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

PubMed

Sidik, Kurex; Jonkman, Jeffrey N

2005-01-01

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

Robust Methods for Moderation Analysis with a Two-Level Regression Model.

PubMed

Yang, Miao; Yuan, Ke-Hai

2016-01-01

Moderation analysis has many applications in social sciences. Most widely used estimation methods for moderation analysis assume that errors are normally distributed and homoscedastic. When these assumptions are not met, the results from a classical moderation analysis can be misleading. For more reliable moderation analysis, this article proposes two robust methods with a two-level regression model when the predictors do not contain measurement error. One method is based on maximum likelihood with Student's t distribution and the other is based on M-estimators with Huber-type weights. An algorithm for obtaining the robust estimators is developed. Consistent estimates of standard errors of the robust estimators are provided. The robust approaches are compared against normal-distribution-based maximum likelihood (NML) with respect to power and accuracy of parameter estimates through a simulation study. Results show that the robust approaches outperform NML under various distributional conditions. Application of the robust methods is illustrated through a real data example. An R program is developed and documented to facilitate the application of the robust methods.

Multiple robustness in factorized likelihood models.

PubMed

Molina, J; Rotnitzky, A; Sued, M; Robins, J M

2017-09-01

We consider inference under a nonparametric or semiparametric model with likelihood that factorizes as the product of two or more variation-independent factors. We are interested in a finite-dimensional parameter that depends on only one of the likelihood factors and whose estimation requires the auxiliary estimation of one or several nuisance functions. We investigate general structures conducive to the construction of so-called multiply robust estimating functions, whose computation requires postulating several dimension-reducing models but which have mean zero at the true parameter value provided one of these models is correct.

Robust estimation for partially linear models with large-dimensional covariates

PubMed Central

Zhu, LiPing; Li, RunZe; Cui, HengJian

2014-01-01

We are concerned with robust estimation procedures to estimate the parameters in partially linear models with large-dimensional covariates. To enhance the interpretability, we suggest implementing a noncon-cave regularization method in the robust estimation procedure to select important covariates from the linear component. We establish the consistency for both the linear and the nonlinear components when the covariate dimension diverges at the rate of o(n), where n is the sample size. We show that the robust estimate of linear component performs asymptotically as well as its oracle counterpart which assumes the baseline function and the unimportant covariates were known a priori. With a consistent estimator of the linear component, we estimate the nonparametric component by a robust local linear regression. It is proved that the robust estimate of nonlinear component performs asymptotically as well as if the linear component were known in advance. Comprehensive simulation studies are carried out and an application is presented to examine the finite-sample performance of the proposed procedures. PMID:24955087

Robust estimation for partially linear models with large-dimensional covariates.

PubMed

Zhu, LiPing; Li, RunZe; Cui, HengJian

2013-10-01

We are concerned with robust estimation procedures to estimate the parameters in partially linear models with large-dimensional covariates. To enhance the interpretability, we suggest implementing a noncon-cave regularization method in the robust estimation procedure to select important covariates from the linear component. We establish the consistency for both the linear and the nonlinear components when the covariate dimension diverges at the rate of [Formula: see text], where n is the sample size. We show that the robust estimate of linear component performs asymptotically as well as its oracle counterpart which assumes the baseline function and the unimportant covariates were known a priori. With a consistent estimator of the linear component, we estimate the nonparametric component by a robust local linear regression. It is proved that the robust estimate of nonlinear component performs asymptotically as well as if the linear component were known in advance. Comprehensive simulation studies are carried out and an application is presented to examine the finite-sample performance of the proposed procedures.

Aeroservoelastic Uncertainty Model Identification from Flight Data

NASA Technical Reports Server (NTRS)

Brenner, Martin J.

2001-01-01

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

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

PubMed

Aqil, Muhammad; Jeong, Myung Yung

2018-04-24

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

Robust linear parameter-varying control of blood pressure using vasoactive drugs

NASA Astrophysics Data System (ADS)

Luspay, Tamas; Grigoriadis, Karolos

2015-10-01

Resuscitation of emergency care patients requires fast restoration of blood pressure to a target value to achieve hemodynamic stability and vital organ perfusion. A robust control design methodology is presented in this paper for regulating the blood pressure of hypotensive patients by means of the closed-loop administration of vasoactive drugs. To this end, a dynamic first-order delay model is utilised to describe the vasoactive drug response with varying parameters that represent intra-patient and inter-patient variability. The proposed framework consists of two components: first, an online model parameter estimation is carried out using a multiple-model extended Kalman-filter. Second, the estimated model parameters are used for continuously scheduling a robust linear parameter-varying (LPV) controller. The closed-loop behaviour is characterised by parameter-varying dynamic weights designed to regulate the mean arterial pressure to a target value. Experimental data of blood pressure response of anesthetised pigs to phenylephrine injection are used for validating the LPV blood pressure models. Simulation studies are provided to validate the online model estimation and the LPV blood pressure control using phenylephrine drug injection models representing patients showing sensitive, nominal and insensitive response to the drug.

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

NASA Technical Reports Server (NTRS)

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

1992-01-01

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

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

PubMed

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

2015-11-20

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

New robust statistical procedures for the polytomous logistic regression models.

PubMed

Castilla, Elena; Ghosh, Abhik; Martin, Nirian; Pardo, Leandro

2018-05-17

This article derives a new family of estimators, namely the minimum density power divergence estimators, as a robust generalization of the maximum likelihood estimator for the polytomous logistic regression model. Based on these estimators, a family of Wald-type test statistics for linear hypotheses is introduced. Robustness properties of both the proposed estimators and the test statistics are theoretically studied through the classical influence function analysis. Appropriate real life examples are presented to justify the requirement of suitable robust statistical procedures in place of the likelihood based inference for the polytomous logistic regression model. The validity of the theoretical results established in the article are further confirmed empirically through suitable simulation studies. Finally, an approach for the data-driven selection of the robustness tuning parameter is proposed with empirical justifications. © 2018, The International Biometric Society.

Spatially constrained incoherent motion method improves diffusion-weighted MRI signal decay analysis in the liver and spleen

PubMed Central

Taimouri, Vahid; Afacan, Onur; Perez-Rossello, Jeannette M.; Callahan, Michael J.; Mulkern, Robert V.; Warfield, Simon K.; Freiman, Moti

2015-01-01

Purpose: To evaluate the effect of the spatially constrained incoherent motion (SCIM) method on improving the precision and robustness of fast and slow diffusion parameter estimates from diffusion-weighted MRI in liver and spleen in comparison to the independent voxel-wise intravoxel incoherent motion (IVIM) model. Methods: We collected diffusion-weighted MRI (DW-MRI) data of 29 subjects (5 healthy subjects and 24 patients with Crohn’s disease in the ileum). We evaluated parameters estimates’ robustness against different combinations of b-values (i.e., 4 b-values and 7 b-values) by comparing the variance of the estimates obtained with the SCIM and the independent voxel-wise IVIM model. We also evaluated the improvement in the precision of parameter estimates by comparing the coefficient of variation (CV) of the SCIM parameter estimates to that of the IVIM. Results: The SCIM method was more robust compared to IVIM (up to 70% in liver and spleen) for different combinations of b-values. Also, the CV values of the parameter estimations using the SCIM method were significantly lower compared to repeated acquisition and signal averaging estimated using IVIM, especially for the fast diffusion parameter in liver (CVIV IM = 46.61 ± 11.22, CVSCIM = 16.85 ± 2.160, p < 0.001) and spleen (CVIV IM = 95.15 ± 19.82, CVSCIM = 52.55 ± 1.91, p < 0.001). Conclusions: The SCIM method characterizes fast and slow diffusion more precisely compared to the independent voxel-wise IVIM model fitting in the liver and spleen. PMID:25832079

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

PubMed

Deng, Zhimin; Tian, Tianhai

2014-07-29

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

Auto Regressive Moving Average (ARMA) Modeling Method for Gyro Random Noise Using a Robust Kalman Filter

PubMed Central

Huang, Lei

2015-01-01

To solve the problem in which the conventional ARMA modeling methods for gyro random noise require a large number of samples and converge slowly, an ARMA modeling method using a robust Kalman filtering is developed. The ARMA model parameters are employed as state arguments. Unknown time-varying estimators of observation noise are used to achieve the estimated mean and variance of the observation noise. Using the robust Kalman filtering, the ARMA model parameters are estimated accurately. The developed ARMA modeling method has the advantages of a rapid convergence and high accuracy. Thus, the required sample size is reduced. It can be applied to modeling applications for gyro random noise in which a fast and accurate ARMA modeling method is required. PMID:26437409

Under-sampling trajectory design for compressed sensing based DCE-MRI.

PubMed

Liu, Duan-duan; Liang, Dong; Zhang, Na; Liu, Xin; Zhang, Yuan-ting

2013-01-01

Dynamic contrast-enhanced magnetic resonance imaging (DCE-MRI) needs high temporal and spatial resolution to accurately estimate quantitative parameters and characterize tumor vasculature. Compressed Sensing (CS) has the potential to accomplish this mutual importance. However, the randomness in CS under-sampling trajectory designed using the traditional variable density (VD) scheme may translate to uncertainty in kinetic parameter estimation when high reduction factors are used. Therefore, accurate parameter estimation using VD scheme usually needs multiple adjustments on parameters of Probability Density Function (PDF), and multiple reconstructions even with fixed PDF, which is inapplicable for DCE-MRI. In this paper, an under-sampling trajectory design which is robust to the change on PDF parameters and randomness with fixed PDF is studied. The strategy is to adaptively segment k-space into low-and high frequency domain, and only apply VD scheme in high-frequency domain. Simulation results demonstrate high accuracy and robustness comparing to VD design.

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

PubMed

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

2018-05-01

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

Robust optimal design of diffusion-weighted magnetic resonance experiments for skin microcirculation

NASA Astrophysics Data System (ADS)

Choi, J.; Raguin, L. G.

2010-10-01

Skin microcirculation plays an important role in several diseases including chronic venous insufficiency and diabetes. Magnetic resonance (MR) has the potential to provide quantitative information and a better penetration depth compared with other non-invasive methods such as laser Doppler flowmetry or optical coherence tomography. The continuous progress in hardware resulting in higher sensitivity must be coupled with advances in data acquisition schemes. In this article, we first introduce a physical model for quantifying skin microcirculation using diffusion-weighted MR (DWMR) based on an effective dispersion model for skin leading to a q-space model of the DWMR complex signal, and then design the corresponding robust optimal experiments. The resulting robust optimal DWMR protocols improve the worst-case quality of parameter estimates using nonlinear least squares optimization by exploiting available a priori knowledge of model parameters. Hence, our approach optimizes the gradient strengths and directions used in DWMR experiments to robustly minimize the size of the parameter estimation error with respect to model parameter uncertainty. Numerical evaluations are presented to demonstrate the effectiveness of our approach as compared to conventional DWMR protocols.

Joint state and parameter estimation of the hemodynamic model by particle smoother expectation maximization method

NASA Astrophysics Data System (ADS)

Aslan, Serdar; Taylan Cemgil, Ali; Akın, Ata

2016-08-01

Objective. In this paper, we aimed for the robust estimation of the parameters and states of the hemodynamic model by using blood oxygen level dependent signal. Approach. In the fMRI literature, there are only a few successful methods that are able to make a joint estimation of the states and parameters of the hemodynamic model. In this paper, we implemented a maximum likelihood based method called the particle smoother expectation maximization (PSEM) algorithm for the joint state and parameter estimation. Main results. Former sequential Monte Carlo methods were only reliable in the hemodynamic state estimates. They were claimed to outperform the local linearization (LL) filter and the extended Kalman filter (EKF). The PSEM algorithm is compared with the most successful method called square-root cubature Kalman smoother (SCKS) for both state and parameter estimation. SCKS was found to be better than the dynamic expectation maximization (DEM) algorithm, which was shown to be a better estimator than EKF, LL and particle filters. Significance. PSEM was more accurate than SCKS for both the state and the parameter estimation. Hence, PSEM seems to be the most accurate method for the system identification and state estimation for the hemodynamic model inversion literature. This paper do not compare its results with Tikhonov-regularized Newton—CKF (TNF-CKF), a recent robust method which works in filtering sense.

The Robustness of LISREL Estimates in Structural Equation Models with Categorical Variables.

ERIC Educational Resources Information Center

Ethington, Corinna A.

This study examined the effect of type of correlation matrix on the robustness of LISREL maximum likelihood and unweighted least squares structural parameter estimates for models with categorical manifest variables. Two types of correlation matrices were analyzed; one containing Pearson product-moment correlations and one containing tetrachoric,…

Robustness of location estimators under t-distributions: a literature review

NASA Astrophysics Data System (ADS)

Sumarni, C.; Sadik, K.; Notodiputro, K. A.; Sartono, B.

2017-03-01

The assumption of normality is commonly used in estimation of parameters in statistical modelling, but this assumption is very sensitive to outliers. The t-distribution is more robust than the normal distribution since the t-distributions have longer tails. The robustness measures of location estimators under t-distributions are reviewed and discussed in this paper. For the purpose of illustration we use the onion yield data which includes outliers as a case study and showed that the t model produces better fit than the normal model.

A robust and accurate center-frequency estimation (RACE) algorithm for improving motion estimation performance of SinMod on tagged cardiac MR images without known tagging parameters.

PubMed

Liu, Hong; Wang, Jie; Xu, Xiangyang; Song, Enmin; Wang, Qian; Jin, Renchao; Hung, Chih-Cheng; Fei, Baowei

2014-11-01

A robust and accurate center-frequency (CF) estimation (RACE) algorithm for improving the performance of the local sine-wave modeling (SinMod) method, which is a good motion estimation method for tagged cardiac magnetic resonance (MR) images, is proposed in this study. The RACE algorithm can automatically, effectively and efficiently produce a very appropriate CF estimate for the SinMod method, under the circumstance that the specified tagging parameters are unknown, on account of the following two key techniques: (1) the well-known mean-shift algorithm, which can provide accurate and rapid CF estimation; and (2) an original two-direction-combination strategy, which can further enhance the accuracy and robustness of CF estimation. Some other available CF estimation algorithms are brought out for comparison. Several validation approaches that can work on the real data without ground truths are specially designed. Experimental results on human body in vivo cardiac data demonstrate the significance of accurate CF estimation for SinMod, and validate the effectiveness of RACE in facilitating the motion estimation performance of SinMod. Copyright © 2014 Elsevier Inc. All rights reserved.

Robust inference in the negative binomial regression model with an application to falls data.

PubMed

Aeberhard, William H; Cantoni, Eva; Heritier, Stephane

2014-12-01

A popular way to model overdispersed count data, such as the number of falls reported during intervention studies, is by means of the negative binomial (NB) distribution. Classical estimating methods are well-known to be sensitive to model misspecifications, taking the form of patients falling much more than expected in such intervention studies where the NB regression model is used. We extend in this article two approaches for building robust M-estimators of the regression parameters in the class of generalized linear models to the NB distribution. The first approach achieves robustness in the response by applying a bounded function on the Pearson residuals arising in the maximum likelihood estimating equations, while the second approach achieves robustness by bounding the unscaled deviance components. For both approaches, we explore different choices for the bounding functions. Through a unified notation, we show how close these approaches may actually be as long as the bounding functions are chosen and tuned appropriately, and provide the asymptotic distributions of the resulting estimators. Moreover, we introduce a robust weighted maximum likelihood estimator for the overdispersion parameter, specific to the NB distribution. Simulations under various settings show that redescending bounding functions yield estimates with smaller biases under contamination while keeping high efficiency at the assumed model, and this for both approaches. We present an application to a recent randomized controlled trial measuring the effectiveness of an exercise program at reducing the number of falls among people suffering from Parkinsons disease to illustrate the diagnostic use of such robust procedures and their need for reliable inference. © 2014, The International Biometric Society.

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

PubMed

Lim, Changwon

2015-03-30

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

The effectiveness of robust RMCD control chart as outliers’ detector

NASA Astrophysics Data System (ADS)

Darmanto; Astutik, Suci

2017-12-01

A well-known control chart to monitor a multivariate process is Hotelling’s T 2 which its parameters are estimated classically, very sensitive and also marred by masking and swamping of outliers data effect. To overcome these situation, robust estimators are strongly recommended. One of robust estimators is re-weighted minimum covariance determinant (RMCD) which has robust characteristics as same as MCD. In this paper, the effectiveness term is accuracy of the RMCD control chart in detecting outliers as real outliers. In other word, how effectively this control chart can identify and remove masking and swamping effects of outliers. We assessed the effectiveness the robust control chart based on simulation by considering different scenarios: n sample sizes, proportion of outliers, number of p quality characteristics. We found that in some scenarios, this RMCD robust control chart works effectively.

Novel metaheuristic for parameter estimation in nonlinear dynamic biological systems

PubMed Central

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

2006-01-01

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

Novel metaheuristic for parameter estimation in nonlinear dynamic biological systems.

PubMed

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

2006-11-02

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

Intelligent, Robust Control of Deteriorated Turbofan Engines via Linear Parameter Varying Quadratic Lyapunov Function Design

NASA Technical Reports Server (NTRS)

Turso, James A.; Litt, Jonathan S.

2004-01-01

A method for accommodating engine deterioration via a scheduled Linear Parameter Varying Quadratic Lyapunov Function (LPVQLF)-Based controller is presented. The LPVQLF design methodology provides a means for developing unconditionally stable, robust control of Linear Parameter Varying (LPV) systems. The controller is scheduled on the Engine Deterioration Index, a function of estimated parameters that relate to engine health, and is computed using a multilayer feedforward neural network. Acceptable thrust response and tight control of exhaust gas temperature (EGT) is accomplished by adjusting the performance weights on these parameters for different levels of engine degradation. Nonlinear simulations demonstrate that the controller achieves specified performance objectives while being robust to engine deterioration as well as engine-to-engine variations.

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

NASA Technical Reports Server (NTRS)

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

2002-01-01

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

Improved Doubly Robust Estimation when Data are Monotonely Coarsened, with Application to Longitudinal Studies with Dropout

PubMed Central

Tsiatis, Anastasios A.; Davidian, Marie; Cao, Weihua

2010-01-01

Summary A routine challenge is that of making inference on parameters in a statistical model of interest from longitudinal data subject to drop out, which are a special case of the more general setting of monotonely coarsened data. Considerable recent attention has focused on doubly robust estimators, which in this context involve positing models for both the missingness (more generally, coarsening) mechanism and aspects of the distribution of the full data, that have the appealing property of yielding consistent inferences if only one of these models is correctly specified. Doubly robust estimators have been criticized for potentially disastrous performance when both of these models are even only mildly misspecified. We propose a doubly robust estimator applicable in general monotone coarsening problems that achieves comparable or improved performance relative to existing doubly robust methods, which we demonstrate via simulation studies and by application to data from an AIDS clinical trial. PMID:20731640

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

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

Kane, V.E.

1982-01-01

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

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

PubMed

Aggarwal, Ankush

2017-08-01

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

Finite-time robust stabilization of uncertain delayed neural networks with discontinuous activations via delayed feedback control.

PubMed

Wang, Leimin; Shen, Yi; Sheng, Yin

2016-04-01

This paper is concerned with the finite-time robust stabilization of delayed neural networks (DNNs) in the presence of discontinuous activations and parameter uncertainties. By using the nonsmooth analysis and control theory, a delayed controller is designed to realize the finite-time robust stabilization of DNNs with discontinuous activations and parameter uncertainties, and the upper bound of the settling time functional for stabilization is estimated. Finally, two examples are provided to demonstrate the effectiveness of the theoretical results. Copyright © 2016 Elsevier Ltd. All rights reserved.

Linear Parameter Varying Control for Actuator Failure

NASA Technical Reports Server (NTRS)

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

2002-01-01

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

Poster — Thur Eve — 44: Linearization of Compartmental Models for More Robust Estimates of Regional Hemodynamic, Metabolic and Functional Parameters using DCE-CT/PET Imaging

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

Robust functional statistics applied to Probability Density Function shape screening of sEMG data.

PubMed

Boudaoud, S; Rix, H; Al Harrach, M; Marin, F

2014-01-01

Recent studies pointed out possible shape modifications of the Probability Density Function (PDF) of surface electromyographical (sEMG) data according to several contexts like fatigue and muscle force increase. Following this idea, criteria have been proposed to monitor these shape modifications mainly using High Order Statistics (HOS) parameters like skewness and kurtosis. In experimental conditions, these parameters are confronted with small sample size in the estimation process. This small sample size induces errors in the estimated HOS parameters restraining real-time and precise sEMG PDF shape monitoring. Recently, a functional formalism, the Core Shape Model (CSM), has been used to analyse shape modifications of PDF curves. In this work, taking inspiration from CSM method, robust functional statistics are proposed to emulate both skewness and kurtosis behaviors. These functional statistics combine both kernel density estimation and PDF shape distances to evaluate shape modifications even in presence of small sample size. Then, the proposed statistics are tested, using Monte Carlo simulations, on both normal and Log-normal PDFs that mimic observed sEMG PDF shape behavior during muscle contraction. According to the obtained results, the functional statistics seem to be more robust than HOS parameters to small sample size effect and more accurate in sEMG PDF shape screening applications.

A robust nonlinear position observer for synchronous motors with relaxed excitation conditions

NASA Astrophysics Data System (ADS)

Bobtsov, Alexey; Bazylev, Dmitry; Pyrkin, Anton; Aranovskiy, Stanislav; Ortega, Romeo

2017-04-01

A robust, nonlinear and globally convergent rotor position observer for surface-mounted permanent magnet synchronous motors was recently proposed by the authors. The key feature of this observer is that it requires only the knowledge of the motor's resistance and inductance. Using some particular properties of the mathematical model it is shown that the problem of state observation can be translated into one of estimation of two constant parameters, which is carried out with a standard gradient algorithm. In this work, we propose to replace this estimator with a new one called dynamic regressor extension and mixing, which has the following advantages with respect to gradient estimators: (1) the stringent persistence of excitation (PE) condition of the regressor is not necessary to ensure parameter convergence; (2) the latter is guaranteed requiring instead a non-square-integrability condition that has a clear physical meaning in terms of signal energy; (3) if the regressor is PE, the new observer (like the old one) ensures convergence is exponential, entailing some robustness properties to the observer; (4) the new estimator includes an additional filter that constitutes an additional degree of freedom to satisfy the non-square integrability condition. Realistic simulation results show significant performance improvement of the position observer using the new parameter estimator, with a less oscillatory behaviour and a faster convergence speed.

Parameter estimation for chaotic systems using improved bird swarm algorithm

NASA Astrophysics Data System (ADS)

Xu, Chuangbiao; Yang, Renhuan

2017-12-01

Parameter estimation of chaotic systems is an important problem in nonlinear science and has aroused increasing interest of many research fields, which can be basically reduced to a multidimensional optimization problem. In this paper, an improved boundary bird swarm algorithm is used to estimate the parameters of chaotic systems. This algorithm can combine the good global convergence and robustness of the bird swarm algorithm and the exploitation capability of improved boundary learning strategy. Experiments are conducted on the Lorenz system and the coupling motor system. Numerical simulation results reveal the effectiveness and with desirable performance of IBBSA for parameter estimation of chaotic systems.

Accurate motion parameter estimation for colonoscopy tracking using a regression method

NASA Astrophysics Data System (ADS)

Liu, Jianfei; Subramanian, Kalpathi R.; Yoo, Terry S.

2010-03-01

Co-located optical and virtual colonoscopy images have the potential to provide important clinical information during routine colonoscopy procedures. In our earlier work, we presented an optical flow based algorithm to compute egomotion from live colonoscopy video, permitting navigation and visualization of the corresponding patient anatomy. In the original algorithm, motion parameters were estimated using the traditional Least Sum of squares(LS) procedure which can be unstable in the context of optical flow vectors with large errors. In the improved algorithm, we use the Least Median of Squares (LMS) method, a robust regression method for motion parameter estimation. Using the LMS method, we iteratively analyze and converge toward the main distribution of the flow vectors, while disregarding outliers. We show through three experiments the improvement in tracking results obtained using the LMS method, in comparison to the LS estimator. The first experiment demonstrates better spatial accuracy in positioning the virtual camera in the sigmoid colon. The second and third experiments demonstrate the robustness of this estimator, resulting in longer tracked sequences: from 300 to 1310 in the ascending colon, and 410 to 1316 in the transverse colon.

Improving the realism of hydrologic model through multivariate parameter estimation

NASA Astrophysics Data System (ADS)

Rakovec, Oldrich; Kumar, Rohini; Attinger, Sabine; Samaniego, Luis

2017-04-01

Increased availability and quality of near real-time observations should improve understanding of predictive skills of hydrological models. Recent studies have shown the limited capability of river discharge data alone to adequately constrain different components of distributed model parameterizations. In this study, the GRACE satellite-based total water storage (TWS) anomaly is used to complement the discharge data with an aim to improve the fidelity of mesoscale hydrologic model (mHM) through multivariate parameter estimation. The study is conducted in 83 European basins covering a wide range of hydro-climatic regimes. The model parameterization complemented with the TWS anomalies leads to statistically significant improvements in (1) discharge simulations during low-flow period, and (2) evapotranspiration estimates which are evaluated against independent (FLUXNET) data. Overall, there is no significant deterioration in model performance for the discharge simulations when complemented by information from the TWS anomalies. However, considerable changes in the partitioning of precipitation into runoff components are noticed by in-/exclusion of TWS during the parameter estimation. A cross-validation test carried out to assess the transferability and robustness of the calibrated parameters to other locations further confirms the benefit of complementary TWS data. In particular, the evapotranspiration estimates show more robust performance when TWS data are incorporated during the parameter estimation, in comparison with the benchmark model constrained against discharge only. This study highlights the value for incorporating multiple data sources during parameter estimation to improve the overall realism of hydrologic model and its applications over large domains. Rakovec, O., Kumar, R., Attinger, S. and Samaniego, L. (2016): Improving the realism of hydrologic model functioning through multivariate parameter estimation. Water Resour. Res., 52, http://dx.doi.org/10.1002/2016WR019430

Gradient descent for robust kernel-based regression

NASA Astrophysics Data System (ADS)

Guo, Zheng-Chu; Hu, Ting; Shi, Lei

2018-06-01

In this paper, we study the gradient descent algorithm generated by a robust loss function over a reproducing kernel Hilbert space (RKHS). The loss function is defined by a windowing function G and a scale parameter σ, which can include a wide range of commonly used robust losses for regression. There is still a gap between theoretical analysis and optimization process of empirical risk minimization based on loss: the estimator needs to be global optimal in the theoretical analysis while the optimization method can not ensure the global optimality of its solutions. In this paper, we aim to fill this gap by developing a novel theoretical analysis on the performance of estimators generated by the gradient descent algorithm. We demonstrate that with an appropriately chosen scale parameter σ, the gradient update with early stopping rules can approximate the regression function. Our elegant error analysis can lead to convergence in the standard L 2 norm and the strong RKHS norm, both of which are optimal in the mini-max sense. We show that the scale parameter σ plays an important role in providing robustness as well as fast convergence. The numerical experiments implemented on synthetic examples and real data set also support our theoretical results.

Robust Statistical Approaches for RSS-Based Floor Detection in Indoor Localization.

PubMed

Razavi, Alireza; Valkama, Mikko; Lohan, Elena Simona

2016-05-31

Floor detection for indoor 3D localization of mobile devices is currently an important challenge in the wireless world. Many approaches currently exist, but usually the robustness of such approaches is not addressed or investigated. The goal of this paper is to show how to robustify the floor estimation when probabilistic approaches with a low number of parameters are employed. Indeed, such an approach would allow a building-independent estimation and a lower computing power at the mobile side. Four robustified algorithms are to be presented: a robust weighted centroid localization method, a robust linear trilateration method, a robust nonlinear trilateration method, and a robust deconvolution method. The proposed approaches use the received signal strengths (RSS) measured by the Mobile Station (MS) from various heard WiFi access points (APs) and provide an estimate of the vertical position of the MS, which can be used for floor detection. We will show that robustification can indeed increase the performance of the RSS-based floor detection algorithms.

The use of a robust capture-recapture design in small mammal population studies: A field example with Microtus pennsylvanicus

USGS Publications Warehouse

Nichols, James D.; Pollock, Kenneth H.; Hines, James E.

1984-01-01

The robust design of Pollock (1982) was used to estimate parameters of a Maryland M. pennsylvanicus population. Closed model tests provided strong evidence of heterogeneity of capture probability, and model M eta (Otis et al., 1978) was selected as the most appropriate model for estimating population size. The Jolly-Seber model goodness-of-fit test indicated rejection of the model for this data set, and the M eta estimates of population size were all higher than the Jolly-Seber estimates. Both of these results are consistent with the evidence of heterogeneous capture probabilities. The authors thus used M eta estimates of population size, Jolly-Seber estimates of survival rate, and estimates of birth-immigration based on a combination of the population size and survival rate estimates. Advantages of the robust design estimates for certain inference procedures are discussed, and the design is recommended for future small mammal capture-recapture studies directed at estimation.

Robust adaptive uniform exact tracking control for uncertain Euler-Lagrange system

NASA Astrophysics Data System (ADS)

Yang, Yana; Hua, Changchun; Li, Junpeng; Guan, Xinping

2017-12-01

This paper offers a solution to the robust adaptive uniform exact tracking control for uncertain nonlinear Euler-Lagrange (EL) system. An adaptive finite-time tracking control algorithm is designed by proposing a novel nonsingular integral terminal sliding-mode surface. Moreover, a new adaptive parameter tuning law is also developed by making good use of the system tracking errors and the adaptive parameter estimation errors. Thus, both the trajectory tracking and the parameter estimation can be achieved in a guaranteed time adjusted arbitrarily based on practical demands, simultaneously. Additionally, the control result for the EL system proposed in this paper can be extended to high-order nonlinear systems easily. Finally, a test-bed 2-DOF robot arm is set-up to demonstrate the performance of the new control algorithm.

Optimization of seasonal ARIMA models using differential evolution - simulated annealing (DESA) algorithm in forecasting dengue cases in Baguio City

NASA Astrophysics Data System (ADS)

Addawe, Rizavel C.; Addawe, Joel M.; Magadia, Joselito C.

2016-10-01

Accurate forecasting of dengue cases would significantly improve epidemic prevention and control capabilities. This paper attempts to provide useful models in forecasting dengue epidemic specific to the young and adult population of Baguio City. To capture the seasonal variations in dengue incidence, this paper develops a robust modeling approach to identify and estimate seasonal autoregressive integrated moving average (SARIMA) models in the presence of additive outliers. Since the least squares estimators are not robust in the presence of outliers, we suggest a robust estimation based on winsorized and reweighted least squares estimators. A hybrid algorithm, Differential Evolution - Simulated Annealing (DESA), is used to identify and estimate the parameters of the optimal SARIMA model. The method is applied to the monthly reported dengue cases in Baguio City, Philippines.

Diagnostics of Robust Growth Curve Modeling Using Student's "t" Distribution

ERIC Educational Resources Information Center

Tong, Xin; Zhang, Zhiyong

2012-01-01

Growth curve models with different types of distributions of random effects and of intraindividual measurement errors for robust analysis are compared. After demonstrating the influence of distribution specification on parameter estimation, 3 methods for diagnosing the distributions for both random effects and intraindividual measurement errors…

Efficient and robust pupil size and blink estimation from near-field video sequences for human-machine interaction.

