometric measurements of the foot and its segments are valuable in estimation of stature in growing individuals of that population. Copyright © 2012 Elsevier Ltd. All rights reserved.
Linear theory for filtering nonlinear multiscale systems with model error
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
Parameter inference from hitting times for perturbed Brownian motion.
Tamborrino, Massimiliano; Ditlevsen, Susanne; Lansky, Peter
2015-07-01
A latent internal process describes the state of some system, e.g. the social tension in a political conflict, the strength of an industrial component or the health status of a person. When this process reaches a predefined threshold, the process terminates and an observable event occurs, e.g. the political conflict finishes, the industrial component breaks down or the person dies. Imagine an intervention, e.g., a political decision, maintenance of a component or a medical treatment, is initiated to the process before the event occurs. How can we evaluate whether the intervention had an effect? To answer this question we describe the effect of the intervention through parameter changes of the law governing the internal process. Then, the time interval between the start of the process and the final event is divided into two subintervals: the time from the start to the instant of intervention, denoted by S, and the time between the intervention and the threshold crossing, denoted by R. The first question studied here is: What is the joint distribution of (S,R)? The theoretical expressions are provided and serve as a basis to answer the main question: Can we estimate the parameters of the model from observations of S and R and compare them statistically? Maximum likelihood estimators are calculated and applied on simulated data under the assumption that the process before and after the intervention is described by the same type of model, i.e. a Brownian motion, but with different parameters. Also covariates and handling of censored observations are incorporated into the statistical model, and the method is illustrated on lung cancer data.
Methods for Calibration of Prout-Tompkins Kinetics Parameters Using EZM Iteration and GLO
DOE Office of Scientific and Technical Information (OSTI.GOV)
Wemhoff, A P; Burnham, A K; de Supinski, B
2006-11-07
This document contains information regarding the standard procedures used to calibrate chemical kinetics parameters for the extended Prout-Tompkins model to match experimental data. Two methods for calibration are mentioned: EZM calibration and GLO calibration. EZM calibration matches kinetics parameters to three data points, while GLO calibration slightly adjusts kinetic parameters to match multiple points. Information is provided regarding the theoretical approach and application procedure for both of these calibration algorithms. It is recommended that for the calibration process, the user begin with EZM calibration to provide a good estimate, and then fine-tune the parameters using GLO. Two examples have beenmore » provided to guide the reader through a general calibrating process.« less
40 CFR 63.1414 - Test methods and emission estimation equations.
Code of Federal Regulations, 2010 CFR
2010-07-01
... (D) Design analysis based on accepted chemical engineering principles, measurable process parameters.... Engineering assessment may be used to estimate organic HAP emissions from a batch emission episode only under... (d)(5) of this section; through engineering assessment, as defined in paragraph (d)(6)(ii) of this...
40 CFR 63.1414 - Test methods and emission estimation equations.
Code of Federal Regulations, 2012 CFR
2012-07-01
... (D) Design analysis based on accepted chemical engineering principles, measurable process parameters.... Engineering assessment may be used to estimate organic HAP emissions from a batch emission episode only under... (d)(5) of this section; through engineering assessment, as defined in paragraph (d)(6)(ii) of this...
40 CFR 63.1414 - Test methods and emission estimation equations.
Code of Federal Regulations, 2011 CFR
2011-07-01
... (D) Design analysis based on accepted chemical engineering principles, measurable process parameters.... Engineering assessment may be used to estimate organic HAP emissions from a batch emission episode only under... (d)(5) of this section; through engineering assessment, as defined in paragraph (d)(6)(ii) of this...
40 CFR 63.1414 - Test methods and emission estimation equations.
Code of Federal Regulations, 2014 CFR
2014-07-01
... (D) Design analysis based on accepted chemical engineering principles, measurable process parameters... paragraph (d)(5) of this section. Engineering assessment may be used to estimate organic HAP emissions from... defined in paragraph (d)(5) of this section; through engineering assessment, as defined in paragraph (d)(6...
40 CFR 63.1414 - Test methods and emission estimation equations.
Code of Federal Regulations, 2013 CFR
2013-07-01
... (D) Design analysis based on accepted chemical engineering principles, measurable process parameters... paragraph (d)(5) of this section. Engineering assessment may be used to estimate organic HAP emissions from... defined in paragraph (d)(5) of this section; through engineering assessment, as defined in paragraph (d)(6...
A physiologically-based pharmacokinetic (PBPK) model is being developed to estimate the dosimetry of toluene in rats inhaling the VOC under various experimental conditions. The effects of physical activity are currently being estimated utilizing a three-step process. First, we d...
Assessing quality of citizen scientists’ soil texture estimates to evaluate land potential
USDA-ARS?s Scientific Manuscript database
Texture influences nearly all soil processes and is often the most measured parameter in soil science. Estimating soil texture is a universal and fundamental practice applied by resource scientists to classify and understand the behavior and management of soil systems. While trained soil scientist c...
Marked point process for modelling seismic activity (case study in Sumatra and Java)
NASA Astrophysics Data System (ADS)
Pratiwi, Hasih; Sulistya Rini, Lia; Wayan Mangku, I.
2018-05-01
Earthquake is a natural phenomenon that is random, irregular in space and time. Until now the forecast of earthquake occurrence at a location is still difficult to be estimated so that the development of earthquake forecast methodology is still carried out both from seismology aspect and stochastic aspect. To explain the random nature phenomena, both in space and time, a point process approach can be used. There are two types of point processes: temporal point process and spatial point process. The temporal point process relates to events observed over time as a sequence of time, whereas the spatial point process describes the location of objects in two or three dimensional spaces. The points on the point process can be labelled with additional information called marks. A marked point process can be considered as a pair (x, m) where x is the point of location and m is the mark attached to the point of that location. This study aims to model marked point process indexed by time on earthquake data in Sumatra Island and Java Island. This model can be used to analyse seismic activity through its intensity function by considering the history process up to time before t. Based on data obtained from U.S. Geological Survey from 1973 to 2017 with magnitude threshold 5, we obtained maximum likelihood estimate for parameters of the intensity function. The estimation of model parameters shows that the seismic activity in Sumatra Island is greater than Java Island.
Estimating parameters from rotating ring disc electrode measurements
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
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.
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.
Coherent broadband sonar signal processing with the environmentally corrected matched filter
NASA Astrophysics Data System (ADS)
Camin, Henry John, III
The matched filter is the standard approach for coherently processing active sonar signals, where knowledge of the transmitted waveform is used in the detection and parameter estimation of received echoes. Matched filtering broadband signals provides higher levels of range resolution and reverberation noise suppression than can be realized through narrowband processing. Since theoretical processing gains are proportional to the signal bandwidth, it is typically desirable to utilize the widest band signals possible. However, as signal bandwidth increases, so do environmental effects that tend to decrease correlation between the received echo and the transmitted waveform. This is especially true for ultra wideband signals, where the bandwidth exceeds an octave or approximately 70% fractional bandwidth. This loss of coherence often results in processing gains and range resolution much lower than theoretically predicted. Wiener filtering, commonly used in image processing to improve distorted and noisy photos, is investigated in this dissertation as an approach to correct for these environmental effects. This improved signal processing, Environmentally Corrected Matched Filter (ECMF), first uses a Wiener filter to estimate the environmental transfer function and then again to correct the received signal using this estimate. This process can be viewed as a smarter inverse or whitening filter that adjusts behavior according to the signal to noise ratio across the spectrum. Though the ECMF is independent of bandwidth, it is expected that ultra wideband signals will see the largest improvement, since they tend to be more impacted by environmental effects. The development of the ECMF and demonstration of improved parameter estimation with its use are the primary emphases in this dissertation. Additionally, several new contributions to the field of sonar signal processing made in conjunction with the development of the ECMF are described. A new, nondimensional wideband ambiguity function is presented as a way to view the behavior of the matched filter with and without the decorrelating environmental effects; a new, integrated phase broadband angle estimation method is developed and compared to existing methods; and a new, asymptotic offset phase angle variance model is presented. Several data sets are used to demonstrate these new contributions. High fidelity Sonar Simulation Toolset (SST) synthetic data is used to characterize the theoretical performance. Two in-water data sets were used to verify assumptions that were made during the development of the ECMF. Finally, a newly collected in-air data set containing ultra wideband signals was used in lieu of a cost prohibitive underwater experiment to demonstrate the effectiveness of the ECMF at improving parameter estimates.
Restoration of motion blurred images
NASA Astrophysics Data System (ADS)
Gaxiola, Leopoldo N.; Juarez-Salazar, Rigoberto; Diaz-Ramirez, Victor H.
2017-08-01
Image restoration is a classic problem in image processing. Image degradations can occur due to several reasons, for instance, imperfections of imaging systems, quantization errors, atmospheric turbulence, relative motion between camera or objects, among others. Motion blur is a typical degradation in dynamic imaging systems. In this work, we present a method to estimate the parameters of linear motion blur degradation from a captured blurred image. The proposed method is based on analyzing the frequency spectrum of a captured image in order to firstly estimate the degradation parameters, and then, to restore the image with a linear filter. The performance of the proposed method is evaluated by processing synthetic and real-life images. The obtained results are characterized in terms of accuracy of image restoration given by an objective criterion.
On selecting a prior for the precision parameter of Dirichlet process mixture models
Dorazio, R.M.
2009-01-01
In hierarchical mixture models the Dirichlet process is used to specify latent patterns of heterogeneity, particularly when the distribution of latent parameters is thought to be clustered (multimodal). The parameters of a Dirichlet process include a precision parameter ?? and a base probability measure G0. In problems where ?? is unknown and must be estimated, inferences about the level of clustering can be sensitive to the choice of prior assumed for ??. In this paper an approach is developed for computing a prior for the precision parameter ?? that can be used in the presence or absence of prior information about the level of clustering. This approach is illustrated in an analysis of counts of stream fishes. The results of this fully Bayesian analysis are compared with an empirical Bayes analysis of the same data and with a Bayesian analysis based on an alternative commonly used prior.
NASA Astrophysics Data System (ADS)
Phuong Tran, Anh; Dafflon, Baptiste; Hubbard, Susan S.
2017-09-01
Quantitative characterization of soil organic carbon (OC) content is essential due to its significant impacts on surface-subsurface hydrological-thermal processes and microbial decomposition of OC, which both in turn are important for predicting carbon-climate feedbacks. While such quantification is particularly important in the vulnerable organic-rich Arctic region, it is challenging to achieve due to the general limitations of conventional core sampling and analysis methods, and to the extremely dynamic nature of hydrological-thermal processes associated with annual freeze-thaw events. In this study, we develop and test an inversion scheme that can flexibly use single or multiple datasets - including soil liquid water content, temperature and electrical resistivity tomography (ERT) data - to estimate the vertical distribution of OC content. Our approach relies on the fact that OC content strongly influences soil hydrological-thermal parameters and, therefore, indirectly controls the spatiotemporal dynamics of soil liquid water content, temperature and their correlated electrical resistivity. We employ the Community Land Model to simulate nonisothermal surface-subsurface hydrological dynamics from the bedrock to the top of canopy, with consideration of land surface processes (e.g., solar radiation balance, evapotranspiration, snow accumulation and melting) and ice-liquid water phase transitions. For inversion, we combine a deterministic and an adaptive Markov chain Monte Carlo (MCMC) optimization algorithm to estimate a posteriori distributions of desired model parameters. For hydrological-thermal-to-geophysical variable transformation, the simulated subsurface temperature, liquid water content and ice content are explicitly linked to soil electrical resistivity via petrophysical and geophysical models. We validate the developed scheme using different numerical experiments and evaluate the influence of measurement errors and benefit of joint inversion on the estimation of OC and other parameters. We also quantify the propagation of uncertainty from the estimated parameters to prediction of hydrological-thermal responses. We find that, compared to inversion of single dataset (temperature, liquid water content or apparent resistivity), joint inversion of these datasets significantly reduces parameter uncertainty. We find that the joint inversion approach is able to estimate OC and sand content within the shallow active layer (top 0.3 m of soil) with high reliability. Due to the small variations of temperature and moisture within the shallow permafrost (here at about 0.6 m depth), the approach is unable to estimate OC with confidence. However, if the soil porosity is functionally related to the OC and mineral content, which is often observed in organic-rich Arctic soil, the uncertainty of OC estimate at this depth remarkably decreases. Our study documents the value of the new surface-subsurface, deterministic-stochastic inversion approach, as well as the benefit of including multiple types of data to estimate OC and associated hydrological-thermal dynamics.
Optimization of Straight Cylindrical Turning Using Artificial Bee Colony (ABC) Algorithm
NASA Astrophysics Data System (ADS)
Prasanth, Rajanampalli Seshasai Srinivasa; Hans Raj, Kandikonda
2017-04-01
Artificial bee colony (ABC) algorithm, that mimics the intelligent foraging behavior of honey bees, is increasingly gaining acceptance in the field of process optimization, as it is capable of handling nonlinearity, complexity and uncertainty. Straight cylindrical turning is a complex and nonlinear machining process which involves the selection of appropriate cutting parameters that affect the quality of the workpiece. This paper presents the estimation of optimal cutting parameters of the straight cylindrical turning process using the ABC algorithm. The ABC algorithm is first tested on four benchmark problems of numerical optimization and its performance is compared with genetic algorithm (GA) and ant colony optimization (ACO) algorithm. Results indicate that, the rate of convergence of ABC algorithm is better than GA and ACO. Then, the ABC algorithm is used to predict optimal cutting parameters such as cutting speed, feed rate, depth of cut and tool nose radius to achieve good surface finish. Results indicate that, the ABC algorithm estimated a comparable surface finish when compared with real coded genetic algorithm and differential evolution algorithm.
Sun, Fuqiang; Liu, Le; Li, Xiaoyang; Liao, Haitao
2016-01-01
Accelerated degradation testing (ADT) is an efficient technique for evaluating the lifetime of a highly reliable product whose underlying failure process may be traced by the degradation of the product’s performance parameters with time. However, most research on ADT mainly focuses on a single performance parameter. In reality, the performance of a modern product is usually characterized by multiple parameters, and the degradation paths are usually nonlinear. To address such problems, this paper develops a new s-dependent nonlinear ADT model for products with multiple performance parameters using a general Wiener process and copulas. The general Wiener process models the nonlinear ADT data, and the dependency among different degradation measures is analyzed using the copula method. An engineering case study on a tuner’s ADT data is conducted to demonstrate the effectiveness of the proposed method. The results illustrate that the proposed method is quite effective in estimating the lifetime of a product with s-dependent performance parameters. PMID:27509499
Sun, Fuqiang; Liu, Le; Li, Xiaoyang; Liao, Haitao
2016-08-06
Accelerated degradation testing (ADT) is an efficient technique for evaluating the lifetime of a highly reliable product whose underlying failure process may be traced by the degradation of the product's performance parameters with time. However, most research on ADT mainly focuses on a single performance parameter. In reality, the performance of a modern product is usually characterized by multiple parameters, and the degradation paths are usually nonlinear. To address such problems, this paper develops a new s-dependent nonlinear ADT model for products with multiple performance parameters using a general Wiener process and copulas. The general Wiener process models the nonlinear ADT data, and the dependency among different degradation measures is analyzed using the copula method. An engineering case study on a tuner's ADT data is conducted to demonstrate the effectiveness of the proposed method. The results illustrate that the proposed method is quite effective in estimating the lifetime of a product with s-dependent performance parameters.
Permeability Estimation of Rock Reservoir Based on PCA and Elman Neural Networks
NASA Astrophysics Data System (ADS)
Shi, Ying; Jian, Shaoyong
2018-03-01
an intelligent method which based on fuzzy neural networks with PCA algorithm, is proposed to estimate the permeability of rock reservoir. First, the dimensionality reduction process is utilized for these parameters by principal component analysis method. Further, the mapping relationship between rock slice characteristic parameters and permeability had been found through fuzzy neural networks. The estimation validity and reliability for this method were tested with practical data from Yan’an region in Ordos Basin. The result showed that the average relative errors of permeability estimation for this method is 6.25%, and this method had the better convergence speed and more accuracy than other. Therefore, by using the cheap rock slice related information, the permeability of rock reservoir can be estimated efficiently and accurately, and it is of high reliability, practicability and application prospect.
Flux estimation of the FIFE planetary boundary layer (PBL) with 10.6 micron Doppler lidar
NASA Technical Reports Server (NTRS)
Gal-Chen, Tzvi; Xu, Mei; Eberhard, Wynn
1990-01-01
A method is devised for calculating wind, momentum, and other flux parameters that characterize the planetary boundary layer (PBL) and thereby facilitate the calibration of spaceborne vs. in situ flux estimates. Single Doppler lidar data are used to estimate the variance of the mean wind and the covariance related to the vertically pointing fluxes of horizontal momentum. The skewness of the vertical velocity and the range of kinetic energy dissipation are also estimated, and the surface heat flux is determined by means of a statistical Navier-Stokes equation. The conclusion shows that the PBL structure combines both 'bottom-up' and 'top-down' processes suggesting that the relevant parameters for the atmospheric boundary layer be revised. The conclusions are of significant interest to the modeling techniques used in General Circulation Models as well as to flux estimation.
NASA Astrophysics Data System (ADS)
Debchoudhury, Shantanab; Earle, Gregory
2017-04-01
Retarding Potential Analyzers (RPA) have a rich flight heritage. Standard curve-fitting analysis techniques exist that can infer state variables in the ionospheric plasma environment from RPA data, but the estimation process is prone to errors arising from a number of sources. Previous work has focused on the effects of grid geometry on uncertainties in estimation; however, no prior study has quantified the estimation errors due to additive noise. In this study, we characterize the errors in estimation of thermal plasma parameters by adding noise to the simulated data derived from the existing ionospheric models. We concentrate on low-altitude, mid-inclination orbits since a number of nano-satellite missions are focused on this region of the ionosphere. The errors are quantified and cross-correlated for varying geomagnetic conditions.
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.
Maximum likelihood-based analysis of single-molecule photon arrival trajectories
NASA Astrophysics Data System (ADS)
Hajdziona, Marta; Molski, Andrzej
2011-02-01
In this work we explore the statistical properties of the maximum likelihood-based analysis of one-color photon arrival trajectories. This approach does not involve binning and, therefore, all of the information contained in an observed photon strajectory is used. We study the accuracy and precision of parameter estimates and the efficiency of the Akaike information criterion and the Bayesian information criterion (BIC) in selecting the true kinetic model. We focus on the low excitation regime where photon trajectories can be modeled as realizations of Markov modulated Poisson processes. The number of observed photons is the key parameter in determining model selection and parameter estimation. For example, the BIC can select the true three-state model from competing two-, three-, and four-state kinetic models even for relatively short trajectories made up of 2 × 103 photons. When the intensity levels are well-separated and 104 photons are observed, the two-state model parameters can be estimated with about 10% precision and those for a three-state model with about 20% precision.
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.
Byun, Bo-Ram; Kim, Yong-Il; Maki, Koutaro; Son, Woo-Sung
2015-01-01
This study was aimed to examine the correlation between skeletal maturation status and parameters from the odontoid process/body of the second vertebra and the bodies of third and fourth cervical vertebrae and simultaneously build multiple regression models to be able to estimate skeletal maturation status in Korean girls. Hand-wrist radiographs and cone beam computed tomography (CBCT) images were obtained from 74 Korean girls (6–18 years of age). CBCT-generated cervical vertebral maturation (CVM) was used to demarcate the odontoid process and the body of the second cervical vertebra, based on the dentocentral synchondrosis. Correlation coefficient analysis and multiple linear regression analysis were used for each parameter of the cervical vertebrae (P < 0.05). Forty-seven of 64 parameters from CBCT-generated CVM (independent variables) exhibited statistically significant correlations (P < 0.05). The multiple regression model with the greatest R 2 had six parameters (PH2/W2, UW2/W2, (OH+AH2)/LW2, UW3/LW3, D3, and H4/W4) as independent variables with a variance inflation factor (VIF) of <2. CBCT-generated CVM was able to include parameters from the second cervical vertebral body and odontoid process, respectively, for the multiple regression models. This suggests that quantitative analysis might be used to estimate skeletal maturation status. PMID:25878721
Beibei, Zhou; Quanjiu, Wang; Shuai, Tan
2014-01-01
A theory based on Manning roughness equation, Philip equation and water balance equation was developed which only employed the advance distance in the calculation of the infiltration parameters and irrigation coefficients in both the border irrigation and the surge irrigation. The improved procedure was validated with both the border irrigation and surge irrigation experiments. The main results are shown as follows. Infiltration parameters of the Philip equation could be calculated accurately only using water advance distance in the irrigation process comparing to the experimental data. With the calculated parameters and the water balance equation, the irrigation coefficients were also estimated. The water advance velocity should be measured at about 0.5 m to 1.0 m far from the water advance in the experimental corn fields. PMID:25061664
Surveillance system and method having parameter estimation and operating mode partitioning
NASA Technical Reports Server (NTRS)
Bickford, Randall L. (Inventor)
2005-01-01
A system and method for monitoring an apparatus or process asset including creating a process model comprised of a plurality of process submodels each correlative to at least one training data subset partitioned from an unpartitioned training data set and each having an operating mode associated thereto; acquiring a set of observed signal data values from the asset; determining an operating mode of the asset for the set of observed signal data values; selecting a process submodel from the process model as a function of the determined operating mode of the asset; calculating a set of estimated signal data values from the selected process submodel for the determined operating mode; and determining asset status as a function of the calculated set of estimated signal data values for providing asset surveillance and/or control.
Post-processing procedure for industrial quantum key distribution systems
NASA Astrophysics Data System (ADS)
Kiktenko, Evgeny; Trushechkin, Anton; Kurochkin, Yury; Fedorov, Aleksey
2016-08-01
We present algorithmic solutions aimed on post-processing procedure for industrial quantum key distribution systems with hardware sifting. The main steps of the procedure are error correction, parameter estimation, and privacy amplification. Authentication of classical public communication channel is also considered.
Approximation of epidemic models by diffusion processes and their statistical inference.
Guy, Romain; Larédo, Catherine; Vergu, Elisabeta
2015-02-01
Multidimensional continuous-time Markov jump processes [Formula: see text] on [Formula: see text] form a usual set-up for modeling [Formula: see text]-like epidemics. However, when facing incomplete epidemic data, inference based on [Formula: see text] is not easy to be achieved. Here, we start building a new framework for the estimation of key parameters of epidemic models based on statistics of diffusion processes approximating [Formula: see text]. First, previous results on the approximation of density-dependent [Formula: see text]-like models by diffusion processes with small diffusion coefficient [Formula: see text], where [Formula: see text] is the population size, are generalized to non-autonomous systems. Second, our previous inference results on discretely observed diffusion processes with small diffusion coefficient are extended to time-dependent diffusions. Consistent and asymptotically Gaussian estimates are obtained for a fixed number [Formula: see text] of observations, which corresponds to the epidemic context, and for [Formula: see text]. A correction term, which yields better estimates non asymptotically, is also included. Finally, performances and robustness of our estimators with respect to various parameters such as [Formula: see text] (the basic reproduction number), [Formula: see text], [Formula: see text] are investigated on simulations. Two models, [Formula: see text] and [Formula: see text], corresponding to single and recurrent outbreaks, respectively, are used to simulate data. The findings indicate that our estimators have good asymptotic properties and behave noticeably well for realistic numbers of observations and population sizes. This study lays the foundations of a generic inference method currently under extension to incompletely observed epidemic data. Indeed, contrary to the majority of current inference techniques for partially observed processes, which necessitates computer intensive simulations, our method being mostly an analytical approach requires only the classical optimization steps.
Towards Estimating the Magnitude of Earthquakes from EM Data Collected from the Subduction Zone
NASA Astrophysics Data System (ADS)
Heraud, J. A.
2016-12-01
During the past three years, magnetometers deployed in the Peruvian coast have been providing evidence that the ULF pulses received are indeed generated at the subduction or Benioff zone. Such evidence was presented at the AGU 2015 Fall meeting, showing the results of triangulation of pulses from two magnetometers located in the central area of Peru, using data collected during a two-year period. The process has been extended in time, only pulses associated with the occurrence of earthquakes and several pulse parameters have been used to estimate a function relating the magnitude of the earthquake with the value of a function generated with those parameters. The results shown, including an animated data video, are a first approximation towards the estimation of the magnitude of an earthquake about to occur, based on electromagnetic pulses that originated at the subduction zone. During the past three years, magnetometers deployed in the Peruvian coast have been providing evidence that the ULF pulses received are indeed generated at the subduction or Benioff zone. Such evidence was presented at the AGU 2015 Fall meeting, showing the results of triangulation of pulses from two magnetometers located in the central area of Peru, using data collected during a two-year period. The process has been extended in time, only pulses associated with the occurrence of earthquakes have been used and several pulse parameters have been used to estimate a function relating the magnitude of the earthquake with the value of a function generated with those parameters. The results shown, including an animated data video, are a first approximation towards the estimation of the magnitude of an earthquake about to occur, based on electromagnetic pulses that originated at the subduction zone.
NASA Technical Reports Server (NTRS)
Dehoff, R. L.; Reed, W. B.; Trankle, T. L.
1977-01-01
The development and validation of a spey engine model is described. An analysis of the dynamical interactions involved in the propulsion unit is presented. The model was reduced to contain only significant effects, and was used, in conjunction with flight data obtained from an augmentor wing jet STOL research aircraft, to develop initial estimates of parameters in the system. The theoretical background employed in estimating the parameters is outlined. The software package developed for processing the flight data is described. Results are summarized.
Critically evaluating the theory and performance of Bayesian analysis of macroevolutionary mixtures
Moore, Brian R.; Höhna, Sebastian; May, Michael R.; Rannala, Bruce; Huelsenbeck, John P.
2016-01-01
Bayesian analysis of macroevolutionary mixtures (BAMM) has recently taken the study of lineage diversification by storm. BAMM estimates the diversification-rate parameters (speciation and extinction) for every branch of a study phylogeny and infers the number and location of diversification-rate shifts across branches of a tree. Our evaluation of BAMM reveals two major theoretical errors: (i) the likelihood function (which estimates the model parameters from the data) is incorrect, and (ii) the compound Poisson process prior model (which describes the prior distribution of diversification-rate shifts across branches) is incoherent. Using simulation, we demonstrate that these theoretical issues cause statistical pathologies; posterior estimates of the number of diversification-rate shifts are strongly influenced by the assumed prior, and estimates of diversification-rate parameters are unreliable. Moreover, the inability to correctly compute the likelihood or to correctly specify the prior for rate-variable trees precludes the use of Bayesian approaches for testing hypotheses regarding the number and location of diversification-rate shifts using BAMM. PMID:27512038
NASA Astrophysics Data System (ADS)
Qarib, Hossein; Adeli, Hojjat
2015-12-01
In this paper authors introduce a new adaptive signal processing technique for feature extraction and parameter estimation in noisy exponentially damped signals. The iterative 3-stage method is based on the adroit integration of the strengths of parametric and nonparametric methods such as multiple signal categorization, matrix pencil, and empirical mode decomposition algorithms. The first stage is a new adaptive filtration or noise removal scheme. The second stage is a hybrid parametric-nonparametric signal parameter estimation technique based on an output-only system identification technique. The third stage is optimization of estimated parameters using a combination of the primal-dual path-following interior point algorithm and genetic algorithm. The methodology is evaluated using a synthetic signal and a signal obtained experimentally from transverse vibrations of a steel cantilever beam. The method is successful in estimating the frequencies accurately. Further, it estimates the damping exponents. The proposed adaptive filtration method does not include any frequency domain manipulation. Consequently, the time domain signal is not affected as a result of frequency domain and inverse transformations.
Moench, A.F.; Garabedian, Stephen P.; LeBlanc, Denis R.
2000-01-01
An aquifer test conducted in a sand and gravel, glacial outwash deposit on Cape Cod, Massachusetts was analyzed by means of a model for flow to a partially penetrating well in a homogeneous, anisotropic unconfined aquifer. The model is designed to account for all significant mechanisms expected to influence drawdown in observation piezometers and in the pumped well. In addition to the usual fluid-flow and storage processes, additional processes include effects of storage in the pumped well, storage in observation piezometers, effects of skin at the pumped-well screen, and effects of drainage from the zone above the water table. The aquifer was pumped at a rate of 320 gallons per minute for 72-hours and drawdown measurements were made in the pumped well and in 20 piezometers located at various distances from the pumped well and depths below the land surface. To facilitate the analysis, an automatic parameter estimation algorithm was used to obtain relevant unconfined aquifer parameters, including the saturated thickness and a set of empirical parameters that relate to gradual drainage from the unsaturated zone. Drainage from the unsaturated zone is treated in this paper as a finite series of exponential terms, each of which contains one empirical parameter that is to be determined. It was necessary to account for effects of gradual drainage from the unsaturated zone to obtain satisfactory agreement between measured and simulated drawdown, particularly in piezometers located near the water table. The commonly used assumption of instantaneous drainage from the unsaturated zone gives rise to large discrepancies between measured and predicted drawdown in the intermediate-time range and can result in inaccurate estimates of aquifer parameters when automatic parameter estimation procedures are used. The values of the estimated hydraulic parameters are consistent with estimates from prior studies and from what is known about the aquifer at the site. Effects of heterogeneity at the site were small as measured drawdowns in all piezometers and wells were very close to the simulated values for a homogeneous porous medium. The estimated values are: specific yield, 0.26; saturated thickness, 170 feet; horizontal hydraulic conductivity, 0.23 feet per minute; vertical hydraulic conductivity, 0.14 feet per minute; and specific storage, 1.3x10-5 per foot. It was found that drawdown in only a few piezometers strategically located at depth near the pumped well yielded parameter estimates close to the estimates obtained for the entire data set analyzed simultaneously. If the influence of gradual drainage from the unsaturated zone is not taken into account, specific yield is significantly underestimated even in these deep-seated piezometers. This helps to explain the low values of specific yield often reported for granular aquifers in the literature. If either the entire data set or only the drawdown in selected deep-seated piezometers was used, it was found unnecessary to conduct the test for the full 72-hours to obtain accurate estimates of the hydraulic parameters. For some piezometer groups, practically identical results would be obtained for an aquifer test conducted for only 8-hours. Drawdowns measured in the pumped well and piezometers at distant locations were diagnostic only of aquifer transmissivity.
Scott, Finlay; Jardim, Ernesto; Millar, Colin P; Cerviño, Santiago
2016-01-01
Estimating fish stock status is very challenging given the many sources and high levels of uncertainty surrounding the biological processes (e.g. natural variability in the demographic rates), model selection (e.g. choosing growth or stock assessment models) and parameter estimation. Incorporating multiple sources of uncertainty in a stock assessment allows advice to better account for the risks associated with proposed management options, promoting decisions that are more robust to such uncertainty. However, a typical assessment only reports the model fit and variance of estimated parameters, thereby underreporting the overall uncertainty. Additionally, although multiple candidate models may be considered, only one is selected as the 'best' result, effectively rejecting the plausible assumptions behind the other models. We present an applied framework to integrate multiple sources of uncertainty in the stock assessment process. The first step is the generation and conditioning of a suite of stock assessment models that contain different assumptions about the stock and the fishery. The second step is the estimation of parameters, including fitting of the stock assessment models. The final step integrates across all of the results to reconcile the multi-model outcome. The framework is flexible enough to be tailored to particular stocks and fisheries and can draw on information from multiple sources to implement a broad variety of assumptions, making it applicable to stocks with varying levels of data availability The Iberian hake stock in International Council for the Exploration of the Sea (ICES) Divisions VIIIc and IXa is used to demonstrate the framework, starting from length-based stock and indices data. Process and model uncertainty are considered through the growth, natural mortality, fishing mortality, survey catchability and stock-recruitment relationship. Estimation uncertainty is included as part of the fitting process. Simple model averaging is used to integrate across the results and produce a single assessment that considers the multiple sources of uncertainty.
Lehnert, Teresa; Timme, Sandra; Pollmächer, Johannes; Hünniger, Kerstin; Kurzai, Oliver; Figge, Marc Thilo
2015-01-01
Opportunistic fungal pathogens can cause bloodstream infection and severe sepsis upon entering the blood stream of the host. The early immune response in human blood comprises the elimination of pathogens by antimicrobial peptides and innate immune cells, such as neutrophils or monocytes. Mathematical modeling is a predictive method to examine these complex processes and to quantify the dynamics of pathogen-host interactions. Since model parameters are often not directly accessible from experiment, their estimation is required by calibrating model predictions with experimental data. Depending on the complexity of the mathematical model, parameter estimation can be associated with excessively high computational costs in terms of run time and memory. We apply a strategy for reliable parameter estimation where different modeling approaches with increasing complexity are used that build on one another. This bottom-up modeling approach is applied to an experimental human whole-blood infection assay for Candida albicans. Aiming for the quantification of the relative impact of different routes of the immune response against this human-pathogenic fungus, we start from a non-spatial state-based model (SBM), because this level of model complexity allows estimating a priori unknown transition rates between various system states by the global optimization method simulated annealing. Building on the non-spatial SBM, an agent-based model (ABM) is implemented that incorporates the migration of interacting cells in three-dimensional space. The ABM takes advantage of estimated parameters from the non-spatial SBM, leading to a decreased dimensionality of the parameter space. This space can be scanned using a local optimization approach, i.e., least-squares error estimation based on an adaptive regular grid search, to predict cell migration parameters that are not accessible in experiment. In the future, spatio-temporal simulations of whole-blood samples may enable timely stratification of sepsis patients by distinguishing hyper-inflammatory from paralytic phases in immune dysregulation. PMID:26150807
Lehnert, Teresa; Timme, Sandra; Pollmächer, Johannes; Hünniger, Kerstin; Kurzai, Oliver; Figge, Marc Thilo
2015-01-01
Opportunistic fungal pathogens can cause bloodstream infection and severe sepsis upon entering the blood stream of the host. The early immune response in human blood comprises the elimination of pathogens by antimicrobial peptides and innate immune cells, such as neutrophils or monocytes. Mathematical modeling is a predictive method to examine these complex processes and to quantify the dynamics of pathogen-host interactions. Since model parameters are often not directly accessible from experiment, their estimation is required by calibrating model predictions with experimental data. Depending on the complexity of the mathematical model, parameter estimation can be associated with excessively high computational costs in terms of run time and memory. We apply a strategy for reliable parameter estimation where different modeling approaches with increasing complexity are used that build on one another. This bottom-up modeling approach is applied to an experimental human whole-blood infection assay for Candida albicans. Aiming for the quantification of the relative impact of different routes of the immune response against this human-pathogenic fungus, we start from a non-spatial state-based model (SBM), because this level of model complexity allows estimating a priori unknown transition rates between various system states by the global optimization method simulated annealing. Building on the non-spatial SBM, an agent-based model (ABM) is implemented that incorporates the migration of interacting cells in three-dimensional space. The ABM takes advantage of estimated parameters from the non-spatial SBM, leading to a decreased dimensionality of the parameter space. This space can be scanned using a local optimization approach, i.e., least-squares error estimation based on an adaptive regular grid search, to predict cell migration parameters that are not accessible in experiment. In the future, spatio-temporal simulations of whole-blood samples may enable timely stratification of sepsis patients by distinguishing hyper-inflammatory from paralytic phases in immune dysregulation.