PubMed

Chen, Siyuan; Epps, Julien

2014-12-01

Monitoring pupil and blink dynamics has applications in cognitive load measurement during human-machine interaction. However, accurate, efficient, and robust pupil size and blink estimation pose significant challenges to the efficacy of real-time applications due to the variability of eye images, hence to date, require manual intervention for fine tuning of parameters. In this paper, a novel self-tuning threshold method, which is applicable to any infrared-illuminated eye images without a tuning parameter, is proposed for segmenting the pupil from the background images recorded by a low cost webcam placed near the eye. A convex hull and a dual-ellipse fitting method are also proposed to select pupil boundary points and to detect the eyelid occlusion state. Experimental results on a realistic video dataset show that the measurement accuracy using the proposed methods is higher than that of widely used manually tuned parameter methods or fixed parameter methods. Importantly, it demonstrates convenience and robustness for an accurate and fast estimate of eye activity in the presence of variations due to different users, task types, load, and environments. Cognitive load measurement in human-machine interaction can benefit from this computationally efficient implementation without requiring a threshold calibration beforehand. Thus, one can envisage a mini IR camera embedded in a lightweight glasses frame, like Google Glass, for convenient applications of real-time adaptive aiding and task management in the future.

A Comparative Study of Distribution System Parameter Estimation Methods

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

Sun, Yannan; Williams, Tess L.; Gourisetti, Sri Nikhil Gup

2016-07-17

In this paper, we compare two parameter estimation methods for distribution systems: residual sensitivity analysis and state-vector augmentation with a Kalman filter. These two methods were originally proposed for transmission systems, and are still the most commonly used methods for parameter estimation. Distribution systems have much lower measurement redundancy than transmission systems. Therefore, estimating parameters is much more difficult. To increase the robustness of parameter estimation, the two methods are applied with combined measurement snapshots (measurement sets taken at different points in time), so that the redundancy for computing the parameter values is increased. The advantages and disadvantages of bothmore » methods are discussed. The results of this paper show that state-vector augmentation is a better approach for parameter estimation in distribution systems. Simulation studies are done on a modified version of IEEE 13-Node Test Feeder with varying levels of measurement noise and non-zero error in the other system model parameters.« less

Improved and Robust Detection of Cell Nuclei from Four Dimensional Fluorescence Images

PubMed Central

Bashar, Md. Khayrul; Yamagata, Kazuo; Kobayashi, Tetsuya J.

2014-01-01

Segmentation-free direct methods are quite efficient for automated nuclei extraction from high dimensional images. A few such methods do exist but most of them do not ensure algorithmic robustness to parameter and noise variations. In this research, we propose a method based on multiscale adaptive filtering for efficient and robust detection of nuclei centroids from four dimensional (4D) fluorescence images. A temporal feedback mechanism is employed between the enhancement and the initial detection steps of a typical direct method. We estimate the minimum and maximum nuclei diameters from the previous frame and feed back them as filter lengths for multiscale enhancement of the current frame. A radial intensity-gradient function is optimized at positions of initial centroids to estimate all nuclei diameters. This procedure continues for processing subsequent images in the sequence. Above mechanism thus ensures proper enhancement by automated estimation of major parameters. This brings robustness and safeguards the system against additive noises and effects from wrong parameters. Later, the method and its single-scale variant are simplified for further reduction of parameters. The proposed method is then extended for nuclei volume segmentation. The same optimization technique is applied to final centroid positions of the enhanced image and the estimated diameters are projected onto the binary candidate regions to segment nuclei volumes.Our method is finally integrated with a simple sequential tracking approach to establish nuclear trajectories in the 4D space. Experimental evaluations with five image-sequences (each having 271 3D sequential images) corresponding to five different mouse embryos show promising performances of our methods in terms of nuclear detection, segmentation, and tracking. A detail analysis with a sub-sequence of 101 3D images from an embryo reveals that the proposed method can improve the nuclei detection accuracy by 9 over the previous methods, which used inappropriate large valued parameters. Results also confirm that the proposed method and its variants achieve high detection accuracies ( 98 mean F-measure) irrespective of the large variations of filter parameters and noise levels. PMID:25020042

Spatially explicit dynamic N-mixture models

USGS Publications Warehouse

Zhao, Qing; Royle, Andy; Boomer, G. Scott

2017-01-01

Knowledge of demographic parameters such as survival, reproduction, emigration, and immigration is essential to understand metapopulation dynamics. Traditionally the estimation of these demographic parameters requires intensive data from marked animals. The development of dynamic N-mixture models makes it possible to estimate demographic parameters from count data of unmarked animals, but the original dynamic N-mixture model does not distinguish emigration and immigration from survival and reproduction, limiting its ability to explain important metapopulation processes such as movement among local populations. In this study we developed a spatially explicit dynamic N-mixture model that estimates survival, reproduction, emigration, local population size, and detection probability from count data under the assumption that movement only occurs among adjacent habitat patches. Simulation studies showed that the inference of our model depends on detection probability, local population size, and the implementation of robust sampling design. Our model provides reliable estimates of survival, reproduction, and emigration when detection probability is high, regardless of local population size or the type of sampling design. When detection probability is low, however, our model only provides reliable estimates of survival, reproduction, and emigration when local population size is moderate to high and robust sampling design is used. A sensitivity analysis showed that our model is robust against the violation of the assumption that movement only occurs among adjacent habitat patches, suggesting wide applications of this model. Our model can be used to improve our understanding of metapopulation dynamics based on count data that are relatively easy to collect in many systems.

Robust support vector regression networks for function approximation with outliers.

PubMed

Chuang, Chen-Chia; Su, Shun-Feng; Jeng, Jin-Tsong; Hsiao, Chih-Ching

2002-01-01

Support vector regression (SVR) employs the support vector machine (SVM) to tackle problems of function approximation and regression estimation. SVR has been shown to have good robust properties against noise. When the parameters used in SVR are improperly selected, overfitting phenomena may still occur. However, the selection of various parameters is not straightforward. Besides, in SVR, outliers may also possibly be taken as support vectors. Such an inclusion of outliers in support vectors may lead to seriously overfitting phenomena. In this paper, a novel regression approach, termed as the robust support vector regression (RSVR) network, is proposed to enhance the robust capability of SVR. In the approach, traditional robust learning approaches are employed to improve the learning performance for any selected parameters. From the simulation results, our RSVR can always improve the performance of the learned systems for all cases. Besides, it can be found that even the training lasted for a long period, the testing errors would not go up. In other words, the overfitting phenomenon is indeed suppressed.

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

NASA Astrophysics Data System (ADS)

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

2017-09-01

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

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

PubMed

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

2015-12-18

An approach that is commonly used for calculating the retention time of a compound in GC departs from the thermodynamic properties ΔH, ΔS and ΔCp of phase change (from mobile to stationary). Such properties can be estimated by using experimental retention time data, which results in a non-linear regression problem for non-isothermal temperature programs. As shown in this work, the surface of the objective function (approximation error criterion) on the basis of thermodynamic parameters can be divided into three clearly defined regions, and solely in one of them there is a possibility for the global optimum to be found. The main contribution of this study was the development of an algorithm that distinguishes the different regions of the error surface and its use in the robust initialization of the estimation of parameters ΔH, ΔS and ΔCp. Copyright © 2015 Elsevier B.V. All rights reserved.

Collinear Latent Variables in Multilevel Confirmatory Factor Analysis: A Comparison of Maximum Likelihood and Bayesian Estimations.

PubMed

Can, Seda; van de Schoot, Rens; Hox, Joop

2015-06-01

Because variables may be correlated in the social and behavioral sciences, multicollinearity might be problematic. This study investigates the effect of collinearity manipulated in within and between levels of a two-level confirmatory factor analysis by Monte Carlo simulation. Furthermore, the influence of the size of the intraclass correlation coefficient (ICC) and estimation method; maximum likelihood estimation with robust chi-squares and standard errors and Bayesian estimation, on the convergence rate are investigated. The other variables of interest were rate of inadmissible solutions and the relative parameter and standard error bias on the between level. The results showed that inadmissible solutions were obtained when there was between level collinearity and the estimation method was maximum likelihood. In the within level multicollinearity condition, all of the solutions were admissible but the bias values were higher compared with the between level collinearity condition. Bayesian estimation appeared to be robust in obtaining admissible parameters but the relative bias was higher than for maximum likelihood estimation. Finally, as expected, high ICC produced less biased results compared to medium ICC conditions.

Robust Flutter Margin Analysis that Incorporates Flight Data

NASA Technical Reports Server (NTRS)

Lind, Rick; Brenner, Martin J.

1998-01-01

An approach for computing worst-case flutter margins has been formulated in a robust stability framework. Uncertainty operators are included with a linear model to describe modeling errors and flight variations. The structured singular value, mu, computes a stability margin that directly accounts for these uncertainties. This approach introduces a new method of computing flutter margins and an associated new parameter for describing these margins. The mu margins are robust margins that indicate worst-case stability estimates with respect to the defined uncertainty. Worst-case flutter margins are computed for the F/A-18 Systems Research Aircraft using uncertainty sets generated by flight data analysis. The robust margins demonstrate flight conditions for flutter may lie closer to the flight envelope than previously estimated by p-k analysis.

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

PubMed

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

2017-01-25

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

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

NASA Astrophysics Data System (ADS)

Tong, M.; Xue, M.

2006-12-01

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

A Robust State Estimation Framework Considering Measurement Correlations and Imperfect Synchronization

DOE PAGES

Zhao, Junbo; Wang, Shaobu; Mili, Lamine; ...

2018-01-08

Here, this paper develops a robust power system state estimation framework with the consideration of measurement correlations and imperfect synchronization. In the framework, correlations of SCADA and Phasor Measurements (PMUs) are calculated separately through unscented transformation and a Vector Auto-Regression (VAR) model. In particular, PMU measurements during the waiting period of two SCADA measurement scans are buffered to develop the VAR model with robustly estimated parameters using projection statistics approach. The latter takes into account the temporal and spatial correlations of PMU measurements and provides redundant measurements to suppress bad data and mitigate imperfect synchronization. In case where the SCADAmore » and PMU measurements are not time synchronized, either the forecasted PMU measurements or the prior SCADA measurements from the last estimation run are leveraged to restore system observability. Then, a robust generalized maximum-likelihood (GM)-estimator is extended to integrate measurement error correlations and to handle the outliers in the SCADA and PMU measurements. Simulation results that stem from a comprehensive comparison with other alternatives under various conditions demonstrate the benefits of the proposed framework.« less

A Robust State Estimation Framework Considering Measurement Correlations and Imperfect Synchronization

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

Zhao, Junbo; Wang, Shaobu; Mili, Lamine

Here, this paper develops a robust power system state estimation framework with the consideration of measurement correlations and imperfect synchronization. In the framework, correlations of SCADA and Phasor Measurements (PMUs) are calculated separately through unscented transformation and a Vector Auto-Regression (VAR) model. In particular, PMU measurements during the waiting period of two SCADA measurement scans are buffered to develop the VAR model with robustly estimated parameters using projection statistics approach. The latter takes into account the temporal and spatial correlations of PMU measurements and provides redundant measurements to suppress bad data and mitigate imperfect synchronization. In case where the SCADAmore » and PMU measurements are not time synchronized, either the forecasted PMU measurements or the prior SCADA measurements from the last estimation run are leveraged to restore system observability. Then, a robust generalized maximum-likelihood (GM)-estimator is extended to integrate measurement error correlations and to handle the outliers in the SCADA and PMU measurements. Simulation results that stem from a comprehensive comparison with other alternatives under various conditions demonstrate the benefits of the proposed framework.« less

Evaluation of long-term survival: use of diagnostics and robust estimators with Cox's proportional hazards model.

PubMed

Valsecchi, M G; Silvestri, D; Sasieni, P

1996-12-30

We consider methodological problems in evaluating long-term survival in clinical trials. In particular we examine the use of several methods that extend the basic Cox regression analysis. In the presence of a long term observation, the proportional hazard (PH) assumption may easily be violated and a few long term survivors may have a large effect on parameter estimates. We consider both model selection and robust estimation in a data set of 474 ovarian cancer patients enrolled in a clinical trial and followed for between 7 and 12 years after randomization. Two diagnostic plots for assessing goodness-of-fit are introduced. One shows the variation in time of parameter estimates and is an alternative to PH checking based on time-dependent covariates. The other takes advantage of the martingale residual process in time to represent the lack of fit with a metric of the type 'observed minus expected' number of events. Robust estimation is carried out by maximizing a weighted partial likelihood which downweights the contribution to estimation of influential observations. This type of complementary analysis of long-term results of clinical studies is useful in assessing the soundness of the conclusions on treatment effect. In the example analysed here, the difference in survival between treatments was mostly confined to those individuals who survived at least two years beyond randomization.

A Bayesian consistent dual ensemble Kalman filter for state-parameter estimation in subsurface hydrology

NASA Astrophysics Data System (ADS)

Ait-El-Fquih, Boujemaa; El Gharamti, Mohamad; Hoteit, Ibrahim

2016-08-01

Ensemble Kalman filtering (EnKF) is an efficient approach to addressing uncertainties in subsurface groundwater models. The EnKF sequentially integrates field data into simulation models to obtain a better characterization of the model's state and parameters. These are generally estimated following joint and dual filtering strategies, in which, at each assimilation cycle, a forecast step by the model is followed by an update step with incoming observations. The joint EnKF directly updates the augmented state-parameter vector, whereas the dual EnKF empirically employs two separate filters, first estimating the parameters and then estimating the state based on the updated parameters. To develop a Bayesian consistent dual approach and improve the state-parameter estimates and their consistency, we propose in this paper a one-step-ahead (OSA) smoothing formulation of the state-parameter Bayesian filtering problem from which we derive a new dual-type EnKF, the dual EnKFOSA. Compared with the standard dual EnKF, it imposes a new update step to the state, which is shown to enhance the performance of the dual approach with almost no increase in the computational cost. Numerical experiments are conducted with a two-dimensional (2-D) synthetic groundwater aquifer model to investigate the performance and robustness of the proposed dual EnKFOSA, and to evaluate its results against those of the joint and dual EnKFs. The proposed scheme is able to successfully recover both the hydraulic head and the aquifer conductivity, providing further reliable estimates of their uncertainties. Furthermore, it is found to be more robust to different assimilation settings, such as the spatial and temporal distribution of the observations, and the level of noise in the data. Based on our experimental setups, it yields up to 25 % more accurate state and parameter estimations than the joint and dual approaches.

Estimating temporary emigration and breeding proportions using capture-recapture data with Pollock's robust design

USGS Publications Warehouse

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.

Collinear Latent Variables in Multilevel Confirmatory Factor Analysis

PubMed Central

van de Schoot, Rens; Hox, Joop

2014-01-01

Because variables may be correlated in the social and behavioral sciences, multicollinearity might be problematic. This study investigates the effect of collinearity manipulated in within and between levels of a two-level confirmatory factor analysis by Monte Carlo simulation. Furthermore, the influence of the size of the intraclass correlation coefficient (ICC) and estimation method; maximum likelihood estimation with robust chi-squares and standard errors and Bayesian estimation, on the convergence rate are investigated. The other variables of interest were rate of inadmissible solutions and the relative parameter and standard error bias on the between level. The results showed that inadmissible solutions were obtained when there was between level collinearity and the estimation method was maximum likelihood. In the within level multicollinearity condition, all of the solutions were admissible but the bias values were higher compared with the between level collinearity condition. Bayesian estimation appeared to be robust in obtaining admissible parameters but the relative bias was higher than for maximum likelihood estimation. Finally, as expected, high ICC produced less biased results compared to medium ICC conditions. PMID:29795827

FracFit: A Robust Parameter Estimation Tool for Anomalous Transport Problems

NASA Astrophysics Data System (ADS)

Kelly, J. F.; Bolster, D.; Meerschaert, M. M.; Drummond, J. D.; Packman, A. I.

2016-12-01

Anomalous transport cannot be adequately described with classical Fickian advection-dispersion equations (ADE). Rather, fractional calculus models may be used, which capture non-Fickian behavior (e.g. skewness and power-law tails). FracFit is a robust parameter estimation tool based on space- and time-fractional models used to model anomalous transport. Currently, four fractional models are supported: 1) space fractional advection-dispersion equation (sFADE), 2) time-fractional dispersion equation with drift (TFDE), 3) fractional mobile-immobile equation (FMIE), and 4) tempered fractional mobile-immobile equation (TFMIE); additional models may be added in the future. Model solutions using pulse initial conditions and continuous injections are evaluated using stable distribution PDFs and CDFs or subordination integrals. Parameter estimates are extracted from measured breakthrough curves (BTCs) using a weighted nonlinear least squares (WNLS) algorithm. Optimal weights for BTCs for pulse initial conditions and continuous injections are presented, facilitating the estimation of power-law tails. Two sample applications are analyzed: 1) continuous injection laboratory experiments using natural organic matter and 2) pulse injection BTCs in the Selke river. Model parameters are compared across models and goodness-of-fit metrics are presented, assisting model evaluation. The sFADE and time-fractional models are compared using space-time duality (Baeumer et. al., 2009), which links the two paradigms.

Robust control of the DC-DC boost converter based on the uncertainty and disturbance estimator

NASA Astrophysics Data System (ADS)

Oucheriah, Said

2017-11-01

In this paper, a robust non-linear controller based on the uncertainty and disturbance estimator (UDE) scheme is successfully developed and implemented for the output voltage regulation of the DC-DC boost converter. System uncertainties, external disturbances and unknown non-linear dynamics are lumped as a signal that is accurately estimated using a low-pass filter and their effects are cancelled by the controller. This methodology forms the basis of the UDE-based controller. A simple procedure is also developed that systematically determines the parameters of the controller to meet certain specifications. Using simulation, the effectiveness of the proposed controller is compared against the sliding-mode control (SMC). Experimental tests also show that the proposed controller is robust to system uncertainties, large input and load perturbations.

The "covariation method" for estimating the parameters of the standard Dynamic Energy Budget model II: Properties and preliminary patterns

NASA Astrophysics Data System (ADS)

Lika, Konstadia; Kearney, Michael R.; Kooijman, Sebastiaan A. L. M.

2011-11-01

The covariation method for estimating the parameters of the standard Dynamic Energy Budget (DEB) model provides a single-step method of accessing all the core DEB parameters from commonly available empirical data. In this study, we assess the robustness of this parameter estimation procedure and analyse the role of pseudo-data using elasticity coefficients. In particular, we compare the performance of Maximum Likelihood (ML) vs. Weighted Least Squares (WLS) approaches and find that the two approaches tend to converge in performance as the number of uni-variate data sets increases, but that WLS is more robust when data sets comprise single points (zero-variate data). The efficiency of the approach is shown to be high, and the prior parameter estimates (pseudo-data) have very little influence if the real data contain information about the parameter values. For instance, the effects of the pseudo-value for the allocation fraction κ is reduced when there is information for both growth and reproduction, that for the energy conductance is reduced when information on age at birth and puberty is given, and the effects of the pseudo-value for the maturity maintenance rate coefficient are insignificant. The estimation of some parameters (e.g., the zoom factor and the shape coefficient) requires little information, while that of others (e.g., maturity maintenance rate, puberty threshold and reproduction efficiency) require data at several food levels. The generality of the standard DEB model, in combination with the estimation of all of its parameters, allows comparison of species on the basis of parameter values. We discuss a number of preliminary patterns emerging from the present collection of parameter estimates across a wide variety of taxa. We make the observation that the estimated value of the fraction κ of mobilised reserve that is allocated to soma is far away from the value that maximises reproduction. We recognise this as the reason why two very different parameter sets must exist that fit most data set reasonably well, and give arguments why, in most cases, the set with the large value of κ should be preferred. The continued development of a parameter database through the estimation procedures described here will provide a strong basis for understanding evolutionary patterns in metabolic organisation across the diversity of life.

A Robust Method for Ego-Motion Estimation in Urban Environment Using Stereo Camera.

PubMed

Ci, Wenyan; Huang, Yingping

2016-10-17

Visual odometry estimates the ego-motion of an agent (e.g., vehicle and robot) using image information and is a key component for autonomous vehicles and robotics. This paper proposes a robust and precise method for estimating the 6-DoF ego-motion, using a stereo rig with optical flow analysis. An objective function fitted with a set of feature points is created by establishing the mathematical relationship between optical flow, depth and camera ego-motion parameters through the camera's 3-dimensional motion and planar imaging model. Accordingly, the six motion parameters are computed by minimizing the objective function, using the iterative Levenberg-Marquard method. One of key points for visual odometry is that the feature points selected for the computation should contain inliers as much as possible. In this work, the feature points and their optical flows are initially detected by using the Kanade-Lucas-Tomasi (KLT) algorithm. A circle matching is followed to remove the outliers caused by the mismatching of the KLT algorithm. A space position constraint is imposed to filter out the moving points from the point set detected by the KLT algorithm. The Random Sample Consensus (RANSAC) algorithm is employed to further refine the feature point set, i.e., to eliminate the effects of outliers. The remaining points are tracked to estimate the ego-motion parameters in the subsequent frames. The approach presented here is tested on real traffic videos and the results prove the robustness and precision of the method.

A Robust Method for Ego-Motion Estimation in Urban Environment Using Stereo Camera

PubMed Central

Ci, Wenyan; Huang, Yingping

2016-01-01

Visual odometry estimates the ego-motion of an agent (e.g., vehicle and robot) using image information and is a key component for autonomous vehicles and robotics. This paper proposes a robust and precise method for estimating the 6-DoF ego-motion, using a stereo rig with optical flow analysis. An objective function fitted with a set of feature points is created by establishing the mathematical relationship between optical flow, depth and camera ego-motion parameters through the camera’s 3-dimensional motion and planar imaging model. Accordingly, the six motion parameters are computed by minimizing the objective function, using the iterative Levenberg–Marquard method. One of key points for visual odometry is that the feature points selected for the computation should contain inliers as much as possible. In this work, the feature points and their optical flows are initially detected by using the Kanade–Lucas–Tomasi (KLT) algorithm. A circle matching is followed to remove the outliers caused by the mismatching of the KLT algorithm. A space position constraint is imposed to filter out the moving points from the point set detected by the KLT algorithm. The Random Sample Consensus (RANSAC) algorithm is employed to further refine the feature point set, i.e., to eliminate the effects of outliers. The remaining points are tracked to estimate the ego-motion parameters in the subsequent frames. The approach presented here is tested on real traffic videos and the results prove the robustness and precision of the method. PMID:27763508

Effects of tag loss on direct estimates of population growth rate

USGS Publications Warehouse

Rotella, J.J.; Hines, J.E.

2005-01-01

The temporal symmetry approach of R. Pradel can be used with capture-recapture data to produce retrospective estimates of a population's growth rate, lambda(i), and the relative contributions to lambda(i) from different components of the population. Direct estimation of lambda(i) provides an alternative to using population projection matrices to estimate asymptotic lambda and is seeing increased use. However, the robustness of direct estimates of lambda(1) to violations of several key assumptions has not yet been investigated. Here, we consider tag loss as a possible source of bias for scenarios in which the rate of tag loss is (1) the same for all marked animals in the population and (2) a function of tag age. We computed analytic approximations of the expected values for each of the parameter estimators involved in direct estimation and used those values to calculate bias and precision for each parameter estimator. Estimates of lambda(i) were robust to homogeneous rates of tag loss. When tag loss rates varied by tag age, bias occurred for some of the sampling situations evaluated, especially those with low capture probability, a high rate of tag loss, or both. For situations with low rates of tag loss and high capture probability, bias was low and often negligible. Estimates of contributions of demographic components to lambda(i) were not robust to tag loss. Tag loss reduced the precision of all estimates because tag loss results in fewer marked animals remaining available for estimation. Clearly tag loss should be prevented if possible, and should be considered in analyses of lambda(i), but tag loss does not necessarily preclude unbiased estimation of lambda(i).

Achieving metrological precision limits through postselection

NASA Astrophysics Data System (ADS)

Alves, G. Bié; Pimentel, A.; Hor-Meyll, M.; Walborn, S. P.; Davidovich, L.; Filho, R. L. de Matos

2017-01-01

Postselection strategies have been proposed with the aim of amplifying weak signals, which may help to overcome detection thresholds associated with technical noise in high-precision measurements. Here we use an optical setup to experimentally explore two different postselection protocols for the estimation of a small parameter: a weak-value amplification procedure and an alternative method that does not provide amplification but nonetheless is shown to be more robust for the sake of parameter estimation. Each technique leads approximately to the saturation of quantum limits for the estimation precision, expressed by the Cramér-Rao bound. For both situations, we show that parameter estimation is improved when the postselection statistics are considered together with the measurement device.

Statistical inference involving binomial and negative binomial parameters.

PubMed

García-Pérez, Miguel A; Núñez-Antón, Vicente

2009-05-01

Statistical inference about two binomial parameters implies that they are both estimated by binomial sampling. There are occasions in which one aims at testing the equality of two binomial parameters before and after the occurrence of the first success along a sequence of Bernoulli trials. In these cases, the binomial parameter before the first success is estimated by negative binomial sampling whereas that after the first success is estimated by binomial sampling, and both estimates are related. This paper derives statistical tools to test two hypotheses, namely, that both binomial parameters equal some specified value and that both parameters are equal though unknown. Simulation studies are used to show that in small samples both tests are accurate in keeping the nominal Type-I error rates, and also to determine sample size requirements to detect large, medium, and small effects with adequate power. Additional simulations also show that the tests are sufficiently robust to certain violations of their assumptions.

Robust versus consistent variance estimators in marginal structural Cox models.

PubMed

Enders, Dirk; Engel, Susanne; Linder, Roland; Pigeot, Iris

2018-06-11

In survival analyses, inverse-probability-of-treatment (IPT) and inverse-probability-of-censoring (IPC) weighted estimators of parameters in marginal structural Cox models are often used to estimate treatment effects in the presence of time-dependent confounding and censoring. In most applications, a robust variance estimator of the IPT and IPC weighted estimator is calculated leading to conservative confidence intervals. This estimator assumes that the weights are known rather than estimated from the data. Although a consistent estimator of the asymptotic variance of the IPT and IPC weighted estimator is generally available, applications and thus information on the performance of the consistent estimator are lacking. Reasons might be a cumbersome implementation in statistical software, which is further complicated by missing details on the variance formula. In this paper, we therefore provide a detailed derivation of the variance of the asymptotic distribution of the IPT and IPC weighted estimator and explicitly state the necessary terms to calculate a consistent estimator of this variance. We compare the performance of the robust and consistent variance estimators in an application based on routine health care data and in a simulation study. The simulation reveals no substantial differences between the 2 estimators in medium and large data sets with no unmeasured confounding, but the consistent variance estimator performs poorly in small samples or under unmeasured confounding, if the number of confounders is large. We thus conclude that the robust estimator is more appropriate for all practical purposes. Copyright © 2018 John Wiley & Sons, Ltd.

Estimation of single plane unbalance parameters of a rotor-bearing system using Kalman filtering based force estimation technique

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.

Evaluation of Ares-I Control System Robustness to Uncertain Aerodynamics and Flex Dynamics

NASA Technical Reports Server (NTRS)

Jang, Jiann-Woei; VanTassel, Chris; Bedrossian, Nazareth; Hall, Charles; Spanos, Pol

2008-01-01

This paper discusses the application of robust control theory to evaluate robustness of the Ares-I control systems. Three techniques for estimating upper and lower bounds of uncertain parameters which yield stable closed-loop response are used here: (1) Monte Carlo analysis, (2) mu analysis, and (3) characteristic frequency response analysis. All three methods are used to evaluate stability envelopes of the Ares-I control systems with uncertain aerodynamics and flex dynamics. The results show that characteristic frequency response analysis is the most effective of these methods for assessing robustness.

Reducing bias in survival under non-random temporary emigration

USGS Publications Warehouse

Peñaloza, Claudia L.; Kendall, William L.; Langtimm, Catherine Ann

2014-01-01

Despite intensive monitoring, temporary emigration from the sampling area can induce bias severe enough for managers to discard life-history parameter estimates toward the terminus of the times series (terminal bias). Under random temporary emigration unbiased parameters can be estimated with CJS models. However, unmodeled Markovian temporary emigration causes bias in parameter estimates and an unobservable state is required to model this type of emigration. The robust design is most flexible when modeling temporary emigration, and partial solutions to mitigate bias have been identified, nonetheless there are conditions were terminal bias prevails. Long-lived species with high adult survival and highly variable non-random temporary emigration present terminal bias in survival estimates, despite being modeled with the robust design and suggested constraints. Because this bias is due to uncertainty about the fate of individuals that are undetected toward the end of the time series, solutions should involve using additional information on survival status or location of these individuals at that time. Using simulation, we evaluated the performance of models that jointly analyze robust design data and an additional source of ancillary data (predictive covariate on temporary emigration, telemetry, dead recovery, or auxiliary resightings) in reducing terminal bias in survival estimates. The auxiliary resighting and predictive covariate models reduced terminal bias the most. Additional telemetry data was effective at reducing terminal bias only when individuals were tracked for a minimum of two years. High adult survival of long-lived species made the joint model with recovery data ineffective at reducing terminal bias because of small-sample bias. The naïve constraint model (last and penultimate temporary emigration parameters made equal), was the least efficient, though still able to reduce terminal bias when compared to an unconstrained model. Joint analysis of several sources of data improved parameter estimates and reduced terminal bias. Efforts to incorporate or acquire such data should be considered by researchers and wildlife managers, especially in the years leading up to status assessments of species of interest. Simulation modeling is a very cost effective method to explore the potential impacts of using different sources of data to produce high quality demographic data to inform management.

Exploratory Study for Continuous-time Parameter Estimation of Ankle Dynamics

NASA Technical Reports Server (NTRS)

Kukreja, Sunil L.; Boyle, Richard D.

2014-01-01

Recently, a parallel pathway model to describe ankle dynamics was proposed. This model provides a relationship between ankle angle and net ankle torque as the sum of a linear and nonlinear contribution. A technique to identify parameters of this model in discrete-time has been developed. However, these parameters are a nonlinear combination of the continuous-time physiology, making insight into the underlying physiology impossible. The stable and accurate estimation of continuous-time parameters is critical for accurate disease modeling, clinical diagnosis, robotic control strategies, development of optimal exercise protocols for longterm space exploration, sports medicine, etc. This paper explores the development of a system identification technique to estimate the continuous-time parameters of ankle dynamics. The effectiveness of this approach is assessed via simulation of a continuous-time model of ankle dynamics with typical parameters found in clinical studies. The results show that although this technique improves estimates, it does not provide robust estimates of continuous-time parameters of ankle dynamics. Due to this we conclude that alternative modeling strategies and more advanced estimation techniques be considered for future work.

Chaos synchronization and Nelder-Mead search for parameter estimation in nonlinear pharmacological systems: Estimating tumor antigenicity in a model of immunotherapy.

PubMed

Pillai, Nikhil; Craig, Morgan; Dokoumetzidis, Aristeidis; Schwartz, Sorell L; Bies, Robert; Freedman, Immanuel

2018-06-19

In mathematical pharmacology, models are constructed to confer a robust method for optimizing treatment. The predictive capability of pharmacological models depends heavily on the ability to track the system and to accurately determine parameters with reference to the sensitivity in projected outcomes. To closely track chaotic systems, one may choose to apply chaos synchronization. An advantageous byproduct of this methodology is the ability to quantify model parameters. In this paper, we illustrate the use of chaos synchronization combined with Nelder-Mead search to estimate parameters of the well-known Kirschner-Panetta model of IL-2 immunotherapy from noisy data. Chaos synchronization with Nelder-Mead search is shown to provide more accurate and reliable estimates than Nelder-Mead search based on an extended least squares (ELS) objective function. Our results underline the strength of this approach to parameter estimation and provide a broader framework of parameter identification for nonlinear models in pharmacology. Copyright © 2018 Elsevier Ltd. All rights reserved.

New spatial upscaling methods for multi-point measurements: From normal to p-normal

NASA Astrophysics Data System (ADS)

Liu, Feng; Li, Xin

2017-12-01

Careful attention must be given to determining whether the geophysical variables of interest are normally distributed, since the assumption of a normal distribution may not accurately reflect the probability distribution of some variables. As a generalization of the normal distribution, the p-normal distribution and its corresponding maximum likelihood estimation (the least power estimation, LPE) were introduced in upscaling methods for multi-point measurements. Six methods, including three normal-based methods, i.e., arithmetic average, least square estimation, block kriging, and three p-normal-based methods, i.e., LPE, geostatistics LPE and inverse distance weighted LPE are compared in two types of experiments: a synthetic experiment to evaluate the performance of the upscaling methods in terms of accuracy, stability and robustness, and a real-world experiment to produce real-world upscaling estimates using soil moisture data obtained from multi-scale observations. The results show that the p-normal-based methods produced lower mean absolute errors and outperformed the other techniques due to their universality and robustness. We conclude that introducing appropriate statistical parameters into an upscaling strategy can substantially improve the estimation, especially if the raw measurements are disorganized; however, further investigation is required to determine which parameter is the most effective among variance, spatial correlation information and parameter p.

Robust state estimation for uncertain fuzzy bidirectional associative memory networks with time-varying delays

NASA Astrophysics Data System (ADS)

Vadivel, P.; Sakthivel, R.; Mathiyalagan, K.; Arunkumar, A.

2013-09-01

This paper addresses the issue of robust state estimation for a class of fuzzy bidirectional associative memory (BAM) neural networks with time-varying delays and parameter uncertainties. By constructing the Lyapunov-Krasovskii functional, which contains the triple-integral term and using the free-weighting matrix technique, a set of sufficient conditions are derived in terms of linear matrix inequalities (LMIs) to estimate the neuron states through available output measurements such that the dynamics of the estimation error system is robustly asymptotically stable. In particular, we consider a generalized activation function in which the traditional assumptions on the boundedness, monotony and differentiability of the activation functions are removed. More precisely, the design of the state estimator for such BAM neural networks can be obtained by solving some LMIs, which are dependent on the size of the time derivative of the time-varying delays. Finally, a numerical example with simulation result is given to illustrate the obtained theoretical results.

Sliding Mode Approaches for Robust Control, State Estimation, Secure Communication, and Fault Diagnosis in Nuclear Systems

NASA Astrophysics Data System (ADS)

Ablay, Gunyaz

Using traditional control methods for controller design, parameter estimation and fault diagnosis may lead to poor results with nuclear systems in practice because of approximations and uncertainties in the system models used, possibly resulting in unexpected plant unavailability. This experience has led to an interest in development of robust control, estimation and fault diagnosis methods. One particularly robust approach is the sliding mode control methodology. Sliding mode approaches have been of great interest and importance in industry and engineering in the recent decades due to their potential for producing economic, safe and reliable designs. In order to utilize these advantages, sliding mode approaches are implemented for robust control, state estimation, secure communication and fault diagnosis in nuclear plant systems. In addition, a sliding mode output observer is developed for fault diagnosis in dynamical systems. To validate the effectiveness of the methodologies, several nuclear plant system models are considered for applications, including point reactor kinetics, xenon concentration dynamics, an uncertain pressurizer model, a U-tube steam generator model and a coupled nonlinear nuclear reactor model.

Indirect Correspondence-Based Robust Extrinsic Calibration of LiDAR and Camera

PubMed Central

Sim, Sungdae; Sock, Juil; Kwak, Kiho

2016-01-01

LiDAR and cameras have been broadly utilized in computer vision and autonomous vehicle applications. However, in order to convert data between the local coordinate systems, we must estimate the rigid body transformation between the sensors. In this paper, we propose a robust extrinsic calibration algorithm that can be implemented easily and has small calibration error. The extrinsic calibration parameters are estimated by minimizing the distance between corresponding features projected onto the image plane. The features are edge and centerline features on a v-shaped calibration target. The proposed algorithm contributes two ways to improve the calibration accuracy. First, we use different weights to distance between a point and a line feature according to the correspondence accuracy of the features. Second, we apply a penalizing function to exclude the influence of outliers in the calibration datasets. Additionally, based on our robust calibration approach for a single LiDAR-camera pair, we introduce a joint calibration that estimates the extrinsic parameters of multiple sensors at once by minimizing one objective function with loop closing constraints. We conduct several experiments to evaluate the performance of our extrinsic calibration algorithm. The experimental results show that our calibration method has better performance than the other approaches. PMID:27338416

M-estimator for the 3D symmetric Helmert coordinate transformation

NASA Astrophysics Data System (ADS)

Chang, Guobin; Xu, Tianhe; Wang, Qianxin

2018-01-01

The M-estimator for the 3D symmetric Helmert coordinate transformation problem is developed. Small-angle rotation assumption is abandoned. The direction cosine matrix or the quaternion is used to represent the rotation. The 3 × 1 multiplicative error vector is defined to represent the rotation estimation error. An analytical solution can be employed to provide the initial approximate for iteration, if the outliers are not large. The iteration is carried out using the iterative reweighted least-squares scheme. In each iteration after the first one, the measurement equation is linearized using the available parameter estimates, the reweighting matrix is constructed using the residuals obtained in the previous iteration, and then the parameter estimates with their variance-covariance matrix are calculated. The influence functions of a single pseudo-measurement on the least-squares estimator and on the M-estimator are derived to theoretically show the robustness. In the solution process, the parameter is rescaled in order to improve the numerical stability. Monte Carlo experiments are conducted to check the developed method. Different cases to investigate whether the assumed stochastic model is correct are considered. The results with the simulated data slightly deviating from the true model are used to show the developed method's statistical efficacy at the assumed stochastic model, its robustness against the deviations from the assumed stochastic model, and the validity of the estimated variance-covariance matrix no matter whether the assumed stochastic model is correct or not.

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

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

Fan, Rui; Huang, Zhenyu; Wang, Shaobu

2015-07-30

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

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

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

Kane, V.E.

1979-10-01

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

Designing a Pediatric Study for an Antimalarial Drug by Using Information from Adults

PubMed Central

Jullien, Vincent; Samson, Adeline; Guedj, Jérémie; Kiechel, Jean-René; Zohar, Sarah; Comets, Emmanuelle

2015-01-01

The objectives of this study were to design a pharmacokinetic (PK) study by using information about adults and evaluate the robustness of the recommended design through a case study of mefloquine. PK data about adults and children were available from two different randomized studies of the treatment of malaria with the same artesunate-mefloquine combination regimen. A recommended design for pediatric studies of mefloquine was optimized on the basis of an extrapolated model built from adult data through the following approach. (i) An adult PK model was built, and parameters were estimated by using the stochastic approximation expectation-maximization algorithm. (ii) Pediatric PK parameters were then obtained by adding allometry and maturation to the adult model. (iii) A D-optimal design for children was obtained with PFIM by assuming the extrapolated design. Finally, the robustness of the recommended design was evaluated in terms of the relative bias and relative standard errors (RSE) of the parameters in a simulation study with four different models and was compared to the empirical design used for the pediatric study. Combining PK modeling, extrapolation, and design optimization led to a design for children with five sampling times. PK parameters were well estimated by this design with few RSE. Although the extrapolated model did not predict the observed mefloquine concentrations in children very accurately, it allowed precise and unbiased estimates across various model assumptions, contrary to the empirical design. Using information from adult studies combined with allometry and maturation can help provide robust designs for pediatric studies. PMID:26711749

CIDER: Enabling Robustness-Power Tradeoffs on a Computational Eyeglass

PubMed Central

Mayberry, Addison; Tun, Yamin; Hu, Pan; Smith-Freedman, Duncan; Ganesan, Deepak; Marlin, Benjamin; Salthouse, Christopher

2016-01-01

The human eye offers a fascinating window into an individual’s health, cognitive attention, and decision making, but we lack the ability to continually measure these parameters in the natural environment. The challenges lie in: a) handling the complexity of continuous high-rate sensing from a camera and processing the image stream to estimate eye parameters, and b) dealing with the wide variability in illumination conditions in the natural environment. This paper explores the power–robustness tradeoffs inherent in the design of a wearable eye tracker, and proposes a novel staged architecture that enables graceful adaptation across the spectrum of real-world illumination. We propose CIDER, a system that operates in a highly optimized low-power mode under indoor settings by using a fast Search-Refine controller to track the eye, but detects when the environment switches to more challenging outdoor sunlight and switches models to operate robustly under this condition. Our design is holistic and tackles a) power consumption in digitizing pixels, estimating pupillary parameters, and illuminating the eye via near-infrared, b) error in estimating pupil center and pupil dilation, and c) model training procedures that involve zero effort from a user. We demonstrate that CIDER can estimate pupil center with error less than two pixels (0.6°), and pupil diameter with error of one pixel (0.22mm). Our end-to-end results show that we can operate at power levels of roughly 7mW at a 4Hz eye tracking rate, or roughly 32mW at rates upwards of 250Hz. PMID:27042165

Effects of social organization, trap arrangement and density, sampling scale, and population density on bias in population size estimation using some common mark-recapture estimators.

PubMed

Gupta, Manan; Joshi, Amitabh; Vidya, T N C

2017-01-01

Mark-recapture estimators are commonly used for population size estimation, and typically yield unbiased estimates for most solitary species with low to moderate home range sizes. However, these methods assume independence of captures among individuals, an assumption that is clearly violated in social species that show fission-fusion dynamics, such as the Asian elephant. In the specific case of Asian elephants, doubts have been raised about the accuracy of population size estimates. More importantly, the potential problem for the use of mark-recapture methods posed by social organization in general has not been systematically addressed. We developed an individual-based simulation framework to systematically examine the potential effects of type of social organization, as well as other factors such as trap density and arrangement, spatial scale of sampling, and population density, on bias in population sizes estimated by POPAN, Robust Design, and Robust Design with detection heterogeneity. In the present study, we ran simulations with biological, demographic and ecological parameters relevant to Asian elephant populations, but the simulation framework is easily extended to address questions relevant to other social species. We collected capture history data from the simulations, and used those data to test for bias in population size estimation. Social organization significantly affected bias in most analyses, but the effect sizes were variable, depending on other factors. Social organization tended to introduce large bias when trap arrangement was uniform and sampling effort was low. POPAN clearly outperformed the two Robust Design models we tested, yielding close to zero bias if traps were arranged at random in the study area, and when population density and trap density were not too low. Social organization did not have a major effect on bias for these parameter combinations at which POPAN gave more or less unbiased population size estimates. Therefore, the effect of social organization on bias in population estimation could be removed by using POPAN with specific parameter combinations, to obtain population size estimates in a social species.

Effects of social organization, trap arrangement and density, sampling scale, and population density on bias in population size estimation using some common mark-recapture estimators

PubMed Central

Joshi, Amitabh; Vidya, T. N. C.

2017-01-01

Mark-recapture estimators are commonly used for population size estimation, and typically yield unbiased estimates for most solitary species with low to moderate home range sizes. However, these methods assume independence of captures among individuals, an assumption that is clearly violated in social species that show fission-fusion dynamics, such as the Asian elephant. In the specific case of Asian elephants, doubts have been raised about the accuracy of population size estimates. More importantly, the potential problem for the use of mark-recapture methods posed by social organization in general has not been systematically addressed. We developed an individual-based simulation framework to systematically examine the potential effects of type of social organization, as well as other factors such as trap density and arrangement, spatial scale of sampling, and population density, on bias in population sizes estimated by POPAN, Robust Design, and Robust Design with detection heterogeneity. In the present study, we ran simulations with biological, demographic and ecological parameters relevant to Asian elephant populations, but the simulation framework is easily extended to address questions relevant to other social species. We collected capture history data from the simulations, and used those data to test for bias in population size estimation. Social organization significantly affected bias in most analyses, but the effect sizes were variable, depending on other factors. Social organization tended to introduce large bias when trap arrangement was uniform and sampling effort was low. POPAN clearly outperformed the two Robust Design models we tested, yielding close to zero bias if traps were arranged at random in the study area, and when population density and trap density were not too low. Social organization did not have a major effect on bias for these parameter combinations at which POPAN gave more or less unbiased population size estimates. Therefore, the effect of social organization on bias in population estimation could be removed by using POPAN with specific parameter combinations, to obtain population size estimates in a social species. PMID:28306735

Approaches in highly parameterized inversion—PEST++ Version 3, a Parameter ESTimation and uncertainty analysis software suite optimized for large environmental models

USGS Publications Warehouse

Welter, David E.; White, Jeremy T.; Hunt, Randall J.; Doherty, John E.

2015-09-18

The PEST++ Version 3 software suite can be compiled for Microsoft Windows®4 and Linux®5 operating systems; the source code is available in a Microsoft Visual Studio®6 2013 solution; Linux Makefiles are also provided. PEST++ Version 3 continues to build a foundation for an open-source framework capable of producing robust and efficient parameter estimation tools for large environmental models.

Robust QRS detection for HRV estimation from compressively sensed ECG measurements for remote health-monitoring systems.

PubMed

Pant, Jeevan K; Krishnan, Sridhar

2018-03-15

To present a new compressive sensing (CS)-based method for the acquisition of ECG signals and for robust estimation of heart-rate variability (HRV) parameters from compressively sensed measurements with high compression ratio. CS is used in the biosensor to compress the ECG signal. Estimation of the locations of QRS segments is carried out by applying two algorithms on the compressed measurements. The first algorithm reconstructs the ECG signal by enforcing a block-sparse structure on the first-order difference of the signal, so the transient QRS segments are significantly emphasized on the first-order difference of the signal. Multiple block-divisions of the signals are carried out with various block lengths, and multiple reconstructed signals are combined to enhance the robustness of the localization of the QRS segments. The second algorithm removes errors in the locations of QRS segments by applying low-pass filtering and morphological operations. The proposed CS-based method is found to be effective for the reconstruction of ECG signals by enforcing transient QRS structures on the first-order difference of the signal. It is demonstrated to be robust not only to high compression ratio but also to various artefacts present in ECG signals acquired by using on-body wireless sensors. HRV parameters computed by using the QRS locations estimated from the signals reconstructed with a compression ratio as high as 90% are comparable with that computed by using QRS locations estimated by using the Pan-Tompkins algorithm. The proposed method is useful for the realization of long-term HRV monitoring systems by using CS-based low-power wireless on-body biosensors.

Robust Low-dose CT Perfusion Deconvolution via Tensor Total-Variation Regularization

PubMed Central

Zhang, Shaoting; Chen, Tsuhan; Sanelli, Pina C.

2016-01-01

Acute brain diseases such as acute strokes and transit ischemic attacks are the leading causes of mortality and morbidity worldwide, responsible for 9% of total death every year. ‘Time is brain’ is a widely accepted concept in acute cerebrovascular disease treatment. Efficient and accurate computational framework for hemodynamic parameters estimation can save critical time for thrombolytic therapy. Meanwhile the high level of accumulated radiation dosage due to continuous image acquisition in CT perfusion (CTP) raised concerns on patient safety and public health. However, low-radiation leads to increased noise and artifacts which require more sophisticated and time-consuming algorithms for robust estimation. In this paper, we focus on developing a robust and efficient framework to accurately estimate the perfusion parameters at low radiation dosage. Specifically, we present a tensor total-variation (TTV) technique which fuses the spatial correlation of the vascular structure and the temporal continuation of the blood signal flow. An efficient algorithm is proposed to find the solution with fast convergence and reduced computational complexity. Extensive evaluations are carried out in terms of sensitivity to noise levels, estimation accuracy, contrast preservation, and performed on digital perfusion phantom estimation, as well as in-vivo clinical subjects. Our framework reduces the necessary radiation dose to only 8% of the original level and outperforms the state-of-art algorithms with peak signal-to-noise ratio improved by 32%. It reduces the oscillation in the residue functions, corrects over-estimation of cerebral blood flow (CBF) and under-estimation of mean transit time (MTT), and maintains the distinction between the deficit and normal regions. PMID:25706579

The 'robust' capture-recapture design allows components of recruitment to be estimated

USGS Publications Warehouse

Pollock, K.H.; Kendall, W.L.; Nichols, J.D.; Lebreton, J.-D.; North, P.M.

1993-01-01

The 'robust' capture-recapture design (Pollock 1982) allows analyses which combine features of closed population model analyses (Otis et aI., 1978, White et aI., 1982) and open population model analyses (Pollock et aI., 1990). Estimators obtained under these analyses are more robust to unequal catch ability than traditional Jolly-Seber estimators (Pollock, 1982; Pollock et al., 1990; Kendall, 1992). The robust design also allows estimation of parameters for population size, survival rate and recruitment numbers for all periods of the study unlike under Jolly-Seber type models. The major advantage of this design that we emphasize in this short review paper is that it allows separate estimation of immigration and in situ recruitment numbers for a two or more age class model (Nichols and Pollock, 1990). This is contrasted with the age-dependent Jolly-Seber model (Pollock, 1981; Stokes, 1984; Pollock et L, 1990) which provides separate estimates for immigration and in situ recruitment for all but the first two age classes where there is at least a three age class model. The ability to achieve this separation of recruitment components can be very important to population modelers and wildlife managers as many species can only be separated into two easily identified age classes in the field.

Tissue Viscoelasticity Imaging Using Vibration and Ultrasound Coupler Gel

NASA Astrophysics Data System (ADS)

Yamakawa, Makoto; Shiina, Tsuyoshi

2012-07-01

In tissue diagnosis, both elasticity and viscosity are important indexes. Therefore, we propose a method for evaluating tissue viscoelasticity by applying vibration that is usually performed in elastography and using an ultrasound coupler gel with known viscoelasticity. In this method, we use three viscoelasticity parameters based on the coupler strain and tissue strain: the strain ratio as an elasticity parameter, and the phase difference and the normalized hysteresis loop area as viscosity parameters. In the agar phantom experiment, using these viscoelasticity parameters, we were able to estimate the viscoelasticity distribution of the phantom. In particular, the strain ratio and the phase difference were robust to strain estimation error.

Robust fast controller design via nonlinear fractional differential equations.

PubMed

Zhou, Xi; Wei, Yiheng; Liang, Shu; Wang, Yong

2017-07-01

A new method for linear system controller design is proposed whereby the closed-loop system achieves both robustness and fast response. The robustness performance considered here means the damping ratio of closed-loop system can keep its desired value under system parameter perturbation, while the fast response, represented by rise time of system output, can be improved by tuning the controller parameter. We exploit techniques from both the nonlinear systems control and the fractional order systems control to derive a novel nonlinear fractional order controller. For theoretical analysis of the closed-loop system performance, two comparison theorems are developed for a class of fractional differential equations. Moreover, the rise time of the closed-loop system can be estimated, which facilitates our controller design to satisfy the fast response performance and maintain the robustness. Finally, numerical examples are given to illustrate the effectiveness of our methods. Copyright © 2017 ISA. Published by Elsevier Ltd. All rights reserved.

Technical notes and correspondence: Stochastic robustness of linear time-invariant control systems

NASA Technical Reports Server (NTRS)

Stengel, Robert F.; Ray, Laura R.

1991-01-01

A simple numerical procedure for estimating the stochastic robustness of a linear time-invariant system is described. Monte Carlo evaluations of the system's eigenvalues allows the probability of instability and the related stochastic root locus to be estimated. This analysis approach treats not only Gaussian parameter uncertainties but non-Gaussian cases, including uncertain-but-bounded variation. Confidence intervals for the scalar probability of instability address computational issues inherent in Monte Carlo simulation. Trivial extensions of the procedure admit consideration of alternate discriminants; thus, the probabilities that stipulated degrees of instability will be exceeded or that closed-loop roots will leave desirable regions can also be estimated. Results are particularly amenable to graphical presentation.

Quantum Hamiltonian identification from measurement time traces.

PubMed

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.

Generalized shrunken type-GM estimator and its application

NASA Astrophysics Data System (ADS)

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

2014-03-01

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

Parameters estimation for reactive transport: A way to test the validity of a reactive model

NASA Astrophysics Data System (ADS)

Aggarwal, Mohit; Cheikh Anta Ndiaye, Mame; Carrayrou, Jérôme

The chemical parameters used in reactive transport models are not known accurately due to the complexity and the heterogeneous conditions of a real domain. We will present an efficient algorithm in order to estimate the chemical parameters using Monte-Carlo method. Monte-Carlo methods are very robust for the optimisation of the highly non-linear mathematical model describing reactive transport. Reactive transport of tributyltin (TBT) through natural quartz sand at seven different pHs is taken as the test case. Our algorithm will be used to estimate the chemical parameters of the sorption of TBT onto the natural quartz sand. By testing and comparing three models of surface complexation, we show that the proposed adsorption model cannot explain the experimental data.

Robust Bayesian Fluorescence Lifetime Estimation, Decay Model Selection and Instrument Response Determination for Low-Intensity FLIM Imaging

PubMed Central

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

Robust automatic measurement of 3D scanned models for the human body fat estimation.

PubMed

Giachetti, Andrea; Lovato, Christian; Piscitelli, Francesco; Milanese, Chiara; Zancanaro, Carlo

2015-03-01

In this paper, we present an automatic tool for estimating geometrical parameters from 3-D human scans independent on pose and robustly against the topological noise. It is based on an automatic segmentation of body parts exploiting curve skeleton processing and ad hoc heuristics able to remove problems due to different acquisition poses and body types. The software is able to locate body trunk and limbs, detect their directions, and compute parameters like volumes, areas, girths, and lengths. Experimental results demonstrate that measurements provided by our system on 3-D body scans of normal and overweight subjects acquired in different poses are highly correlated with the body fat estimates obtained on the same subjects with dual-energy X-rays absorptiometry (DXA) scanning. In particular, maximal lengths and girths, not requiring precise localization of anatomical landmarks, demonstrate a good correlation (up to 96%) with the body fat and trunk fat. Regression models based on our automatic measurements can be used to predict body fat values reasonably well.

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

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

Bender, Edward T.

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

Robust fractional order sliding mode control of doubly-fed induction generator (DFIG)-based wind turbines.

PubMed

Ebrahimkhani, Sadegh

2016-07-01

Wind power plants have nonlinear dynamics and contain many uncertainties such as unknown nonlinear disturbances and parameter uncertainties. Thus, it is a difficult task to design a robust reliable controller for this system. This paper proposes a novel robust fractional-order sliding mode (FOSM) controller for maximum power point tracking (MPPT) control of doubly fed induction generator (DFIG)-based wind energy conversion system. In order to enhance the robustness of the control system, uncertainties and disturbances are estimated using a fractional order uncertainty estimator. In the proposed method a continuous control strategy is developed to achieve the chattering free fractional order sliding-mode control, and also no knowledge of the uncertainties and disturbances or their bound is assumed. The boundedness and convergence properties of the closed-loop signals are proven using Lyapunov׳s stability theory. Simulation results in the presence of various uncertainties were carried out to evaluate the effectiveness and robustness of the proposed control scheme. Copyright © 2016 ISA. Published by Elsevier Ltd. All rights reserved.

The use of resighting data to estimate the rate of population growth of the snail kite in Florida

USGS Publications Warehouse

Dreitz, V.J.; Nichols, J.D.; Hines, J.E.; Bennetts, R.E.; Kitchens, W.M.; DeAngelis, D.L.

2002-01-01

The rate of population growth (lambda) is an important demographic parameter used to assess the viability of a population and to develop management and conservation agendas. We examined the use of resighting data to estimate lambda for the snail kite population in Florida from 1997-2000. The analyses consisted of (1) a robust design approach that derives an estimate of lambda from estimates of population size and (2) the Pradel (1996) temporal symmetry (TSM) approach that directly estimates lambda using an open-population capture-recapture model. Besides resighting data, both approaches required information on the number of unmarked individuals that were sighted during the sampling periods. The point estimates of lambda differed between the robust design and TSM approaches, but the 95% confidence intervals overlapped substantially. We believe the differences may be the result of sparse data and do not indicate the inappropriateness of either modelling technique. We focused on the results of the robust design because this approach provided estimates for all study years. Variation among these estimates was smaller than levels of variation among ad hoc estimates based on previously reported index statistics. We recommend that lambda of snail kites be estimated using capture-resighting methods rather than ad hoc counts.

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

PubMed

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

2015-12-18

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

A closed-form solution to tensor voting: theory and applications.

PubMed

Wu, Tai-Pang; Yeung, Sai-Kit; Jia, Jiaya; Tang, Chi-Keung; Medioni, Gérard

2012-08-01

We prove a closed-form solution to tensor voting (CFTV): Given a point set in any dimensions, our closed-form solution provides an exact, continuous, and efficient algorithm for computing a structure-aware tensor that simultaneously achieves salient structure detection and outlier attenuation. Using CFTV, we prove the convergence of tensor voting on a Markov random field (MRF), thus termed as MRFTV, where the structure-aware tensor at each input site reaches a stationary state upon convergence in structure propagation. We then embed structure-aware tensor into expectation maximization (EM) for optimizing a single linear structure to achieve efficient and robust parameter estimation. Specifically, our EMTV algorithm optimizes both the tensor and fitting parameters and does not require random sampling consensus typically used in existing robust statistical techniques. We performed quantitative evaluation on its accuracy and robustness, showing that EMTV performs better than the original TV and other state-of-the-art techniques in fundamental matrix estimation for multiview stereo matching. The extensions of CFTV and EMTV for extracting multiple and nonlinear structures are underway.

Reducing Design Risk Using Robust Design Methods: A Dual Response Surface Approach

NASA Technical Reports Server (NTRS)

Unal, Resit; Yeniay, Ozgur; Lepsch, Roger A. (Technical Monitor)

2003-01-01

Space transportation system conceptual design is a multidisciplinary process containing considerable element of risk. Risk here is defined as the variability in the estimated (output) performance characteristic of interest resulting from the uncertainties in the values of several disciplinary design and/or operational parameters. Uncertainties from one discipline (and/or subsystem) may propagate to another, through linking parameters and the final system output may have a significant accumulation of risk. This variability can result in significant deviations from the expected performance. Therefore, an estimate of variability (which is called design risk in this study) together with the expected performance characteristic value (e.g. mean empty weight) is necessary for multidisciplinary optimization for a robust design. Robust design in this study is defined as a solution that minimizes variability subject to a constraint on mean performance characteristics. Even though multidisciplinary design optimization has gained wide attention and applications, the treatment of uncertainties to quantify and analyze design risk has received little attention. This research effort explores the dual response surface approach to quantify variability (risk) in critical performance characteristics (such as weight) during conceptual design.

Income inequality, poverty, and population health: evidence from recent data for the United States.

PubMed

Ram, Rati

2005-12-01

In this study, state-level US data for the years 2000 and 1990 are used to provide additional evidence on the roles of income inequality and poverty in population health. Five main points are noted. First, contrary to the suggestion made in several recent studies, the income inequality parameter is observed to be quite robust and carries statistical significance in mortality equations estimated from several observation sets and a fairly wide variety of specificational choices. Second, the evidence does not indicate that significance of income inequality is lost when education variables are included. Third, similarly, the income inequality parameter shows significance when a race variable is added, and also when both race and urbanization terms are entered. Fourth, while poverty is seen to have some mortality-increasing consequence, the role of income inequality appears stronger. Fifth, income inequality retains statistical significance when a quadratic income term is added and also if the log-log version of a fairly inclusive model is estimated. I therefore suggest that the recent skepticism articulated by several scholars in regard to the robustness of the income inequality parameters in mortality equations estimated from the US data should be reconsidered.

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

NASA Astrophysics Data System (ADS)

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

2017-07-01

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

Robust and intelligent bearing estimation

DOEpatents

Claassen, John P.

2000-01-01

A method of bearing estimation comprising quadrature digital filtering of event observations, constructing a plurality of observation matrices each centered on a time-frequency interval, determining for each observation matrix a parameter such as degree of polarization, linearity of particle motion, degree of dyadicy, or signal-to-noise ratio, choosing observation matrices most likely to produce a set of best available bearing estimates, and estimating a bearing for each observation matrix of the chosen set.

The pulse-pair algorithm as a robust estimator of turbulent weather spectral parameters using airborne pulse Doppler radar

NASA Technical Reports Server (NTRS)

Baxa, Ernest G., Jr.; Lee, Jonggil

1991-01-01

The pulse pair method for spectrum parameter estimation is commonly used in pulse Doppler weather radar signal processing since it is economical to implement and can be shown to be a maximum likelihood estimator. With the use of airborne weather radar for windshear detection, the turbulent weather and strong ground clutter return spectrum differs from that assumed in its derivation, so the performance robustness of the pulse pair technique must be understood. Here, the effect of radar system pulse to pulse phase jitter and signal spectrum skew on the pulse pair algorithm performance is discussed. Phase jitter effect may be significant when the weather return signal to clutter ratio is very low and clutter rejection filtering is attempted. The analysis can be used to develop design specifications for airborne radar system phase stability. It is also shown that the weather return spectrum skew can cause a significant bias in the pulse pair mean windspeed estimates, and that the poly pulse pair algorithm can reduce this bias. It is suggested that use of a spectrum mode estimator may be more appropriate in characterizing the windspeed within a radar range resolution cell for detection of hazardous windspeed gradients.

Robust small area estimation of poverty indicators using M-quantile approach (Case study: Sub-district level in Bogor district)

NASA Astrophysics Data System (ADS)

Girinoto, Sadik, Kusman; Indahwati

2017-03-01

The National Socio-Economic Survey samples are designed to produce estimates of parameters of planned domains (provinces and districts). The estimation of unplanned domains (sub-districts and villages) has its limitation to obtain reliable direct estimates. One of the possible solutions to overcome this problem is employing small area estimation techniques. The popular choice of small area estimation is based on linear mixed models. However, such models need strong distributional assumptions and do not easy allow for outlier-robust estimation. As an alternative approach for this purpose, M-quantile regression approach to small area estimation based on modeling specific M-quantile coefficients of conditional distribution of study variable given auxiliary covariates. It obtained outlier-robust estimation from influence function of M-estimator type and also no need strong distributional assumptions. In this paper, the aim of study is to estimate the poverty indicator at sub-district level in Bogor District-West Java using M-quantile models for small area estimation. Using data taken from National Socioeconomic Survey and Villages Potential Statistics, the results provide a detailed description of pattern of incidence and intensity of poverty within Bogor district. We also compare the results with direct estimates. The results showed the framework may be preferable when direct estimate having no incidence of poverty at all in the small area.

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

PubMed Central

Poreba, Martyna; Goulette, François

2015-01-01

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

Intelligent nonsingular terminal sliding-mode control using MIMO Elman neural network for piezo-flexural nanopositioning stage.

PubMed

Lin, Faa-Jeng; Lee, Shih-Yang; Chou, Po-Huan

2012-12-01

The objective of this study is to develop an intelligent nonsingular terminal sliding-mode control (INTSMC) system using an Elman neural network (ENN) for the threedimensional motion control of a piezo-flexural nanopositioning stage (PFNS). First, the dynamic model of the PFNS is derived in detail. Then, to achieve robust, accurate trajectory-tracking performance, a nonsingular terminal sliding-mode control (NTSMC) system is proposed for the tracking of the reference contours. The steady-state response of the control system can be improved effectively because of the addition of the nonsingularity in the NTSMC. Moreover, to relax the requirements of the bounds and discard the switching function in NTSMC, an INTSMC system using a multi-input-multioutput (MIMO) ENN estimator is proposed to improve the control performance and robustness of the PFNS. The ENN estimator is proposed to estimate the hysteresis phenomenon and lumped uncertainty, including the system parameters and external disturbance of the PFNS online. Furthermore, the adaptive learning algorithms for the training of the parameters of the ENN online are derived using the Lyapunov stability theorem. In addition, two robust compensators are proposed to confront the minimum reconstructed errors in INTSMC. Finally, some experimental results for the tracking of various contours are given to demonstrate the validity of the proposed INTSMC system for PFNS.

Robust functional regression model for marginal mean and subject-specific inferences.

PubMed

Cao, Chunzheng; Shi, Jian Qing; Lee, Youngjo

2017-01-01

We introduce flexible robust functional regression models, using various heavy-tailed processes, including a Student t-process. We propose efficient algorithms in estimating parameters for the marginal mean inferences and in predicting conditional means as well as interpolation and extrapolation for the subject-specific inferences. We develop bootstrap prediction intervals (PIs) for conditional mean curves. Numerical studies show that the proposed model provides a robust approach against data contamination or distribution misspecification, and the proposed PIs maintain the nominal confidence levels. A real data application is presented as an illustrative example.