Vaas, Lea A I; Sikorski, Johannes; Michael, Victoria; Göker, Markus; Klenk, Hans-Peter
2012-01-01
The Phenotype MicroArray (OmniLog® PM) system is able to simultaneously capture a large number of phenotypes by recording an organism's respiration over time on distinct substrates. This technique targets the object of natural selection itself, the phenotype, whereas previously addressed '-omics' techniques merely study components that finally contribute to it. The recording of respiration over time, however, adds a longitudinal dimension to the data. To optimally exploit this information, it must be extracted from the shapes of the recorded curves and displayed in analogy to conventional growth curves. The free software environment R was explored for both visualizing and fitting of PM respiration curves. Approaches using either a model fit (and commonly applied growth models) or a smoothing spline were evaluated. Their reliability in inferring curve parameters and confidence intervals was compared to the native OmniLog® PM analysis software. We consider the post-processing of the estimated parameters, the optimal classification of curve shapes and the detection of significant differences between them, as well as practically relevant questions such as detecting the impact of cultivation times and the minimum required number of experimental repeats. We provide a comprehensive framework for data visualization and parameter estimation according to user choices. A flexible graphical representation strategy for displaying the results is proposed, including 95% confidence intervals for the estimated parameters. The spline approach is less prone to irregular curve shapes than fitting any of the considered models or using the native PM software for calculating both point estimates and confidence intervals. These can serve as a starting point for the automated post-processing of PM data, providing much more information than the strict dichotomization into positive and negative reactions. Our results form the basis for a freely available R package for the analysis of PM data.
Vaas, Lea A. I.; Sikorski, Johannes; Michael, Victoria; Göker, Markus; Klenk, Hans-Peter
2012-01-01
Background The Phenotype MicroArray (OmniLog® PM) system is able to simultaneously capture a large number of phenotypes by recording an organism's respiration over time on distinct substrates. This technique targets the object of natural selection itself, the phenotype, whereas previously addressed ‘-omics’ techniques merely study components that finally contribute to it. The recording of respiration over time, however, adds a longitudinal dimension to the data. To optimally exploit this information, it must be extracted from the shapes of the recorded curves and displayed in analogy to conventional growth curves. Methodology The free software environment R was explored for both visualizing and fitting of PM respiration curves. Approaches using either a model fit (and commonly applied growth models) or a smoothing spline were evaluated. Their reliability in inferring curve parameters and confidence intervals was compared to the native OmniLog® PM analysis software. We consider the post-processing of the estimated parameters, the optimal classification of curve shapes and the detection of significant differences between them, as well as practically relevant questions such as detecting the impact of cultivation times and the minimum required number of experimental repeats. Conclusions We provide a comprehensive framework for data visualization and parameter estimation according to user choices. A flexible graphical representation strategy for displaying the results is proposed, including 95% confidence intervals for the estimated parameters. The spline approach is less prone to irregular curve shapes than fitting any of the considered models or using the native PM software for calculating both point estimates and confidence intervals. These can serve as a starting point for the automated post-processing of PM data, providing much more information than the strict dichotomization into positive and negative reactions. Our results form the basis for a freely available R package for the analysis of PM data. PMID:22536335
A simple method for processing data with least square method
NASA Astrophysics Data System (ADS)
Wang, Chunyan; Qi, Liqun; Chen, Yongxiang; Pang, Guangning
2017-08-01
The least square method is widely used in data processing and error estimation. The mathematical method has become an essential technique for parameter estimation, data processing, regression analysis and experimental data fitting, and has become a criterion tool for statistical inference. In measurement data analysis, the distribution of complex rules is usually based on the least square principle, i.e., the use of matrix to solve the final estimate and to improve its accuracy. In this paper, a new method is presented for the solution of the method which is based on algebraic computation and is relatively straightforward and easy to understand. The practicability of this method is described by a concrete example.
NASA Technical Reports Server (NTRS)
Oshman, Yaakov; Markley, Landis
1998-01-01
A sequential filtering algorithm is presented for attitude and attitude-rate estimation from Global Positioning System (GPS) differential carrier phase measurements. A third-order, minimal-parameter method for solving the attitude matrix kinematic equation is used to parameterize the filter's state, which renders the resulting estimator computationally efficient. Borrowing from tracking theory concepts, the angular acceleration is modeled as an exponentially autocorrelated stochastic process, thus avoiding the use of the uncertain spacecraft dynamic model. The new formulation facilitates the use of aiding vector observations in a unified filtering algorithm, which can enhance the method's robustness and accuracy. Numerical examples are used to demonstrate the performance of the method.
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.
Sensitivity analysis of pars-tensa young's modulus estimation using inverse finite-element modeling
NASA Astrophysics Data System (ADS)
Rohani, S. Alireza; Elfarnawany, Mai; Agrawal, Sumit K.; Ladak, Hanif M.
2018-05-01
Accurate estimates of the pars-tensa (PT) Young's modulus (EPT) are required in finite-element (FE) modeling studies of the middle ear. Previously, we introduced an in-situ EPT estimation technique by optimizing a sample-specific FE model to match experimental eardrum pressurization data. This optimization process requires choosing some modeling assumptions such as PT thickness and boundary conditions. These assumptions are reported with a wide range of variation in the literature, hence affecting the reliability of the models. In addition, the sensitivity of the estimated EPT to FE modeling assumptions has not been studied. Therefore, the objective of this study is to identify the most influential modeling assumption on EPT estimates. The middle-ear cavity extracted from a cadaveric temporal bone was pressurized to 500 Pa. The deformed shape of the eardrum after pressurization was measured using a Fourier transform profilometer (FTP). A base-line FE model of the unpressurized middle ear was created. The EPT was estimated using golden section optimization method, which minimizes the cost function comparing the deformed FE model shape to the measured shape after pressurization. The effect of varying the modeling assumptions on EPT estimates were investigated. This included the change in PT thickness, pars flaccida Young's modulus and possible FTP measurement error. The most influential parameter on EPT estimation was PT thickness and the least influential parameter was pars flaccida Young's modulus. The results of this study provide insight into how different parameters affect the results of EPT optimization and which parameters' uncertainties require further investigation to develop robust estimation techniques.
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
Statistical Constraints on Station Clock Parameters in the NRCAN PPP Estimation Process
2008-12-01
e.g., Two-Way Satellite Time and Frequency Transfer ( TWSTFT ), GPS Common View (CV), and GPS P3 [9]. Finally, PPP shows a 2- times improvement in...the collocated Two-Way Satellite Time and Frequency Technique ( TWSTFT ) estimates for the same baseline. The TWSTFT estimates are available every 2...periodicity is due to the thermal variations described in the previous section, while the divergence between both PPP solutions and TWSTFT estimates is due
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.
Anderson, David F; Yuan, Chaojie
2018-04-18
A number of coupling strategies are presented for stochastically modeled biochemical processes with time-dependent parameters. In particular, the stacked coupling is introduced and is shown via a number of examples to provide an exceptionally low variance between the generated paths. This coupling will be useful in the numerical computation of parametric sensitivities and the fast estimation of expectations via multilevel Monte Carlo methods. We provide the requisite estimators in both cases.
Fast automated analysis of strong gravitational lenses with convolutional neural networks
DOE Office of Scientific and Technical Information (OSTI.GOV)
Hezaveh, Yashar D.; Levasseur, Laurence Perreault; Marshall, Philip J.
Quantifying image distortions caused by strong gravitational lensing—the formation of multiple images of distant sources due to the deflection of their light by the gravity of intervening structures—and estimating the corresponding matter distribution of these structures (the ‘gravitational lens’) has primarily been performed using maximum likelihood modelling of observations. Our procedure is typically time- and resource-consuming, requiring sophisticated lensing codes, several data preparation steps, and finding the maximum likelihood model parameters in a computationally expensive process with downhill optimizers. Accurate analysis of a single gravitational lens can take up to a few weeks and requires expert knowledge of the physicalmore » processes and methods involved. Tens of thousands of new lenses are expected to be discovered with the upcoming generation of ground and space surveys. We report the use of deep convolutional neural networks to estimate lensing parameters in an extremely fast and automated way, circumventing the difficulties that are faced by maximum likelihood methods. We also show that the removal of lens light can be made fast and automated using independent component analysis of multi-filter imaging data. Our networks can recover the parameters of the ‘singular isothermal ellipsoid’ density profile, which is commonly used to model strong lensing systems, with an accuracy comparable to the uncertainties of sophisticated models but about ten million times faster: 100 systems in approximately one second on a single graphics processing unit. These networks can provide a way for non-experts to obtain estimates of lensing parameters for large samples of data.« less
Fast automated analysis of strong gravitational lenses with convolutional neural networks
Hezaveh, Yashar D.; Levasseur, Laurence Perreault; Marshall, Philip J.
2017-08-30
Quantifying image distortions caused by strong gravitational lensing—the formation of multiple images of distant sources due to the deflection of their light by the gravity of intervening structures—and estimating the corresponding matter distribution of these structures (the ‘gravitational lens’) has primarily been performed using maximum likelihood modelling of observations. Our procedure is typically time- and resource-consuming, requiring sophisticated lensing codes, several data preparation steps, and finding the maximum likelihood model parameters in a computationally expensive process with downhill optimizers. Accurate analysis of a single gravitational lens can take up to a few weeks and requires expert knowledge of the physicalmore » processes and methods involved. Tens of thousands of new lenses are expected to be discovered with the upcoming generation of ground and space surveys. We report the use of deep convolutional neural networks to estimate lensing parameters in an extremely fast and automated way, circumventing the difficulties that are faced by maximum likelihood methods. We also show that the removal of lens light can be made fast and automated using independent component analysis of multi-filter imaging data. Our networks can recover the parameters of the ‘singular isothermal ellipsoid’ density profile, which is commonly used to model strong lensing systems, with an accuracy comparable to the uncertainties of sophisticated models but about ten million times faster: 100 systems in approximately one second on a single graphics processing unit. These networks can provide a way for non-experts to obtain estimates of lensing parameters for large samples of data.« less
Fast automated analysis of strong gravitational lenses with convolutional neural networks
NASA Astrophysics Data System (ADS)
Hezaveh, Yashar D.; Levasseur, Laurence Perreault; Marshall, Philip J.
2017-08-01
Quantifying image distortions caused by strong gravitational lensing—the formation of multiple images of distant sources due to the deflection of their light by the gravity of intervening structures—and estimating the corresponding matter distribution of these structures (the ‘gravitational lens’) has primarily been performed using maximum likelihood modelling of observations. This procedure is typically time- and resource-consuming, requiring sophisticated lensing codes, several data preparation steps, and finding the maximum likelihood model parameters in a computationally expensive process with downhill optimizers. Accurate analysis of a single gravitational lens can take up to a few weeks and requires expert knowledge of the physical processes and methods involved. Tens of thousands of new lenses are expected to be discovered with the upcoming generation of ground and space surveys. Here we report the use of deep convolutional neural networks to estimate lensing parameters in an extremely fast and automated way, circumventing the difficulties that are faced by maximum likelihood methods. We also show that the removal of lens light can be made fast and automated using independent component analysis of multi-filter imaging data. Our networks can recover the parameters of the ‘singular isothermal ellipsoid’ density profile, which is commonly used to model strong lensing systems, with an accuracy comparable to the uncertainties of sophisticated models but about ten million times faster: 100 systems in approximately one second on a single graphics processing unit. These networks can provide a way for non-experts to obtain estimates of lensing parameters for large samples of data.
Estimation of line dimensions in 3D direct laser writing lithography
NASA Astrophysics Data System (ADS)
Guney, M. G.; Fedder, G. K.
2016-10-01
Two photon polymerization (TPP) based 3D direct laser writing (3D-DLW) finds application in a wide range of research areas ranging from photonic and mechanical metamaterials to micro-devices. Most common structures are either single lines or formed by a set of interconnected lines as in the case of crystals. In order to increase the fidelity of these structures and reach the ultimate resolution, the laser power and scan speed used in the writing process should be chosen carefully. However, the optimization of these writing parameters is an iterative and time consuming process in the absence of a model for the estimation of line dimensions. To this end, we report a semi-empirical analytic model through simulations and fitting, and demonstrate that it can be used for estimating the line dimensions mostly within one standard deviation of the average values over a wide range of laser power and scan speed combinations. The model delimits the trend in onset of micro-explosions in the photoresist due to over-exposure and of low degree of conversion due to under-exposure. The model guides setting of high-fidelity and robust writing parameters of a photonic crystal structure without iteration and in close agreement with the estimated line dimensions. The proposed methodology is generalizable by adapting the model coefficients to any 3D-DLW setup and corresponding photoresist as a means to estimate the line dimensions for tuning the writing parameters.
On the estimation of the reproduction number based on misreported epidemic data.
Azmon, Amin; Faes, Christel; Hens, Niel
2014-03-30
Epidemic data often suffer from underreporting and delay in reporting. In this paper, we investigated the impact of delays and underreporting on estimates of reproduction number. We used a thinned version of the epidemic renewal equation to describe the epidemic process while accounting for the underlying reporting system. Assuming a constant reporting parameter, we used different delay patterns to represent the delay structure in our model. Instead of assuming a fixed delay distribution, we estimated the delay parameters while assuming a smooth function for the reproduction number over time. In order to estimate the parameters, we used a Bayesian semiparametric approach with penalized splines, allowing both flexibility and exact inference provided by MCMC. To show the performance of our method, we performed different simulation studies. We conducted sensitivity analyses to investigate the impact of misspecification of the delay pattern and the impact of assuming nonconstant reporting parameters on the estimates of the reproduction numbers. We showed that, whenever available, additional information about time-dependent underreporting can be taken into account. As an application of our method, we analyzed confirmed daily A(H1N1) v2009 cases made publicly available by the World Health Organization for Mexico and the USA. Copyright © 2013 John Wiley & Sons, Ltd.
Impact of biology knowledge on the conservation and management of large pelagic sharks.
Yokoi, Hiroki; Ijima, Hirotaka; Ohshimo, Seiji; Yokawa, Kotaro
2017-09-06
Population growth rate, which depends on several biological parameters, is valuable information for the conservation and management of pelagic sharks, such as blue and shortfin mako sharks. However, reported biological parameters for estimating the population growth rates of these sharks differ by sex and display large variability. To estimate the appropriate population growth rate and clarify relationships between growth rate and relevant biological parameters, we developed a two-sex age-structured matrix population model and estimated the population growth rate using combinations of biological parameters. We addressed elasticity analysis and clarified the population growth rate sensitivity. For the blue shark, the estimated median population growth rate was 0.384 with a range of minimum and maximum values of 0.195-0.533, whereas those values of the shortfin mako shark were 0.102 and 0.007-0.318, respectively. The maturity age of male sharks had the largest impact for blue sharks, whereas that of female sharks had the largest impact for shortfin mako sharks. Hypotheses for the survival process of sharks also had a large impact on the population growth rate estimation. Both shark maturity age and survival rate were based on ageing validation data, indicating the importance of validating the quality of these data for the conservation and management of large pelagic sharks.
Doherty, John E.; Fienen, Michael N.; Hunt, Randall J.
2011-01-01
Pilot points have been used in geophysics and hydrogeology for at least 30 years as a means to bridge the gap between estimating a parameter value in every cell of a model and subdividing models into a small number of homogeneous zones. Pilot points serve as surrogate parameters at which values are estimated in the inverse-modeling process, and their values are interpolated onto the modeling domain in such a way that heterogeneity can be represented at a much lower computational cost than trying to estimate parameters in every cell of a model. Although the use of pilot points is increasingly common, there are few works documenting the mathematical implications of their use and even fewer sources of guidelines for their implementation in hydrogeologic modeling studies. This report describes the mathematics of pilot-point use, provides guidelines for their use in the parameter-estimation software suite (PEST), and outlines several research directions. Two key attributes for pilot-point definitions are highlighted. First, the difference between the information contained in the every-cell parameter field and the surrogate parameter field created using pilot points should be in the realm of parameters which are not informed by the observed data (the null space). Second, the interpolation scheme for projecting pilot-point values onto model cells ideally should be orthogonal. These attributes are informed by the mathematics and have important ramifications for both the guidelines and suggestions for future research.
A simulation study on Bayesian Ridge regression models for several collinearity levels
NASA Astrophysics Data System (ADS)
Efendi, Achmad; Effrihan
2017-12-01
When analyzing data with multiple regression model if there are collinearities, then one or several predictor variables are usually omitted from the model. However, there sometimes some reasons, for instance medical or economic reasons, the predictors are all important and should be included in the model. Ridge regression model is not uncommon in some researches to use to cope with collinearity. Through this modeling, weights for predictor variables are used for estimating parameters. The next estimation process could follow the concept of likelihood. Furthermore, for the estimation nowadays the Bayesian version could be an alternative. This estimation method does not match likelihood one in terms of popularity due to some difficulties; computation and so forth. Nevertheless, with the growing improvement of computational methodology recently, this caveat should not at the moment become a problem. This paper discusses about simulation process for evaluating the characteristic of Bayesian Ridge regression parameter estimates. There are several simulation settings based on variety of collinearity levels and sample sizes. The results show that Bayesian method gives better performance for relatively small sample sizes, and for other settings the method does perform relatively similar to the likelihood method.
Zhan, J X; Ikehata, M; Mayuzumi, M; Koizumi, E; Kawaguchi, Y; Hashimoto, T
2013-01-01
A feedforward-feedback aeration control strategy based on online oxygen requirements (OR) estimation is proposed for oxidation ditch (OD) processes, and it is further developed for intermittent aeration OD processes, which are the most popular type in Japan. For calculating OR, concentrations of influent biochemical oxygen demand (BOD) and total Kjeldahl nitrogen (TKN) are estimated online by the measurement of suspended solids (SS) and sometimes TKN is estimated by NH4-N. Mixed liquor suspended solids (MLSS) and temperature are used to estimate the required oxygen for endogenous respiration. A straightforward parameter named aeration coefficient, Ka, is introduced as the only parameter that can be tuned automatically by feedback control or manually by the operators. Simulation with an activated sludge model was performed in comparison to fixed-interval aeration and satisfying result of OR control strategy was obtained. The OR control strategy has been implemented at seven full-scale OD plants and improvements in nitrogen removal are obtained in all these plants. Among them, the results obtained in Yumoto wastewater treatment plant were presented, in which continuous aeration was applied previously. After implementing intermittent OR control, the total nitrogen concentration was reduced from more than 5 mg/L to under 2 mg/L, and the electricity consumption was reduced by 61.2% for aeration or 21.5% for the whole plant.