Dynamic Parameters of the 2015 Nepal Gorkha Mw7.8 Earthquake Constrained by Multi-observations

NASA Astrophysics Data System (ADS)

Weng, H.; Yang, H.

2017-12-01

Dynamic rupture model can provide much detailed insights into rupture physics that is capable of assessing future seismic risk. Many studies have attempted to constrain the slip-weakening distance, an important parameter controlling friction behavior of rock, for several earthquakes based on dynamic models, kinematic models, and direct estimations from near-field ground motion. However, large uncertainties of the values of the slip-weakening distance still remain, mostly because of the intrinsic trade-offs between the slip-weakening distance and fault strength. Here we use a spontaneously dynamic rupture model to constrain the frictional parameters of the 25 April 2015 Mw7.8 Nepal earthquake, by combining with multiple seismic observations such as high-rate cGPS data, strong motion data, and kinematic source models. With numerous tests we find the trade-off patterns of final slip, rupture speed, static GPS ground displacements, and dynamic ground waveforms are quite different. Combining all the seismic constraints we can conclude a robust solution without a substantial trade-off of average slip-weakening distance, 0.6 m, in contrast to previous kinematical estimation of 5 m. To our best knowledge, this is the first time to robustly determine the slip-weakening distance on seismogenic fault from seismic observations. The well-constrained frictional parameters may be used for future dynamic models to assess seismic hazard, such as estimating the peak ground acceleration (PGA) etc. Similar approach could also be conducted for other great earthquakes, enabling broad estimations of the dynamic parameters in global perspectives that can better reveal the intrinsic physics of earthquakes.

Spatial distribution, sampling precision and survey design optimisation with non-normal variables: The case of anchovy (Engraulis encrasicolus) recruitment in Spanish Mediterranean waters

NASA Astrophysics Data System (ADS)

Tugores, M. Pilar; Iglesias, Magdalena; Oñate, Dolores; Miquel, Joan

2016-02-01

In the Mediterranean Sea, the European anchovy (Engraulis encrasicolus) displays a key role in ecological and economical terms. Ensuring stock sustainability requires the provision of crucial information, such as species spatial distribution or unbiased abundance and precision estimates, so that management strategies can be defined (e.g. fishing quotas, temporal closure areas or marine protected areas MPA). Furthermore, the estimation of the precision of global abundance at different sampling intensities can be used for survey design optimisation. Geostatistics provide a priori unbiased estimations of the spatial structure, global abundance and precision for autocorrelated data. However, their application to non-Gaussian data introduces difficulties in the analysis in conjunction with low robustness or unbiasedness. The present study applied intrinsic geostatistics in two dimensions in order to (i) analyse the spatial distribution of anchovy in Spanish Western Mediterranean waters during the species' recruitment season, (ii) produce distribution maps, (iii) estimate global abundance and its precision, (iv) analyse the effect of changing the sampling intensity on the precision of global abundance estimates and, (v) evaluate the effects of several methodological options on the robustness of all the analysed parameters. The results suggested that while the spatial structure was usually non-robust to the tested methodological options when working with the original dataset, it became more robust for the transformed datasets (especially for the log-backtransformed dataset). The global abundance was always highly robust and the global precision was highly or moderately robust to most of the methodological options, except for data transformation.

Joint Multi-Fiber NODDI Parameter Estimation and Tractography Using the Unscented Information Filter

PubMed Central

Reddy, Chinthala P.; Rathi, Yogesh

2016-01-01

Tracing white matter fiber bundles is an integral part of analyzing brain connectivity. An accurate estimate of the underlying tissue parameters is also paramount in several neuroscience applications. In this work, we propose to use a joint fiber model estimation and tractography algorithm that uses the NODDI (neurite orientation dispersion diffusion imaging) model to estimate fiber orientation dispersion consistently and smoothly along the fiber tracts along with estimating the intracellular and extracellular volume fractions from the diffusion signal. While the NODDI model has been used in earlier works to estimate the microstructural parameters at each voxel independently, for the first time, we propose to integrate it into a tractography framework. We extend this framework to estimate the NODDI parameters for two crossing fibers, which is imperative to trace fiber bundles through crossings as well as to estimate the microstructural parameters for each fiber bundle separately. We propose to use the unscented information filter (UIF) to accurately estimate the model parameters and perform tractography. The proposed approach has significant computational performance improvements as well as numerical robustness over the unscented Kalman filter (UKF). Our method not only estimates the confidence in the estimated parameters via the covariance matrix, but also provides the Fisher-information matrix of the state variables (model parameters), which can be quite useful to measure model complexity. Results from in-vivo human brain data sets demonstrate the ability of our algorithm to trace through crossing fiber regions, while estimating orientation dispersion and other biophysical model parameters in a consistent manner along the tracts. PMID:27147956

Joint Multi-Fiber NODDI Parameter Estimation and Tractography Using the Unscented Information Filter.

PubMed

Reddy, Chinthala P; Rathi, Yogesh

2016-01-01

Tracing white matter fiber bundles is an integral part of analyzing brain connectivity. An accurate estimate of the underlying tissue parameters is also paramount in several neuroscience applications. In this work, we propose to use a joint fiber model estimation and tractography algorithm that uses the NODDI (neurite orientation dispersion diffusion imaging) model to estimate fiber orientation dispersion consistently and smoothly along the fiber tracts along with estimating the intracellular and extracellular volume fractions from the diffusion signal. While the NODDI model has been used in earlier works to estimate the microstructural parameters at each voxel independently, for the first time, we propose to integrate it into a tractography framework. We extend this framework to estimate the NODDI parameters for two crossing fibers, which is imperative to trace fiber bundles through crossings as well as to estimate the microstructural parameters for each fiber bundle separately. We propose to use the unscented information filter (UIF) to accurately estimate the model parameters and perform tractography. The proposed approach has significant computational performance improvements as well as numerical robustness over the unscented Kalman filter (UKF). Our method not only estimates the confidence in the estimated parameters via the covariance matrix, but also provides the Fisher-information matrix of the state variables (model parameters), which can be quite useful to measure model complexity. Results from in-vivo human brain data sets demonstrate the ability of our algorithm to trace through crossing fiber regions, while estimating orientation dispersion and other biophysical model parameters in a consistent manner along the tracts.

Predicting climate change: Uncertainties and prospects for surmounting them

NASA Astrophysics Data System (ADS)

Ghil, Michael

2008-03-01

General circulation models (GCMs) are among the most detailed and sophisticated models of natural phenomena in existence. Still, the lack of robust and efficient subgrid-scale parametrizations for GCMs, along with the inherent sensitivity to initial data and the complex nonlinearities involved, present a major and persistent obstacle to narrowing the range of estimates for end-of-century warming. Estimating future changes in the distribution of climatic extrema is even more difficult. Brute-force tuning the large number of GCM parameters does not appear to help reduce the uncertainties. Andronov and Pontryagin (1937) proposed structural stability as a way to evaluate model robustness. Unfortunately, many real-world systems proved to be structurally unstable. We illustrate these concepts with a very simple model for the El Niño--Southern Oscillation (ENSO). Our model is governed by a differential delay equation with a single delay and periodic (seasonal) forcing. Like many of its more or less detailed and realistic precursors, this model exhibits a Devil's staircase. We study the model's structural stability, describe the mechanisms of the observed instabilities, and connect our findings to ENSO phenomenology. In the model's phase-parameter space, regions of smooth dependence on parameters alternate with rough, fractal ones. We then apply the tools of random dynamical systems and stochastic structural stability to the circle map and a torus map. The effect of noise with compact support on these maps is fairly intuitive: it is the most robust structures in phase-parameter space that survive the smoothing introduced by the noise. The nature of the stochastic forcing matters, thus suggesting that certain types of stochastic parametrizations might be better than others in achieving GCM robustness. This talk represents joint work with M. Chekroun, E. Simonnet and I. Zaliapin.

Application of a mechanistic model as a tool for on-line monitoring of pilot scale filamentous fungal fermentation processes-The importance of evaporation effects.

PubMed

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.

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

PubMed

Nguyen, N; Milanfar, P; Golub, G

2001-01-01

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

Worst-Case Flutter Margins from F/A-18 Aircraft Aeroelastic Data

NASA Technical Reports Server (NTRS)

Lind, Rick; Brenner, Marty

1997-01-01

An approach for computing worst-case flutter margins has been formulated in a robust stability framework. Uncertainty operators are included with a linear model to describe modeling errors and flight variations. The structured singular value, micron, computes a stability margin which directly accounts for these uncertainties. This approach introduces a new method of computing flutter margins and an associated new parameter for describing these margins. The micron margins are robust margins which indicate worst-case stability estimates with respect to the defined uncertainty. Worst-case flutter margins are computed for the F/A-18 SRA using uncertainty sets generated by flight data analysis. The robust margins demonstrate flight conditions for flutter may lie closer to the flight envelope than previously estimated by p-k analysis.

Evaluating alternate models to estimate genetic parameters of calving traits in United Kingdom Holstein-Friesian dairy cattle.

PubMed

Eaglen, Sophie A E; Coffey, Mike P; Woolliams, John A; Wall, Eileen

2012-07-28

The focus in dairy cattle breeding is gradually shifting from production to functional traits and genetic parameters of calving traits are estimated more frequently. However, across countries, various statistical models are used to estimate these parameters. This study evaluates different models for calving ease and stillbirth in United Kingdom Holstein-Friesian cattle. Data from first and later parity records were used. Genetic parameters for calving ease, stillbirth and gestation length were estimated using the restricted maximum likelihood method, considering different models i.e. sire (-maternal grandsire), animal, univariate and bivariate models. Gestation length was fitted as a correlated indicator trait and, for all three traits, genetic correlations between first and later parities were estimated. Potential bias in estimates was avoided by acknowledging a possible environmental direct-maternal covariance. The total heritable variance was estimated for each trait to discuss its theoretical importance and practical value. Prediction error variances and accuracies were calculated to compare the models. On average, direct and maternal heritabilities for calving traits were low, except for direct gestation length. Calving ease in first parity had a significant and negative direct-maternal genetic correlation. Gestation length was maternally correlated to stillbirth in first parity and directly correlated to calving ease in later parities. Multi-trait models had a slightly greater predictive ability than univariate models, especially for the lowly heritable traits. The computation time needed for sire (-maternal grandsire) models was much smaller than for animal models with only small differences in accuracy. The sire (-maternal grandsire) model was robust when additional genetic components were estimated, while the equivalent animal model had difficulties reaching convergence. For the evaluation of calving traits, multi-trait models show a slight advantage over univariate models. Extended sire models (-maternal grandsire) are more practical and robust than animal models. Estimated genetic parameters for calving traits of UK Holstein cattle are consistent with literature. Calculating an aggregate estimated breeding value including direct and maternal values should encourage breeders to consider both direct and maternal effects in selection decisions.

Evaluating alternate models to estimate genetic parameters of calving traits in United Kingdom Holstein-Friesian dairy cattle

PubMed Central

2012-01-01

Background The focus in dairy cattle breeding is gradually shifting from production to functional traits and genetic parameters of calving traits are estimated more frequently. However, across countries, various statistical models are used to estimate these parameters. This study evaluates different models for calving ease and stillbirth in United Kingdom Holstein-Friesian cattle. Methods Data from first and later parity records were used. Genetic parameters for calving ease, stillbirth and gestation length were estimated using the restricted maximum likelihood method, considering different models i.e. sire (−maternal grandsire), animal, univariate and bivariate models. Gestation length was fitted as a correlated indicator trait and, for all three traits, genetic correlations between first and later parities were estimated. Potential bias in estimates was avoided by acknowledging a possible environmental direct-maternal covariance. The total heritable variance was estimated for each trait to discuss its theoretical importance and practical value. Prediction error variances and accuracies were calculated to compare the models. Results and discussion On average, direct and maternal heritabilities for calving traits were low, except for direct gestation length. Calving ease in first parity had a significant and negative direct-maternal genetic correlation. Gestation length was maternally correlated to stillbirth in first parity and directly correlated to calving ease in later parities. Multi-trait models had a slightly greater predictive ability than univariate models, especially for the lowly heritable traits. The computation time needed for sire (−maternal grandsire) models was much smaller than for animal models with only small differences in accuracy. The sire (−maternal grandsire) model was robust when additional genetic components were estimated, while the equivalent animal model had difficulties reaching convergence. Conclusions For the evaluation of calving traits, multi-trait models show a slight advantage over univariate models. Extended sire models (−maternal grandsire) are more practical and robust than animal models. Estimated genetic parameters for calving traits of UK Holstein cattle are consistent with literature. Calculating an aggregate estimated breeding value including direct and maternal values should encourage breeders to consider both direct and maternal effects in selection decisions. PMID:22839757

Parameter Search Algorithms for Microwave Radar-Based Breast Imaging: Focal Quality Metrics as Fitness Functions.

PubMed

O'Loughlin, Declan; Oliveira, Bárbara L; Elahi, Muhammad Adnan; Glavin, Martin; Jones, Edward; Popović, Milica; O'Halloran, Martin

2017-12-06

Inaccurate estimation of average dielectric properties can have a tangible impact on microwave radar-based breast images. Despite this, recent patient imaging studies have used a fixed estimate although this is known to vary from patient to patient. Parameter search algorithms are a promising technique for estimating the average dielectric properties from the reconstructed microwave images themselves without additional hardware. In this work, qualities of accurately reconstructed images are identified from point spread functions. As the qualities of accurately reconstructed microwave images are similar to the qualities of focused microscopic and photographic images, this work proposes the use of focal quality metrics for average dielectric property estimation. The robustness of the parameter search is evaluated using experimental dielectrically heterogeneous phantoms on the three-dimensional volumetric image. Based on a very broad initial estimate of the average dielectric properties, this paper shows how these metrics can be used as suitable fitness functions in parameter search algorithms to reconstruct clear and focused microwave radar images.

Robust inference under the beta regression model with application to health care studies.

PubMed

Ghosh, Abhik

2017-01-01

Data on rates, percentages, or proportions arise frequently in many different applied disciplines like medical biology, health care, psychology, and several others. In this paper, we develop a robust inference procedure for the beta regression model, which is used to describe such response variables taking values in (0, 1) through some related explanatory variables. In relation to the beta regression model, the issue of robustness has been largely ignored in the literature so far. The existing maximum likelihood-based inference has serious lack of robustness against outliers in data and generate drastically different (erroneous) inference in the presence of data contamination. Here, we develop the robust minimum density power divergence estimator and a class of robust Wald-type tests for the beta regression model along with several applications. We derive their asymptotic properties and describe their robustness theoretically through the influence function analyses. Finite sample performances of the proposed estimators and tests are examined through suitable simulation studies and real data applications in the context of health care and psychology. Although we primarily focus on the beta regression models with a fixed dispersion parameter, some indications are also provided for extension to the variable dispersion beta regression models with an application.

Atlas of relations between climatic parameters and distributions of important trees and shrubs in North America—Modern data for climatic estimation from vegetation inventories

USGS Publications Warehouse

Thompson, Robert S.; Anderson, Katherine H.; Pelltier, Richard T.; Strickland, Laura E.; Shafer, Sarah L.; Bartlein, Patrick J.

2012-01-01

Vegetation inventories (plant taxa present in a vegetation assemblage at a given site) can be used to estimate climatic parameters based on the identification of the range of a given parameter where all taxa in an assemblage overlap ("Mutual Climatic Range"). For the reconstruction of past climates from fossil or subfossil plant assemblages, we assembled the data necessary for such analyses for 530 woody plant taxa and eight climatic parameters in North America. Here we present examples of how these data can be used to obtain paleoclimatic estimates from botanical data in a straightforward, simple, and robust fashion. We also include matrices of climate parameter versus occurrence or nonoccurrence of the individual taxa. These relations are depicted graphically as histograms of the population distributions of the occurrences of a given taxon plotted against a given climatic parameter. This provides a new method for quantification of paleoclimatic parameters from fossil plant assemblages.

An improved approximate-Bayesian model-choice method for estimating shared evolutionary history

PubMed Central

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

Impact of fitting algorithms on errors of parameter estimates in dynamic contrast-enhanced MRI

NASA Astrophysics Data System (ADS)

Debus, C.; Floca, R.; Nörenberg, D.; Abdollahi, A.; Ingrisch, M.

2017-12-01

Parameter estimation in dynamic contrast-enhanced MRI (DCE MRI) is usually performed by non-linear least square (NLLS) fitting of a pharmacokinetic model to a measured concentration-time curve. The two-compartment exchange model (2CXM) describes the compartments ‘plasma’ and ‘interstitial volume’ and their exchange in terms of plasma flow and capillary permeability. The model function can be defined by either a system of two coupled differential equations or a closed-form analytical solution. The aim of this study was to compare these two representations in terms of accuracy, robustness and computation speed, depending on parameter combination and temporal sampling. The impact on parameter estimation errors was investigated by fitting the 2CXM to simulated concentration-time curves. Parameter combinations representing five tissue types were used, together with two arterial input functions, a measured and a theoretical population based one, to generate 4D concentration images at three different temporal resolutions. Images were fitted by NLLS techniques, where the sum of squared residuals was calculated by either numeric integration with the Runge-Kutta method or convolution. Furthermore two example cases, a prostate carcinoma and a glioblastoma multiforme patient, were analyzed in order to investigate the validity of our findings in real patient data. The convolution approach yields improved results in precision and robustness of determined parameters. Precision and stability are limited in curves with low blood flow. The model parameter ve shows great instability and little reliability in all cases. Decreased temporal resolution results in significant errors for the differential equation approach in several curve types. The convolution excelled in computational speed by three orders of magnitude. Uncertainties in parameter estimation at low temporal resolution cannot be compensated by usage of the differential equations. Fitting with the convolution approach is superior in computational time, with better stability and accuracy at the same time.

Using open robust design models to estimate temporary emigration from capture-recapture data.

PubMed

Kendall, W L; Bjorkland, R

2001-12-01

Capture-recapture studies are crucial in many circumstances for estimating demographic parameters for wildlife and fish populations. Pollock's robust design, involving multiple sampling occasions per period of interest, provides several advantages over classical approaches. This includes the ability to estimate the probability of being present and available for detection, which in some situations is equivalent to breeding probability. We present a model for estimating availability for detection that relaxes two assumptions required in previous approaches. The first is that the sampled population is closed to additions and deletions across samples within a period of interest. The second is that each member of the population has the same probability of being available for detection in a given period. We apply our model to estimate survival and breeding probability in a study of hawksbill sea turtles (Eretmochelys imbricata), where previous approaches are not appropriate.

Using open robust design models to estimate temporary emigration from capture-recapture data

USGS Publications Warehouse

Kendall, W.L.; Bjorkland, R.

2001-01-01

Capture-recapture studies are crucial in many circumstances for estimating demographic parameters for wildlife and fish populations. Pollock's robust design, involving multiple sampling occasions per period of interest, provides several advantages over classical approaches. This includes the ability to estimate the probability of being present and available for detection, which in some situations is equivalent to breeding probability. We present a model for estimating availability for detection that relaxes two assumptions required in previous approaches. The first is that the sampled population is closed to additions and deletions across samples within a period of interest. The second is that each member of the population has the same probability of being available for detection in a given period. We apply our model to estimate survival and breeding probability in a study of hawksbill sea turtles (Eretmochelys imbricata), where previous approaches are not appropriate.

State-dependent biasing method for importance sampling in the weighted stochastic simulation algorithm.

PubMed

Roh, Min K; Gillespie, Dan T; Petzold, Linda R

2010-11-07

The weighted stochastic simulation algorithm (wSSA) was developed by Kuwahara and Mura [J. Chem. Phys. 129, 165101 (2008)] to efficiently estimate the probabilities of rare events in discrete stochastic systems. The wSSA uses importance sampling to enhance the statistical accuracy in the estimation of the probability of the rare event. The original algorithm biases the reaction selection step with a fixed importance sampling parameter. In this paper, we introduce a novel method where the biasing parameter is state-dependent. The new method features improved accuracy, efficiency, and robustness.

Pairing field methods to improve inference in wildlife surveys while accommodating detection covariance

USGS Publications Warehouse

Clare, John; McKinney, Shawn T.; DePue, John E.; Loftin, Cynthia S.

2017-01-01

It is common to use multiple field sampling methods when implementing wildlife surveys to compare method efficacy or cost efficiency, integrate distinct pieces of information provided by separate methods, or evaluate method-specific biases and misclassification error. Existing models that combine information from multiple field methods or sampling devices permit rigorous comparison of method-specific detection parameters, enable estimation of additional parameters such as false-positive detection probability, and improve occurrence or abundance estimates, but with the assumption that the separate sampling methods produce detections independently of one another. This assumption is tenuous if methods are paired or deployed in close proximity simultaneously, a common practice that reduces the additional effort required to implement multiple methods and reduces the risk that differences between method-specific detection parameters are confounded by other environmental factors. We develop occupancy and spatial capture–recapture models that permit covariance between the detections produced by different methods, use simulation to compare estimator performance of the new models to models assuming independence, and provide an empirical application based on American marten (Martes americana) surveys using paired remote cameras, hair catches, and snow tracking. Simulation results indicate existing models that assume that methods independently detect organisms produce biased parameter estimates and substantially understate estimate uncertainty when this assumption is violated, while our reformulated models are robust to either methodological independence or covariance. Empirical results suggested that remote cameras and snow tracking had comparable probability of detecting present martens, but that snow tracking also produced false-positive marten detections that could potentially substantially bias distribution estimates if not corrected for. Remote cameras detected marten individuals more readily than passive hair catches. Inability to photographically distinguish individual sex did not appear to induce negative bias in camera density estimates; instead, hair catches appeared to produce detection competition between individuals that may have been a source of negative bias. Our model reformulations broaden the range of circumstances in which analyses incorporating multiple sources of information can be robustly used, and our empirical results demonstrate that using multiple field-methods can enhance inferences regarding ecological parameters of interest and improve understanding of how reliably survey methods sample these parameters.

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

PubMed Central

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

2016-01-01

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

Simulated performance of an order statistic threshold strategy for detection of narrowband signals

NASA Technical Reports Server (NTRS)

Satorius, E.; Brady, R.; Deich, W.; Gulkis, S.; Olsen, E.

1988-01-01

The application of order statistics to signal detection is becoming an increasingly active area of research. This is due to the inherent robustness of rank estimators in the presence of large outliers that would significantly degrade more conventional mean-level-based detection systems. A detection strategy is presented in which the threshold estimate is obtained using order statistics. The performance of this algorithm in the presence of simulated interference and broadband noise is evaluated. In this way, the robustness of the proposed strategy in the presence of the interference can be fully assessed as a function of the interference, noise, and detector parameters.

Ascertainment-adjusted parameter estimation approach to improve robustness against misspecification of health monitoring methods

NASA Astrophysics Data System (ADS)

Juesas, P.; Ramasso, E.

2016-12-01

Condition monitoring aims at ensuring system safety which is a fundamental requirement for industrial applications and that has become an inescapable social demand. This objective is attained by instrumenting the system and developing data analytics methods such as statistical models able to turn data into relevant knowledge. One difficulty is to be able to correctly estimate the parameters of those methods based on time-series data. This paper suggests the use of the Weighted Distribution Theory together with the Expectation-Maximization algorithm to improve parameter estimation in statistical models with latent variables with an application to health monotonic under uncertainty. The improvement of estimates is made possible by incorporating uncertain and possibly noisy prior knowledge on latent variables in a sound manner. The latent variables are exploited to build a degradation model of dynamical system represented as a sequence of discrete states. Examples on Gaussian Mixture Models, Hidden Markov Models (HMM) with discrete and continuous outputs are presented on both simulated data and benchmarks using the turbofan engine datasets. A focus on the application of a discrete HMM to health monitoring under uncertainty allows to emphasize the interest of the proposed approach in presence of different operating conditions and fault modes. It is shown that the proposed model depicts high robustness in presence of noisy and uncertain prior.

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

PubMed

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

2012-01-01

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

Robust Brain-Machine Interface Design Using Optimal Feedback Control Modeling and Adaptive Point Process Filtering

PubMed Central

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

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

PubMed

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

2016-09-01

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

The comparison of robust partial least squares regression with robust principal component regression on a real

NASA Astrophysics Data System (ADS)

Polat, Esra; Gunay, Suleyman

2013-10-01

One of the problems encountered in Multiple Linear Regression (MLR) is multicollinearity, which causes the overestimation of the regression parameters and increase of the variance of these parameters. Hence, in case of multicollinearity presents, biased estimation procedures such as classical Principal Component Regression (CPCR) and Partial Least Squares Regression (PLSR) are then performed. SIMPLS algorithm is the leading PLSR algorithm because of its speed, efficiency and results are easier to interpret. However, both of the CPCR and SIMPLS yield very unreliable results when the data set contains outlying observations. Therefore, Hubert and Vanden Branden (2003) have been presented a robust PCR (RPCR) method and a robust PLSR (RPLSR) method called RSIMPLS. In RPCR, firstly, a robust Principal Component Analysis (PCA) method for high-dimensional data on the independent variables is applied, then, the dependent variables are regressed on the scores using a robust regression method. RSIMPLS has been constructed from a robust covariance matrix for high-dimensional data and robust linear regression. The purpose of this study is to show the usage of RPCR and RSIMPLS methods on an econometric data set, hence, making a comparison of two methods on an inflation model of Turkey. The considered methods have been compared in terms of predictive ability and goodness of fit by using a robust Root Mean Squared Error of Cross-validation (R-RMSECV), a robust R2 value and Robust Component Selection (RCS) statistic.

Quantifying potential health impacts of cadmium in cigarettes on smoker risk of lung cancer: a portfolio-of-mechanisms approach.

PubMed

Cox, Louis Anthony Tony

2006-12-01

This article introduces an approach to estimating the uncertain potential effects on lung cancer risk of removing a particular constituent, cadmium (Cd), from cigarette smoke, given the useful but incomplete scientific information available about its modes of action. The approach considers normal cell proliferation; DNA repair inhibition in normal cells affected by initiating events; proliferation, promotion, and progression of initiated cells; and death or sparing of initiated and malignant cells as they are further transformed to become fully tumorigenic. Rather than estimating unmeasured model parameters by curve fitting to epidemiological or animal experimental tumor data, we attempt rough estimates of parameters based on their biological interpretations and comparison to corresponding genetic polymorphism data. The resulting parameter estimates are admittedly uncertain and approximate, but they suggest a portfolio approach to estimating impacts of removing Cd that gives usefully robust conclusions. This approach views Cd as creating a portfolio of uncertain health impacts that can be expressed as biologically independent relative risk factors having clear mechanistic interpretations. Because Cd can act through many distinct biological mechanisms, it appears likely (subjective probability greater than 40%) that removing Cd from cigarette smoke would reduce smoker risks of lung cancer by at least 10%, although it is possible (consistent with what is known) that the true effect could be much larger or smaller. Conservative estimates and assumptions made in this calculation suggest that the true impact could be greater for some smokers. This conclusion appears to be robust to many scientific uncertainties about Cd and smoking effects.

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

USGS Publications Warehouse

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

2002-01-01

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

An improved method for bivariate meta-analysis when within-study correlations are unknown.

PubMed

Hong, Chuan; D Riley, Richard; Chen, Yong

2018-03-01

Multivariate meta-analysis, which jointly analyzes multiple and possibly correlated outcomes in a single analysis, is becoming increasingly popular in recent years. An attractive feature of the multivariate meta-analysis is its ability to account for the dependence between multiple estimates from the same study. However, standard inference procedures for multivariate meta-analysis require the knowledge of within-study correlations, which are usually unavailable. This limits standard inference approaches in practice. Riley et al proposed a working model and an overall synthesis correlation parameter to account for the marginal correlation between outcomes, where the only data needed are those required for a separate univariate random-effects meta-analysis. As within-study correlations are not required, the Riley method is applicable to a wide variety of evidence synthesis situations. However, the standard variance estimator of the Riley method is not entirely correct under many important settings. As a consequence, the coverage of a function of pooled estimates may not reach the nominal level even when the number of studies in the multivariate meta-analysis is large. In this paper, we improve the Riley method by proposing a robust variance estimator, which is asymptotically correct even when the model is misspecified (ie, when the likelihood function is incorrect). Simulation studies of a bivariate meta-analysis, in a variety of settings, show a function of pooled estimates has improved performance when using the proposed robust variance estimator. In terms of individual pooled estimates themselves, the standard variance estimator and robust variance estimator give similar results to the original method, with appropriate coverage. The proposed robust variance estimator performs well when the number of studies is relatively large. Therefore, we recommend the use of the robust method for meta-analyses with a relatively large number of studies (eg, m≥50). When the sample size is relatively small, we recommend the use of the robust method under the working independence assumption. We illustrate the proposed method through 2 meta-analyses. Copyright © 2017 John Wiley & Sons, Ltd.

Online model checking approach based parameter estimation to a neuronal fate decision simulation model in Caenorhabditis elegans with hybrid functional Petri net with extension.

PubMed

Li, Chen; Nagasaki, Masao; Koh, Chuan Hock; Miyano, Satoru

2011-05-01

Mathematical modeling and simulation studies are playing an increasingly important role in helping researchers elucidate how living organisms function in cells. In systems biology, researchers typically tune many parameters manually to achieve simulation results that are consistent with biological knowledge. This severely limits the size and complexity of simulation models built. In order to break this limitation, we propose a computational framework to automatically estimate kinetic parameters for a given network structure. We utilized an online (on-the-fly) model checking technique (which saves resources compared to the offline approach), with a quantitative modeling and simulation architecture named hybrid functional Petri net with extension (HFPNe). We demonstrate the applicability of this framework by the analysis of the underlying model for the neuronal cell fate decision model (ASE fate model) in Caenorhabditis elegans. First, we built a quantitative ASE fate model containing 3327 components emulating nine genetic conditions. Then, using our developed efficient online model checker, MIRACH 1.0, together with parameter estimation, we ran 20-million simulation runs, and were able to locate 57 parameter sets for 23 parameters in the model that are consistent with 45 biological rules extracted from published biological articles without much manual intervention. To evaluate the robustness of these 57 parameter sets, we run another 20 million simulation runs using different magnitudes of noise. Our simulation results concluded that among these models, one model is the most reasonable and robust simulation model owing to the high stability against these stochastic noises. Our simulation results provide interesting biological findings which could be used for future wet-lab experiments.

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

NASA Astrophysics Data System (ADS)

Chiu, Y.; Nishikawa, T.

2013-12-01

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

Adjusting for overdispersion in piecewise exponential regression models to estimate excess mortality rate in population-based research.

PubMed

Luque-Fernandez, Miguel Angel; Belot, Aurélien; Quaresma, Manuela; Maringe, Camille; Coleman, Michel P; Rachet, Bernard

2016-10-01

In population-based cancer research, piecewise exponential regression models are used to derive adjusted estimates of excess mortality due to cancer using the Poisson generalized linear modelling framework. However, the assumption that the conditional mean and variance of the rate parameter given the set of covariates x i are equal is strong and may fail to account for overdispersion given the variability of the rate parameter (the variance exceeds the mean). Using an empirical example, we aimed to describe simple methods to test and correct for overdispersion. We used a regression-based score test for overdispersion under the relative survival framework and proposed different approaches to correct for overdispersion including a quasi-likelihood, robust standard errors estimation, negative binomial regression and flexible piecewise modelling. All piecewise exponential regression models showed the presence of significant inherent overdispersion (p-value <0.001). However, the flexible piecewise exponential model showed the smallest overdispersion parameter (3.2 versus 21.3) for non-flexible piecewise exponential models. We showed that there were no major differences between methods. However, using a flexible piecewise regression modelling, with either a quasi-likelihood or robust standard errors, was the best approach as it deals with both, overdispersion due to model misspecification and true or inherent overdispersion.

A robust nonlinear filter for image restoration.