Parameter Estimation for Real Filtered Sinusoids
1997-09-01
Statistical Signal Processing: Detection, Estimation and Time Series Analysis. New York: Addison-Wesley, 1991. 74. Serway , Raymond A . Physics for...Dr. Yung Kee Yeo, Dean’s Representative Dr. Robert A . Calico, Jr., Dean Table of Contents Page List of Abbreviations...Contributions ....... ...................... 5-4 5.4 Summary ........ ............................. 5-6 Appendix A . Vector-Matrix Differentiation
Estimating Software Effort Hours for Major Defense Acquisition Programs
ERIC Educational Resources Information Center
Wallshein, Corinne C.
2010-01-01
Software Cost Estimation (SCE) uses labor hours or effort required to conceptualize, develop, integrate, test, field, or maintain program components. Department of Defense (DoD) SCE can use initial software data parameters to project effort hours for large, software-intensive programs for contractors reporting the top levels of process maturity,…
Influence of imperfect end boundary condition on the nonlocal dynamics of CNTs
NASA Astrophysics Data System (ADS)
Fathi, Reza; Lotfan, Saeed; Sadeghi, Morteza H.
2017-03-01
Imperfections that unavoidably occur during the fabrication process of carbon nanotubes (CNTs) have a significant influence on the vibration behavior of CNTs. Among these imperfections, the boundary condition defect is studied in this investigation based on the nonlocal elasticity theory. To this end, a mathematical model of the non-ideal end condition in a cantilever CNT is developed by a strongly non-linear spring to study its effect on the vibration behavior. The weak form equation of motion is derived via Hamilton's principle and solved based on Rayleigh-Ritz approach. Once the frequency response function (FRF) of the CNT is simulated, it is found that the defect parameter injects noise to the FRF in the range of lower frequencies and as a result the small scale effect on the FRF remains undisturbed in high frequency ranges. Besides, in this work a process is introduced to estimate the nonlocal and defect parameters for establishing the mathematical model of the CNT based on FRF, which can be competitive because of its lower instrumentation and data analysis costs. The estimation process relies on the resonance frequencies and the magnitude of noise in the frequency response function of the CNT. The results show that the constructed dynamic response of the system based on estimated parameters is in good agreement with the original response of the CNT.
COST ESTIMATION MODELS FOR DRINKING WATER TREATMENT UNIT PROCESSES
Cost models for unit processes typically utilized in a conventional water treatment plant and in package treatment plant technology are compiled in this paper. The cost curves are represented as a function of specified design parameters and are categorized into four major catego...
McCullagh, Laura; Schmitz, Susanne; Barry, Michael; Walsh, Cathal
2017-11-01
In Ireland, all new drugs for which reimbursement by the healthcare payer is sought undergo a health technology assessment by the National Centre for Pharmacoeconomics. The National Centre for Pharmacoeconomics estimate expected value of perfect information but not partial expected value of perfect information (owing to computational expense associated with typical methodologies). The objective of this study was to examine the feasibility and utility of estimating partial expected value of perfect information via a computationally efficient, non-parametric regression approach. This was a retrospective analysis of evaluations on drugs for cancer that had been submitted to the National Centre for Pharmacoeconomics (January 2010 to December 2014 inclusive). Drugs were excluded if cost effective at the submitted price. Drugs were excluded if concerns existed regarding the validity of the applicants' submission or if cost-effectiveness model functionality did not allow required modifications to be made. For each included drug (n = 14), value of information was estimated at the final reimbursement price, at a threshold equivalent to the incremental cost-effectiveness ratio at that price. The expected value of perfect information was estimated from probabilistic analysis. Partial expected value of perfect information was estimated via a non-parametric approach. Input parameters with a population value at least €1 million were identified as potential targets for research. All partial estimates were determined within minutes. Thirty parameters (across nine models) each had a value of at least €1 million. These were categorised. Collectively, survival analysis parameters were valued at €19.32 million, health state utility parameters at €15.81 million and parameters associated with the cost of treating adverse effects at €6.64 million. Those associated with drug acquisition costs and with the cost of care were valued at €6.51 million and €5.71 million, respectively. This research demonstrates that the estimation of partial expected value of perfect information via this computationally inexpensive approach could be considered feasible as part of the health technology assessment process for reimbursement purposes within the Irish healthcare system. It might be a useful tool in prioritising future research to decrease decision uncertainty.
Spectrum-based estimators of the bivariate Hurst exponent
NASA Astrophysics Data System (ADS)
Kristoufek, Ladislav
2014-12-01
We discuss two alternate spectrum-based estimators of the bivariate Hurst exponent in the power-law cross-correlations setting, the cross-periodogram and local X -Whittle estimators, as generalizations of their univariate counterparts. As the spectrum-based estimators are dependent on a part of the spectrum taken into consideration during estimation, a simulation study showing performance of the estimators under varying bandwidth parameter as well as correlation between processes and their specification is provided as well. These estimators are less biased than the already existent averaged periodogram estimator, which, however, has slightly lower variance. The spectrum-based estimators can serve as a good complement to the popular time domain estimators.
Ho, Tiffany C; Zhang, Shunan; Sacchet, Matthew D; Weng, Helen; Connolly, Colm G; Henje Blom, Eva; Han, Laura K M; Mobayed, Nisreen O; Yang, Tony T
2016-01-01
While the extant literature has focused on major depressive disorder (MDD) as being characterized by abnormalities in processing affective stimuli (e.g., facial expressions), little is known regarding which specific aspects of cognition influence the evaluation of affective stimuli, and what are the underlying neural correlates. To investigate these issues, we assessed 26 adolescents diagnosed with MDD and 37 well-matched healthy controls (HCL) who completed an emotion identification task of dynamically morphing faces during functional magnetic resonance imaging (fMRI). We analyzed the behavioral data using a sequential sampling model of response time (RT) commonly used to elucidate aspects of cognition in binary perceptual decision making tasks: the Linear Ballistic Accumulator (LBA) model. Using a hierarchical Bayesian estimation method, we obtained group-level and individual-level estimates of LBA parameters on the facial emotion identification task. While the MDD and HCL groups did not differ in mean RT, accuracy, or group-level estimates of perceptual processing efficiency (i.e., drift rate parameter of the LBA), the MDD group showed significantly reduced responses in left fusiform gyrus compared to the HCL group during the facial emotion identification task. Furthermore, within the MDD group, fMRI signal in the left fusiform gyrus during affective face processing was significantly associated with greater individual-level estimates of perceptual processing efficiency. Our results therefore suggest that affective processing biases in adolescents with MDD are characterized by greater perceptual processing efficiency of affective visual information in sensory brain regions responsible for the early processing of visual information. The theoretical, methodological, and clinical implications of our results are discussed.
Ho, Tiffany C.; Zhang, Shunan; Sacchet, Matthew D.; Weng, Helen; Connolly, Colm G.; Henje Blom, Eva; Han, Laura K. M.; Mobayed, Nisreen O.; Yang, Tony T.
2016-01-01
While the extant literature has focused on major depressive disorder (MDD) as being characterized by abnormalities in processing affective stimuli (e.g., facial expressions), little is known regarding which specific aspects of cognition influence the evaluation of affective stimuli, and what are the underlying neural correlates. To investigate these issues, we assessed 26 adolescents diagnosed with MDD and 37 well-matched healthy controls (HCL) who completed an emotion identification task of dynamically morphing faces during functional magnetic resonance imaging (fMRI). We analyzed the behavioral data using a sequential sampling model of response time (RT) commonly used to elucidate aspects of cognition in binary perceptual decision making tasks: the Linear Ballistic Accumulator (LBA) model. Using a hierarchical Bayesian estimation method, we obtained group-level and individual-level estimates of LBA parameters on the facial emotion identification task. While the MDD and HCL groups did not differ in mean RT, accuracy, or group-level estimates of perceptual processing efficiency (i.e., drift rate parameter of the LBA), the MDD group showed significantly reduced responses in left fusiform gyrus compared to the HCL group during the facial emotion identification task. Furthermore, within the MDD group, fMRI signal in the left fusiform gyrus during affective face processing was significantly associated with greater individual-level estimates of perceptual processing efficiency. Our results therefore suggest that affective processing biases in adolescents with MDD are characterized by greater perceptual processing efficiency of affective visual information in sensory brain regions responsible for the early processing of visual information. The theoretical, methodological, and clinical implications of our results are discussed. PMID:26869950
ARMA models for earthquake ground motions. Seismic safety margins research program
DOE Office of Scientific and Technical Information (OSTI.GOV)
Chang, M. K.; Kwiatkowski, J. W.; Nau, R. F.
1981-02-01
Four major California earthquake records were analyzed by use of a class of discrete linear time-domain processes commonly referred to as ARMA (Autoregressive/Moving-Average) models. It was possible to analyze these different earthquakes, identify the order of the appropriate ARMA model(s), estimate parameters, and test the residuals generated by these models. It was also possible to show the connections, similarities, and differences between the traditional continuous models (with parameter estimates based on spectral analyses) and the discrete models with parameters estimated by various maximum-likelihood techniques applied to digitized acceleration data in the time domain. The methodology proposed is suitable for simulatingmore » earthquake ground motions in the time domain, and appears to be easily adapted to serve as inputs for nonlinear discrete time models of structural motions. 60 references, 19 figures, 9 tables.« less
NASA Astrophysics Data System (ADS)
Wentworth, Mami Tonoe
Uncertainty quantification plays an important role when making predictive estimates of model responses. In this context, uncertainty quantification is defined as quantifying and reducing uncertainties, and the objective is to quantify uncertainties in parameter, model and measurements, and propagate the uncertainties through the model, so that one can make a predictive estimate with quantified uncertainties. Two of the aspects of uncertainty quantification that must be performed prior to propagating uncertainties are model calibration and parameter selection. There are several efficient techniques for these processes; however, the accuracy of these methods are often not verified. This is the motivation for our work, and in this dissertation, we present and illustrate verification frameworks for model calibration and parameter selection in the context of biological and physical models. First, HIV models, developed and improved by [2, 3, 8], describe the viral infection dynamics of an HIV disease. These are also used to make predictive estimates of viral loads and T-cell counts and to construct an optimal control for drug therapy. Estimating input parameters is an essential step prior to uncertainty quantification. However, not all the parameters are identifiable, implying that they cannot be uniquely determined by the observations. These unidentifiable parameters can be partially removed by performing parameter selection, a process in which parameters that have minimal impacts on the model response are determined. We provide verification techniques for Bayesian model calibration and parameter selection for an HIV model. As an example of a physical model, we employ a heat model with experimental measurements presented in [10]. A steady-state heat model represents a prototypical behavior for heat conduction and diffusion process involved in a thermal-hydraulic model, which is a part of nuclear reactor models. We employ this simple heat model to illustrate verification techniques for model calibration. For Bayesian model calibration, we employ adaptive Metropolis algorithms to construct densities for input parameters in the heat model and the HIV model. To quantify the uncertainty in the parameters, we employ two MCMC algorithms: Delayed Rejection Adaptive Metropolis (DRAM) [33] and Differential Evolution Adaptive Metropolis (DREAM) [66, 68]. The densities obtained using these methods are compared to those obtained through the direct numerical evaluation of the Bayes' formula. We also combine uncertainties in input parameters and measurement errors to construct predictive estimates for a model response. A significant emphasis is on the development and illustration of techniques to verify the accuracy of sampling-based Metropolis algorithms. We verify the accuracy of DRAM and DREAM by comparing chains, densities and correlations obtained using DRAM, DREAM and the direct evaluation of Bayes formula. We also perform similar analysis for credible and prediction intervals for responses. Once the parameters are estimated, we employ energy statistics test [63, 64] to compare the densities obtained by different methods for the HIV model. The energy statistics are used to test the equality of distributions. We also consider parameter selection and verification techniques for models having one or more parameters that are noninfluential in the sense that they minimally impact model outputs. We illustrate these techniques for a dynamic HIV model but note that the parameter selection and verification framework is applicable to a wide range of biological and physical models. To accommodate the nonlinear input to output relations, which are typical for such models, we focus on global sensitivity analysis techniques, including those based on partial correlations, Sobol indices based on second-order model representations, and Morris indices, as well as a parameter selection technique based on standard errors. A significant objective is to provide verification strategies to assess the accuracy of those techniques, which we illustrate in the context of the HIV model. Finally, we examine active subspace methods as an alternative to parameter subset selection techniques. The objective of active subspace methods is to determine the subspace of inputs that most strongly affect the model response, and to reduce the dimension of the input space. The major difference between active subspace methods and parameter selection techniques is that parameter selection identifies influential parameters whereas subspace selection identifies a linear combination of parameters that impacts the model responses significantly. We employ active subspace methods discussed in [22] for the HIV model and present a verification that the active subspace successfully reduces the input dimensions.
Fisher information theory for parameter estimation in single molecule microscopy: tutorial
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
NASA Astrophysics Data System (ADS)
Sykes, J. F.; Kang, M.; Thomson, N. R.
2007-12-01
The TCE release from The Lockformer Company in Lisle Illinois resulted in a plume in a confined aquifer that is more than 4 km long and impacted more than 300 residential wells. Many of the wells are on the fringe of the plume and have concentrations that did not exceed 5 ppb. The settlement for the Chapter 11 bankruptcy protection of Lockformer involved the establishment of a trust fund that compensates individuals with cancers with payments being based on cancer type, estimated TCE concentration in the well and the duration of exposure to TCE. The estimation of early arrival times and hence low likelihood events is critical in the determination of the eligibility of an individual for compensation. Thus, an emphasis must be placed on the accuracy of the leading tail region in the likelihood distribution of possible arrival times at a well. The estimation of TCE arrival time, using a three-dimensional analytical solution, involved parameter estimation and uncertainty analysis. Parameters in the model included TCE source parameters, groundwater velocities, dispersivities and the TCE decay coefficient for both the confining layer and the bedrock aquifer. Numerous objective functions, which include the well-known L2-estimator, robust estimators (L1-estimators and M-estimators), penalty functions, and dead zones, were incorporated in the parameter estimation process to treat insufficiencies in both the model and observational data due to errors, biases, and limitations. The concept of equifinality was adopted and multiple maximum likelihood parameter sets were accepted if pre-defined physical criteria were met. The criteria ensured that a valid solution predicted TCE concentrations for all TCE impacted areas. Monte Carlo samples are found to be inadequate for uncertainty analysis of this case study due to its inability to find parameter sets that meet the predefined physical criteria. Successful results are achieved using a Dynamically-Dimensioned Search sampling methodology that inherently accounts for parameter correlations and does not require assumptions regarding parameter distributions. For uncertainty analysis, multiple parameter sets were obtained using a modified Cauchy's M-estimator. Penalty functions had to be incorporated into the objective function definitions to generate a sufficient number of acceptable parameter sets. The combined effect of optimization and the application of the physical criteria perform the function of behavioral thresholds by reducing anomalies and by removing parameter sets with high objective function values. The factors that are important to the creation of an uncertainty envelope for TCE arrival at wells are outlined in the work. In general, greater uncertainty appears to be present at the tails of the distribution. For a refinement of the uncertainty envelopes, the application of additional physical criteria or behavioral thresholds is recommended.
Development of Parallel Architectures for Sensor Array Processing. Volume 1
1993-08-01
required for the DOA estimation [ 1-7]. The Multiple Signal Classification ( MUSIC ) [ 1] and the Estimation of Signal Parameters by Rotational...manifold and the estimated subspace. Although MUSIC is a high resolution algorithm, it has several drawbacks including the fact that complete knowledge of...thoroughly, MUSIC algorithm was selected to develop special purpose hardware for real time computation. Summary of the MUSIC algorithm is as follows
Estimating the Earth's geometry, rotation and gravity field using a multi-satellite SLR solution
NASA Astrophysics Data System (ADS)
Stefka, V.; Blossfeld, M.; Mueller, H.; Gerstl, M.; Panafidina, N.
2012-12-01
Satellite Laser Ranging (SLR) is the unique technique to determine station coordinates, Earth Orientation Parameter (EOP) and Stokes coefficients of the Earth's gravity field in one common adjustment. These parameters form the so called "three pillars" (Plag & Pearlman, 2009) of the Global Geodetic Observing System (GGOS). In its function as official analysis center of the International Laser Ranging Service (ILRS), DGFI is developing and maintaining software to process SLR observations called "DGFI Orbit and Geodetic parameter estimation Software" (DOGS). The software is used to analyze SLR observations and to compute multi-satellite solutions. To take benefit of different orbit performances (e.g. inclination and altitude), a solution using ten different spherical satellites (ETALON1/2, LAGEOS1/2, STELLA, STARLETTE, AJISAI, LARETS, LARES, BLITS) covering the period of 12 years of observations is computed. The satellites are relatively weighted using a variance component estimation (VCE). The obtained weights are analyzed w.r.t. the potential of the satellite to monitor changes in the Earths geometry, rotation and gravity field. The estimated parameters (station coordinates and EOP) are validated w.r.t. official time series of the IERS. The Stokes coefficients are compared to recent gravity field solutions.
Estimating the Earth's gravity field using a multi-satellite SLR solution
NASA Astrophysics Data System (ADS)
Bloßfeld, Mathis; Stefka, Vojtech; Müller, Horst; Gerstl, Michael
2013-04-01
Satellite Laser Ranging (SLR) is the unique technique to determine station coordinates, Earth Orientation Parameter (EOP) and Stokes coefficients of the Earth's gravity field in one common adjustment. These parameters form the so called "three pillars" (Plag & Pearlman, 2009) of the Global Geodetic Observing System (GGOS). In its function as official analysis center of the International Laser Ranging Service (ILRS), DGFI is developing and maintaining software to process SLR observations called "DGFI Orbit and Geodetic parameter estimation Software" (DOGS). The software is used to analyze SLR observations and to compute multi-satellite solutions. To take benefit of different orbit performances (e.g. inclination and altitude), a solution using ten different spherical satellites (ETALON1/2, LAGEOS1/2, STELLA, STARLETTE, AJISAI, LARETS, LARES, BLITS) covering 12 years of observations is computed. The satellites are relatively weighted using a variance component estimation (VCE). The obtained weights are analyzed w.r.t. the potential of the satellite to monitor changes in the Earths geometry, rotation and gravity field. The estimated parameters (station coordinates and EOP) are validated w.r.t. official time series of the IERS. The obtained Stokes coefficients are compared to recent gravity field solutions and discussed in detail.