PubMed

Koivunen, V

1995-01-01

A class of nonlinear regression filters based on robust estimation theory is introduced. The goal of the filtering is to recover a high-quality image from degraded observations. Models for desired image structures and contaminating processes are employed, but deviations from strict assumptions are allowed since the assumptions on signal and noise are typically only approximately true. The robustness of filters is usually addressed only in a distributional sense, i.e., the actual error distribution deviates from the nominal one. In this paper, the robustness is considered in a broad sense since the outliers may also be due to inappropriate signal model, or there may be more than one statistical population present in the processing window, causing biased estimates. Two filtering algorithms minimizing a least trimmed squares criterion are provided. The design of the filters is simple since no scale parameters or context-dependent threshold values are required. Experimental results using both real and simulated data are presented. The filters effectively attenuate both impulsive and nonimpulsive noise while recovering the signal structure and preserving interesting details.

L-moments and TL-moments of the generalized lambda distribution

USGS Publications Warehouse

Asquith, W.H.

2007-01-01

The 4-parameter generalized lambda distribution (GLD) is a flexible distribution capable of mimicking the shapes of many distributions and data samples including those with heavy tails. The method of L-moments and the recently developed method of trimmed L-moments (TL-moments) are attractive techniques for parameter estimation for heavy-tailed distributions for which the L- and TL-moments have been defined. Analytical solutions for the first five L- and TL-moments in terms of GLD parameters are derived. Unfortunately, numerical methods are needed to compute the parameters from the L- or TL-moments. Algorithms are suggested for parameter estimation. Application of the GLD using both L- and TL-moment parameter estimates from example data is demonstrated, and comparison of the L-moment fit of the 4-parameter kappa distribution is made. A small simulation study of the 98th percentile (far-right tail) is conducted for a heavy-tail GLD with high-outlier contamination. The simulations show, with respect to estimation of the 98th-percent quantile, that TL-moments are less biased (more robost) in the presence of high-outlier contamination. However, the robustness comes at the expense of considerably more sampling variability. ?? 2006 Elsevier B.V. All rights reserved.

A Robust Real Time Direction-of-Arrival Estimation Method for Sequential Movement Events of Vehicles.

PubMed

Liu, Huawei; Li, Baoqing; Yuan, Xiaobing; Zhou, Qianwei; Huang, Jingchang

2018-03-27

Parameters estimation of sequential movement events of vehicles is facing the challenges of noise interferences and the demands of portable implementation. In this paper, we propose a robust direction-of-arrival (DOA) estimation method for the sequential movement events of vehicles based on a small Micro-Electro-Mechanical System (MEMS) microphone array system. Inspired by the incoherent signal-subspace method (ISM), the method that is proposed in this work employs multiple sub-bands, which are selected from the wideband signals with high magnitude-squared coherence to track moving vehicles in the presence of wind noise. The field test results demonstrate that the proposed method has a better performance in emulating the DOA of a moving vehicle even in the case of severe wind interference than the narrowband multiple signal classification (MUSIC) method, the sub-band DOA estimation method, and the classical two-sided correlation transformation (TCT) method.

Single neuron modeling and data assimilation in BNST neurons

NASA Astrophysics Data System (ADS)

Farsian, Reza

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

Attitude/attitude-rate estimation from GPS differential phase measurements using integrated-rate parameters

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.

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

La Russa, D

Purpose: The purpose of this project is to develop a robust method of parameter estimation for a Poisson-based TCP model using Bayesian inference. Methods: Bayesian inference was performed using the PyMC3 probabilistic programming framework written in Python. A Poisson-based TCP regression model that accounts for clonogen proliferation was fit to observed rates of local relapse as a function of equivalent dose in 2 Gy fractions for a population of 623 stage-I non-small-cell lung cancer patients. The Slice Markov Chain Monte Carlo sampling algorithm was used to sample the posterior distributions, and was initiated using the maximum of the posterior distributionsmore » found by optimization. The calculation of TCP with each sample step required integration over the free parameter α, which was performed using an adaptive 24-point Gauss-Legendre quadrature. Convergence was verified via inspection of the trace plot and posterior distribution for each of the fit parameters, as well as with comparisons of the most probable parameter values with their respective maximum likelihood estimates. Results: Posterior distributions for α, the standard deviation of α (σ), the average tumour cell-doubling time (Td), and the repopulation delay time (Tk), were generated assuming α/β = 10 Gy, and a fixed clonogen density of 10{sup 7} cm−{sup 3}. Posterior predictive plots generated from samples from these posterior distributions are in excellent agreement with the observed rates of local relapse used in the Bayesian inference. The most probable values of the model parameters also agree well with maximum likelihood estimates. Conclusion: A robust method of performing Bayesian inference of TCP data using a complex TCP model has been established.« less

Robust estimation of fractal measures for characterizing the structural complexity of the human brain: optimization and reproducibility

PubMed Central

Goñi, Joaquín; Sporns, Olaf; Cheng, Hu; Aznárez-Sanado, Maite; Wang, Yang; Josa, Santiago; Arrondo, Gonzalo; Mathews, Vincent P; Hummer, Tom A; Kronenberger, William G; Avena-Koenigsberger, Andrea; Saykin, Andrew J.; Pastor, María A.

2013-01-01

High-resolution isotropic three-dimensional reconstructions of human brain gray and white matter structures can be characterized to quantify aspects of their shape, volume and topological complexity. In particular, methods based on fractal analysis have been applied in neuroimaging studies to quantify the structural complexity of the brain in both healthy and impaired conditions. The usefulness of such measures for characterizing individual differences in brain structure critically depends on their within-subject reproducibility in order to allow the robust detection of between-subject differences. This study analyzes key analytic parameters of three fractal-based methods that rely on the box-counting algorithm with the aim to maximize within-subject reproducibility of the fractal characterizations of different brain objects, including the pial surface, the cortical ribbon volume, the white matter volume and the grey matter/white matter boundary. Two separate datasets originating from different imaging centers were analyzed, comprising, 50 subjects with three and 24 subjects with four successive scanning sessions per subject, respectively. The reproducibility of fractal measures was statistically assessed by computing their intra-class correlations. Results reveal differences between different fractal estimators and allow the identification of several parameters that are critical for high reproducibility. Highest reproducibility with intra-class correlations in the range of 0.9–0.95 is achieved with the correlation dimension. Further analyses of the fractal dimensions of parcellated cortical and subcortical gray matter regions suggest robustly estimated and region-specific patterns of individual variability. These results are valuable for defining appropriate parameter configurations when studying changes in fractal descriptors of human brain structure, for instance in studies of neurological diseases that do not allow repeated measurements or for disease-course longitudinal studies. PMID:23831414

DUAL STATE-PARAMETER UPDATING SCHEME ON A CONCEPTUAL HYDROLOGIC MODEL USING SEQUENTIAL MONTE CARLO FILTERS

NASA Astrophysics Data System (ADS)

Noh, Seong Jin; Tachikawa, Yasuto; Shiiba, Michiharu; Kim, Sunmin

Applications of data assimilation techniques have been widely used to improve upon the predictability of hydrologic modeling. Among various data assimilation techniques, sequential Monte Carlo (SMC) filters, known as "particle filters" provide the capability to handle non-linear and non-Gaussian state-space models. This paper proposes a dual state-parameter updating scheme (DUS) based on SMC methods to estimate both state and parameter variables of a hydrologic model. We introduce a kernel smoothing method for the robust estimation of uncertain model parameters in the DUS. The applicability of the dual updating scheme is illustrated using the implementation of the storage function model on a middle-sized Japanese catchment. We also compare performance results of DUS combined with various SMC methods, such as SIR, ASIR and RPF.

Robust Regression through Robust Covariances.

DTIC Science & Technology

1985-01-01

we apply (2.3). But first let us examine the influence function (see Hampel (1974)). In order to simplify the formulas we will first consider the case...remember that the influence function is an asymptotic 0tooL" and that therefore the population Values of our estimators appear in the formula. V(GR) is...the parameter a , V) based on the data Z1 , ... DZ. via tp =~t 0. Now we can apply the standard formulas to get influence function (see Huber (1981

Computational Software for Fitting Seismic Data to Epidemic-Type Aftershock Sequence Models

NASA Astrophysics Data System (ADS)

Chu, A.

2014-12-01

Modern earthquake catalogs are often analyzed using spatial-temporal point process models such as the epidemic-type aftershock sequence (ETAS) models of Ogata (1998). My work introduces software to implement two of ETAS models described in Ogata (1998). To find the Maximum-Likelihood Estimates (MLEs), my software provides estimates of the homogeneous background rate parameter and the temporal and spatial parameters that govern triggering effects by applying the Expectation-Maximization (EM) algorithm introduced in Veen and Schoenberg (2008). Despite other computer programs exist for similar data modeling purpose, using EM-algorithm has the benefits of stability and robustness (Veen and Schoenberg, 2008). Spatial shapes that are very long and narrow cause difficulties in optimization convergence and problems with flat or multi-modal log-likelihood functions encounter similar issues. My program uses a robust method to preset a parameter to overcome the non-convergence computational issue. In addition to model fitting, the software is equipped with useful tools for examining modeling fitting results, for example, visualization of estimated conditional intensity, and estimation of expected number of triggered aftershocks. A simulation generator is also given with flexible spatial shapes that may be defined by the user. This open-source software has a very simple user interface. The user may execute it on a local computer, and the program also has potential to be hosted online. Java language is used for the software's core computing part and an optional interface to the statistical package R is provided.

Robust distributed control of spacecraft formation flying with adaptive network topology

NASA Astrophysics Data System (ADS)

Shasti, Behrouz; Alasty, Aria; Assadian, Nima

2017-07-01

In this study, the distributed six degree-of-freedom (6-DOF) coordinated control of spacecraft formation flying in low earth orbit (LEO) has been investigated. For this purpose, an accurate coupled translational and attitude relative dynamics model of the spacecraft with respect to the reference orbit (virtual leader) is presented by considering the most effective perturbation acceleration forces on LEO satellites, i.e. the second zonal harmonic and the atmospheric drag. Subsequently, the 6-DOF coordinated control of spacecraft in formation is studied. During the mission, the spacecraft communicate with each other through a switching network topology in which the weights of its graph Laplacian matrix change adaptively based on a distance-based connectivity function between neighboring agents. Because some of the dynamical system parameters such as spacecraft masses and moments of inertia may vary with time, an adaptive law is developed to estimate the parameter values during the mission. Furthermore, for the case that there is no knowledge of the unknown and time-varying parameters of the system, a robust controller has been developed. It is proved that the stability of the closed-loop system coupled with adaptation in network topology structure and optimality and robustness in control is guaranteed by the robust contraction analysis as an incremental stability method for multiple synchronized systems. The simulation results show the effectiveness of each control method in the presence of uncertainties and parameter variations. The adaptive and robust controllers show their superiority in reducing the state error integral as well as decreasing the control effort and settling time.

Sampling design considerations for demographic studies: a case of colonial seabirds

USGS Publications Warehouse

Kendall, William L.; Converse, Sarah J.; Doherty, Paul F.; Naughton, Maura B.; Anders, Angela; Hines, James E.; Flint, Elizabeth

2009-01-01

For the purposes of making many informed conservation decisions, the main goal for data collection is to assess population status and allow prediction of the consequences of candidate management actions. Reducing the bias and variance of estimates of population parameters reduces uncertainty in population status and projections, thereby reducing the overall uncertainty under which a population manager must make a decision. In capture-recapture studies, imperfect detection of individuals, unobservable life-history states, local movement outside study areas, and tag loss can cause bias or precision problems with estimates of population parameters. Furthermore, excessive disturbance to individuals during capture?recapture sampling may be of concern because disturbance may have demographic consequences. We address these problems using as an example a monitoring program for Black-footed Albatross (Phoebastria nigripes) and Laysan Albatross (Phoebastria immutabilis) nesting populations in the northwestern Hawaiian Islands. To mitigate these estimation problems, we describe a synergistic combination of sampling design and modeling approaches. Solutions include multiple capture periods per season and multistate, robust design statistical models, dead recoveries and incidental observations, telemetry and data loggers, buffer areas around study plots to neutralize the effect of local movements outside study plots, and double banding and statistical models that account for band loss. We also present a variation on the robust capture?recapture design and a corresponding statistical model that minimizes disturbance to individuals. For the albatross case study, this less invasive robust design was more time efficient and, when used in combination with a traditional robust design, reduced the standard error of detection probability by 14% with only two hours of additional effort in the field. These field techniques and associated modeling approaches are applicable to studies of most taxa being marked and in some cases have individually been applied to studies of birds, fish, herpetofauna, and mammals.

Bayesian model selection: Evidence estimation based on DREAM simulation and bridge sampling

NASA Astrophysics Data System (ADS)

Volpi, Elena; Schoups, Gerrit; Firmani, Giovanni; Vrugt, Jasper A.

2017-04-01

Bayesian inference has found widespread application in Earth and Environmental Systems Modeling, providing an effective tool for prediction, data assimilation, parameter estimation, uncertainty analysis and hypothesis testing. Under multiple competing hypotheses, the Bayesian approach also provides an attractive alternative to traditional information criteria (e.g. AIC, BIC) for model selection. The key variable for Bayesian model selection is the evidence (or marginal likelihood) that is the normalizing constant in the denominator of Bayes theorem; while it is fundamental for model selection, the evidence is not required for Bayesian inference. It is computed for each hypothesis (model) by averaging the likelihood function over the prior parameter distribution, rather than maximizing it as by information criteria; the larger a model evidence the more support it receives among a collection of hypothesis as the simulated values assign relatively high probability density to the observed data. Hence, the evidence naturally acts as an Occam's razor, preferring simpler and more constrained models against the selection of over-fitted ones by information criteria that incorporate only the likelihood maximum. Since it is not particularly easy to estimate the evidence in practice, Bayesian model selection via the marginal likelihood has not yet found mainstream use. We illustrate here the properties of a new estimator of the Bayesian model evidence, which provides robust and unbiased estimates of the marginal likelihood; the method is coined Gaussian Mixture Importance Sampling (GMIS). GMIS uses multidimensional numerical integration of the posterior parameter distribution via bridge sampling (a generalization of importance sampling) of a mixture distribution fitted to samples of the posterior distribution derived from the DREAM algorithm (Vrugt et al., 2008; 2009). Some illustrative examples are presented to show the robustness and superiority of the GMIS estimator with respect to other commonly used approaches in the literature.

(U-Th)/He ages of phosphates from Zagami and ALHA77005 Martian meteorites: Implications to shock temperatures

NASA Astrophysics Data System (ADS)

Min, Kyoungwon; Farah, Annette E.; Lee, Seung Ryeol; Lee, Jong Ik

2017-01-01

Shock conditions of Martian meteorites provide crucial information about ejection dynamics and original features of the Martian rocks. To better constrain equilibrium shock temperatures (Tequi-shock) of Martian meteorites, we investigated (U-Th)/He systematics of moderately-shocked (Zagami) and intensively shocked (ALHA77005) Martian meteorites. Multiple phosphate aggregates from Zagami and ALHA77005 yielded overall (U-Th)/He ages 92.2 ± 4.4 Ma (2σ) and 8.4 ± 1.2 Ma, respectively. These ages correspond to fractional losses of 0.49 ± 0.03 (Zagami) and 0.97 ± 0.01 (ALHA77005), assuming that the ejection-related shock event at ∼3 Ma is solely responsible for diffusive helium loss since crystallization. For He diffusion modeling, the diffusion domain radius is estimated based on detailed examination of fracture patterns in phosphates using a scanning electron microscope. For Zagami, the diffusion domain radius is estimated to be ∼2-9 μm, which is generally consistent with calculations from isothermal heating experiments (1-4 μm). For ALHA77005, the diffusion domain radius of ∼4-20 μm is estimated. Using the newly constrained (U-Th)/He data, diffusion domain radii, and other previously estimated parameters, the conductive cooling models yield Tequi-shock estimates of 360-410 °C and 460-560 °C for Zagami and ALHA77005, respectively. According to the sensitivity test, the estimated Tequi-shock values are relatively robust to input parameters. The Tequi-shock estimates for Zagami are more robust than those for ALHA77005, primarily because Zagami yielded intermediate fHe value (0.49) compared to ALHA77005 (0.97). For less intensively shocked Zagami, the He diffusion-based Tequi-shock estimates (this study) are significantly higher than expected from previously reported Tpost-shock values. For intensively shocked ALHA77005, the two independent approaches yielded generally consistent results. Using two other examples of previously studied Martian meteorites (ALHA84001 and Los Angeles), we compared Tequi-shock and Tpost-shock estimates. For intensively shocked meteorites (ALHA77005, Los Angeles), the He diffusion-based approach yield slightly higher or consistent Tequi-shock with estimations from Tpost-shock, and the discrepancy between the two methods increases as the intensity of shock increases. The reason for the discrepancy between the two methods, particularly for less-intensively shocked meteorites (Zagami, ALHA84001), remains to be resolved, but we prefer the He diffusion-based approach because its Tequi-shock estimates are relatively robust to input parameters.

Generating Multivariate Ordinal Data via Entropy Principles.

PubMed

Lee, Yen; Kaplan, David

2018-03-01

When conducting robustness research where the focus of attention is on the impact of non-normality, the marginal skewness and kurtosis are often used to set the degree of non-normality. Monte Carlo methods are commonly applied to conduct this type of research by simulating data from distributions with skewness and kurtosis constrained to pre-specified values. Although several procedures have been proposed to simulate data from distributions with these constraints, no corresponding procedures have been applied for discrete distributions. In this paper, we present two procedures based on the principles of maximum entropy and minimum cross-entropy to estimate the multivariate observed ordinal distributions with constraints on skewness and kurtosis. For these procedures, the correlation matrix of the observed variables is not specified but depends on the relationships between the latent response variables. With the estimated distributions, researchers can study robustness not only focusing on the levels of non-normality but also on the variations in the distribution shapes. A simulation study demonstrates that these procedures yield excellent agreement between specified parameters and those of estimated distributions. A robustness study concerning the effect of distribution shape in the context of confirmatory factor analysis shows that shape can affect the robust [Formula: see text] and robust fit indices, especially when the sample size is small, the data are severely non-normal, and the fitted model is complex.

Information matrix estimation procedures for cognitive diagnostic models.

PubMed

Liu, Yanlou; Xin, Tao; Andersson, Björn; Tian, Wei

2018-03-06

Two new methods to estimate the asymptotic covariance matrix for marginal maximum likelihood estimation of cognitive diagnosis models (CDMs), the inverse of the observed information matrix and the sandwich-type estimator, are introduced. Unlike several previous covariance matrix estimators, the new methods take into account both the item and structural parameters. The relationships between the observed information matrix, the empirical cross-product information matrix, the sandwich-type covariance matrix and the two approaches proposed by de la Torre (2009, J. Educ. Behav. Stat., 34, 115) are discussed. Simulation results show that, for a correctly specified CDM and Q-matrix or with a slightly misspecified probability model, the observed information matrix and the sandwich-type covariance matrix exhibit good performance with respect to providing consistent standard errors of item parameter estimates. However, with substantial model misspecification only the sandwich-type covariance matrix exhibits robust performance. © 2018 The British Psychological Society.

Sensor fault diagnosis of singular delayed LPV systems with inexact parameters: an uncertain system approach

NASA Astrophysics Data System (ADS)

Hassanabadi, Amir Hossein; Shafiee, Masoud; Puig, Vicenc

2018-01-01

In this paper, sensor fault diagnosis of a singular delayed linear parameter varying (LPV) system is considered. In the considered system, the model matrices are dependent on some parameters which are real-time measurable. The case of inexact parameter measurements is considered which is close to real situations. Fault diagnosis in this system is achieved via fault estimation. For this purpose, an augmented system is created by including sensor faults as additional system states. Then, an unknown input observer (UIO) is designed which estimates both the system states and the faults in the presence of measurement noise, disturbances and uncertainty induced by inexact measured parameters. Error dynamics and the original system constitute an uncertain system due to inconsistencies between real and measured values of the parameters. Then, the robust estimation of the system states and the faults are achieved with H∞ performance and formulated with a set of linear matrix inequalities (LMIs). The designed UIO is also applicable for fault diagnosis of singular delayed LPV systems with unmeasurable scheduling variables. The efficiency of the proposed approach is illustrated with an example.

Robust estimation of cerebral hemodynamics in neonates using multilayered diffusion model for normal and oblique incidences

NASA Astrophysics Data System (ADS)

Steinberg, Idan; Harbater, Osnat; Gannot, Israel

2014-07-01

The diffusion approximation is useful for many optical diagnostics modalities, such as near-infrared spectroscopy. However, the simple normal incidence, semi-infinite layer model may prove lacking in estimation of deep-tissue optical properties such as required for monitoring cerebral hemodynamics, especially in neonates. To answer this need, we present an analytical multilayered, oblique incidence diffusion model. Initially, the model equations are derived in vector-matrix form to facilitate fast and simple computation. Then, the spatiotemporal reflectance predicted by the model for a complex neonate head is compared with time-resolved Monte Carlo (TRMC) simulations under a wide range of physiologically feasible parameters. The high accuracy of the multilayer model is demonstrated in that the deviation from TRMC simulations is only a few percent even under the toughest conditions. We then turn to solve the inverse problem and estimate the oxygen saturation of deep brain tissues based on the temporal and spatial behaviors of the reflectance. Results indicate that temporal features of the reflectance are more sensitive to deep-layer optical parameters. The accuracy of estimation is shown to be more accurate and robust than the commonly used single-layer diffusion model. Finally, the limitations of such approaches are discussed thoroughly.

A less field-intensive robust design for estimating demographic parameters with Mark-resight data

USGS Publications Warehouse

McClintock, B.T.; White, Gary C.

2009-01-01

The robust design has become popular among animal ecologists as a means for estimating population abundance and related demographic parameters with mark-recapture data. However, two drawbacks of traditional mark-recapture are financial cost and repeated disturbance to animals. Mark-resight methodology may in many circumstances be a less expensive and less invasive alternative to mark-recapture, but the models developed to date for these data have overwhelmingly concentrated only on the estimation of abundance. Here we introduce a mark-resight model analogous to that used in mark-recapture for the simultaneous estimation of abundance, apparent survival, and transition probabilities between observable and unobservable states. The model may be implemented using standard statistical computing software, but it has also been incorporated into the freeware package Program MARK. We illustrate the use of our model with mainland New Zealand Robin (Petroica australis) data collected to ascertain whether this methodology may be a reliable alternative for monitoring endangered populations of a closely related species inhabiting the Chatham Islands. We found this method to be a viable alternative to traditional mark-recapture when cost or disturbance to species is of particular concern in long-term population monitoring programs. ?? 2009 by the Ecological Society of America.

Fitting a function to time-dependent ensemble averaged data.

PubMed

Fogelmark, Karl; Lomholt, Michael A; Irbäck, Anders; Ambjörnsson, Tobias

2018-05-03

Time-dependent ensemble averages, i.e., trajectory-based averages of some observable, are of importance in many fields of science. A crucial objective when interpreting such data is to fit these averages (for instance, squared displacements) with a function and extract parameters (such as diffusion constants). A commonly overlooked challenge in such function fitting procedures is that fluctuations around mean values, by construction, exhibit temporal correlations. We show that the only available general purpose function fitting methods, correlated chi-square method and the weighted least squares method (which neglects correlation), fail at either robust parameter estimation or accurate error estimation. We remedy this by deriving a new closed-form error estimation formula for weighted least square fitting. The new formula uses the full covariance matrix, i.e., rigorously includes temporal correlations, but is free of the robustness issues, inherent to the correlated chi-square method. We demonstrate its accuracy in four examples of importance in many fields: Brownian motion, damped harmonic oscillation, fractional Brownian motion and continuous time random walks. We also successfully apply our method, weighted least squares including correlation in error estimation (WLS-ICE), to particle tracking data. The WLS-ICE method is applicable to arbitrary fit functions, and we provide a publically available WLS-ICE software.

Pairing field methods to improve inference in wildlife surveys while accommodating detection covariance.

PubMed

Clare, John; McKinney, Shawn T; DePue, John E; Loftin, Cynthia S

2017-10-01

It is common to use multiple field sampling methods when implementing wildlife surveys to compare method efficacy or cost efficiency, integrate distinct pieces of information provided by separate methods, or evaluate method-specific biases and misclassification error. Existing models that combine information from multiple field methods or sampling devices permit rigorous comparison of method-specific detection parameters, enable estimation of additional parameters such as false-positive detection probability, and improve occurrence or abundance estimates, but with the assumption that the separate sampling methods produce detections independently of one another. This assumption is tenuous if methods are paired or deployed in close proximity simultaneously, a common practice that reduces the additional effort required to implement multiple methods and reduces the risk that differences between method-specific detection parameters are confounded by other environmental factors. We develop occupancy and spatial capture-recapture models that permit covariance between the detections produced by different methods, use simulation to compare estimator performance of the new models to models assuming independence, and provide an empirical application based on American marten (Martes americana) surveys using paired remote cameras, hair catches, and snow tracking. Simulation results indicate existing models that assume that methods independently detect organisms produce biased parameter estimates and substantially understate estimate uncertainty when this assumption is violated, while our reformulated models are robust to either methodological independence or covariance. Empirical results suggested that remote cameras and snow tracking had comparable probability of detecting present martens, but that snow tracking also produced false-positive marten detections that could potentially substantially bias distribution estimates if not corrected for. Remote cameras detected marten individuals more readily than passive hair catches. Inability to photographically distinguish individual sex did not appear to induce negative bias in camera density estimates; instead, hair catches appeared to produce detection competition between individuals that may have been a source of negative bias. Our model reformulations broaden the range of circumstances in which analyses incorporating multiple sources of information can be robustly used, and our empirical results demonstrate that using multiple field-methods can enhance inferences regarding ecological parameters of interest and improve understanding of how reliably survey methods sample these parameters. © 2017 by the Ecological Society of America.

Robustness of fit indices to outliers and leverage observations in structural equation modeling.

PubMed

Yuan, Ke-Hai; Zhong, Xiaoling

2013-06-01

Normal-distribution-based maximum likelihood (NML) is the most widely used method in structural equation modeling (SEM), although practical data tend to be nonnormally distributed. The effect of nonnormally distributed data or data contamination on the normal-distribution-based likelihood ratio (LR) statistic is well understood due to many analytical and empirical studies. In SEM, fit indices are used as widely as the LR statistic. In addition to NML, robust procedures have been developed for more efficient and less biased parameter estimates with practical data. This article studies the effect of outliers and leverage observations on fit indices following NML and two robust methods. Analysis and empirical results indicate that good leverage observations following NML and one of the robust methods lead most fit indices to give more support to the substantive model. While outliers tend to make a good model superficially bad according to many fit indices following NML, they have little effect on those following the two robust procedures. Implications of the results to data analysis are discussed, and recommendations are provided regarding the use of estimation methods and interpretation of fit indices. (PsycINFO Database Record (c) 2013 APA, all rights reserved).

Robust inertia-free attitude takeover control of postcapture combined spacecraft with guaranteed prescribed performance.

PubMed

Luo, Jianjun; Wei, Caisheng; Dai, Honghua; Yin, Zeyang; Wei, Xing; Yuan, Jianping

2018-03-01

In this paper, a robust inertia-free attitude takeover control scheme with guaranteed prescribed performance is investigated for postcapture combined spacecraft with consideration of unmeasurable states, unknown inertial property and external disturbance torque. Firstly, to estimate the unavailable angular velocity of combination accurately, a novel finite-time-convergent tracking differentiator is developed with a quite computationally achievable structure free from the unknown nonlinear dynamics of combined spacecraft. Then, a robust inertia-free prescribed performance control scheme is proposed, wherein, the transient and steady-state performance of combined spacecraft is first quantitatively studied by stabilizing the filtered attitude tracking errors. Compared with the existing works, the prominent advantage is that no parameter identifications and no neural or fuzzy nonlinear approximations are needed, which decreases the complexity of robust controller design dramatically. Moreover, the prescribed performance of combined spacecraft is guaranteed a priori without resorting to repeated regulations of the controller parameters. Finally, four illustrative examples are employed to validate the effectiveness of the proposed control scheme and tracking differentiator. Copyright © 2018 ISA. Published by Elsevier Ltd. All rights reserved.

Robustness of linear quadratic state feedback designs in the presence of system uncertainty. [applied to STOL autopilot design

NASA Technical Reports Server (NTRS)

Patel, R. V.; Toda, M.; Sridhar, B.

1977-01-01

In connection with difficulties concerning an accurate mathematical representation of a linear quadratic state feedback (LQSF) system, it is often necessary to investigate the robustness (stability) of an LQSF design in the presence of system uncertainty and obtain some quantitative measure of the perturbations which such a design can tolerate. A study is conducted concerning the problem of expressing the robustness property of an LQSF design quantitatively in terms of bounds on the perturbations (modeling errors or parameter variations) in the system matrices. Bounds are obtained for the general case of nonlinear, time-varying perturbations. It is pointed out that most of the presented results are readily applicable to practical situations for which a designer has estimates of the bounds on the system parameter perturbations. Relations are provided which help the designer to select appropriate weighting matrices in the quadratic performance index to attain a robust design. The developed results are employed in the design of an autopilot logic for the flare maneuver of the Augmentor Wing Jet STOL Research Aircraft.

Regional-scale analysis of extreme precipitation from short and fragmented records

NASA Astrophysics Data System (ADS)

Libertino, Andrea; Allamano, Paola; Laio, Francesco; Claps, Pierluigi

2018-02-01

Rain gauge is the oldest and most accurate instrument for rainfall measurement, able to provide long series of reliable data. However, rain gauge records are often plagued by gaps, spatio-temporal discontinuities and inhomogeneities that could affect their suitability for a statistical assessment of the characteristics of extreme rainfall. Furthermore, the need to discard the shorter series for obtaining robust estimates leads to ignore a significant amount of information which can be essential, especially when large return periods estimates are sought. This work describes a robust statistical framework for dealing with uneven and fragmented rainfall records on a regional spatial domain. The proposed technique, named "patched kriging" allows one to exploit all the information available from the recorded series, independently of their length, to provide extreme rainfall estimates in ungauged areas. The methodology involves the sequential application of the ordinary kriging equations, producing a homogeneous dataset of synthetic series with uniform lengths. In this way, the errors inherent to any regional statistical estimation can be easily represented in the spatial domain and, possibly, corrected. Furthermore, the homogeneity of the obtained series, provides robustness toward local artefacts during the parameter-estimation phase. The application to a case study in the north-western Italy demonstrates the potential of the methodology and provides a significant base for discussing its advantages over previous techniques.

Replica exchange enveloping distribution sampling (RE-EDS): A robust method to estimate multiple free-energy differences from a single simulation.

PubMed

Sidler, Dominik; Schwaninger, Arthur; Riniker, Sereina

2016-10-21

In molecular dynamics (MD) simulations, free-energy differences are often calculated using free energy perturbation or thermodynamic integration (TI) methods. However, both techniques are only suited to calculate free-energy differences between two end states. Enveloping distribution sampling (EDS) presents an attractive alternative that allows to calculate multiple free-energy differences in a single simulation. In EDS, a reference state is simulated which "envelopes" the end states. The challenge of this methodology is the determination of optimal reference-state parameters to ensure equal sampling of all end states. Currently, the automatic determination of the reference-state parameters for multiple end states is an unsolved issue that limits the application of the methodology. To resolve this, we have generalised the replica-exchange EDS (RE-EDS) approach, introduced by Lee et al. [J. Chem. Theory Comput. 10, 2738 (2014)] for constant-pH MD simulations. By exchanging configurations between replicas with different reference-state parameters, the complexity of the parameter-choice problem can be substantially reduced. A new robust scheme to estimate the reference-state parameters from a short initial RE-EDS simulation with default parameters was developed, which allowed the calculation of 36 free-energy differences between nine small-molecule inhibitors of phenylethanolamine N-methyltransferase from a single simulation. The resulting free-energy differences were in excellent agreement with values obtained previously by TI and two-state EDS simulations.