NASA Astrophysics Data System (ADS)
Raj, Rahul; Hamm, Nicholas Alexander Samuel; van der Tol, Christiaan; Stein, Alfred
2016-03-01
Gross primary production (GPP) can be separated from flux tower measurements of net ecosystem exchange (NEE) of CO2. This is used increasingly to validate process-based simulators and remote-sensing-derived estimates of simulated GPP at various time steps. Proper validation includes the uncertainty associated with this separation. In this study, uncertainty assessment was done in a Bayesian framework. It was applied to data from the Speulderbos forest site, The Netherlands. We estimated the uncertainty in GPP at half-hourly time steps, using a non-rectangular hyperbola (NRH) model for its separation from the flux tower measurements. The NRH model provides a robust empirical relationship between radiation and GPP. It includes the degree of curvature of the light response curve, radiation and temperature. Parameters of the NRH model were fitted to the measured NEE data for every 10-day period during the growing season (April to October) in 2009. We defined the prior distribution of each NRH parameter and used Markov chain Monte Carlo (MCMC) simulation to estimate the uncertainty in the separated GPP from the posterior distribution at half-hourly time steps. This time series also allowed us to estimate the uncertainty at daily time steps. We compared the informative with the non-informative prior distributions of the NRH parameters and found that both choices produced similar posterior distributions of GPP. This will provide relevant and important information for the validation of process-based simulators in the future. Furthermore, the obtained posterior distributions of NEE and the NRH parameters are of interest for a range of applications.
He, Yujie; Zhuang, Qianlai; McGuire, David; Liu, Yaling; Chen, Min
2013-01-01
Model-data fusion is a process in which field observations are used to constrain model parameters. How observations are used to constrain parameters has a direct impact on the carbon cycle dynamics simulated by ecosystem models. In this study, we present an evaluation of several options for the use of observations in modeling regional carbon dynamics and explore the implications of those options. We calibrated the Terrestrial Ecosystem Model on a hierarchy of three vegetation classification levels for the Alaskan boreal forest: species level, plant-functional-type level (PFT level), and biome level, and we examined the differences in simulated carbon dynamics. Species-specific field-based estimates were directly used to parameterize the model for species-level simulations, while weighted averages based on species percent cover were used to generate estimates for PFT- and biome-level model parameterization. We found that calibrated key ecosystem process parameters differed substantially among species and overlapped for species that are categorized into different PFTs. Our analysis of parameter sets suggests that the PFT-level parameterizations primarily reflected the dominant species and that functional information of some species were lost from the PFT-level parameterizations. The biome-level parameterization was primarily representative of the needleleaf PFT and lost information on broadleaf species or PFT function. Our results indicate that PFT-level simulations may be potentially representative of the performance of species-level simulations while biome-level simulations may result in biased estimates. Improved theoretical and empirical justifications for grouping species into PFTs or biomes are needed to adequately represent the dynamics of ecosystem functioning and structure.
An analysis of neural receptive field plasticity by point process adaptive filtering
Brown, Emery N.; Nguyen, David P.; Frank, Loren M.; Wilson, Matthew A.; Solo, Victor
2001-01-01
Neural receptive fields are plastic: with experience, neurons in many brain regions change their spiking responses to relevant stimuli. Analysis of receptive field plasticity from experimental measurements is crucial for understanding how neural systems adapt their representations of relevant biological information. Current analysis methods using histogram estimates of spike rate functions in nonoverlapping temporal windows do not track the evolution of receptive field plasticity on a fine time scale. Adaptive signal processing is an established engineering paradigm for estimating time-varying system parameters from experimental measurements. We present an adaptive filter algorithm for tracking neural receptive field plasticity based on point process models of spike train activity. We derive an instantaneous steepest descent algorithm by using as the criterion function the instantaneous log likelihood of a point process spike train model. We apply the point process adaptive filter algorithm in a study of spatial (place) receptive field properties of simulated and actual spike train data from rat CA1 hippocampal neurons. A stability analysis of the algorithm is sketched in the Appendix. The adaptive algorithm can update the place field parameter estimates on a millisecond time scale. It reliably tracked the migration, changes in scale, and changes in maximum firing rate characteristic of hippocampal place fields in a rat running on a linear track. Point process adaptive filtering offers an analytic method for studying the dynamics of neural receptive fields. PMID:11593043
Isotherm, kinetic, and thermodynamic study of ciprofloxacin sorption on sediments.
Mutavdžić Pavlović, Dragana; Ćurković, Lidija; Grčić, Ivana; Šimić, Iva; Župan, Josip
2017-04-01
In this study, equilibrium isotherms, kinetics and thermodynamics of ciprofloxacin on seven sediments in a batch sorption process were examined. The effects of contact time, initial ciprofloxacin concentration, temperature and ionic strength on the sorption process were studied. The K d parameter from linear sorption model was determined by linear regression analysis, while the Freundlich and Dubinin-Radushkevich (D-R) sorption models were applied to describe the equilibrium isotherms by linear and nonlinear methods. The estimated K d values varied from 171 to 37,347 mL/g. The obtained values of E (free energy estimated from D-R isotherm model) were between 3.51 and 8.64 kJ/mol, which indicated a physical nature of ciprofloxacin sorption on studied sediments. According to obtained n values as measure of intensity of sorption estimate from Freundlich isotherm model (from 0.69 to 1.442), ciprofloxacin sorption on sediments can be categorized from poor to moderately difficult sorption characteristics. Kinetics data were best fitted by the pseudo-second-order model (R 2 > 0.999). Thermodynamic parameters including the Gibbs free energy (ΔG°), enthalpy (ΔH°) and entropy (ΔS°) were calculated to estimate the nature of ciprofloxacin sorption. Results suggested that sorption on sediments was a spontaneous exothermic process.
NASA Technical Reports Server (NTRS)
Korram, S.
1977-01-01
The design of general remote sensing-aided methodologies was studied to provide the estimates of several important inputs to water yield forecast models. These input parameters are snow area extent, snow water content, and evapotranspiration. The study area is Feather River Watershed (780,000 hectares), Northern California. The general approach involved a stepwise sequence of identification of the required information, sample design, measurement/estimation, and evaluation of results. All the relevent and available information types needed in the estimation process are being defined. These include Landsat, meteorological satellite, and aircraft imagery, topographic and geologic data, ground truth data, and climatic data from ground stations. A cost-effective multistage sampling approach was employed in quantification of all the required parameters. The physical and statistical models for both snow quantification and evapotranspiration estimation was developed. These models use the information obtained by aerial and ground data through appropriate statistical sampling design.
Estimation of anisotropy parameters in organic-rich shale: Rock physics forward modeling approach
DOE Office of Scientific and Technical Information (OSTI.GOV)
Herawati, Ida, E-mail: ida.herawati@students.itb.ac.id; Winardhi, Sonny; Priyono, Awali
Anisotropy analysis becomes an important step in processing and interpretation of seismic data. One of the most important things in anisotropy analysis is anisotropy parameter estimation which can be estimated using well data, core data or seismic data. In seismic data, anisotropy parameter calculation is generally based on velocity moveout analysis. However, the accuracy depends on data quality, available offset, and velocity moveout picking. Anisotropy estimation using seismic data is needed to obtain wide coverage of particular layer anisotropy. In anisotropic reservoir, analysis of anisotropy parameters also helps us to better understand the reservoir characteristics. Anisotropy parameters, especially ε, aremore » related to rock property and lithology determination. Current research aims to estimate anisotropy parameter from seismic data and integrate well data with case study in potential shale gas reservoir. Due to complexity in organic-rich shale reservoir, extensive study from different disciplines is needed to understand the reservoir. Shale itself has intrinsic anisotropy caused by lamination of their formed minerals. In order to link rock physic with seismic response, it is necessary to build forward modeling in organic-rich shale. This paper focuses on studying relationship between reservoir properties such as clay content, porosity and total organic content with anisotropy. Organic content which defines prospectivity of shale gas can be considered as solid background or solid inclusion or both. From the forward modeling result, it is shown that organic matter presence increases anisotropy in shale. The relationships between total organic content and other seismic properties such as acoustic impedance and Vp/Vs are also presented.« less
An empirical model for dissolution profile and its application to floating dosage forms.
Weiss, Michael; Kriangkrai, Worawut; Sungthongjeen, Srisagul
2014-06-02
A sum of two inverse Gaussian functions is proposed as a highly flexible empirical model for fitting of in vitro dissolution profiles. The model was applied to quantitatively describe theophylline release from effervescent multi-layer coated floating tablets containing different amounts of the anti-tacking agents talc or glyceryl monostearate. Model parameters were estimated by nonlinear regression (mixed-effects modeling). The estimated parameters were used to determine the mean dissolution time, as well as to reconstruct the time course of release rate for each formulation, whereby the fractional release rate can serve as a diagnostic tool for classification of dissolution processes. The approach allows quantification of dissolution behavior and could provide additional insights into the underlying processes. Copyright © 2014 Elsevier B.V. All rights reserved.
Bayesian experimental design for models with intractable likelihoods.
Drovandi, Christopher C; Pettitt, Anthony N
2013-12-01
In this paper we present a methodology for designing experiments for efficiently estimating the parameters of models with computationally intractable likelihoods. The approach combines a commonly used methodology for robust experimental design, based on Markov chain Monte Carlo sampling, with approximate Bayesian computation (ABC) to ensure that no likelihood evaluations are required. The utility function considered for precise parameter estimation is based upon the precision of the ABC posterior distribution, which we form efficiently via the ABC rejection algorithm based on pre-computed model simulations. Our focus is on stochastic models and, in particular, we investigate the methodology for Markov process models of epidemics and macroparasite population evolution. The macroparasite example involves a multivariate process and we assess the loss of information from not observing all variables. © 2013, The International Biometric Society.
Iglesias, Juan Eugenio; Sabuncu, Mert Rory; Van Leemput, Koen
2013-10-01
Many segmentation algorithms in medical image analysis use Bayesian modeling to augment local image appearance with prior anatomical knowledge. Such methods often contain a large number of free parameters that are first estimated and then kept fixed during the actual segmentation process. However, a faithful Bayesian analysis would marginalize over such parameters, accounting for their uncertainty by considering all possible values they may take. Here we propose to incorporate this uncertainty into Bayesian segmentation methods in order to improve the inference process. In particular, we approximate the required marginalization over model parameters using computationally efficient Markov chain Monte Carlo techniques. We illustrate the proposed approach using a recently developed Bayesian method for the segmentation of hippocampal subfields in brain MRI scans, showing a significant improvement in an Alzheimer's disease classification task. As an additional benefit, the technique also allows one to compute informative "error bars" on the volume estimates of individual structures. Copyright © 2013 Elsevier B.V. All rights reserved.
Iglesias, Juan Eugenio; Sabuncu, Mert Rory; Leemput, Koen Van
2013-01-01
Many segmentation algorithms in medical image analysis use Bayesian modeling to augment local image appearance with prior anatomical knowledge. Such methods often contain a large number of free parameters that are first estimated and then kept fixed during the actual segmentation process. However, a faithful Bayesian analysis would marginalize over such parameters, accounting for their uncertainty by considering all possible values they may take. Here we propose to incorporate this uncertainty into Bayesian segmentation methods in order to improve the inference process. In particular, we approximate the required marginalization over model parameters using computationally efficient Markov chain Monte Carlo techniques. We illustrate the proposed approach using a recently developed Bayesian method for the segmentation of hippocampal subfields in brain MRI scans, showing a significant improvement in an Alzheimer’s disease classification task. As an additional benefit, the technique also allows one to compute informative “error bars” on the volume estimates of individual structures. PMID:23773521
Bayesian parameter estimation for stochastic models of biological cell migration
NASA Astrophysics Data System (ADS)
Dieterich, Peter; Preuss, Roland
2013-08-01
Cell migration plays an essential role under many physiological and patho-physiological conditions. It is of major importance during embryonic development and wound healing. In contrast, it also generates negative effects during inflammation processes, the transmigration of tumors or the formation of metastases. Thus, a reliable quantification and characterization of cell paths could give insight into the dynamics of these processes. Typically stochastic models are applied where parameters are extracted by fitting models to the so-called mean square displacement of the observed cell group. We show that this approach has several disadvantages and problems. Therefore, we propose a simple procedure directly relying on the positions of the cell's trajectory and the covariance matrix of the positions. It is shown that the covariance is identical with the spatial aging correlation function for the supposed linear Gaussian models of Brownian motion with drift and fractional Brownian motion. The technique is applied and illustrated with simulated data showing a reliable parameter estimation from single cell paths.
NASA Astrophysics Data System (ADS)
Green, C. T.; Liao, L.; Nolan, B. T.; Juckem, P. F.; Ransom, K.; Harter, T.
2017-12-01
Process-based modeling of regional NO3- fluxes to groundwater is critical for understanding and managing water quality. Measurements of atmospheric tracers of groundwater age and dissolved-gas indicators of denitrification progress have potential to improve estimates of NO3- reactive transport processes. This presentation introduces a regionalized version of a vertical flux method (VFM) that uses simple mathematical estimates of advective-dispersive reactive transport with regularization procedures to calibrate estimated tracer concentrations to observed equivalents. The calibrated VFM provides estimates of chemical, hydrologic and reaction parameters (source concentration time series, recharge, effective porosity, dispersivity, reaction rate coefficients) and derived values (e.g. mean unsaturated zone travel time, eventual depth of the NO3- front) for individual wells. Statistical learning methods are used to extrapolate parameters and predictions from wells to continuous areas. The regional VFM was applied to 473 well samples in central-eastern Wisconsin. Chemical measurements included O2, NO3-, N2 from denitrification, and atmospheric tracers of groundwater age including carbon-14, chlorofluorocarbons, tritium, and triogiogenic helium. VFM results were consistent with observed chemistry, and calibrated parameters were in-line with independent estimates. Results indicated that (1) unsaturated zone travel times were a substantial portion of the transit time to wells and streams (2) fractions of N leached to groundwater have changed over time, with increasing fractions from manure and decreasing fractions from fertilizer, and (3) under current practices and conditions, 60% of the shallow aquifer will eventually be affected by NO3- contamination. Based on GIS coverages of variables related to soils, land use and hydrology, the VFM results at individual wells were extrapolated regionally using boosted regression trees, a statistical learning approach, that related the GIS variables to the VFM parameters and predictions. Future work will explore applications at larger scales with direct integration of the statistical prediction model with the mechanistic VFM.
NASA Astrophysics Data System (ADS)
Zbiciak, R.; Grabowik, C.; Janik, W.
2015-11-01
The design-constructional process is a creation activity which strives to fulfil, as well as it possible at the certain moment of time, all demands and needs formulated by a user taking into account social, technical and technological advances. Engineer knowledge and skills and their inborn abilities have the greatest influence on the final product quality and cost. They have also deciding influence on product technical and economic value. Taking into account above it seems to be advisable to make software tools that support an engineer in the process of manufacturing cost estimation. The Cost module is built with analytical procedures which are used for relative manufacturing cost estimation. As in the case of the Generator module the Cost module was written in object programming language C# in Visual Studio environment. During the research the following eight factors, that have the greatest influence on overall manufacturing cost, were distinguished and defined: (i) a gear wheel teeth type it is straight or helicoidal, (ii) a gear wheel design shape A, B with or without wheel hub, (iii) a gear tooth module, (iv) teeth number, (v) gear rim width, (vi) gear wheel material, (vii) heat treatment or thermochemical treatment, (viii) accuracy class. Knowledge of parameters (i) to (v) is indispensable for proper modelling of 3D gear wheels models in CAD system environment. These parameters are also processed in the Cost module. The last three parameters it is (vi) to (viii) are exclusively used in the Cost module. The estimation of manufacturing relative cost is based on indexes calculated for each particular parameter. Estimated in this way the manufacturing relative cost gives an overview of design parameters influence on the final gear wheel manufacturing cost. This relative manufacturing cost takes values from 0.00 to 1,00 range. The bigger index value the higher relative manufacturing cost is. Verification whether the proposed algorithm of relative manufacturing costs estimation has been designed properly was made by comparison of the achieved from the algorithm results with those obtained from industry. This verification has indicated that in most cases both group of results are similar. Taking into account above it is possible to draw a conclusion that the Cost module might play significant role in design constructional process by adding an engineer at the selection stage of alternative gear wheels design. It should be remembered that real manufacturing cost can differ significantly according to available in a factory manufacturing techniques and stock of machine tools.
Estimation of Key Parameters of the Coupled Energy and Water Model by Assimilating Land Surface Data
NASA Astrophysics Data System (ADS)
Abdolghafoorian, A.; Farhadi, L.
2017-12-01
Accurate estimation of land surface heat and moisture fluxes, as well as root zone soil moisture, is crucial in various hydrological, meteorological, and agricultural applications. Field measurements of these fluxes are costly and cannot be readily scaled to large areas relevant to weather and climate studies. Therefore, there is a need for techniques to make quantitative estimates of heat and moisture fluxes using land surface state observations that are widely available from remote sensing across a range of scale. In this work, we applies the variational data assimilation approach to estimate land surface fluxes and soil moisture profile from the implicit information contained Land Surface Temperature (LST) and Soil Moisture (SM) (hereafter the VDA model). The VDA model is focused on the estimation of three key parameters: 1- neutral bulk heat transfer coefficient (CHN), 2- evaporative fraction from soil and canopy (EF), and 3- saturated hydraulic conductivity (Ksat). CHN and EF regulate the partitioning of available energy between sensible and latent heat fluxes. Ksat is one of the main parameters used in determining infiltration, runoff, groundwater recharge, and in simulating hydrological processes. In this study, a system of coupled parsimonious energy and water model will constrain the estimation of three unknown parameters in the VDA model. The profile of SM (LST) at multiple depths is estimated using moisture diffusion (heat diffusion) equation. In this study, the uncertainties of retrieved unknown parameters and fluxes are estimated from the inverse of Hesian matrix of cost function which is computed using the Lagrangian methodology. Analysis of uncertainty provides valuable information about the accuracy of estimated parameters and their correlation and guide the formulation of a well-posed estimation problem. The results of proposed algorithm are validated with a series of experiments using a synthetic data set generated by the simultaneous heat and water (SHAW) model. In addition, the feasibility of extending this algorithm to use remote sensing observations that have low temporal resolution is examined by assimilating the limited number of land surface moisture and temperature observations.
Experimental Design for Parameter Estimation of Gene Regulatory Networks
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
NASA Astrophysics Data System (ADS)
Farhadi, Leila; Entekhabi, Dara; Salvucci, Guido
2016-04-01
In this study, we develop and apply a mapping estimation capability for key unknown parameters that link the surface water and energy balance equations. The method is applied to the Gourma region in West Africa. The accuracy of the estimation method at point scale was previously examined using flux tower data. In this study, the capability is scaled to be applicable with remotely sensed data products and hence allow mapping. Parameters of the system are estimated through a process that links atmospheric forcing (precipitation and incident radiation), surface states, and unknown parameters. Based on conditional averaging of land surface temperature and moisture states, respectively, a single objective function is posed that measures moisture and temperature-dependent errors solely in terms of observed forcings and surface states. This objective function is minimized with respect to parameters to identify evapotranspiration and drainage models and estimate water and energy balance flux components. The uncertainty of the estimated parameters (and associated statistical confidence limits) is obtained through the inverse of Hessian of the objective function, which is an approximation of the covariance matrix. This calibration-free method is applied to the mesoscale region of Gourma in West Africa using multiplatform remote sensing data. The retrievals are verified against tower-flux field site data and physiographic characteristics of the region. The focus is to find the functional form of the evaporative fraction dependence on soil moisture, a key closure function for surface and subsurface heat and moisture dynamics, using remote sensing data.
Surveillance system and method having parameter estimation and operating mode partitioning
NASA Technical Reports Server (NTRS)
Bickford, Randall L. (Inventor)
2003-01-01
A system and method for monitoring an apparatus or process asset including partitioning an unpartitioned training data set into a plurality of training data subsets each having an operating mode associated thereto; creating a process model comprised of a plurality of process submodels each trained as a function of at least one of the training data subsets; acquiring a current set of observed signal data values from the asset; determining an operating mode of the asset for the current set of observed signal data values; selecting a process submodel from the process model as a function of the determined operating mode of the asset; calculating a current set of estimated signal data values from the selected process submodel for the determined operating mode; and outputting the calculated current set of estimated signal data values for providing asset surveillance and/or control.
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.
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
NASA Astrophysics Data System (ADS)
Matsui, H.; Koike, M.; Kondo, Y.; Fast, J. D.; Takigawa, M.
2014-09-01
Number concentrations, size distributions, and mixing states of aerosols are essential parameters for accurate estimations of aerosol direct and indirect effects. In this study, we develop an aerosol module, designated the Aerosol Two-dimensional bin module for foRmation and Aging Simulation (ATRAS), that can explicitly represent these parameters by considering new particle formation (NPF), black carbon (BC) aging, and secondary organic aerosol (SOA) processes. A two-dimensional bin representation is used for particles with dry diameters from 40 nm to 10 μm to resolve both aerosol sizes (12 bins) and BC mixing states (10 bins) for a total of 120 bins. The particles with diameters between 1 and 40 nm are resolved using additional eight size bins to calculate NPF. The ATRAS module is implemented in the WRF-Chem model and applied to examine the sensitivity of simulated mass, number, size distributions, and optical and radiative parameters of aerosols to NPF, BC aging, and SOA processes over East Asia during the spring of 2009. The BC absorption enhancement by coating materials is about 50% over East Asia during the spring, and the contribution of SOA processes to the absorption enhancement is estimated to be 10-20% over northern East Asia and 20-35% over southern East Asia. A clear north-south contrast is also found between the impacts of NPF and SOA processes on cloud condensation nuclei (CCN) concentrations: NPF increases CCN concentrations at higher supersaturations (smaller particles) over northern East Asia, whereas SOA increases CCN concentrations at lower supersaturations (larger particles) over southern East Asia. The application of ATRAS in East Asia also shows that the impact of each process on each optical and radiative parameter depends strongly on the process and the parameter in question. The module can be used in the future as a benchmark model to evaluate the accuracy of simpler aerosol models and examine interactions between NPF, BC aging, and SOA processes under different meteorological conditions and emissions.
NASA Astrophysics Data System (ADS)
Ribes, S.; Voicu, I.; Girault, J. M.; Fournier, M.; Perrotin, F.; Tranquart, F.; Kouamé, D.
2011-03-01
Electronic fetal monitoring may be required during the whole pregnancy to closely monitor specific fetal and maternal disorders. Currently used methods suffer from many limitations and are not sufficient to evaluate fetal asphyxia. Fetal activity parameters such as movements, heart rate and associated parameters are essential indicators of the fetus well being, and no current device gives a simultaneous and sufficient estimation of all these parameters to evaluate the fetus well-being. We built for this purpose, a multi-transducer-multi-gate Doppler system and developed dedicated signal processing techniques for fetal activity parameter extraction in order to investigate fetus's asphyxia or well-being through fetal activity parameters. To reach this goal, this paper shows preliminary feasibility of separating normal and compromised fetuses using our system. To do so, data set consisting of two groups of fetal signals (normal and compromised) has been established and provided by physicians. From estimated parameters an instantaneous Manning-like score, referred to as ultrasonic score was introduced and was used together with movements, heart rate and associated parameters in a classification process using Support Vector Machines (SVM) method. The influence of the fetal activity parameters and the performance of the SVM were evaluated using the computation of sensibility, specificity, percentage of support vectors and total classification accuracy. We showed our ability to separate the data into two sets : normal fetuses and compromised fetuses and obtained an excellent matching with the clinical classification performed by physician.
DOE Office of Scientific and Technical Information (OSTI.GOV)
Liu, Ning, E-mail: nl4g12@soton.ac.uk; He, Miao; Alghamdi, Hisham
2015-08-14
Trapping parameters can be considered as one of the important attributes to describe polymeric materials. In the present paper, a more accurate charge dynamics model has been developed, which takes account of charge dynamics in both volts-on and off stage into simulation. By fitting with measured charge data with the highest R-square value, trapping parameters together with injection barrier of both normal and aged low-density polyethylene samples were estimated using the improved model. The results show that, after long-term ageing process, the injection barriers of both electrons and holes is lowered, overall trap depth is shallower, and trap density becomesmore » much greater. Additionally, the changes in parameters for electrons are more sensitive than those of holes after ageing.« less
An adaptive technique for estimating the atmospheric density profile during the AE mission
NASA Technical Reports Server (NTRS)
Argentiero, P.
1973-01-01
A technique is presented for processing accelerometer data obtained during the AE missions in order to estimate the atmospheric density profile. A minimum variance, adaptive filter is utilized. The trajectory of the probe and probe parameters are in a consider mode where their estimates are unimproved but their associated uncertainties are permitted an impact on filter behavior. Simulations indicate that the technique is effective in estimating a density profile to within a few percentage points.
A Bayesian state-space formulation of dynamic occupancy models
Royle, J. Andrew; Kery, M.
2007-01-01
Species occurrence and its dynamic components, extinction and colonization probabilities, are focal quantities in biogeography and metapopulation biology, and for species conservation assessments. It has been increasingly appreciated that these parameters must be estimated separately from detection probability to avoid the biases induced by nondetection error. Hence, there is now considerable theoretical and practical interest in dynamic occupancy models that contain explicit representations of metapopulation dynamics such as extinction, colonization, and turnover as well as growth rates. We describe a hierarchical parameterization of these models that is analogous to the state-space formulation of models in time series, where the model is represented by two components, one for the partially observable occupancy process and another for the observations conditional on that process. This parameterization naturally allows estimation of all parameters of the conventional approach to occupancy models, but in addition, yields great flexibility and extensibility, e.g., to modeling heterogeneity or latent structure in model parameters. We also highlight the important distinction between population and finite sample inference; the latter yields much more precise estimates for the particular sample at hand. Finite sample estimates can easily be obtained using the state-space representation of the model but are difficult to obtain under the conventional approach of likelihood-based estimation. We use R and Win BUGS to apply the model to two examples. In a standard analysis for the European Crossbill in a large Swiss monitoring program, we fit a model with year-specific parameters. Estimates of the dynamic parameters varied greatly among years, highlighting the irruptive population dynamics of that species. In the second example, we analyze route occupancy of Cerulean Warblers in the North American Breeding Bird Survey (BBS) using a model allowing for site-specific heterogeneity in model parameters. The results indicate relatively low turnover and a stable distribution of Cerulean Warblers which is in contrast to analyses of counts of individuals from the same survey that indicate important declines. This discrepancy illustrates the inertia in occupancy relative to actual abundance. Furthermore, the model reveals a declining patch survival probability, and increasing turnover, toward the edge of the range of the species, which is consistent with metapopulation perspectives on the genesis of range edges. Given detection/non-detection data, dynamic occupancy models as described here have considerable potential for the study of distributions and range dynamics.
A computational model for biosonar echoes from foliage
Gupta, Anupam Kumar; Lu, Ruijin; Zhu, Hongxiao
2017-01-01
Since many bat species thrive in densely vegetated habitats, echoes from foliage are likely to be of prime importance to the animals’ sensory ecology, be it as clutter that masks prey echoes or as sources of information about the environment. To better understand the characteristics of foliage echoes, a new model for the process that generates these signals has been developed. This model takes leaf size and orientation into account by representing the leaves as circular disks of varying diameter. The two added leaf parameters are of potential importance to the sensory ecology of bats, e.g., with respect to landmark recognition and flight guidance along vegetation contours. The full model is specified by a total of three parameters: leaf density, average leaf size, and average leaf orientation. It assumes that all leaf parameters are independently and identically distributed. Leaf positions were drawn from a uniform probability density function, sizes and orientations each from a Gaussian probability function. The model was found to reproduce the first-order amplitude statistics of measured example echoes and showed time-variant echo properties that depended on foliage parameters. Parameter estimation experiments using lasso regression have demonstrated that a single foliage parameter can be estimated with high accuracy if the other two parameters are known a priori. If only one parameter is known a priori, the other two can still be estimated, but with a reduced accuracy. Lasso regression did not support simultaneous estimation of all three parameters. Nevertheless, these results demonstrate that foliage echoes contain accessible information on foliage type and orientation that could play a role in supporting sensory tasks such as landmark identification and contour following in echolocating bats. PMID:28817631
A computational model for biosonar echoes from foliage.
Ming, Chen; Gupta, Anupam Kumar; Lu, Ruijin; Zhu, Hongxiao; Müller, Rolf
2017-01-01
Since many bat species thrive in densely vegetated habitats, echoes from foliage are likely to be of prime importance to the animals' sensory ecology, be it as clutter that masks prey echoes or as sources of information about the environment. To better understand the characteristics of foliage echoes, a new model for the process that generates these signals has been developed. This model takes leaf size and orientation into account by representing the leaves as circular disks of varying diameter. The two added leaf parameters are of potential importance to the sensory ecology of bats, e.g., with respect to landmark recognition and flight guidance along vegetation contours. The full model is specified by a total of three parameters: leaf density, average leaf size, and average leaf orientation. It assumes that all leaf parameters are independently and identically distributed. Leaf positions were drawn from a uniform probability density function, sizes and orientations each from a Gaussian probability function. The model was found to reproduce the first-order amplitude statistics of measured example echoes and showed time-variant echo properties that depended on foliage parameters. Parameter estimation experiments using lasso regression have demonstrated that a single foliage parameter can be estimated with high accuracy if the other two parameters are known a priori. If only one parameter is known a priori, the other two can still be estimated, but with a reduced accuracy. Lasso regression did not support simultaneous estimation of all three parameters. Nevertheless, these results demonstrate that foliage echoes contain accessible information on foliage type and orientation that could play a role in supporting sensory tasks such as landmark identification and contour following in echolocating bats.
NASA Technical Reports Server (NTRS)
Kelly, G. M.; Mcconnell, J. G.; Findlay, J. T.; Heck, M. L.; Henry, M. W.
1984-01-01
The STS-11 (41-B) postflight data processing is completed and the results published. The final reconstructed entry trajectory is presented. The various atmospheric sources available for this flight are discussed. Aerodynamic Best Estimate of Trajectory BET generation and plots from this file are presented. A definition of the major maneuvers effected is given. Physical constants, including spacecraft mass properties; final residuals from the reconstruction process; trajectory parameter listings; and an archival section are included.
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.
Camera calibration based on the back projection process
NASA Astrophysics Data System (ADS)
Gu, Feifei; Zhao, Hong; Ma, Yueyang; Bu, Penghui
2015-12-01
Camera calibration plays a crucial role in 3D measurement tasks of machine vision. In typical calibration processes, camera parameters are iteratively optimized in the forward imaging process (FIP). However, the results can only guarantee the minimum of 2D projection errors on the image plane, but not the minimum of 3D reconstruction errors. In this paper, we propose a universal method for camera calibration, which uses the back projection process (BPP). In our method, a forward projection model is used to obtain initial intrinsic and extrinsic parameters with a popular planar checkerboard pattern. Then, the extracted image points are projected back into 3D space and compared with the ideal point coordinates. Finally, the estimation of the camera parameters is refined by a non-linear function minimization process. The proposed method can obtain a more accurate calibration result, which is more physically useful. Simulation and practical data are given to demonstrate the accuracy of the proposed method.
Reig, L; Amigó, V; Busquets, D; Calero, J A; Ortiz, J L
2012-08-01
Porous Ti6Al4V samples were produced by microsphere sintering. The Zero-Order Reaction Rate Model and Transition State Theory were used to model the sintering process and to estimate the bending strength of the porous samples developed. The evolution of the surface area during the sintering process was used to obtain sintering parameters (sintering constant, activation energy, frequency factor, constant of activation and Gibbs energy of activation). These were then correlated with the bending strength in order to obtain a simple model with which to estimate the evolution of the bending strength of the samples when the sintering temperature and time are modified: σY=P+B·[lnT·t-ΔGa/R·T]. Although the sintering parameters were obtained only for the microsphere sizes analysed here, the strength of intermediate sizes could easily be estimated following this model. Copyright © 2012 Elsevier B.V. All rights reserved.
Rowley, Mark I.; Coolen, Anthonius C. C.; Vojnovic, Borivoj; Barber, Paul R.
2016-01-01
We present novel Bayesian methods for the analysis of exponential decay data that exploit the evidence carried by every detected decay event and enables robust extension to advanced processing. Our algorithms are presented in the context of fluorescence lifetime imaging microscopy (FLIM) and particular attention has been paid to model the time-domain system (based on time-correlated single photon counting) with unprecedented accuracy. We present estimates of decay parameters for mono- and bi-exponential systems, offering up to a factor of two improvement in accuracy compared to previous popular techniques. Results of the analysis of synthetic and experimental data are presented, and areas where the superior precision of our techniques can be exploited in Förster Resonance Energy Transfer (FRET) experiments are described. Furthermore, we demonstrate two advanced processing methods: decay model selection to choose between differing models such as mono- and bi-exponential, and the simultaneous estimation of instrument and decay parameters. PMID:27355322
Fang, Fang; Ni, Bing-Jie; Yu, Han-Qing
2009-06-01
In this study, weighted non-linear least-squares analysis and accelerating genetic algorithm are integrated to estimate the kinetic parameters of substrate consumption and storage product formation of activated sludge. A storage product formation equation is developed and used to construct the objective function for the determination of its production kinetics. The weighted least-squares analysis is employed to calculate the differences in the storage product concentration between the model predictions and the experimental data as the sum of squared weighted errors. The kinetic parameters for the substrate consumption and the storage product formation are estimated to be the maximum heterotrophic growth rate of 0.121/h, the yield coefficient of 0.44 mg CODX/mg CODS (COD, chemical oxygen demand) and the substrate half saturation constant of 16.9 mg/L, respectively, by minimizing the objective function using a real-coding-based accelerating genetic algorithm. Also, the fraction of substrate electrons diverted to the storage product formation is estimated to be 0.43 mg CODSTO/mg CODS. The validity of our approach is confirmed by the results of independent tests and the kinetic parameter values reported in literature, suggesting that this approach could be useful to evaluate the product formation kinetics of mixed cultures like activated sludge. More importantly, as this integrated approach could estimate the kinetic parameters rapidly and accurately, it could be applied to other biological processes.
Improved Anomaly Detection using Integrated Supervised and Unsupervised Processing
NASA Astrophysics Data System (ADS)
Hunt, B.; Sheppard, D. G.; Wetterer, C. J.
There are two broad technologies of signal processing applicable to space object feature identification using nonresolved imagery: supervised processing analyzes a large set of data for common characteristics that can be then used to identify, transform, and extract information from new data taken of the same given class (e.g. support vector machine); unsupervised processing utilizes detailed physics-based models that generate comparison data that can then be used to estimate parameters presumed to be governed by the same models (e.g. estimation filters). Both processes have been used in non-resolved space object identification and yield similar results yet arrived at using vastly different processes. The goal of integrating the results of the two is to seek to achieve an even greater performance by building on the process diversity. Specifically, both supervised processing and unsupervised processing will jointly operate on the analysis of brightness (radiometric flux intensity) measurements reflected by space objects and observed by a ground station to determine whether a particular day conforms to a nominal operating mode (as determined from a training set) or exhibits anomalous behavior where a particular parameter (e.g. attitude, solar panel articulation angle) has changed in some way. It is demonstrated in a variety of different scenarios that the integrated process achieves a greater performance than each of the separate processes alone.