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

NASA Astrophysics Data System (ADS)

Kargoll, Boris; Omidalizarandi, Mohammad; Loth, Ina; Paffenholz, Jens-André; Alkhatib, Hamza

2018-03-01

In this paper, we investigate a linear regression time series model of possibly outlier-afflicted observations and autocorrelated random deviations. This colored noise is represented by a covariance-stationary autoregressive (AR) process, in which the independent error components follow a scaled (Student's) t-distribution. This error model allows for the stochastic modeling of multiple outliers and for an adaptive robust maximum likelihood (ML) estimation of the unknown regression and AR coefficients, the scale parameter, and the degree of freedom of the t-distribution. This approach is meant to be an extension of known estimators, which tend to focus only on the regression model, or on the AR error model, or on normally distributed errors. For the purpose of ML estimation, we derive an expectation conditional maximization either algorithm, which leads to an easy-to-implement version of iteratively reweighted least squares. The estimation performance of the algorithm is evaluated via Monte Carlo simulations for a Fourier as well as a spline model in connection with AR colored noise models of different orders and with three different sampling distributions generating the white noise components. We apply the algorithm to a vibration dataset recorded by a high-accuracy, single-axis accelerometer, focusing on the evaluation of the estimated AR colored noise model.

Parameter estimation for a cohesive sediment transport model by assimilating satellite observations in the Hangzhou Bay: Temporal variations and spatial distributions

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.

A Comparative Study of Co-Channel Interference Suppression Techniques

NASA Technical Reports Server (NTRS)

Hamkins, Jon; Satorius, Ed; Paparisto, Gent; Polydoros, Andreas

1997-01-01

We describe three methods of combatting co-channel interference (CCI): a cross-coupled phase-locked loop (CCPLL); a phase-tracking circuit (PTC), and joint Viterbi estimation based on the maximum likelihood principle. In the case of co-channel FM-modulated voice signals, the CCPLL and PTC methods typically outperform the maximum likelihood estimators when the modulation parameters are dissimilar. However, as the modulation parameters become identical, joint Viterbi estimation provides for a more robust estimate of the co-channel signals and does not suffer as much from "signal switching" which especially plagues the CCPLL approach. Good performance for the PTC requires both dissimilar modulation parameters and a priori knowledge of the co-channel signal amplitudes. The CCPLL and joint Viterbi estimators, on the other hand, incorporate accurate amplitude estimates. In addition, application of the joint Viterbi algorithm to demodulating co-channel digital (BPSK) signals in a multipath environment is also discussed. It is shown in this case that if the interference is sufficiently small, a single trellis model is most effective in demodulating the co-channel signals.

Misspecification in Latent Change Score Models: Consequences for Parameter Estimation, Model Evaluation, and Predicting Change.

PubMed

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.

[Application of robustness test for assessment of the measurement uncertainty at the end of development phase of a chromatographic method for quantification of water-soluble vitamins].

PubMed

Ihssane, B; Bouchafra, H; El Karbane, M; Azougagh, M; Saffaj, T

2016-05-01

We propose in this work an efficient way to evaluate the measurement of uncertainty at the end of the development step of an analytical method, since this assessment provides an indication of the performance of the optimization process. The estimation of the uncertainty is done through a robustness test by applying a Placquett-Burman design, investigating six parameters influencing the simultaneous chromatographic assay of five water-soluble vitamins. The estimated effects of the variation of each parameter are translated into standard uncertainty value at each concentration level. The values obtained of the relative uncertainty do not exceed the acceptance limit of 5%, showing that the procedure development was well done. In addition, a statistical comparison conducted to compare standard uncertainty after the development stage and those of the validation step indicates that the estimated uncertainty are equivalent. The results obtained show clearly the performance and capacity of the chromatographic method to simultaneously assay the five vitamins and suitability for use in routine application. Copyright © 2015 Académie Nationale de Pharmacie. Published by Elsevier Masson SAS. All rights reserved.

Inverse sequential procedures for the monitoring of time series

NASA Technical Reports Server (NTRS)

Radok, Uwe; Brown, Timothy

1993-01-01

Climate changes traditionally have been detected from long series of observations and long after they happened. The 'inverse sequential' monitoring procedure is designed to detect changes as soon as they occur. Frequency distribution parameters are estimated both from the most recent existing set of observations and from the same set augmented by 1,2,...j new observations. Individual-value probability products ('likelihoods') are then calculated which yield probabilities for erroneously accepting the existing parameter(s) as valid for the augmented data set and vice versa. A parameter change is signaled when these probabilities (or a more convenient and robust compound 'no change' probability) show a progressive decrease. New parameters are then estimated from the new observations alone to restart the procedure. The detailed algebra is developed and tested for Gaussian means and variances, Poisson and chi-square means, and linear or exponential trends; a comprehensive and interactive Fortran program is provided in the appendix.

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

Basher, A.M.H.

Poor control of steam generator water level of a nuclear power plant may lead to frequent nuclear reactor shutdowns. These shutdowns are more common at low power where the plant exhibits strong non-minimum phase characteristics and flow measurements at low power are unreliable in many instances. There is need to investigate this problem and systematically design a controller for water level regulation. This work is concerned with the study and the design of a suitable controller for a U-Tube Steam Generator (UTSG) of a Pressurized Water Reactor (PWR) which has time varying dynamics. The controller should be suitable for themore » water level control of UTSG without manual operation from start-up to full load transient condition. Some preliminary simulation results are presented that demonstrate the effectiveness of the proposed controller. The development of the complete control algorithm includes components such as robust output tracking, and adaptively estimating both the system parameters and state variables simultaneously. At the present time all these components are not completed due to time constraints. A robust tracking component of the controller for water level control is developed and its effectiveness on the parameter variations is demonstrated in this study. The results appear encouraging and they are only preliminary. Additional work is warranted to resolve other issues such as robust adaptive estimation.« less

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

PubMed

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

2018-01-01

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

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

USGS Publications Warehouse

Gilliom, Robert J.; Helsel, Dennis R.

1986-01-01

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

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

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

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

1986-02-01

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

Lyapunov function-based control laws for revolute robot arms - Tracking control, robustness, and adaptive control

NASA Technical Reports Server (NTRS)

Wen, John T.; Kreutz-Delgado, Kenneth; Bayard, David S.

1992-01-01

A new class of joint level control laws for all-revolute robot arms is introduced. The analysis is similar to a recently proposed energy-like Liapunov function approach, except that the closed-loop potential function is shaped in accordance with the underlying joint space topology. This approach gives way to a much simpler analysis and leads to a new class of control designs which guarantee both global asymptotic stability and local exponential stability. When Coulomb and viscous friction and parameter uncertainty are present as model perturbations, a sliding mode-like modification of the control law results in a robustness-enhancing outer loop. Adaptive control is formulated within the same framework. A linear-in-the-parameters formulation is adopted and globally asymptotically stable adaptive control laws are derived by simply replacing unknown model parameters by their estimates (i.e., certainty equivalence adaptation).

A new class of energy based control laws for revolute robot arms - Tracking control, robustness enhancement and adaptive control

NASA Technical Reports Server (NTRS)

Wen, John T.; Kreutz, Kenneth; Bayard, David S.

1988-01-01

A class of joint-level control laws for all-revolute robot arms is introduced. The analysis is similar to the recently proposed energy Liapunov function approach except that the closed-loop potential function is shaped in accordance with the underlying joint space topology. By using energy Liapunov functions with the modified potential energy, a much simpler analysis can be used to show closed-loop global asymptotic stability and local exponential stability. When Coulomb and viscous friction and model parameter errors are present, a sliding-mode-like modification of the control law is proposed to add a robustness-enhancing outer loop. Adaptive control is also addressed within the same framework. A linear-in-the-parameters formulation is adopted, and globally asymptotically stable adaptive control laws are derived by replacing the model parameters in the nonadaptive control laws by their estimates.

Importance analysis for Hudson River PCB transport and fate model parameters using robust sensitivity studies

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

Zhang, S.; Toll, J.; Cothern, K.

1995-12-31

The authors have performed robust sensitivity studies of the physico-chemical Hudson River PCB model PCHEPM to identify the parameters and process uncertainties contributing the most to uncertainty in predictions of water column and sediment PCB concentrations, over the time period 1977--1991 in one segment of the lower Hudson River. The term ``robust sensitivity studies`` refers to the use of several sensitivity analysis techniques to obtain a more accurate depiction of the relative importance of different sources of uncertainty. Local sensitivity analysis provided data on the sensitivity of PCB concentration estimates to small perturbations in nominal parameter values. Range sensitivity analysismore » provided information about the magnitude of prediction uncertainty associated with each input uncertainty. Rank correlation analysis indicated which parameters had the most dominant influence on model predictions. Factorial analysis identified important interactions among model parameters. Finally, term analysis looked at the aggregate influence of combinations of parameters representing physico-chemical processes. The authors scored the results of the local and range sensitivity and rank correlation analyses. The authors considered parameters that scored high on two of the three analyses to be important contributors to PCB concentration prediction uncertainty, and treated them probabilistically in simulations. They also treated probabilistically parameters identified in the factorial analysis as interacting with important parameters. The authors used the term analysis to better understand how uncertain parameters were influencing the PCB concentration predictions. The importance analysis allowed us to reduce the number of parameters to be modeled probabilistically from 16 to 5. This reduced the computational complexity of Monte Carlo simulations, and more importantly, provided a more lucid depiction of prediction uncertainty and its causes.« less

Robust Kalman filter design for predictive wind shear detection

NASA Technical Reports Server (NTRS)

Stratton, Alexander D.; Stengel, Robert F.

1991-01-01

Severe, low-altitude wind shear is a threat to aviation safety. Airborne sensors under development measure the radial component of wind along a line directly in front of an aircraft. In this paper, optimal estimation theory is used to define a detection algorithm to warn of hazardous wind shear from these sensors. To achieve robustness, a wind shear detection algorithm must distinguish threatening wind shear from less hazardous gustiness, despite variations in wind shear structure. This paper presents statistical analysis methods to refine wind shear detection algorithm robustness. Computational methods predict the ability to warn of severe wind shear and avoid false warning. Comparative capability of the detection algorithm as a function of its design parameters is determined, identifying designs that provide robust detection of severe wind shear.

Tensor methods for parameter estimation and bifurcation analysis of stochastic reaction networks

PubMed Central

Liao, Shuohao; Vejchodský, Tomáš; Erban, Radek

2015-01-01

Stochastic modelling of gene regulatory networks provides an indispensable tool for understanding how random events at the molecular level influence cellular functions. A common challenge of stochastic models is to calibrate a large number of model parameters against the experimental data. Another difficulty is to study how the behaviour of a stochastic model depends on its parameters, i.e. whether a change in model parameters can lead to a significant qualitative change in model behaviour (bifurcation). In this paper, tensor-structured parametric analysis (TPA) is developed to address these computational challenges. It is based on recently proposed low-parametric tensor-structured representations of classical matrices and vectors. This approach enables simultaneous computation of the model properties for all parameter values within a parameter space. The TPA is illustrated by studying the parameter estimation, robustness, sensitivity and bifurcation structure in stochastic models of biochemical networks. A Matlab implementation of the TPA is available at http://www.stobifan.org. PMID:26063822

Tensor methods for parameter estimation and bifurcation analysis of stochastic reaction networks.

PubMed

Liao, Shuohao; Vejchodský, Tomáš; Erban, Radek

2015-07-06

Stochastic modelling of gene regulatory networks provides an indispensable tool for understanding how random events at the molecular level influence cellular functions. A common challenge of stochastic models is to calibrate a large number of model parameters against the experimental data. Another difficulty is to study how the behaviour of a stochastic model depends on its parameters, i.e. whether a change in model parameters can lead to a significant qualitative change in model behaviour (bifurcation). In this paper, tensor-structured parametric analysis (TPA) is developed to address these computational challenges. It is based on recently proposed low-parametric tensor-structured representations of classical matrices and vectors. This approach enables simultaneous computation of the model properties for all parameter values within a parameter space. The TPA is illustrated by studying the parameter estimation, robustness, sensitivity and bifurcation structure in stochastic models of biochemical networks. A Matlab implementation of the TPA is available at http://www.stobifan.org.

A seasonal Bartlett-Lewis Rectangular Pulse model

NASA Astrophysics Data System (ADS)

Ritschel, Christoph; Agbéko Kpogo-Nuwoklo, Komlan; Rust, Henning; Ulbrich, Uwe; Névir, Peter

2016-04-01

Precipitation time series with a high temporal resolution are needed as input for several hydrological applications, e.g. river runoff or sewer system models. As adequate observational data sets are often not available, simulated precipitation series come to use. Poisson-cluster models are commonly applied to generate these series. It has been shown that this class of stochastic precipitation models is able to well reproduce important characteristics of observed rainfall. For the gauge based case study presented here, the Bartlett-Lewis rectangular pulse model (BLRPM) has been chosen. As it has been shown that certain model parameters vary with season in a midlatitude moderate climate due to different rainfall mechanisms dominating in winter and summer, model parameters are typically estimated separately for individual seasons or individual months. Here, we suggest a simultaneous parameter estimation for the whole year under the assumption that seasonal variation of parameters can be described with harmonic functions. We use an observational precipitation series from Berlin with a high temporal resolution to exemplify the approach. We estimate BLRPM parameters with and without this seasonal extention and compare the results in terms of model performance and robustness of the estimation.

Classifying the Sizes of Explosive Eruptions using Tephra Deposits: The Advantages of a Numerical Inversion Approach

NASA Astrophysics Data System (ADS)

Connor, C.; Connor, L.; White, J.

2015-12-01

Explosive volcanic eruptions are often classified by deposit mass and eruption column height. How well are these eruption parameters determined in older deposits, and how well can we reduce uncertainty using robust numerical and statistical methods? We describe an efficient and effective inversion and uncertainty quantification approach for estimating eruption parameters given a dataset of tephra deposit thickness and granulometry. The inversion and uncertainty quantification is implemented using the open-source PEST++ code. Inversion with PEST++ can be used with a variety of forward models and here is applied using Tephra2, a code that simulates advective and dispersive tephra transport and deposition. The Levenburg-Marquardt algorithm is combined with formal Tikhonov and subspace regularization to invert eruption parameters; a linear equation for conditional uncertainty propagation is used to estimate posterior parameter uncertainty. Both the inversion and uncertainty analysis support simultaneous analysis of the full eruption and wind-field parameterization. The combined inversion/uncertainty-quantification approach is applied to the 1992 eruption of Cerro Negro (Nicaragua), the 2011 Kirishima-Shinmoedake (Japan), and the 1913 Colima (Mexico) eruptions. These examples show that although eruption mass uncertainty is reduced by inversion against tephra isomass data, considerable uncertainty remains for many eruption and wind-field parameters, such as eruption column height. Supplementing the inversion dataset with tephra granulometry data is shown to further reduce the uncertainty of most eruption and wind-field parameters. We think the use of such robust models provides a better understanding of uncertainty in eruption parameters, and hence eruption classification, than is possible with more qualitative methods that are widely used.

A LiDAR data-based camera self-calibration method

NASA Astrophysics Data System (ADS)

Xu, Lijun; Feng, Jing; Li, Xiaolu; Chen, Jianjun

2018-07-01

To find the intrinsic parameters of a camera, a LiDAR data-based camera self-calibration method is presented here. Parameters have been estimated using particle swarm optimization (PSO), enhancing the optimal solution of a multivariate cost function. The main procedure of camera intrinsic parameter estimation has three parts, which include extraction and fine matching of interest points in the images, establishment of cost function, based on Kruppa equations and optimization of PSO using LiDAR data as the initialization input. To improve the precision of matching pairs, a new method of maximal information coefficient (MIC) and maximum asymmetry score (MAS) was used to remove false matching pairs based on the RANSAC algorithm. Highly precise matching pairs were used to calculate the fundamental matrix so that the new cost function (deduced from Kruppa equations in terms of the fundamental matrix) was more accurate. The cost function involving four intrinsic parameters was minimized by PSO for the optimal solution. To overcome the issue of optimization pushed to a local optimum, LiDAR data was used to determine the scope of initialization, based on the solution to the P4P problem for camera focal length. To verify the accuracy and robustness of the proposed method, simulations and experiments were implemented and compared with two typical methods. Simulation results indicated that the intrinsic parameters estimated by the proposed method had absolute errors less than 1.0 pixel and relative errors smaller than 0.01%. Based on ground truth obtained from a meter ruler, the distance inversion accuracy in the experiments was smaller than 1.0 cm. Experimental and simulated results demonstrated that the proposed method was highly accurate and robust.

Magnitude Estimation for the 2011 Tohoku-Oki Earthquake Based on Ground Motion Prediction Equations

NASA Astrophysics Data System (ADS)

Eshaghi, Attieh; Tiampo, Kristy F.; Ghofrani, Hadi; Atkinson, Gail M.

2015-08-01

This study investigates whether real-time strong ground motion data from seismic stations could have been used to provide an accurate estimate of the magnitude of the 2011 Tohoku-Oki earthquake in Japan. Ultimately, such an estimate could be used as input data for a tsunami forecast and would lead to more robust earthquake and tsunami early warning. We collected the strong motion accelerograms recorded by borehole and free-field (surface) Kiban Kyoshin network stations that registered this mega-thrust earthquake in order to perform an off-line test to estimate the magnitude based on ground motion prediction equations (GMPEs). GMPEs for peak ground acceleration and peak ground velocity (PGV) from a previous study by Eshaghi et al. in the Bulletin of the Seismological Society of America 103. (2013) derived using events with moment magnitude ( M) ≥ 5.0, 1998-2010, were used to estimate the magnitude of this event. We developed new GMPEs using a more complete database (1998-2011), which added only 1 year but approximately twice as much data to the initial catalog (including important large events), to improve the determination of attenuation parameters and magnitude scaling. These new GMPEs were used to estimate the magnitude of the Tohoku-Oki event. The estimates obtained were compared with real time magnitude estimates provided by the existing earthquake early warning system in Japan. Unlike the current operational magnitude estimation methods, our method did not saturate and can provide robust estimates of moment magnitude within ~100 s after earthquake onset for both catalogs. It was found that correcting for average shear-wave velocity in the uppermost 30 m () improved the accuracy of magnitude estimates from surface recordings, particularly for magnitude estimates of PGV (Mpgv). The new GMPEs also were used to estimate the magnitude of all earthquakes in the new catalog with at least 20 records. Results show that the magnitude estimate from PGV values using borehole recordings had the smallest standard deviation among the estimated magnitudes and produced more stable and robust magnitude estimates. This suggests that incorporating borehole strong ground-motion records immediately available after the occurrence of large earthquakes can provide robust and accurate magnitude estimation.

Geographically weighted regression and multicollinearity: dispelling the myth

NASA Astrophysics Data System (ADS)

Fotheringham, A. Stewart; Oshan, Taylor M.

2016-10-01

Geographically weighted regression (GWR) extends the familiar regression framework by estimating a set of parameters for any number of locations within a study area, rather than producing a single parameter estimate for each relationship specified in the model. Recent literature has suggested that GWR is highly susceptible to the effects of multicollinearity between explanatory variables and has proposed a series of local measures of multicollinearity as an indicator of potential problems. In this paper, we employ a controlled simulation to demonstrate that GWR is in fact very robust to the effects of multicollinearity. Consequently, the contention that GWR is highly susceptible to multicollinearity issues needs rethinking.

Multimodel Kalman filtering for adaptive nonuniformity correction in infrared sensors.

PubMed

Pezoa, Jorge E; Hayat, Majeed M; Torres, Sergio N; Rahman, Md Saifur

2006-06-01

We present an adaptive technique for the estimation of nonuniformity parameters of infrared focal-plane arrays that is robust with respect to changes and uncertainties in scene and sensor characteristics. The proposed algorithm is based on using a bank of Kalman filters in parallel. Each filter independently estimates state variables comprising the gain and the bias matrices of the sensor, according to its own dynamic-model parameters. The supervising component of the algorithm then generates the final estimates of the state variables by forming a weighted superposition of all the estimates rendered by each Kalman filter. The weights are computed and updated iteratively, according to the a posteriori-likelihood principle. The performance of the estimator and its ability to compensate for fixed-pattern noise is tested using both simulated and real data obtained from two cameras operating in the mid- and long-wave infrared regime.

Local Influence and Robust Procedures for Mediation Analysis

ERIC Educational Resources Information Center

Zu, Jiyun; Yuan, Ke-Hai

2010-01-01

Existing studies of mediation models have been limited to normal-theory maximum likelihood (ML). Because real data in the social and behavioral sciences are seldom normally distributed and often contain outliers, classical methods generally lead to inefficient or biased parameter estimates. Consequently, the conclusions from a mediation analysis…

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

NASA Astrophysics Data System (ADS)

Wei, Jingwen; Dong, Guangzhong; Chen, Zonghai

2017-10-01

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

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

USGS Publications Warehouse

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

2012-01-01

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

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

PubMed

Flassig, R J; Sundmacher, K

2012-12-01

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

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

PubMed

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

2017-01-21

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

A wireless modular multi-modal multi-node patch platform for robust biosignal monitoring.

PubMed

Pantelopoulos, Alexandros; Saldivar, Enrique; Roham, Masoud

2011-01-01

In this paper a wireless modular, multi-modal, multi-node patch platform is described. The platform comprises low-cost semi-disposable patch design aiming at unobtrusive ambulatory monitoring of multiple physiological parameters. Owing to its modular design it can be interfaced with various low-power RF communication and data storage technologies, while the data fusion of multi-modal and multi-node features facilitates measurement of several biosignals from multiple on-body locations for robust feature extraction. Preliminary results of the patch platform are presented which illustrate the capability to extract respiration rate from three different independent metrics, which combined together can give a more robust estimate of the actual respiratory rate.

Reference tissue modeling with parameter coupling: application to a study of SERT binding in HIV

NASA Astrophysics Data System (ADS)

Endres, Christopher J.; Hammoud, Dima A.; Pomper, Martin G.

2011-04-01

When applicable, it is generally preferred to evaluate positron emission tomography (PET) studies using a reference tissue-based approach as that avoids the need for invasive arterial blood sampling. However, most reference tissue methods have been shown to have a bias that is dependent on the level of tracer binding, and the variability of parameter estimates may be substantially affected by noise level. In a study of serotonin transporter (SERT) binding in HIV dementia, it was determined that applying parameter coupling to the simplified reference tissue model (SRTM) reduced the variability of parameter estimates and yielded the strongest between-group significant differences in SERT binding. The use of parameter coupling makes the application of SRTM more consistent with conventional blood input models and reduces the total number of fitted parameters, thus should yield more robust parameter estimates. Here, we provide a detailed evaluation of the application of parameter constraint and parameter coupling to [11C]DASB PET studies. Five quantitative methods, including three methods that constrain the reference tissue clearance (kr2) to a common value across regions were applied to the clinical and simulated data to compare measurement of the tracer binding potential (BPND). Compared with standard SRTM, either coupling of kr2 across regions or constraining kr2 to a first-pass estimate improved the sensitivity of SRTM to measuring a significant difference in BPND between patients and controls. Parameter coupling was particularly effective in reducing the variance of parameter estimates, which was less than 50% of the variance obtained with standard SRTM. A linear approach was also improved when constraining kr2 to a first-pass estimate, although the SRTM-based methods yielded stronger significant differences when applied to the clinical study. This work shows that parameter coupling reduces the variance of parameter estimates and may better discriminate between-group differences in specific binding.

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

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

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

1984-01-01

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

Estimating parameters of hidden Markov models based on marked individuals: use of robust design data

USGS Publications Warehouse

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).

The Relationship Between School Holidays and Transmission of Influenza in England and Wales

PubMed Central

Jackson, Charlotte; Vynnycky, Emilia; Mangtani, Punam

2016-01-01

Abstract School closure is often considered as an influenza control measure, but its effects on transmission are poorly understood. We used 2 approaches to estimate how school holidays affect the contact parameter (the per capita rate of contact sufficient for infection transmission) for influenza using primary care data from England and Wales (1967–2000). Firstly, we fitted an age-structured susceptible-infectious-recovered model to each year's data to estimate the proportional change in the contact parameter during school holidays as compared with termtime. Secondly, we calculated the percentage difference in the contact parameter between holidays and termtime from weekly values of the contact parameter, estimated directly from simple mass-action models. Estimates were combined using random-effects meta-analysis, where appropriate. From fitting to the data, the difference in the contact parameter among children aged 5–14 years during holidays as compared with termtime ranged from a 36% reduction to a 17% increase; estimates were too heterogeneous for meta-analysis. Based on the simple mass-action model, the contact parameter was 17% (95% confidence interval: 10, 25) lower during holidays than during termtime. Results were robust to the assumed proportions of infections that were reported and individuals who were susceptible when the influenza season started. We conclude that school closure may reduce transmission during influenza outbreaks. PMID:27744384

A fast iterative recursive least squares algorithm for Wiener model identification of highly nonlinear systems.

PubMed

Kazemi, Mahdi; Arefi, Mohammad Mehdi

2017-03-01

In this paper, an online identification algorithm is presented for nonlinear systems in the presence of output colored noise. The proposed method is based on extended recursive least squares (ERLS) algorithm, where the identified system is in polynomial Wiener form. To this end, an unknown intermediate signal is estimated by using an inner iterative algorithm. The iterative recursive algorithm adaptively modifies the vector of parameters of the presented Wiener model when the system parameters vary. In addition, to increase the robustness of the proposed method against variations, a robust RLS algorithm is applied to the model. Simulation results are provided to show the effectiveness of the proposed approach. Results confirm that the proposed method has fast convergence rate with robust characteristics, which increases the efficiency of the proposed model and identification approach. For instance, the FIT criterion will be achieved 92% in CSTR process where about 400 data is used. Copyright © 2016 ISA. Published by Elsevier Ltd. All rights reserved.

MAPPING GROWTH AND GRAVITY WITH ROBUST REDSHIFT SPACE DISTORTIONS

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

Kwan, Juliana; Lewis, Geraint F.; Linder, Eric V.

2012-04-01

Redshift space distortions (RSDs) caused by galaxy peculiar velocities provide a window onto the growth rate of large-scale structure and a method for testing general relativity. We investigate through a comparison of N-body simulations to various extensions of perturbation theory beyond the linear regime, the robustness of cosmological parameter extraction, including the gravitational growth index {gamma}. We find that the Kaiser formula and some perturbation theory approaches bias the growth rate by 1{sigma} or more relative to the fiducial at scales as large as k > 0.07 h Mpc{sup -1}. This bias propagates to estimates of the gravitational growth indexmore » as well as {Omega}{sub m} and the equation-of-state parameter and presents a significant challenge to modeling RSDs. We also determine an accurate fitting function for a combination of line-of-sight damping and higher order angular dependence that allows robust modeling of the redshift space power spectrum to substantially higher k.« less

Incorporation of MRI-AIF Information For Improved Kinetic Modelling of Dynamic PET Data

NASA Astrophysics Data System (ADS)

Sari, Hasan; Erlandsson, Kjell; Thielemans, Kris; Atkinson, David; Ourselin, Sebastien; Arridge, Simon; Hutton, Brian F.

2015-06-01

In the analysis of dynamic PET data, compartmental kinetic analysis methods require an accurate knowledge of the arterial input function (AIF). Although arterial blood sampling is the gold standard of the methods used to measure the AIF, it is usually not preferred as it is an invasive method. An alternative method is the simultaneous estimation method (SIME), where physiological parameters and the AIF are estimated together, using information from different anatomical regions. Due to the large number of parameters to estimate in its optimisation, SIME is a computationally complex method and may sometimes fail to give accurate estimates. In this work, we try to improve SIME by utilising an input function derived from a simultaneously obtained DSC-MRI scan. With the assumption that the true value of one of the six parameter PET-AIF model can be derived from an MRI-AIF, the method is tested using simulated data. The results indicate that SIME can yield more robust results when the MRI information is included with a significant reduction in absolute bias of Ki estimates.

Bounded influence function based inference in joint modelling of ordinal partial linear model and accelerated failure time model.

PubMed

Chakraborty, Arindom

2016-12-01

A common objective in longitudinal studies is to characterize the relationship between a longitudinal response process and a time-to-event data. Ordinal nature of the response and possible missing information on covariates add complications to the joint model. In such circumstances, some influential observations often present in the data may upset the analysis. In this paper, a joint model based on ordinal partial mixed model and an accelerated failure time model is used, to account for the repeated ordered response and time-to-event data, respectively. Here, we propose an influence function-based robust estimation method. Monte Carlo expectation maximization method-based algorithm is used for parameter estimation. A detailed simulation study has been done to evaluate the performance of the proposed method. As an application, a data on muscular dystrophy among children is used. Robust estimates are then compared with classical maximum likelihood estimates. © The Author(s) 2014.

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.

a Robust Method for Stereo Visual Odometry Based on Multiple Euclidean Distance Constraint and Ransac Algorithm

NASA Astrophysics Data System (ADS)

Zhou, Q.; Tong, X.; Liu, S.; Lu, X.; Liu, S.; Chen, P.; Jin, Y.; Xie, H.

2017-07-01

Visual Odometry (VO) is a critical component for planetary robot navigation and safety. It estimates the ego-motion using stereo images frame by frame. Feature points extraction and matching is one of the key steps for robotic motion estimation which largely influences the precision and robustness. In this work, we choose the Oriented FAST and Rotated BRIEF (ORB) features by considering both accuracy and speed issues. For more robustness in challenging environment e.g., rough terrain or planetary surface, this paper presents a robust outliers elimination method based on Euclidean Distance Constraint (EDC) and Random Sample Consensus (RANSAC) algorithm. In the matching process, a set of ORB feature points are extracted from the current left and right synchronous images and the Brute Force (BF) matcher is used to find the correspondences between the two images for the Space Intersection. Then the EDC and RANSAC algorithms are carried out to eliminate mismatches whose distances are beyond a predefined threshold. Similarly, when the left image of the next time matches the feature points with the current left images, the EDC and RANSAC are iteratively performed. After the above mentioned, there are exceptional remaining mismatched points in some cases, for which the third time RANSAC is applied to eliminate the effects of those outliers in the estimation of the ego-motion parameters (Interior Orientation and Exterior Orientation). The proposed approach has been tested on a real-world vehicle dataset and the result benefits from its high robustness.

Estimating rainfall time series and model parameter distributions using model data reduction and inversion techniques

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.

Parameter estimation for the exponential-normal convolution model for background correction of affymetrix GeneChip data.

PubMed

McGee, Monnie; Chen, Zhongxue

2006-01-01

There are many methods of correcting microarray data for non-biological sources of error. Authors routinely supply software or code so that interested analysts can implement their methods. Even with a thorough reading of associated references, it is not always clear how requisite parts of the method are calculated in the software packages. However, it is important to have an understanding of such details, as this understanding is necessary for proper use of the output, or for implementing extensions to the model. In this paper, the calculation of parameter estimates used in Robust Multichip Average (RMA), a popular preprocessing algorithm for Affymetrix GeneChip brand microarrays, is elucidated. The background correction method for RMA assumes that the perfect match (PM) intensities observed result from a convolution of the true signal, assumed to be exponentially distributed, and a background noise component, assumed to have a normal distribution. A conditional expectation is calculated to estimate signal. Estimates of the mean and variance of the normal distribution and the rate parameter of the exponential distribution are needed to calculate this expectation. Simulation studies show that the current estimates are flawed; therefore, new ones are suggested. We examine the performance of preprocessing under the exponential-normal convolution model using several different methods to estimate the parameters.