NASA Astrophysics Data System (ADS)
Yadav, Vinod; Singh, Arbind Kumar; Dixit, Uday Shanker
2017-08-01
Flat rolling is one of the most widely used metal forming processes. For proper control and optimization of the process, modelling of the process is essential. Modelling of the process requires input data about material properties and friction. In batch production mode of rolling with newer materials, it may be difficult to determine the input parameters offline. In view of it, in the present work, a methodology to determine these parameters online by the measurement of exit temperature and slip is verified experimentally. It is observed that the inverse prediction of input parameters could be done with a reasonable accuracy. It was also assessed experimentally that there is a correlation between micro-hardness and flow stress of the material; however the correlation between surface roughness and reduction is not that obvious.
Kendall, W.L.; Nichols, J.D.; Hines, J.E.
1997-01-01
Statistical inference for capture-recapture studies of open animal populations typically relies on the assumption that all emigration from the studied population is permanent. However, there are many instances in which this assumption is unlikely to be met. We define two general models for the process of temporary emigration, completely random and Markovian. We then consider effects of these two types of temporary emigration on Jolly-Seber (Seber 1982) estimators and on estimators arising from the full-likelihood approach of Kendall et al. (1995) to robust design data. Capture-recapture data arising from Pollock's (1982) robust design provide the basis for obtaining unbiased estimates of demographic parameters in the presence of temporary emigration and for estimating the probability of temporary emigration. We present a likelihood-based approach to dealing with temporary emigration that permits estimation under different models of temporary emigration and yields tests for completely random and Markovian emigration. In addition, we use the relationship between capture probability estimates based on closed and open models under completely random temporary emigration to derive three ad hoc estimators for the probability of temporary emigration, two of which should be especially useful in situations where capture probabilities are heterogeneous among individual animals. Ad hoc and full-likelihood estimators are illustrated for small mammal capture-recapture data sets. We believe that these models and estimators will be useful for testing hypotheses about the process of temporary emigration, for estimating demographic parameters in the presence of temporary emigration, and for estimating probabilities of temporary emigration. These latter estimates are frequently of ecological interest as indicators of animal movement and, in some sampling situations, as direct estimates of breeding probabilities and proportions.
NASA Astrophysics Data System (ADS)
Schirmer, Mario; Molson, John W.; Frind, Emil O.; Barker, James F.
2000-12-01
Biodegradation of organic contaminants in groundwater is a microscale process which is often observed on scales of 100s of metres or larger. Unfortunately, there are no known equivalent parameters for characterizing the biodegradation process at the macroscale as there are, for example, in the case of hydrodynamic dispersion. Zero- and first-order degradation rates estimated at the laboratory scale by model fitting generally overpredict the rate of biodegradation when applied to the field scale because limited electron acceptor availability and microbial growth are not considered. On the other hand, field-estimated zero- and first-order rates are often not suitable for predicting plume development because they may oversimplify or neglect several key field scale processes, phenomena and characteristics. This study uses the numerical model BIO3D to link the laboratory and field scales by applying laboratory-derived Monod kinetic degradation parameters to simulate a dissolved gasoline field experiment at the Canadian Forces Base (CFB) Borden. All input parameters were derived from independent laboratory and field measurements or taken from the literature a priori to the simulations. The simulated results match the experimental results reasonably well without model calibration. A sensitivity analysis on the most uncertain input parameters showed only a minor influence on the simulation results. Furthermore, it is shown that the flow field, the amount of electron acceptor (oxygen) available, and the Monod kinetic parameters have a significant influence on the simulated results. It is concluded that laboratory-derived Monod kinetic parameters can adequately describe field scale degradation, provided all controlling factors are incorporated in the field scale model. These factors include advective-dispersive transport of multiple contaminants and electron acceptors and large-scale spatial heterogeneities.
ERIC Educational Resources Information Center
Bond, William Glenn
2012-01-01
In this paper, I propose to demonstrate a means of error estimation preprocessing in the assembly of overlapping aerial image mosaics. The mosaic program automatically assembles several hundred aerial images from a data set by aligning them, via image registration using a pattern search method, onto a GIS grid. The method presented first locates…
ERIC Educational Resources Information Center
Metz, Dale Evan; And Others
1992-01-01
A preliminary scheme for estimating the speech intelligibility of hearing-impaired speakers from acoustic parameters, using a computerized artificial neural network to process mathematically the acoustic input variables, is outlined. Tests with 60 hearing-impaired speakers found the scheme to be highly accurate in identifying speakers separated by…
Estimating the Grain Size Distribution of Mars based on Fragmentation Theory and Observations
NASA Astrophysics Data System (ADS)
Charalambous, C.; Pike, W. T.; Golombek, M.
2017-12-01
We present here a fundamental extension to the fragmentation theory [1] which yields estimates of the distribution of particle sizes of a planetary surface. The model is valid within the size regimes of surfaces whose genesis is best reflected by the evolution of fragmentation phenomena governed by either the process of meteoritic impacts, or by a mixture with aeolian transportation at the smaller sizes. The key parameter of the model, the regolith maturity index, can be estimated as an average of that observed at a local site using cratering size-frequency measurements, orbital and surface image-detected rock counts and observations of sub-mm particles at landing sites. Through validation of ground truth from previous landed missions, the basis of this approach has been used at the InSight landing ellipse on Mars to extrapolate rock size distributions in HiRISE images down to 5 cm rock size, both to determine the landing safety risk and the subsequent probability of obstruction by a rock of the deployed heat flow mole down to 3-5 m depth [2]. Here we focus on a continuous extrapolation down to 600 µm coarse sand particles, the upper size limit that may be present through aeolian processes [3]. The parameters of the model are first derived for the fragmentation process that has produced the observable rocks via meteorite impacts over time, and therefore extrapolation into a size regime that is affected by aeolian processes has limited justification without further refinement. Incorporating thermal inertia estimates, size distributions observed by the Spirit and Opportunity Microscopic Imager [4] and Atomic Force and Optical Microscopy from the Phoenix Lander [5], the model's parameters in combination with synthesis methods are quantitatively refined further to allow transition within the aeolian transportation size regime. In addition, due to the nature of the model emerging in fractional mass abundance, the percentage of material by volume or mass that resides within the transported fraction on Mars can be estimated. The parameters of the model thus allow for a better understanding of the regolith's history which has implications to the origin of sand on Mars. [1] Charalambous, PhD thesis, ICL, 2015 [2] Golombek et al., Space Science Reviews, 2016 [3] Kok et al., ROPP, 2012 [4] McGlynn et al., JGR, 2011 [5] Pike et al., GRL, 2011
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.
The Applicability of Incoherent Array Processing to IMS Seismic Array Stations
NASA Astrophysics Data System (ADS)
Gibbons, S. J.
2012-04-01
The seismic arrays of the International Monitoring System for the CTBT differ greatly in size and geometry, with apertures ranging from below 1 km to over 60 km. Large and medium aperture arrays with large inter-site spacings complicate the detection and estimation of high frequency phases since signals are often incoherent between sensors. Many such phases, typically from events at regional distances, remain undetected since pipeline algorithms often consider only frequencies low enough to allow coherent array processing. High frequency phases that are detected are frequently attributed qualitatively incorrect backazimuth and slowness estimates and are consequently not associated with the correct event hypotheses. This can lead to missed events both due to a lack of contributing phase detections and by corruption of event hypotheses by spurious detections. Continuous spectral estimation can be used for phase detection and parameter estimation on the largest aperture arrays, with phase arrivals identified as local maxima on beams of transformed spectrograms. The estimation procedure in effect measures group velocity rather than phase velocity and the ability to estimate backazimuth and slowness requires that the spatial extent of the array is large enough to resolve time-delays between envelopes with a period of approximately 4 or 5 seconds. The NOA, AKASG, YKA, WRA, and KURK arrays have apertures in excess of 20 km and spectrogram beamforming on these stations provides high quality slowness estimates for regional phases without additional post-processing. Seven arrays with aperture between 10 and 20 km (MJAR, ESDC, ILAR, KSRS, CMAR, ASAR, and EKA) can provide robust parameter estimates subject to a smoothing of the resulting slowness grids, most effectively achieved by convolving the measured slowness grids with the array response function for a 4 or 5 second period signal. The MJAR array in Japan recorded high SNR Pn signals for both the 2006 and 2009 North Korea nuclear tests but, due to signal incoherence, failed to contribute to the automatic event detections. It is demonstrated that the smoothed incoherent slowness estimates for the MJAR Pn phases for both tests indicate unambiguously the correct type of phase and a backazimuth estimate within 5 degrees of the great-circle backazimuth. The detection part of the algorithm is applicable to all IMS arrays, and spectrogram-based processing may offer a reduction in the false alarm rate for high frequency signals. Significantly, the local maxima of the scalar functions derived from the transformed spectrogram beams provide good estimates of the signal onset time. High frequency energy is of greater significance for lower event magnitudes and in, for example, the cavity decoupling detection evasion scenario. There is a need to characterize propagation paths with low attenuation of high frequency energy and situations in which parameter estimation on array stations fails.
Deng, Yufeng; Rouze, Ned C.; Palmeri, Mark L.; Nightingale, Kathryn R.
2017-01-01
Ultrasound elasticity imaging has been developed over the last decade to estimate tissue stiffness. Shear wave elasticity imaging (SWEI) quantifies tissue stiffness by measuring the speed of propagating shear waves following acoustic radiation force excitation. This work presents the sequencing and data processing protocols of SWEI using a Verasonics system. The selection of the sequence parameters in a Verasonics programming script is discussed in detail. The data processing pipeline to calculate group shear wave speed (SWS), including tissue motion estimation, data filtering, and SWS estimation is demonstrated. In addition, the procedures for calibration of beam position, scanner timing, and transducer face heating are provided to avoid SWS measurement bias and transducer damage. PMID:28092508
Quantum nonunital dynamics of spin-bath-assisted Fisher information
DOE Office of Scientific and Technical Information (OSTI.GOV)
Hao, Xiang, E-mail: haoxiang-edu198126@163.com; Wu, Yinzhong
2016-04-15
The nonunital non-Markovian dynamics of qubits immersed in a spin bath is studied without any Markovian approximation. The environmental effects on the precisions of quantum parameter estimation are taken into account. The time-dependent transfer matrix and inhomogeneity vector are obtained for the description of the open dynamical process. The dynamical behaviour of one qubit coupled to a spin bath is geometrically described by the Bloch vector. It is found out that the nonunital non-Markovian effects can engender the improvement of the precision of quantum parameter estimation. This result contributes to the environment-assisted quantum information theory.
Estimation of stochastic volatility with long memory for index prices of FTSE Bursa Malaysia KLCI
DOE Office of Scientific and Technical Information (OSTI.GOV)
Chen, Kho Chia; Kane, Ibrahim Lawal; Rahman, Haliza Abd
In recent years, modeling in long memory properties or fractionally integrated processes in stochastic volatility has been applied in the financial time series. A time series with structural breaks can generate a strong persistence in the autocorrelation function, which is an observed behaviour of a long memory process. This paper considers the structural break of data in order to determine true long memory time series data. Unlike usual short memory models for log volatility, the fractional Ornstein-Uhlenbeck process is neither a Markovian process nor can it be easily transformed into a Markovian process. This makes the likelihood evaluation and parametermore » estimation for the long memory stochastic volatility (LMSV) model challenging tasks. The drift and volatility parameters of the fractional Ornstein-Unlenbeck model are estimated separately using the least square estimator (lse) and quadratic generalized variations (qgv) method respectively. Finally, the empirical distribution of unobserved volatility is estimated using the particle filtering with sequential important sampling-resampling (SIR) method. The mean square error (MSE) between the estimated and empirical volatility indicates that the performance of the model towards the index prices of FTSE Bursa Malaysia KLCI is fairly well.« less
USDA-ARS?s Scientific Manuscript database
Watershed models typically are evaluated solely through comparison of in-stream water and nutrient fluxes with measured data using established performance criteria, whereas processes and responses within the interior of the watershed that govern these global fluxes often are neglected. Due to the l...
USDA-ARS?s Scientific Manuscript database
Critical to the use of modeling tools for the hydraulic analysis of surface irrigation systems is characterizing the infiltration and hydraulic resistance process. Since those processes are still not well understood, various formulations are currently used to represent them. A software component h...
Emami, Fereshteh; Maeder, Marcel; Abdollahi, Hamid
2015-05-07
Thermodynamic studies of equilibrium chemical reactions linked with kinetic procedures are mostly impossible by traditional approaches. In this work, the new concept of generalized kinetic study of thermodynamic parameters is introduced for dynamic data. The examples of equilibria intertwined with kinetic chemical mechanisms include molecular charge transfer complex formation reactions, pH-dependent degradation of chemical compounds and tautomerization kinetics in micellar solutions. Model-based global analysis with the possibility of calculating and embedding the equilibrium and kinetic parameters into the fitting algorithm has allowed the complete analysis of the complex reaction mechanisms. After the fitting process, the optimal equilibrium and kinetic parameters together with an estimate of their standard deviations have been obtained. This work opens up a promising new avenue for obtaining equilibrium constants through the kinetic data analysis for the kinetic reactions that involve equilibrium processes.
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
Cornick, Matthew; Hunt, Brian; Ott, Edward; Kurtuldu, Huseyin; Schatz, Michael F
2009-03-01
Data assimilation refers to the process of estimating a system's state from a time series of measurements (which may be noisy or incomplete) in conjunction with a model for the system's time evolution. Here we demonstrate the applicability of a recently developed data assimilation method, the local ensemble transform Kalman filter, to nonlinear, high-dimensional, spatiotemporally chaotic flows in Rayleigh-Bénard convection experiments. Using this technique we are able to extract the full temperature and velocity fields from a time series of shadowgraph measurements. In addition, we describe extensions of the algorithm for estimating model parameters. Our results suggest the potential usefulness of our data assimilation technique to a broad class of experimental situations exhibiting spatiotemporal chaos.
Ha, Min-Jae
2018-01-01
This study presents a regional oil spill risk assessment and capacities for marine oil spill response in Korea. The risk assessment of oil spill is carried out using both causal factors and environmental/economic factors. The weight of each parameter is calculated using the Analytic Hierarchy Process (AHP). Final regional risk degrees of oil spill are estimated by combining the degree and weight of each existing parameter. From these estimated risk levels, oil recovery capacities were determined with reference to the recovery target of 7500kl specified in existing standards. The estimates were deemed feasible, and provided a more balanced distribution of resources than existing capacities set according to current standards. Copyright © 2017 Elsevier Ltd. All rights reserved.
Parametric system identification of catamaran for improving controller design
NASA Astrophysics Data System (ADS)
Timpitak, Surasak; Prempraneerach, Pradya; Pengwang, Eakkachai
2018-01-01
This paper presents an estimation of simplified dynamic model for only surge- and yaw- motions of catamaran by using system identification (SI) techniques to determine associated unknown parameters. These methods will enhance the performance of designing processes for the motion control system of Unmanned Surface Vehicle (USV). The simulation results demonstrate an effective way to solve for damping forces and to determine added masses by applying least-square and AutoRegressive Exogenous (ARX) methods. Both methods are then evaluated according to estimated parametric errors from the vehicle’s dynamic model. The ARX method, which yields better estimated accuracy, can then be applied to identify unknown parameters as well as to help improving a controller design of a real unmanned catamaran.
Yang, Huan; Meijer, Hil G E; Buitenweg, Jan R; van Gils, Stephan A
2016-01-01
Healthy or pathological states of nociceptive subsystems determine different stimulus-response relations measured from quantitative sensory testing. In turn, stimulus-response measurements may be used to assess these states. In a recently developed computational model, six model parameters characterize activation of nerve endings and spinal neurons. However, both model nonlinearity and limited information in yes-no detection responses to electrocutaneous stimuli challenge to estimate model parameters. Here, we address the question whether and how one can overcome these difficulties for reliable parameter estimation. First, we fit the computational model to experimental stimulus-response pairs by maximizing the likelihood. To evaluate the balance between model fit and complexity, i.e., the number of model parameters, we evaluate the Bayesian Information Criterion. We find that the computational model is better than a conventional logistic model regarding the balance. Second, our theoretical analysis suggests to vary the pulse width among applied stimuli as a necessary condition to prevent structural non-identifiability. In addition, the numerically implemented profile likelihood approach reveals structural and practical non-identifiability. Our model-based approach with integration of psychophysical measurements can be useful for a reliable assessment of states of the nociceptive system.
Linearly Supporting Feature Extraction for Automated Estimation of Stellar Atmospheric Parameters
NASA Astrophysics Data System (ADS)
Li, Xiangru; Lu, Yu; Comte, Georges; Luo, Ali; Zhao, Yongheng; Wang, Yongjun
2015-05-01
We describe a scheme to extract linearly supporting (LSU) features from stellar spectra to automatically estimate the atmospheric parameters {{T}{\\tt{eff} }}, log g, and [Fe/H]. “Linearly supporting” means that the atmospheric parameters can be accurately estimated from the extracted features through a linear model. The successive steps of the process are as follow: first, decompose the spectrum using a wavelet packet (WP) and represent it by the derived decomposition coefficients; second, detect representative spectral features from the decomposition coefficients using the proposed method Least Absolute Shrinkage and Selection Operator (LARS)bs; third, estimate the atmospheric parameters {{T}{\\tt{eff} }}, log g, and [Fe/H] from the detected features using a linear regression method. One prominent characteristic of this scheme is its ability to evaluate quantitatively the contribution of each detected feature to the atmospheric parameter estimate and also to trace back the physical significance of that feature. This work also shows that the usefulness of a component depends on both the wavelength and frequency. The proposed scheme has been evaluated on both real spectra from the Sloan Digital Sky Survey (SDSS)/SEGUE and synthetic spectra calculated from Kurucz's NEWODF models. On real spectra, we extracted 23 features to estimate {{T}{\\tt{eff} }}, 62 features for log g, and 68 features for [Fe/H]. Test consistencies between our estimates and those provided by the Spectroscopic Parameter Pipeline of SDSS show that the mean absolute errors (MAEs) are 0.0062 dex for log {{T}{\\tt{eff} }} (83 K for {{T}{\\tt{eff} }}), 0.2345 dex for log g, and 0.1564 dex for [Fe/H]. For the synthetic spectra, the MAE test accuracies are 0.0022 dex for log {{T}{\\tt{eff} }} (32 K for {{T}{\\tt{eff} }}), 0.0337 dex for log g, and 0.0268 dex for [Fe/H].
Tran, Anh Phuong; Dafflon, Baptiste; Hubbard, Susan S.
2017-09-06
Quantitative characterization of soil organic carbon (OC) content is essential due to its significant impacts on surface–subsurface hydrological–thermal processes and microbial decomposition of OC, which both in turn are important for predicting carbon–climate feedbacks. While such quantification is particularly important in the vulnerable organic-rich Arctic region, it is challenging to achieve due to the general limitations of conventional core sampling and analysis methods, and to the extremely dynamic nature of hydrological–thermal processes associated with annual freeze–thaw events. In this study, we develop and test an inversion scheme that can flexibly use single or multiple datasets – including soil liquid watermore » content, temperature and electrical resistivity tomography (ERT) data – to estimate the vertical distribution of OC content. Our approach relies on the fact that OC content strongly influences soil hydrological–thermal parameters and, therefore, indirectly controls the spatiotemporal dynamics of soil liquid water content, temperature and their correlated electrical resistivity. We employ the Community Land Model to simulate nonisothermal surface–subsurface hydrological dynamics from the bedrock to the top of canopy, with consideration of land surface processes (e.g., solar radiation balance, evapotranspiration, snow accumulation and melting) and ice–liquid water phase transitions. For inversion, we combine a deterministic and an adaptive Markov chain Monte Carlo (MCMC) optimization algorithm to estimate a posteriori distributions of desired model parameters. For hydrological–thermal-to-geophysical variable transformation, the simulated subsurface temperature, liquid water content and ice content are explicitly linked to soil electrical resistivity via petrophysical and geophysical models. We validate the developed scheme using different numerical experiments and evaluate the influence of measurement errors and benefit of joint inversion on the estimation of OC and other parameters. We also quantify the propagation of uncertainty from the estimated parameters to prediction of hydrological–thermal responses. We find that, compared to inversion of single dataset (temperature, liquid water content or apparent resistivity), joint inversion of these datasets significantly reduces parameter uncertainty. We find that the joint inversion approach is able to estimate OC and sand content within the shallow active layer (top 0.3 m of soil) with high reliability. Due to the small variations of temperature and moisture within the shallow permafrost (here at about 0.6 m depth), the approach is unable to estimate OC with confidence. However, if the soil porosity is functionally related to the OC and mineral content, which is often observed in organic-rich Arctic soil, the uncertainty of OC estimate at this depth remarkably decreases. Our study documents the value of the new surface–subsurface, deterministic–stochastic inversion approach, as well as the benefit of including multiple types of data to estimate OC and associated hydrological–thermal dynamics.« less
DOE Office of Scientific and Technical Information (OSTI.GOV)
Tran, Anh Phuong; Dafflon, Baptiste; Hubbard, Susan S.
Quantitative characterization of soil organic carbon (OC) content is essential due to its significant impacts on surface–subsurface hydrological–thermal processes and microbial decomposition of OC, which both in turn are important for predicting carbon–climate feedbacks. While such quantification is particularly important in the vulnerable organic-rich Arctic region, it is challenging to achieve due to the general limitations of conventional core sampling and analysis methods, and to the extremely dynamic nature of hydrological–thermal processes associated with annual freeze–thaw events. In this study, we develop and test an inversion scheme that can flexibly use single or multiple datasets – including soil liquid watermore » content, temperature and electrical resistivity tomography (ERT) data – to estimate the vertical distribution of OC content. Our approach relies on the fact that OC content strongly influences soil hydrological–thermal parameters and, therefore, indirectly controls the spatiotemporal dynamics of soil liquid water content, temperature and their correlated electrical resistivity. We employ the Community Land Model to simulate nonisothermal surface–subsurface hydrological dynamics from the bedrock to the top of canopy, with consideration of land surface processes (e.g., solar radiation balance, evapotranspiration, snow accumulation and melting) and ice–liquid water phase transitions. For inversion, we combine a deterministic and an adaptive Markov chain Monte Carlo (MCMC) optimization algorithm to estimate a posteriori distributions of desired model parameters. For hydrological–thermal-to-geophysical variable transformation, the simulated subsurface temperature, liquid water content and ice content are explicitly linked to soil electrical resistivity via petrophysical and geophysical models. We validate the developed scheme using different numerical experiments and evaluate the influence of measurement errors and benefit of joint inversion on the estimation of OC and other parameters. We also quantify the propagation of uncertainty from the estimated parameters to prediction of hydrological–thermal responses. We find that, compared to inversion of single dataset (temperature, liquid water content or apparent resistivity), joint inversion of these datasets significantly reduces parameter uncertainty. We find that the joint inversion approach is able to estimate OC and sand content within the shallow active layer (top 0.3 m of soil) with high reliability. Due to the small variations of temperature and moisture within the shallow permafrost (here at about 0.6 m depth), the approach is unable to estimate OC with confidence. However, if the soil porosity is functionally related to the OC and mineral content, which is often observed in organic-rich Arctic soil, the uncertainty of OC estimate at this depth remarkably decreases. Our study documents the value of the new surface–subsurface, deterministic–stochastic inversion approach, as well as the benefit of including multiple types of data to estimate OC and associated hydrological–thermal dynamics.« less
Estimating Power System Dynamic States Using Extended Kalman Filter
DOE Office of Scientific and Technical Information (OSTI.GOV)
Huang, Zhenyu; Schneider, Kevin P.; Nieplocha, Jaroslaw
2014-10-31
Abstract—The state estimation tools which are currently deployed in power system control rooms are based on a steady state assumption. As a result, the suite of operational tools that rely on state estimation results as inputs do not have dynamic information available and their accuracy is compromised. This paper investigates the application of Extended Kalman Filtering techniques for estimating dynamic states in the state estimation process. The new formulated “dynamic state estimation” includes true system dynamics reflected in differential equations, not like previously proposed “dynamic state estimation” which only considers the time-variant snapshots based on steady state modeling. This newmore » dynamic state estimation using Extended Kalman Filter has been successfully tested on a multi-machine system. Sensitivity studies with respect to noise levels, sampling rates, model errors, and parameter errors are presented as well to illustrate the robust performance of the developed dynamic state estimation process.« less
Application of troposphere model from NWP and GNSS data into real-time precise positioning
NASA Astrophysics Data System (ADS)
Wilgan, Karina; Hadas, Tomasz; Kazmierski, Kamil; Rohm, Witold; Bosy, Jaroslaw
2016-04-01
The tropospheric delay empirical models are usually functions of meteorological parameters (temperature, pressure and humidity). The application of standard atmosphere parameters or global models, such as GPT (global pressure/temperature) model or UNB3 (University of New Brunswick, version 3) model, may not be sufficient, especially for positioning in non-standard weather conditions. The possible solution is to use regional troposphere models based on real-time or near-real time measurements. We implement a regional troposphere model into the PPP (Precise Point Positioning) software GNSS-WARP (Wroclaw Algorithms for Real-time Positioning) developed at Wroclaw University of Environmental and Life Sciences. The software is capable of processing static and kinematic multi-GNSS data in real-time and post-processing mode and takes advantage of final IGS (International GNSS Service) products as well as IGS RTS (Real-Time Service) products. A shortcoming of PPP technique is the time required for the solution to converge. One of the reasons is the high correlation among the estimated parameters: troposphere delay, receiver clock offset and receiver height. To efficiently decorrelate these parameters, a significant change in satellite geometry is required. Alternative solution is to introduce the external high-quality regional troposphere delay model to constrain troposphere estimates. The proposed model consists of zenith total delays (ZTD) and mapping functions calculated from meteorological parameters from Numerical Weather Prediction model WRF (Weather Research and Forecasting) and ZTDs from ground-based GNSS stations using the least-squares collocation software COMEDIE (Collocation of Meteorological Data for Interpretation and Estimation of Tropospheric Pathdelays) developed at ETH Zurich.
A parallel calibration utility for WRF-Hydro on high performance computers
NASA Astrophysics Data System (ADS)
Wang, J.; Wang, C.; Kotamarthi, V. R.
2017-12-01
A successful modeling of complex hydrological processes comprises establishing an integrated hydrological model which simulates the hydrological processes in each water regime, calibrates and validates the model performance based on observation data, and estimates the uncertainties from different sources especially those associated with parameters. Such a model system requires large computing resources and often have to be run on High Performance Computers (HPC). The recently developed WRF-Hydro modeling system provides a significant advancement in the capability to simulate regional water cycles more completely. The WRF-Hydro model has a large range of parameters such as those in the input table files — GENPARM.TBL, SOILPARM.TBL and CHANPARM.TBL — and several distributed scaling factors such as OVROUGHRTFAC. These parameters affect the behavior and outputs of the model and thus may need to be calibrated against the observations in order to obtain a good modeling performance. Having a parameter calibration tool specifically for automate calibration and uncertainty estimates of WRF-Hydro model can provide significant convenience for the modeling community. In this study, we developed a customized tool using the parallel version of the model-independent parameter estimation and uncertainty analysis tool, PEST, to enabled it to run on HPC with PBS and SLURM workload manager and job scheduler. We also developed a series of PEST input file templates that are specifically for WRF-Hydro model calibration and uncertainty analysis. Here we will present a flood case study occurred in April 2013 over Midwest. The sensitivity and uncertainties are analyzed using the customized PEST tool we developed.
Multi-scale comparison of source parameter estimation using empirical Green's function approach
NASA Astrophysics Data System (ADS)
Chen, X.; Cheng, Y.
2015-12-01
Analysis of earthquake source parameters requires correction of path effect, site response, and instrument responses. Empirical Green's function (EGF) method is one of the most effective methods in removing path effects and station responses by taking the spectral ratio between a larger and smaller event. Traditional EGF method requires identifying suitable event pairs, and analyze each event individually. This allows high quality estimations for strictly selected events, however, the quantity of resolvable source parameters is limited, which challenges the interpretation of spatial-temporal coherency. On the other hand, methods that exploit the redundancy of event-station pairs are proposed, which utilize the stacking technique to obtain systematic source parameter estimations for a large quantity of events at the same time. This allows us to examine large quantity of events systematically, facilitating analysis of spatial-temporal patterns, and scaling relationship. However, it is unclear how much resolution is scarified during this process. In addition to the empirical Green's function calculation, choice of model parameters and fitting methods also lead to biases. Here, using two regional focused arrays, the OBS array in the Mendocino region, and the borehole array in the Salton Sea geothermal field, I compare the results from the large scale stacking analysis, small-scale cluster analysis, and single event-pair analysis with different fitting methods to systematically compare the results within completely different tectonic environment, in order to quantify the consistency and inconsistency in source parameter estimations, and the associated problems.
NASA Astrophysics Data System (ADS)
Fang, Z.; Ward, A. L.; Fang, Y.; Yabusaki, S.
2011-12-01
High-resolution geologic models have proven effective in improving the accuracy of subsurface flow and transport predictions. However, many of the parameters in subsurface flow and transport models cannot be determined directly at the scale of interest and must be estimated through inverse modeling. A major challenge, particularly in vadose zone flow and transport, is the inversion of the highly-nonlinear, high-dimensional problem as current methods are not readily scalable for large-scale, multi-process models. In this paper we describe the implementation of a fully automated approach for addressing complex parameter optimization and sensitivity issues on massively parallel multi- and many-core systems. The approach is based on the integration of PNNL's extreme scale Subsurface Transport Over Multiple Phases (eSTOMP) simulator, which uses the Global Array toolkit, with the Beowulf-Cluster inspired parallel nonlinear parameter estimation software, BeoPEST in the MPI mode. In the eSTOMP/BeoPEST implementation, a pre-processor generates all of the PEST input files based on the eSTOMP input file. Simulation results for comparison with observations are extracted automatically at each time step eliminating the need for post-process data extractions. The inversion framework was tested with three different experimental data sets: one-dimensional water flow at Hanford Grass Site; irrigation and infiltration experiment at the Andelfingen Site; and a three-dimensional injection experiment at Hanford's Sisson and Lu Site. Good agreements are achieved in all three applications between observations and simulations in both parameter estimates and water dynamics reproduction. Results show that eSTOMP/BeoPEST approach is highly scalable and can be run efficiently with hundreds or thousands of processors. BeoPEST is fault tolerant and new nodes can be dynamically added and removed. A major advantage of this approach is the ability to use high-resolution geologic models to preserve the spatial structure in the inverse model, which leads to better parameter estimates and improved predictions when using the inverse-conditioned realizations of parameter fields.
O'Neill, William; Penn, Richard; Werner, Michael; Thomas, Justin
2015-06-01
Estimation of stochastic process models from data is a common application of time series analysis methods. Such system identification processes are often cast as hypothesis testing exercises whose intent is to estimate model parameters and test them for statistical significance. Ordinary least squares (OLS) regression and the Levenberg-Marquardt algorithm (LMA) have proven invaluable computational tools for models being described by non-homogeneous, linear, stationary, ordinary differential equations. In this paper we extend stochastic model identification to linear, stationary, partial differential equations in two independent variables (2D) and show that OLS and LMA apply equally well to these systems. The method employs an original nonparametric statistic as a test for the significance of estimated parameters. We show gray scale and color images are special cases of 2D systems satisfying a particular autoregressive partial difference equation which estimates an analogous partial differential equation. Several applications to medical image modeling and classification illustrate the method by correctly classifying demented and normal OLS models of axial magnetic resonance brain scans according to subject Mini Mental State Exam (MMSE) scores. Comparison with 13 image classifiers from the literature indicates our classifier is at least 14 times faster than any of them and has a classification accuracy better than all but one. Our modeling method applies to any linear, stationary, partial differential equation and the method is readily extended to 3D whole-organ systems. Further, in addition to being a robust image classifier, estimated image models offer insights into which parameters carry the most diagnostic image information and thereby suggest finer divisions could be made within a class. Image models can be estimated in milliseconds which translate to whole-organ models in seconds; such runtimes could make real-time medicine and surgery modeling possible.
Modeling envelope statistics of blood and myocardium for segmentation of echocardiographic images.
Nillesen, Maartje M; Lopata, Richard G P; Gerrits, Inge H; Kapusta, Livia; Thijssen, Johan M; de Korte, Chris L
2008-04-01
The objective of this study was to investigate the use of speckle statistics as a preprocessing step for segmentation of the myocardium in echocardiographic images. Three-dimensional (3D) and biplane image sequences of the left ventricle of two healthy children and one dog (beagle) were acquired. Pixel-based speckle statistics of manually segmented blood and myocardial regions were investigated by fitting various probability density functions (pdf). The statistics of heart muscle and blood could both be optimally modeled by a K-pdf or Gamma-pdf (Kolmogorov-Smirnov goodness-of-fit test). Scale and shape parameters of both distributions could differentiate between blood and myocardium. Local estimation of these parameters was used to obtain parametric images, where window size was related to speckle size (5 x 2 speckles). Moment-based and maximum-likelihood estimators were used. Scale parameters were still able to differentiate blood from myocardium; however, smoothing of edges of anatomical structures occurred. Estimation of the shape parameter required a larger window size, leading to unacceptable blurring. Using these parameters as an input for segmentation resulted in unreliable segmentation. Adaptive mean squares filtering was then introduced using the moment-based scale parameter (sigma(2)/mu) of the Gamma-pdf to automatically steer the two-dimensional (2D) local filtering process. This method adequately preserved sharpness of the edges. In conclusion, a trade-off between preservation of sharpness of edges and goodness-of-fit when estimating local shape and scale parameters is evident for parametric images. For this reason, adaptive filtering outperforms parametric imaging for the segmentation of echocardiographic images.
Maximum likelihood-based analysis of single-molecule photon arrival trajectories.
Hajdziona, Marta; Molski, Andrzej
2011-02-07
In this work we explore the statistical properties of the maximum likelihood-based analysis of one-color photon arrival trajectories. This approach does not involve binning and, therefore, all of the information contained in an observed photon strajectory is used. We study the accuracy and precision of parameter estimates and the efficiency of the Akaike information criterion and the Bayesian information criterion (BIC) in selecting the true kinetic model. We focus on the low excitation regime where photon trajectories can be modeled as realizations of Markov modulated Poisson processes. The number of observed photons is the key parameter in determining model selection and parameter estimation. For example, the BIC can select the true three-state model from competing two-, three-, and four-state kinetic models even for relatively short trajectories made up of 2 × 10(3) photons. When the intensity levels are well-separated and 10(4) photons are observed, the two-state model parameters can be estimated with about 10% precision and those for a three-state model with about 20% precision.
NASA Astrophysics Data System (ADS)
Magga, Zoi; Tzovolou, Dimitra N.; Theodoropoulou, Maria A.; Tsakiroglou, Christos D.
2012-03-01
The risk assessment of groundwater pollution by pesticides may be based on pesticide sorption and biodegradation kinetic parameters estimated with inverse modeling of datasets from either batch or continuous flow soil column experiments. In the present work, a chemical non-equilibrium and non-linear 2-site sorption model is incorporated into solute transport models to invert the datasets of batch and soil column experiments, and estimate the kinetic sorption parameters for two pesticides: N-phosphonomethyl glycine (glyphosate) and 2,4-dichlorophenoxy-acetic acid (2,4-D). When coupling the 2-site sorption model with the 2-region transport model, except of the kinetic sorption parameters, the soil column datasets enable us to estimate the mass-transfer coefficients associated with solute diffusion between mobile and immobile regions. In order to improve the reliability of models and kinetic parameter values, a stepwise strategy that combines batch and continuous flow tests with adequate true-to-the mechanism analytical of numerical models, and decouples the kinetics of purely reactive steps of sorption from physical mass-transfer processes is required.