A physics-based fractional order model and state of energy estimation for lithium ion batteries. Part II: Parameter identification and state of energy estimation for LiFePO4 battery

NASA Astrophysics Data System (ADS)

Li, Xiaoyu; Pan, Ke; Fan, Guodong; Lu, Rengui; Zhu, Chunbo; Rizzoni, Giorgio; Canova, Marcello

2017-11-01

State of energy (SOE) is an important index for the electrochemical energy storage system in electric vehicles. In this paper, a robust state of energy estimation method in combination with a physical model parameter identification method is proposed to achieve accurate battery state estimation at different operating conditions and different aging stages. A physics-based fractional order model with variable solid-state diffusivity (FOM-VSSD) is used to characterize the dynamic performance of a LiFePO4/graphite battery. In order to update the model parameter automatically at different aging stages, a multi-step model parameter identification method based on the lexicographic optimization is especially designed for the electric vehicle operating conditions. As the battery available energy changes with different applied load current profiles, the relationship between the remaining energy loss and the state of charge, the average current as well as the average squared current is modeled. The SOE with different operating conditions and different aging stages are estimated based on an adaptive fractional order extended Kalman filter (AFEKF). Validation results show that the overall SOE estimation error is within ±5%. The proposed method is suitable for the electric vehicle online applications.

Proposed method to estimate the liquid-vapor accommodation coefficient based on experimental sonoluminescence data.

PubMed

Puente, Gabriela F; Bonetto, Fabián J

2005-05-01

We used the temporal evolution of the bubble radius in single-bubble sonoluminescence to estimate the water liquid-vapor accommodation coefficient. The rapid changes in the bubble radius that occur during the bubble collapse and rebounds are a function of the actual value of the accommodation coefficient. We selected bubble radius measurements obtained from two different experimental techniques in conjunction with a robust parameter estimation strategy and we obtained that for water at room temperature the mass accommodation coefficient is in the confidence interval [0.217,0.329].

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

NASA Astrophysics Data System (ADS)

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

2018-03-01

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

Movement patterns and study area boundaries: Influences on survival estimation in capture-mark-recapture studies

USGS Publications Warehouse

Horton, G.E.; Letcher, B.H.

2008-01-01

The inability to account for the availability of individuals in the study area during capture-mark-recapture (CMR) studies and the resultant confounding of parameter estimates can make correct interpretation of CMR model parameter estimates difficult. Although important advances based on the Cormack-Jolly-Seber (CJS) model have resulted in estimators of true survival that work by unconfounding either death or recapture probability from availability for capture in the study area, these methods rely on the researcher's ability to select a method that is correctly matched to emigration patterns in the population. If incorrect assumptions regarding site fidelity (non-movement) are made, it may be difficult or impossible as well as costly to change the study design once the incorrect assumption is discovered. Subtleties in characteristics of movement (e.g. life history-dependent emigration, nomads vs territory holders) can lead to mixtures in the probability of being available for capture among members of the same population. The result of these mixtures may be only a partial unconfounding of emigration from other CMR model parameters. Biologically-based differences in individual movement can combine with constraints on study design to further complicate the problem. Because of the intricacies of movement and its interaction with other parameters in CMR models, quantification of and solutions to these problems are needed. Based on our work with stream-dwelling populations of Atlantic salmon Salmo salar, we used a simulation approach to evaluate existing CMR models under various mixtures of movement probabilities. The Barker joint data model provided unbiased estimates of true survival under all conditions tested. The CJS and robust design models provided similarly unbiased estimates of true survival but only when emigration information could be incorporated directly into individual encounter histories. For the robust design model, Markovian emigration (future availability for capture depends on an individual's current location) was a difficult emigration pattern to detect unless survival and especially recapture probability were high. Additionally, when local movement was high relative to study area boundaries and movement became more diffuse (e.g. a random walk), local movement and permanent emigration were difficult to distinguish and had consequences for correctly interpreting the survival parameter being estimated (apparent survival vs true survival). ?? 2008 The Authors.

Project risk management in the construction of high-rise buildings

NASA Astrophysics Data System (ADS)

Titarenko, Boris; Hasnaoui, Amir; Titarenko, Roman; Buzuk, Liliya

2018-03-01

This paper shows the project risk management methods, which allow to better identify risks in the construction of high-rise buildings and to manage them throughout the life cycle of the project. One of the project risk management processes is a quantitative analysis of risks. The quantitative analysis usually includes the assessment of the potential impact of project risks and their probabilities. This paper shows the most popular methods of risk probability assessment and tries to indicate the advantages of the robust approach over the traditional methods. Within the framework of the project risk management model a robust approach of P. Huber is applied and expanded for the tasks of regression analysis of project data. The suggested algorithms used to assess the parameters in statistical models allow to obtain reliable estimates. A review of the theoretical problems of the development of robust models built on the methodology of the minimax estimates was done and the algorithm for the situation of asymmetric "contamination" was developed.

Transition-Tempered Metadynamics: Robust, Convergent Metadynamics via On-the-Fly Transition Barrier Estimation.

PubMed

Dama, James F; Rotskoff, Grant; Parrinello, Michele; Voth, Gregory A

2014-09-09

Well-tempered metadynamics has proven to be a practical and efficient adaptive enhanced sampling method for the computational study of biomolecular and materials systems. However, choosing its tunable parameter can be challenging and requires balancing a trade-off between fast escape from local metastable states and fast convergence of an overall free energy estimate. In this article, we present a new smoothly convergent variant of metadynamics, transition-tempered metadynamics, that removes that trade-off and is more robust to changes in its own single tunable parameter, resulting in substantial speed and accuracy improvements. The new method is specifically designed to study state-to-state transitions in which the states of greatest interest are known ahead of time, but transition mechanisms are not. The design is guided by a picture of adaptive enhanced sampling as a means to increase dynamical connectivity of a model's state space until percolation between all points of interest is reached, and it uses the degree of dynamical percolation to automatically tune the convergence rate. We apply the new method to Brownian dynamics on 48 random 1D surfaces, blocked alanine dipeptide in vacuo, and aqueous myoglobin, finding that transition-tempered metadynamics substantially and reproducibly improves upon well-tempered metadynamics in terms of first barrier crossing rate, convergence rate, and robustness to the choice of tuning parameter. Moreover, the trade-off between first barrier crossing rate and convergence rate is eliminated: the new method drives escape from an initial metastable state as fast as metadynamics without tempering, regardless of tuning.

Robustness of methods for blinded sample size re-estimation with overdispersed count data.

PubMed

Schneider, Simon; Schmidli, Heinz; Friede, Tim

2013-09-20

Counts of events are increasingly common as primary endpoints in randomized clinical trials. With between-patient heterogeneity leading to variances in excess of the mean (referred to as overdispersion), statistical models reflecting this heterogeneity by mixtures of Poisson distributions are frequently employed. Sample size calculation in the planning of such trials requires knowledge on the nuisance parameters, that is, the control (or overall) event rate and the overdispersion parameter. Usually, there is only little prior knowledge regarding these parameters in the design phase resulting in considerable uncertainty regarding the sample size. In this situation internal pilot studies have been found very useful and very recently several blinded procedures for sample size re-estimation have been proposed for overdispersed count data, one of which is based on an EM-algorithm. In this paper we investigate the EM-algorithm based procedure with respect to aspects of their implementation by studying the algorithm's dependence on the choice of convergence criterion and find that the procedure is sensitive to the choice of the stopping criterion in scenarios relevant to clinical practice. We also compare the EM-based procedure to other competing procedures regarding their operating characteristics such as sample size distribution and power. Furthermore, the robustness of these procedures to deviations from the model assumptions is explored. We find that some of the procedures are robust to at least moderate deviations. The results are illustrated using data from the US National Heart, Lung and Blood Institute sponsored Asymptomatic Cardiac Ischemia Pilot study. Copyright © 2013 John Wiley & Sons, Ltd.

Scaling for Robust Empirical Modeling and Predictions of Net Ecosystem Exchange (NEE) from Diverse Wetland Ecosystems

NASA Astrophysics Data System (ADS)

Ishtiaq, K. S.; Abdul-Aziz, O. I.

2014-12-01

We developed a scaling-based, simple empirical model for spatio-temporally robust prediction of the diurnal cycles of wetland net ecosystem exchange (NEE) by using an extended stochastic harmonic algorithm (ESHA). A reference-time observation from each diurnal cycle was utilized as the scaling parameter to normalize and collapse hourly observed NEE of different days into a single, dimensionless diurnal curve. The modeling concept was tested by parameterizing the unique diurnal curve and predicting hourly NEE of May to October (summer growing and fall seasons) between 2002-12 for diverse wetland ecosystems, as available in the U.S. AmeriFLUX network. As an example, the Taylor Slough short hydroperiod marsh site in the Florida Everglades had data for four consecutive growing seasons from 2009-12; results showed impressive modeling efficiency (coefficient of determination, R2 = 0.66) and accuracy (ratio of root-mean-square-error to the standard deviation of observations, RSR = 0.58). Model validation was performed with an independent year of NEE data, indicating equally impressive performance (R2 = 0.68, RSR = 0.57). The model included a parsimonious set of estimated parameters, which exhibited spatio-temporal robustness by collapsing onto narrow ranges. Model robustness was further investigated by analytically deriving and quantifying parameter sensitivity coefficients and a first-order uncertainty measure. The relatively robust, empirical NEE model can be applied for simulating continuous (e.g., hourly) NEE time-series from a single reference observation (or a set of limited observations) at different wetland sites of comparable hydro-climatology, biogeochemistry, and ecology. The method can also be used for a robust gap-filling of missing data in observed time-series of periodic ecohydrological variables for wetland or other ecosystems.

Polynomial Phase Estimation Based on Adaptive Short-Time Fourier Transform

PubMed Central

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

2018-01-01

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

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

PubMed

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

2018-02-13

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

A multi-mode real-time terrain parameter estimation method for wheeled motion control of mobile robots

NASA Astrophysics Data System (ADS)

Li, Yuankai; Ding, Liang; Zheng, Zhizhong; Yang, Qizhi; Zhao, Xingang; Liu, Guangjun

2018-05-01

For motion control of wheeled planetary rovers traversing on deformable terrain, real-time terrain parameter estimation is critical in modeling the wheel-terrain interaction and compensating the effect of wheel slipping. A multi-mode real-time estimation method is proposed in this paper to achieve accurate terrain parameter estimation. The proposed method is composed of an inner layer for real-time filtering and an outer layer for online update. In the inner layer, sinkage exponent and internal frictional angle, which have higher sensitivity than that of the other terrain parameters to wheel-terrain interaction forces, are estimated in real time by using an adaptive robust extended Kalman filter (AREKF), whereas the other parameters are fixed with nominal values. The inner layer result can help synthesize the current wheel-terrain contact forces with adequate precision, but has limited prediction capability for time-variable wheel slipping. To improve estimation accuracy of the result from the inner layer, an outer layer based on recursive Gauss-Newton (RGN) algorithm is introduced to refine the result of real-time filtering according to the innovation contained in the history data. With the two-layer structure, the proposed method can work in three fundamental estimation modes: EKF, REKF and RGN, making the method applicable for flat, rough and non-uniform terrains. Simulations have demonstrated the effectiveness of the proposed method under three terrain types, showing the advantages of introducing the two-layer structure.

Material parameter estimation with terahertz time-domain spectroscopy.

PubMed

Dorney, T D; Baraniuk, R G; Mittleman, D M

2001-07-01

Imaging systems based on terahertz (THz) time-domain spectroscopy offer a range of unique modalities owing to the broad bandwidth, subpicosecond duration, and phase-sensitive detection of the THz pulses. Furthermore, the possibility exists for combining spectroscopic characterization or identification with imaging because the radiation is broadband in nature. To achieve this, we require novel methods for real-time analysis of THz waveforms. This paper describes a robust algorithm for extracting material parameters from measured THz waveforms. Our algorithm simultaneously obtains both the thickness and the complex refractive index of an unknown sample under certain conditions. In contrast, most spectroscopic transmission measurements require knowledge of the sample's thickness for an accurate determination of its optical parameters. Our approach relies on a model-based estimation, a gradient descent search, and the total variation measure. We explore the limits of this technique and compare the results with literature data for optical parameters of several different materials.

Using pilot data to size a two-arm randomized trial to find a nearly optimal personalized treatment strategy.

PubMed

Laber, Eric B; Zhao, Ying-Qi; Regh, Todd; Davidian, Marie; Tsiatis, Anastasios; Stanford, Joseph B; Zeng, Donglin; Song, Rui; Kosorok, Michael R

2016-04-15

A personalized treatment strategy formalizes evidence-based treatment selection by mapping patient information to a recommended treatment. Personalized treatment strategies can produce better patient outcomes while reducing cost and treatment burden. Thus, among clinical and intervention scientists, there is a growing interest in conducting randomized clinical trials when one of the primary aims is estimation of a personalized treatment strategy. However, at present, there are no appropriate sample size formulae to assist in the design of such a trial. Furthermore, because the sampling distribution of the estimated outcome under an estimated optimal treatment strategy can be highly sensitive to small perturbations in the underlying generative model, sample size calculations based on standard (uncorrected) asymptotic approximations or computer simulations may not be reliable. We offer a simple and robust method for powering a single stage, two-armed randomized clinical trial when the primary aim is estimating the optimal single stage personalized treatment strategy. The proposed method is based on inverting a plugin projection confidence interval and is thereby regular and robust to small perturbations of the underlying generative model. The proposed method requires elicitation of two clinically meaningful parameters from clinical scientists and uses data from a small pilot study to estimate nuisance parameters, which are not easily elicited. The method performs well in simulated experiments and is illustrated using data from a pilot study of time to conception and fertility awareness. Copyright © 2015 John Wiley & Sons, Ltd.

A hybrid robust fault tolerant control based on adaptive joint unscented Kalman filter.

PubMed

Shabbouei Hagh, Yashar; Mohammadi Asl, Reza; Cocquempot, Vincent

2017-01-01

In this paper, a new hybrid robust fault tolerant control scheme is proposed. A robust H ∞ control law is used in non-faulty situation, while a Non-Singular Terminal Sliding Mode (NTSM) controller is activated as soon as an actuator fault is detected. Since a linear robust controller is designed, the system is first linearized through the feedback linearization method. To switch from one controller to the other, a fuzzy based switching system is used. An Adaptive Joint Unscented Kalman Filter (AJUKF) is used for fault detection and diagnosis. The proposed method is based on the simultaneous estimation of the system states and parameters. In order to show the efficiency of the proposed scheme, a simulated 3-DOF robotic manipulator is used. Copyright © 2016 ISA. Published by Elsevier Ltd. All rights reserved.

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

PubMed

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

2017-09-01

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

A laboratory-calibrated model of coho salmon growth with utility for ecological analyses

USGS Publications Warehouse

Manhard, Christopher V.; Som, Nicholas A.; Perry, Russell W.; Plumb, John M.

2018-01-01

We conducted a meta-analysis of laboratory- and hatchery-based growth data to estimate broadly applicable parameters of mass- and temperature-dependent growth of juvenile coho salmon (Oncorhynchus kisutch). Following studies of other salmonid species, we incorporated the Ratkowsky growth model into an allometric model and fit this model to growth observations from eight studies spanning ten different populations. To account for changes in growth patterns with food availability, we reparameterized the Ratkowsky model to scale several of its parameters relative to ration. The resulting model was robust across a wide range of ration allocations and experimental conditions, accounting for 99% of the variation in final body mass. We fit this model to growth data from coho salmon inhabiting tributaries and constructed ponds in the Klamath Basin by estimating habitat-specific indices of food availability. The model produced evidence that constructed ponds provided higher food availability than natural tributaries. Because of their simplicity (only mass and temperature are required as inputs) and robustness, ration-varying Ratkowsky models have utility as an ecological tool for capturing growth in freshwater fish populations.

A robust measure of HIV-1 population turnover within chronically infected individuals.

PubMed

Achaz, G; Palmer, S; Kearney, M; Maldarelli, F; Mellors, J W; Coffin, J M; Wakeley, J

2004-10-01

A simple nonparameteric test for population structure was applied to temporally spaced samples of HIV-1 sequences from the gag-pol region within two chronically infected individuals. The results show that temporal structure can be detected for samples separated by about 22 months or more. The performance of the method, which was originally proposed to detect geographic structure, was tested for temporally spaced samples using neutral coalescent simulations. Simulations showed that the method is robust to variation in samples sizes and mutation rates, to the presence/absence of recombination, and that the power to detect temporal structure is high. By comparing levels of temporal structure in simulations to the levels observed in real data, we estimate the effective intra-individual population size of HIV-1 to be between 10(3) and 10(4) viruses, which is in agreement with some previous estimates. Using this estimate and a simple measure of sequence diversity, we estimate an effective neutral mutation rate of about 5 x 10(-6) per site per generation in the gag-pol region. The definition and interpretation of estimates of such "effective" population parameters are discussed.

Spatial capture-recapture models allowing Markovian transience or dispersal

USGS Publications Warehouse

Royle, J. Andrew; Fuller, Angela K.; Sutherland, Chris

2016-01-01

Spatial capture–recapture (SCR) models are a relatively recent development in quantitative ecology, and they are becoming widely used to model density in studies of animal populations using camera traps, DNA sampling and other methods which produce spatially explicit individual encounter information. One of the core assumptions of SCR models is that individuals possess home ranges that are spatially stationary during the sampling period. For many species, this assumption is unlikely to be met and, even for species that are typically territorial, individuals may disperse or exhibit transience at some life stages. In this paper we first conduct a simulation study to evaluate the robustness of estimators of density under ordinary SCR models when dispersal or transience is present in the population. Then, using both simulated and real data, we demonstrate that such models can easily be described in the BUGS language providing a practical framework for their analysis, which allows us to evaluate movement dynamics of species using capture–recapture data. We find that while estimators of density are extremely robust, even to pathological levels of movement (e.g., complete transience), the estimator of the spatial scale parameter of the encounter probability model is confounded with the dispersal/transience scale parameter. Thus, use of ordinary SCR models to make inferences about density is feasible, but interpretation of SCR model parameters in relation to movement should be avoided. Instead, when movement dynamics are of interest, such dynamics should be parameterized explicitly in the model.

A Study on the Requirements for Fast Active Turbine Tip Clearance Control Systems

NASA Technical Reports Server (NTRS)

DeCastro, Jonathan A.; Melcher, Kevin J.

2004-01-01

This paper addresses the requirements of a control system for active turbine tip clearance control in a generic commercial turbofan engine through design and analysis. The control objective is to articulate the shroud in the high pressure turbine section in order to maintain a certain clearance set point given several possible engine transient events. The system must also exhibit reasonable robustness to modeling uncertainties and reasonable noise rejection properties. Two actuators were chosen to fulfill such a requirement, both of which possess different levels of technological readiness: electrohydraulic servovalves and piezoelectric stacks. Identification of design constraints, desired actuator parameters, and actuator limitations are addressed in depth; all of which are intimately tied with the hardware and controller design process. Analytical demonstrations of the performance and robustness characteristics of the two axisymmetric LQG clearance control systems are presented. Takeoff simulation results show that both actuators are capable of maintaining the clearance within acceptable bounds and demonstrate robustness to parameter uncertainty. The present model-based control strategy was employed to demonstrate the tradeoff between performance, control effort, and robustness and to implement optimal state estimation in a noisy engine environment with intent to eliminate ad hoc methods for designing reliable control systems.

Mobile robot motion estimation using Hough transform

NASA Astrophysics Data System (ADS)

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

2018-05-01

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

A Robust Sound Source Localization Approach for Microphone Array with Model Errors

NASA Astrophysics Data System (ADS)

Xiao, Hua; Shao, Huai-Zong; Peng, Qi-Cong

In this paper, a robust sound source localization approach is proposed. The approach retains good performance even when model errors exist. Compared with previous work in this field, the contributions of this paper are as follows. First, an improved broad-band and near-field array model is proposed. It takes array gain, phase perturbations into account and is based on the actual positions of the elements. It can be used in arbitrary planar geometry arrays. Second, a subspace model errors estimation algorithm and a Weighted 2-Dimension Multiple Signal Classification (W2D-MUSIC) algorithm are proposed. The subspace model errors estimation algorithm estimates unknown parameters of the array model, i. e., gain, phase perturbations, and positions of the elements, with high accuracy. The performance of this algorithm is improved with the increasing of SNR or number of snapshots. The W2D-MUSIC algorithm based on the improved array model is implemented to locate sound sources. These two algorithms compose the robust sound source approach. The more accurate steering vectors can be provided for further processing such as adaptive beamforming algorithm. Numerical examples confirm effectiveness of this proposed approach.

Robust exponential stability of uncertain delayed neural networks with stochastic perturbation and impulse effects.

PubMed

Huang, Tingwen; Li, Chuandong; Duan, Shukai; Starzyk, Janusz A

2012-06-01

This paper focuses on the hybrid effects of parameter uncertainty, stochastic perturbation, and impulses on global stability of delayed neural networks. By using the Ito formula, Lyapunov function, and Halanay inequality, we established several mean-square stability criteria from which we can estimate the feasible bounds of impulses, provided that parameter uncertainty and stochastic perturbations are well-constrained. Moreover, the present method can also be applied to general differential systems with stochastic perturbation and impulses.

Robust check loss-based variable selection of high-dimensional single-index varying-coefficient model

NASA Astrophysics Data System (ADS)

Song, Yunquan; Lin, Lu; Jian, Ling

2016-07-01

Single-index varying-coefficient model is an important mathematical modeling method to model nonlinear phenomena in science and engineering. In this paper, we develop a variable selection method for high-dimensional single-index varying-coefficient models using a shrinkage idea. The proposed procedure can simultaneously select significant nonparametric components and parametric components. Under defined regularity conditions, with appropriate selection of tuning parameters, the consistency of the variable selection procedure and the oracle property of the estimators are established. Moreover, due to the robustness of the check loss function to outliers in the finite samples, our proposed variable selection method is more robust than the ones based on the least squares criterion. Finally, the method is illustrated with numerical simulations.

A fast, robust algorithm for power line interference cancellation in neural recording.

PubMed

Keshtkaran, Mohammad Reza; Yang, Zhi

2014-04-01

Power line interference may severely corrupt neural recordings at 50/60 Hz and harmonic frequencies. The interference is usually non-stationary and can vary in frequency, amplitude and phase. To retrieve the gamma-band oscillations at the contaminated frequencies, it is desired to remove the interference without compromising the actual neural signals at the interference frequency bands. In this paper, we present a robust and computationally efficient algorithm for removing power line interference from neural recordings. The algorithm includes four steps. First, an adaptive notch filter is used to estimate the fundamental frequency of the interference. Subsequently, based on the estimated frequency, harmonics are generated by using discrete-time oscillators, and then the amplitude and phase of each harmonic are estimated by using a modified recursive least squares algorithm. Finally, the estimated interference is subtracted from the recorded data. The algorithm does not require any reference signal, and can track the frequency, phase and amplitude of each harmonic. When benchmarked with other popular approaches, our algorithm performs better in terms of noise immunity, convergence speed and output signal-to-noise ratio (SNR). While minimally affecting the signal bands of interest, the algorithm consistently yields fast convergence (<100 ms) and substantial interference rejection (output SNR >30 dB) in different conditions of interference strengths (input SNR from -30 to 30 dB), power line frequencies (45-65 Hz) and phase and amplitude drifts. In addition, the algorithm features a straightforward parameter adjustment since the parameters are independent of the input SNR, input signal power and the sampling rate. A hardware prototype was fabricated in a 65 nm CMOS process and tested. Software implementation of the algorithm has been made available for open access at https://github.com/mrezak/removePLI. The proposed algorithm features a highly robust operation, fast adaptation to interference variations, significant SNR improvement, low computational complexity and memory requirement and straightforward parameter adjustment. These features render the algorithm suitable for wearable and implantable sensor applications, where reliable and real-time cancellation of the interference is desired.

A fast, robust algorithm for power line interference cancellation in neural recording

NASA Astrophysics Data System (ADS)

Keshtkaran, Mohammad Reza; Yang, Zhi

2014-04-01

Objective. Power line interference may severely corrupt neural recordings at 50/60 Hz and harmonic frequencies. The interference is usually non-stationary and can vary in frequency, amplitude and phase. To retrieve the gamma-band oscillations at the contaminated frequencies, it is desired to remove the interference without compromising the actual neural signals at the interference frequency bands. In this paper, we present a robust and computationally efficient algorithm for removing power line interference from neural recordings. Approach. The algorithm includes four steps. First, an adaptive notch filter is used to estimate the fundamental frequency of the interference. Subsequently, based on the estimated frequency, harmonics are generated by using discrete-time oscillators, and then the amplitude and phase of each harmonic are estimated by using a modified recursive least squares algorithm. Finally, the estimated interference is subtracted from the recorded data. Main results. The algorithm does not require any reference signal, and can track the frequency, phase and amplitude of each harmonic. When benchmarked with other popular approaches, our algorithm performs better in terms of noise immunity, convergence speed and output signal-to-noise ratio (SNR). While minimally affecting the signal bands of interest, the algorithm consistently yields fast convergence (<100 ms) and substantial interference rejection (output SNR >30 dB) in different conditions of interference strengths (input SNR from -30 to 30 dB), power line frequencies (45-65 Hz) and phase and amplitude drifts. In addition, the algorithm features a straightforward parameter adjustment since the parameters are independent of the input SNR, input signal power and the sampling rate. A hardware prototype was fabricated in a 65 nm CMOS process and tested. Software implementation of the algorithm has been made available for open access at https://github.com/mrezak/removePLI. Significance. The proposed algorithm features a highly robust operation, fast adaptation to interference variations, significant SNR improvement, low computational complexity and memory requirement and straightforward parameter adjustment. These features render the algorithm suitable for wearable and implantable sensor applications, where reliable and real-time cancellation of the interference is desired.

A model to assess the Mars Telecommunications Network relay robustness

NASA Technical Reports Server (NTRS)

Girerd, Andre R.; Meshkat, Leila; Edwards, Charles D., Jr.; Lee, Charles H.

2005-01-01

The relatively long mission durations and compatible radio protocols of current and projected Mars orbiters have enabled the gradual development of a heterogeneous constellation providing proximity communication services for surface assets. The current and forecasted capability of this evolving network has reached the point that designers of future surface missions consider complete dependence on it. Such designers, along with those architecting network requirements, have a need to understand the robustness of projected communication service. A model has been created to identify the robustness of the Mars Network as a function of surface location and time. Due to the decade-plus time horizon considered, the network will evolve, with emerging productive nodes and nodes that cease or fail to contribute. The model is a flexible framework to holistically process node information into measures of capability robustness that can be visualized for maximum understanding. Outputs from JPL's Telecom Orbit Analysis Simulation Tool (TOAST) provide global telecom performance parameters for current and projected orbiters. Probabilistic estimates of orbiter fuel life are derived from orbit keeping burn rates, forecasted maneuver tasking, and anomaly resolution budgets. Orbiter reliability is estimated probabilistically. A flexible scheduling framework accommodates the projected mission queue as well as potential alterations.

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

NASA Astrophysics Data System (ADS)

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

2018-07-01

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

Development and validation of an automated operational modal analysis algorithm for vibration-based monitoring and tensile load estimation

NASA Astrophysics Data System (ADS)

Rainieri, Carlo; Fabbrocino, Giovanni

2015-08-01

In the last few decades large research efforts have been devoted to the development of methods for automated detection of damage and degradation phenomena at an early stage. Modal-based damage detection techniques are well-established methods, whose effectiveness for Level 1 (existence) and Level 2 (location) damage detection is demonstrated by several studies. The indirect estimation of tensile loads in cables and tie-rods is another attractive application of vibration measurements. It provides interesting opportunities for cheap and fast quality checks in the construction phase, as well as for safety evaluations and structural maintenance over the structure lifespan. However, the lack of automated modal identification and tracking procedures has been for long a relevant drawback to the extensive application of the above-mentioned techniques in the engineering practice. An increasing number of field applications of modal-based structural health and performance assessment are appearing after the development of several automated output-only modal identification procedures in the last few years. Nevertheless, additional efforts are still needed to enhance the robustness of automated modal identification algorithms, control the computational efforts and improve the reliability of modal parameter estimates (in particular, damping). This paper deals with an original algorithm for automated output-only modal parameter estimation. Particular emphasis is given to the extensive validation of the algorithm based on simulated and real datasets in view of continuous monitoring applications. The results point out that the algorithm is fairly robust and demonstrate its ability to provide accurate and precise estimates of the modal parameters, including damping ratios. As a result, it has been used to develop systems for vibration-based estimation of tensile loads in cables and tie-rods. Promising results have been achieved for non-destructive testing as well as continuous monitoring purposes. They are documented in the last sections of the paper.

Cost-effectiveness of Human Papilloma Virus (HPV) vaccination in Nigeria: a decision analysis using pragmatic parameter estimates for cost and programme coverage.

PubMed

Ekwunife, Obinna I; Lhachimi, Stefan K

2017-12-08

World Health Organisation recommends routine Human Papilloma Virus (HPV) vaccination for girls when its cost-effectiveness in the country or region has been duly considered. We therefore aimed to evaluate cost-effectiveness of HPV vaccination in Nigeria using pragmatic parameter estimates for cost and programme coverage, i.e. realistically achievable in the studied context. A microsimulation frame-work was used. The natural history for cervical cancer disease was remodelled from a previous Nigerian model-based study. Costing was based on health providers' perspective. Disability adjusted life years attributable to cervical cancer mortality served as benefit estimate. Suitable policy option was obtained by calculating the incremental costs-effectiveness ratio. Probabilistic sensitivity analysis was used to assess parameter uncertainty. One-way sensitivity analysis was used to explore the robustness of the policy recommendation to key parameters alteration. Expected value of perfect information (EVPI) was calculated to determine the expected opportunity cost associated with choosing the optimal scenario or strategy at the maximum cost-effectiveness threshold. Combination of the current scenario of opportunistic screening and national HPV vaccination programme (CS + NV) was the only cost-effective and robust policy option. However, CS + NV scenario was only cost-effective so far the unit cost of HPV vaccine did not exceed $5. EVPI analysis showed that it may be worthwhile to conduct additional research to inform the decision to adopt CS + NV. National HPV vaccination combined with opportunist cervical cancer screening is cost-effective in Nigeria. However, adoption of this strategy should depend on its relative efficiency when compared to other competing new vaccines and health interventions.

Statistics based sampling for controller and estimator design

NASA Astrophysics Data System (ADS)

Tenne, Dirk

The purpose of this research is the development of statistical design tools for robust feed-forward/feedback controllers and nonlinear estimators. This dissertation is threefold and addresses the aforementioned topics nonlinear estimation, target tracking and robust control. To develop statistically robust controllers and nonlinear estimation algorithms, research has been performed to extend existing techniques, which propagate the statistics of the state, to achieve higher order accuracy. The so-called unscented transformation has been extended to capture higher order moments. Furthermore, higher order moment update algorithms based on a truncated power series have been developed. The proposed techniques are tested on various benchmark examples. Furthermore, the unscented transformation has been utilized to develop a three dimensional geometrically constrained target tracker. The proposed planar circular prediction algorithm has been developed in a local coordinate framework, which is amenable to extension of the tracking algorithm to three dimensional space. This tracker combines the predictions of a circular prediction algorithm and a constant velocity filter by utilizing the Covariance Intersection. This combined prediction can be updated with the subsequent measurement using a linear estimator. The proposed technique is illustrated on a 3D benchmark trajectory, which includes coordinated turns and straight line maneuvers. The third part of this dissertation addresses the design of controller which include knowledge of parametric uncertainties and their distributions. The parameter distributions are approximated by a finite set of points which are calculated by the unscented transformation. This set of points is used to design robust controllers which minimize a statistical performance of the plant over the domain of uncertainty consisting of a combination of the mean and variance. The proposed technique is illustrated on three benchmark problems. The first relates to the design of prefilters for a linear and nonlinear spring-mass-dashpot system and the second applies a feedback controller to a hovering helicopter. Lastly, the statistical robust controller design is devoted to a concurrent feed-forward/feedback controller structure for a high-speed low tension tape drive.

Towards robust quantification and reduction of uncertainty in hydrologic predictions: Integration of particle Markov chain Monte Carlo and factorial polynomial chaos expansion

NASA Astrophysics Data System (ADS)

Wang, S.; Huang, G. H.; Baetz, B. W.; Ancell, B. C.

2017-05-01

The particle filtering techniques have been receiving increasing attention from the hydrologic community due to its ability to properly estimate model parameters and states of nonlinear and non-Gaussian systems. To facilitate a robust quantification of uncertainty in hydrologic predictions, it is necessary to explicitly examine the forward propagation and evolution of parameter uncertainties and their interactions that affect the predictive performance. This paper presents a unified probabilistic framework that merges the strengths of particle Markov chain Monte Carlo (PMCMC) and factorial polynomial chaos expansion (FPCE) algorithms to robustly quantify and reduce uncertainties in hydrologic predictions. A Gaussian anamorphosis technique is used to establish a seamless bridge between the data assimilation using the PMCMC and the uncertainty propagation using the FPCE through a straightforward transformation of posterior distributions of model parameters. The unified probabilistic framework is applied to the Xiangxi River watershed of the Three Gorges Reservoir (TGR) region in China to demonstrate its validity and applicability. Results reveal that the degree of spatial variability of soil moisture capacity is the most identifiable model parameter with the fastest convergence through the streamflow assimilation process. The potential interaction between the spatial variability in soil moisture conditions and the maximum soil moisture capacity has the most significant effect on the performance of streamflow predictions. In addition, parameter sensitivities and interactions vary in magnitude and direction over time due to temporal and spatial dynamics of hydrologic processes.

Global optimisation methods for poroelastic material characterisation using a clamped sample in a Kundt tube setup

NASA Astrophysics Data System (ADS)

Vanhuyse, Johan; Deckers, Elke; Jonckheere, Stijn; Pluymers, Bert; Desmet, Wim

2016-02-01

The Biot theory is commonly used for the simulation of the vibro-acoustic behaviour of poroelastic materials. However, it relies on a number of material parameters. These can be hard to characterize and require dedicated measurement setups, yielding a time-consuming and costly characterisation. This paper presents a characterisation method which is able to identify all material parameters using only an impedance tube. The method relies on the assumption that the sample is clamped within the tube, that the shear wave is excited and that the acoustic field is no longer one-dimensional. This paper numerically shows the potential of the developed method. It therefore performs a sensitivity analysis of the quantification parameters, i.e. reflection coefficients and relative pressures, and a parameter estimation using global optimisation methods. A 3-step procedure is developed and validated. It is shown that even in the presence of numerically simulated noise this procedure leads to a robust parameter estimation.

Adaptive estimation of the log fluctuating conductivity from tracer data at the Cape Cod Site

USGS Publications Warehouse

Deng, F.W.; Cushman, J.H.; Delleur, J.W.

1993-01-01

An adaptive estimation scheme is used to obtain the integral scale and variance of the log-fluctuating conductivity at the Cape Cod site based on the fast Fourier transform/stochastic model of Deng et al. (1993) and a Kalmanlike filter. The filter incorporates prior estimates of the unknown parameters with tracer moment data to adaptively obtain improved estimates as the tracer evolves. The results show that significant improvement in the prior estimates of the conductivity can lead to substantial improvement in the ability to predict plume movement. The structure of the covariance function of the log-fluctuating conductivity can be identified from the robustness of the estimation. Both the longitudinal and transverse spatial moment data are important to the estimation.

Adaptive Robust Estimation of Location and Scale Parameters of Symmetric Populations.

DTIC Science & Technology

1978-09-01

theses , wh i ch reported the results of a smdll Monte Carlo study of the performances of va rious estimators . The authors wish to thank Lt Michael...Leon (1972). The Method of Least Squares and Some Al ternatives. AR!, TR 72—129 , Aer ospace Res ear ch Lab oratories , Wr ight—Patterson Air Force...5287 .8556 .7875 .7260 .5299 .8489 . 7845 .7242 (c) .9515 .6362 .2920 .4900 .9492 .6205 .2872 .4789 (d)(l) .6147 .8222 .6007 .6846 .6219 .8230 .6014

A spatially explicit capture-recapture estimator for single-catch traps.

PubMed

Distiller, Greg; Borchers, David L

2015-11-01

Single-catch traps are frequently used in live-trapping studies of small mammals. Thus far, a likelihood for single-catch traps has proven elusive and usually the likelihood for multicatch traps is used for spatially explicit capture-recapture (SECR) analyses of such data. Previous work found the multicatch likelihood to provide a robust estimator of average density. We build on a recently developed continuous-time model for SECR to derive a likelihood for single-catch traps. We use this to develop an estimator based on observed capture times and compare its performance by simulation to that of the multicatch estimator for various scenarios with nonconstant density surfaces. While the multicatch estimator is found to be a surprisingly robust estimator of average density, its performance deteriorates with high trap saturation and increasing density gradients. Moreover, it is found to be a poor estimator of the height of the detection function. By contrast, the single-catch estimators of density, distribution, and detection function parameters are found to be unbiased or nearly unbiased in all scenarios considered. This gain comes at the cost of higher variance. If there is no interest in interpreting the detection function parameters themselves, and if density is expected to be fairly constant over the survey region, then the multicatch estimator performs well with single-catch traps. However if accurate estimation of the detection function is of interest, or if density is expected to vary substantially in space, then there is merit in using the single-catch estimator when trap saturation is above about 60%. The estimator's performance is improved if care is taken to place traps so as to span the range of variables that affect animal distribution. As a single-catch likelihood with unknown capture times remains intractable for now, researchers using single-catch traps should aim to incorporate timing devices with their traps.

The Relationship Between School Holidays and Transmission of Influenza in England and Wales.

PubMed

Jackson, Charlotte; Vynnycky, Emilia; Mangtani, Punam

2016-11-01

School closure is often considered as an influenza control measure, but its effects on transmission are poorly understood. We used 2 approaches to estimate how school holidays affect the contact parameter (the per capita rate of contact sufficient for infection transmission) for influenza using primary care data from England and Wales (1967-2000). Firstly, we fitted an age-structured susceptible-infectious-recovered model to each year's data to estimate the proportional change in the contact parameter during school holidays as compared with termtime. Secondly, we calculated the percentage difference in the contact parameter between holidays and termtime from weekly values of the contact parameter, estimated directly from simple mass-action models. Estimates were combined using random-effects meta-analysis, where appropriate. From fitting to the data, the difference in the contact parameter among children aged 5-14 years during holidays as compared with termtime ranged from a 36% reduction to a 17% increase; estimates were too heterogeneous for meta-analysis. Based on the simple mass-action model, the contact parameter was 17% (95% confidence interval: 10, 25) lower during holidays than during termtime. Results were robust to the assumed proportions of infections that were reported and individuals who were susceptible when the influenza season started. We conclude that school closure may reduce transmission during influenza outbreaks. © The Author 2016. Published by Oxford University Press on behalf of the Johns Hopkins Bloomberg School of Public Health. All rights reserved. For permissions, please e-mail: journals.permissions@oup.com.

Maximum likelihood solution for inclination-only data in paleomagnetism

NASA Astrophysics Data System (ADS)

Arason, P.; Levi, S.

2010-08-01

We have developed a new robust maximum likelihood method for estimating the unbiased mean inclination from inclination-only data. In paleomagnetic analysis, the arithmetic mean of inclination-only data is known to introduce a shallowing bias. Several methods have been introduced to estimate the unbiased mean inclination of inclination-only data together with measures of the dispersion. Some inclination-only methods were designed to maximize the likelihood function of the marginal Fisher distribution. However, the exact analytical form of the maximum likelihood function is fairly complicated, and all the methods require various assumptions and approximations that are often inappropriate. For some steep and dispersed data sets, these methods provide estimates that are significantly displaced from the peak of the likelihood function to systematically shallower inclination. The problem locating the maximum of the likelihood function is partly due to difficulties in accurately evaluating the function for all values of interest, because some elements of the likelihood function increase exponentially as precision parameters increase, leading to numerical instabilities. In this study, we succeeded in analytically cancelling exponential elements from the log-likelihood function, and we are now able to calculate its value anywhere in the parameter space and for any inclination-only data set. Furthermore, we can now calculate the partial derivatives of the log-likelihood function with desired accuracy, and locate the maximum likelihood without the assumptions required by previous methods. To assess the reliability and accuracy of our method, we generated large numbers of random Fisher-distributed data sets, for which we calculated mean inclinations and precision parameters. The comparisons show that our new robust Arason-Levi maximum likelihood method is the most reliable, and the mean inclination estimates are the least biased towards shallow values.

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

PubMed

Garcia, Tanya P; Ma, Yanyuan

2017-10-01

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

Generalized Ordinary Differential Equation Models 1

PubMed Central

Miao, Hongyu; Wu, Hulin; Xue, Hongqi

2014-01-01

Existing estimation methods for ordinary differential equation (ODE) models are not applicable to discrete data. The generalized ODE (GODE) model is therefore proposed and investigated for the first time. We develop the likelihood-based parameter estimation and inference methods for GODE models. We propose robust computing algorithms and rigorously investigate the asymptotic properties of the proposed estimator by considering both measurement errors and numerical errors in solving ODEs. The simulation study and application of our methods to an influenza viral dynamics study suggest that the proposed methods have a superior performance in terms of accuracy over the existing ODE model estimation approach and the extended smoothing-based (ESB) method. PMID:25544787

Generalized Ordinary Differential Equation Models.

PubMed

Miao, Hongyu; Wu, Hulin; Xue, Hongqi

2014-10-01

Existing estimation methods for ordinary differential equation (ODE) models are not applicable to discrete data. The generalized ODE (GODE) model is therefore proposed and investigated for the first time. We develop the likelihood-based parameter estimation and inference methods for GODE models. We propose robust computing algorithms and rigorously investigate the asymptotic properties of the proposed estimator by considering both measurement errors and numerical errors in solving ODEs. The simulation study and application of our methods to an influenza viral dynamics study suggest that the proposed methods have a superior performance in terms of accuracy over the existing ODE model estimation approach and the extended smoothing-based (ESB) method.

Robust and accurate vectorization of line drawings.

PubMed

Hilaire, Xavier; Tombre, Karl

2006-06-01

This paper presents a method for vectorizing the graphical parts of paper-based line drawings. The method consists of separating the input binary image into layers of homogeneous thickness, skeletonizing each layer, segmenting the skeleton by a method based on random sampling, and simplifying the result. The segmentation method is robust with a best bound of 50 percent noise reached for indefinitely long primitives. Accurate estimation of the recognized vector's parameters is enabled by explicitly computing their feasibility domains. Theoretical performance analysis and expression of the complexity of the segmentation method are derived. Experimental results and comparisons with other vectorization systems are also provided.

Robust mosiacs of close-range high-resolution images

NASA Astrophysics Data System (ADS)

Song, Ran; Szymanski, John E.

2008-03-01

This paper presents a robust algorithm which relies only on the information contained within the captured images for the construction of massive composite mosaic images from close-range and high-resolution originals, such as those obtained when imaging architectural and heritage structures. We first apply Harris algorithm to extract a selection of corners and, then, employ both the intensity correlation and the spatial correlation between the corresponding corners for matching them. Then we estimate the eight-parameter projective transformation matrix by the genetic algorithm. Lastly, image fusion using a weighted blending function together with intensity compensation produces an effective seamless mosaic image.

Design of a robust fuzzy controller for the arc stability of CO(2) welding process using the Taguchi method.

PubMed

Kim, Dongcheol; Rhee, Sehun

2002-01-01

CO(2) welding is a complex process. Weld quality is dependent on arc stability and minimizing the effects of disturbances or changes in the operating condition commonly occurring during the welding process. In order to minimize these effects, a controller can be used. In this study, a fuzzy controller was used in order to stabilize the arc during CO(2) welding. The input variable of the controller was the Mita index. This index estimates quantitatively the arc stability that is influenced by many welding process parameters. Because the welding process is complex, a mathematical model of the Mita index was difficult to derive. Therefore, the parameter settings of the fuzzy controller were determined by performing actual control experiments without using a mathematical model of the controlled process. The solution, the Taguchi method was used to determine the optimal control parameter settings of the fuzzy controller to make the control performance robust and insensitive to the changes in the operating conditions.

Quantitative evaluation of dual-flip-angle T1 mapping on DCE-MRI kinetic parameter estimation in head and neck

PubMed Central

Chow, Steven Kwok Keung; Yeung, David Ka Wai; Ahuja, Anil T; King, Ann D

2012-01-01

Purpose To quantitatively evaluate the kinetic parameter estimation for head and neck (HN) dynamic contrast-enhanced (DCE) MRI with dual-flip-angle (DFA) T1 mapping. Materials and methods Clinical DCE-MRI datasets of 23 patients with HN tumors were included in this study. T1 maps were generated based on multiple-flip-angle (MFA) method and different DFA combinations. Tofts model parameter maps of kep, Ktrans and vp based on MFA and DFAs were calculated and compared. Fitted parameter by MFA and DFAs were quantitatively evaluated in primary tumor, salivary gland and muscle. Results T1 mapping deviations by DFAs produced remarkable kinetic parameter estimation deviations in head and neck tissues. In particular, the DFA of [2º, 7º] overestimated, while [7º, 12º] and [7º, 15º] underestimated Ktrans and vp, significantly (P<0.01). [2º, 15º] achieved the smallest but still statistically significant overestimation for Ktrans and vp in primary tumors, 32.1% and 16.2% respectively. kep fitting results by DFAs were relatively close to the MFA reference compared to Ktrans and vp. Conclusions T1 deviations induced by DFA could result in significant errors in kinetic parameter estimation, particularly Ktrans and vp, through Tofts model fitting. MFA method should be more reliable and robust for accurate quantitative pharmacokinetic analysis in head and neck. PMID:23289084

Approximate, computationally efficient online learning in Bayesian spiking neurons.

PubMed

Kuhlmann, Levin; Hauser-Raspe, Michael; Manton, Jonathan H; Grayden, David B; Tapson, Jonathan; van Schaik, André

2014-03-01

Bayesian spiking neurons (BSNs) provide a probabilistic interpretation of how neurons perform inference and learning. Online learning in BSNs typically involves parameter estimation based on maximum-likelihood expectation-maximization (ML-EM) which is computationally slow and limits the potential of studying networks of BSNs. An online learning algorithm, fast learning (FL), is presented that is more computationally efficient than the benchmark ML-EM for a fixed number of time steps as the number of inputs to a BSN increases (e.g., 16.5 times faster run times for 20 inputs). Although ML-EM appears to converge 2.0 to 3.6 times faster than FL, the computational cost of ML-EM means that ML-EM takes longer to simulate to convergence than FL. FL also provides reasonable convergence performance that is robust to initialization of parameter estimates that are far from the true parameter values. However, parameter estimation depends on the range of true parameter values. Nevertheless, for a physiologically meaningful range of parameter values, FL gives very good average estimation accuracy, despite its approximate nature. The FL algorithm therefore provides an efficient tool, complementary to ML-EM, for exploring BSN networks in more detail in order to better understand their biological relevance. Moreover, the simplicity of the FL algorithm means it can be easily implemented in neuromorphic VLSI such that one can take advantage of the energy-efficient spike coding of BSNs.

Inflation in the closed FLRW model and the CMB

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

Bonga, Béatrice; Gupt, Brajesh; Yokomizo, Nelson, E-mail: bpb165@psu.edu, E-mail: bgupt@gravity.psu.edu, E-mail: yokomizo@gravity.psu.edu

2016-10-01

Recent cosmic microwave background (CMB) observations put strong constraints on the spatial curvature via estimation of the parameter Ω{sub k} assuming an almost scale invariant primordial power spectrum. We study the evolution of the background geometry and gauge-invariant scalar perturbations in an inflationary closed FLRW model and calculate the primordial power spectrum. We find that the inflationary dynamics is modified due to the presence of spatial curvature, leading to corrections to the nearly scale invariant power spectrum at the end of inflation. When evolved to the surface of last scattering, the resulting temperature anisotropy spectrum ( C {sup TT}{sub ℓ})more » shows deficit of power at low multipoles (ℓ < 20). By comparing our results with the recent Planck data we discuss the role of spatial curvature in accounting for CMB anomalies and in the estimation of the parameter Ω{sub k}. Since the curvature effects are limited to low multipoles, the Planck estimation of cosmological parameters remains robust under inclusion of positive spatial curvature.« less

Estimating the volume of supra-glacial melt lakes across Greenland: A study of uncertainties derived from multi-platform water-reflectance models

NASA Astrophysics Data System (ADS)

Cordero-Llana, L.; Selmes, N.; Murray, T.; Scharrer, K.; Booth, A. D.

2012-12-01

Large volumes of water are necessary to propagate cracks to the glacial bed via hydrofractures. Hydrological models have shown that lakes above a critical volume can supply the necessary water for this process, so the ability to measure water depth in lakes remotely is important to study these processes. Previously, water depth has been derived from the optical properties of water using data from high resolution optical satellite images, as such ASTER, (Advanced Spaceborne Thermal Emission and Reflection Radiometer), IKONOS and LANDSAT. These studies used water-reflectance models based on the Bouguer-Lambert-Beer law and lack any estimation of model uncertainties. We propose an optimized model based on Sneed and Hamilton's (2007) approach to estimate water depths in supraglacial lakes and undertake a robust analysis of the errors for the first time. We used atmospherically-corrected data from ASTER and MODIS data as an input to the water-reflectance model. Three physical parameters are needed: namely bed albedo, water attenuation coefficient and reflectance of optically-deep water. These parameters were derived for each wavelength using standard calibrations. As a reference dataset, we obtained lake geometries using ICESat measurements over empty lakes. Differences between modeled and reference depths are used in a minimization model to obtain parameters for the water-reflectance model, yielding optimized lake depth estimates. Our key contribution is the development of a Monte Carlo simulation to run the water-reflectance model, which allows us to quantify the uncertainties in water depth and hence water volume. This robust statistical analysis provides better understanding of the sensitivity of the water-reflectance model to the choice of input parameters, which should contribute to the understanding of the influence of surface-derived melt-water on ice sheet dynamics. Sneed, W.A. and Hamilton, G.S., 2007: Evolution of melt pond volume on the surface of the Greenland Ice Sheet. Geophysical Research Letters, 34, 1-4.

Robust Scale Transformation Methods in IRT True Score Equating under Common-Item Nonequivalent Groups Design

ERIC Educational Resources Information Center

He, Yong

2013-01-01

Common test items play an important role in equating multiple test forms under the common-item nonequivalent groups design. Inconsistent item parameter estimates among common items can lead to large bias in equated scores for IRT true score equating. Current methods extensively focus on detection and elimination of outlying common items, which…

Smoking and Cancers: Case-Robust Analysis of a Classic Data Set

ERIC Educational Resources Information Center

Bentler, Peter M.; Satorra, Albert; Yuan, Ke-Hai

2009-01-01

A typical structural equation model is intended to reproduce the means, variances, and correlations or covariances among a set of variables based on parameter estimates of a highly restricted model. It is not widely appreciated that the sample statistics being modeled can be quite sensitive to outliers and influential observations, leading to bias…

Ego-motion based on EM for bionic navigation

NASA Astrophysics Data System (ADS)

Yue, Xiaofeng; Wang, L. J.; Liu, J. G.

2015-12-01

Researches have proved that flying insects such as bees can achieve efficient and robust flight control, and biologists have explored some biomimetic principles regarding how they control flight. Based on those basic studies and principles acquired from the flying insects, this paper proposes a different solution of recovering ego-motion for low level navigation. Firstly, a new type of entropy flow is provided to calculate the motion parameters. Secondly, EKF, which has been used for navigation for some years to correct accumulated error, and estimation-Maximization, which is always used to estimate parameters, are put together to determine the ego-motion estimation of aerial vehicles. Numerical simulation on MATLAB has proved that this navigation system provides more accurate position and smaller mean absolute error than pure optical flow navigation. This paper has done pioneering work in bionic mechanism to space navigation.

Vision System for Coarsely Estimating Motion Parameters for Unknown Fast Moving Objects in Space

PubMed Central

Chen, Min; Hashimoto, Koichi

2017-01-01

Motivated by biological interests in analyzing navigation behaviors of flying animals, we attempt to build a system measuring their motion states. To do this, in this paper, we build a vision system to detect unknown fast moving objects within a given space, calculating their motion parameters represented by positions and poses. We proposed a novel method to detect reliable interest points from images of moving objects, which can be hardly detected by general purpose interest point detectors. 3D points reconstructed using these interest points are then grouped and maintained for detected objects, according to a careful schedule, considering appearance and perspective changes. In the estimation step, a method is introduced to adapt the robust estimation procedure used for dense point set to the case for sparse set, reducing the potential risk of greatly biased estimation. Experiments are conducted against real scenes, showing the capability of the system of detecting multiple unknown moving objects and estimating their positions and poses. PMID:29206189

Low-dimensional recurrent neural network-based Kalman filter for speech enhancement.

PubMed

Xia, Youshen; Wang, Jun

2015-07-01

This paper proposes a new recurrent neural network-based Kalman filter for speech enhancement, based on a noise-constrained least squares estimate. The parameters of speech signal modeled as autoregressive process are first estimated by using the proposed recurrent neural network and the speech signal is then recovered from Kalman filtering. The proposed recurrent neural network is globally asymptomatically stable to the noise-constrained estimate. Because the noise-constrained estimate has a robust performance against non-Gaussian noise, the proposed recurrent neural network-based speech enhancement algorithm can minimize the estimation error of Kalman filter parameters in non-Gaussian noise. Furthermore, having a low-dimensional model feature, the proposed neural network-based speech enhancement algorithm has a much faster speed than two existing recurrent neural networks-based speech enhancement algorithms. Simulation results show that the proposed recurrent neural network-based speech enhancement algorithm can produce a good performance with fast computation and noise reduction. Copyright © 2015 Elsevier Ltd. All rights reserved.

[Atmospheric parameter estimation for LAMOST/GUOSHOUJING spectra].

PubMed

Lu, Yu; Li, Xiang-Ru; Yang, Tan

2014-11-01

It is a key task to estimate the atmospheric parameters from the observed stellar spectra in exploring the nature of stars and universe. With our Large Sky Area Multi-Object Fiber Spectroscopy Telescope (LAMOST) which begun its formal Sky Survey in September 2012, we are obtaining a mass of stellar spectra in an unprecedented speed. It has brought a new opportunity and a challenge for the research of galaxies. Due to the complexity of the observing system, the noise in the spectrum is relatively large. At the same time, the preprocessing procedures of spectrum are also not ideal, such as the wavelength calibration and the flow calibration. Therefore, there is a slight distortion of the spectrum. They result in the high difficulty of estimating the atmospheric parameters for the measured stellar spectra. It is one of the important issues to estimate the atmospheric parameters for the massive stellar spectra of LAMOST. The key of this study is how to eliminate noise and improve the accuracy and robustness of estimating the atmospheric parameters for the measured stellar spectra. We propose a regression model for estimating the atmospheric parameters of LAMOST stellar(SVM(lasso)). The basic idea of this model is: First, we use the Haar wavelet to filter spectrum, suppress the adverse effects of the spectral noise and retain the most discrimination information of spectrum. Secondly, We use the lasso algorithm for feature selection and extract the features of strongly correlating with the atmospheric parameters. Finally, the features are input to the support vector regression model for estimating the parameters. Because the model has better tolerance to the slight distortion and the noise of the spectrum, the accuracy of the measurement is improved. To evaluate the feasibility of the above scheme, we conduct experiments extensively on the 33 963 pilot surveys spectrums by LAMOST. The accuracy of three atmospheric parameters is log Teff: 0.006 8 dex, log g: 0.155 1 dex, [Fe/H]: 0.104 0 dex.

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

NASA Technical Reports Server (NTRS)

Yedavalli, R. K.

1986-01-01

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

Improving slowness estimate stability and visualization using limited sensor pair correlation on seismic arrays

NASA Astrophysics Data System (ADS)

Gibbons, Steven J.; Näsholm, S. P.; Ruigrok, E.; Kværna, T.

2018-04-01

Seismic arrays enhance signal detection and parameter estimation by exploiting the time-delays between arriving signals on sensors at nearby locations. Parameter estimates can suffer due to both signal incoherence, with diminished waveform similarity between sensors, and aberration, with time-delays between coherent waveforms poorly represented by the wave-front model. Sensor-to-sensor correlation approaches to parameter estimation have an advantage over direct beamforming approaches in that individual sensor-pairs can be omitted without necessarily omitting entirely the data from each of the sensors involved. Specifically, we can omit correlations between sensors for which signal coherence in an optimal frequency band is anticipated to be poor or for which anomalous time-delays are anticipated. In practice, this usually means omitting correlations between more distant sensors. We present examples from International Monitoring System seismic arrays with poor parameter estimates resulting when classical f-k analysis is performed over the full array aperture. We demonstrate improved estimates and slowness grid displays using correlation beamforming restricted to correlations between sufficiently closely spaced sensors. This limited sensor-pair correlation (LSPC) approach has lower slowness resolution than would ideally be obtained by considering all sensor-pairs. However, this ideal estimate may be unattainable due to incoherence and/or aberration and the LSPC estimate can often exploit all channels, with the associated noise-suppression, while mitigating the complications arising from correlations between very distant sensors. The greatest need for the method is for short-period signals on large aperture arrays although we also demonstrate significant improvement for secondary regional phases on a small aperture array. LSPC can also provide a robust and flexible approach to parameter estimation on three-component seismic arrays.

Robust design optimization using the price of robustness, robust least squares and regularization methods

NASA Astrophysics Data System (ADS)

Bukhari, Hassan J.

2017-12-01

In this paper a framework for robust optimization of mechanical design problems and process systems that have parametric uncertainty is presented using three different approaches. Robust optimization problems are formulated so that the optimal solution is robust which means it is minimally sensitive to any perturbations in parameters. The first method uses the price of robustness approach which assumes the uncertain parameters to be symmetric and bounded. The robustness for the design can be controlled by limiting the parameters that can perturb.The second method uses the robust least squares method to determine the optimal parameters when data itself is subjected to perturbations instead of the parameters. The last method manages uncertainty by restricting the perturbation on parameters to improve sensitivity similar to Tikhonov regularization. The methods are implemented on two sets of problems; one linear and the other non-linear. This methodology will be compared with a prior method using multiple Monte Carlo simulation runs which shows that the approach being presented in this paper results in better performance.

Semantic Edge Based Disparity Estimation Using Adaptive Dynamic Programming for Binocular Sensors

PubMed Central

Zhu, Dongchen; Li, Jiamao; Wang, Xianshun; Peng, Jingquan; Shi, Wenjun; Zhang, Xiaolin

2018-01-01

Disparity calculation is crucial for binocular sensor ranging. The disparity estimation based on edges is an important branch in the research of sparse stereo matching and plays an important role in visual navigation. In this paper, we propose a robust sparse stereo matching method based on the semantic edges. Some simple matching costs are used first, and then a novel adaptive dynamic programming algorithm is proposed to obtain optimal solutions. This algorithm makes use of the disparity or semantic consistency constraint between the stereo images to adaptively search parameters, which can improve the robustness of our method. The proposed method is compared quantitatively and qualitatively with the traditional dynamic programming method, some dense stereo matching methods, and the advanced edge-based method respectively. Experiments show that our method can provide superior performance on the above comparison. PMID:29614028

Semantic Edge Based Disparity Estimation Using Adaptive Dynamic Programming for Binocular Sensors.

PubMed

Zhu, Dongchen; Li, Jiamao; Wang, Xianshun; Peng, Jingquan; Shi, Wenjun; Zhang, Xiaolin

2018-04-03

Disparity calculation is crucial for binocular sensor ranging. The disparity estimation based on edges is an important branch in the research of sparse stereo matching and plays an important role in visual navigation. In this paper, we propose a robust sparse stereo matching method based on the semantic edges. Some simple matching costs are used first, and then a novel adaptive dynamic programming algorithm is proposed to obtain optimal solutions. This algorithm makes use of the disparity or semantic consistency constraint between the stereo images to adaptively search parameters, which can improve the robustness of our method. The proposed method is compared quantitatively and qualitatively with the traditional dynamic programming method, some dense stereo matching methods, and the advanced edge-based method respectively. Experiments show that our method can provide superior performance on the above comparison.

Robust nonparametric quantification of clustering density of molecules in single-molecule localization microscopy

PubMed Central

Jiang, Shenghang; Park, Seongjin; Challapalli, Sai Divya; Fei, Jingyi; Wang, Yong

2017-01-01

We report a robust nonparametric descriptor, J′(r), for quantifying the density of clustering molecules in single-molecule localization microscopy. J′(r), based on nearest neighbor distribution functions, does not require any parameter as an input for analyzing point patterns. We show that J′(r) displays a valley shape in the presence of clusters of molecules, and the characteristics of the valley reliably report the clustering features in the data. Most importantly, the position of the J′(r) valley (rJm′) depends exclusively on the density of clustering molecules (ρc). Therefore, it is ideal for direct estimation of the clustering density of molecules in single-molecule localization microscopy. As an example, this descriptor was applied to estimate the clustering density of ptsG mRNA in E. coli bacteria. PMID:28636661

A Bayesian approach to the modelling of α Cen A

NASA Astrophysics Data System (ADS)

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

2012-12-01

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

Robust estimation-free prescribed performance back-stepping control of air-breathing hypersonic vehicles without affine models

NASA Astrophysics Data System (ADS)

Bu, Xiangwei; Wu, Xiaoyan; Huang, Jiaqi; Wei, Daozhi

2016-11-01

This paper investigates the design of a novel estimation-free prescribed performance non-affine control strategy for the longitudinal dynamics of an air-breathing hypersonic vehicle (AHV) via back-stepping. The proposed control scheme is capable of guaranteeing tracking errors of velocity, altitude, flight-path angle, pitch angle and pitch rate with prescribed performance. By prescribed performance, we mean that the tracking error is limited to a predefined arbitrarily small residual set, with convergence rate no less than a certain constant, exhibiting maximum overshoot less than a given value. Unlike traditional back-stepping designs, there is no need of an affine model in this paper. Moreover, both the tedious analytic and numerical computations of time derivatives of virtual control laws are completely avoided. In contrast to estimation-based strategies, the presented estimation-free controller possesses much lower computational costs, while successfully eliminating the potential problem of parameter drifting. Owing to its independence on an accurate AHV model, the studied methodology exhibits excellent robustness against system uncertainties. Finally, simulation results from a fully nonlinear model clarify and verify the design.

Longitudinal Mediation Analysis with Time-varying Mediators and Exposures, with Application to Survival Outcomes

PubMed Central

Zheng, Wenjing; van der Laan, Mark

2017-01-01

In this paper, we study the effect of a time-varying exposure mediated by a time-varying intermediate variable. We consider general longitudinal settings, including survival outcomes. At a given time point, the exposure and mediator of interest are influenced by past covariates, mediators and exposures, and affect future covariates, mediators and exposures. Right censoring, if present, occurs in response to past history. To address the challenges in mediation analysis that are unique to these settings, we propose a formulation in terms of random interventions based on conditional distributions for the mediator. This formulation, in particular, allows for well-defined natural direct and indirect effects in the survival setting, and natural decomposition of the standard total effect. Upon establishing identifiability and the corresponding statistical estimands, we derive the efficient influence curves and establish their robustness properties. Applying Targeted Maximum Likelihood Estimation, we use these efficient influence curves to construct multiply robust and efficient estimators. We also present an inverse probability weighted estimator and a nested non-targeted substitution estimator for these parameters. PMID:29387520

Optimal designs based on the maximum quasi-likelihood estimator

PubMed Central

Shen, Gang; Hyun, Seung Won; Wong, Weng Kee

2016-01-01

We use optimal design theory and construct locally optimal designs based on the maximum quasi-likelihood estimator (MqLE), which is derived under less stringent conditions than those required for the MLE method. We show that the proposed locally optimal designs are asymptotically as efficient as those based on the MLE when the error distribution is from an exponential family, and they perform just as well or better than optimal designs based on any other asymptotically linear unbiased estimators such as the least square estimator (LSE). In addition, we show current algorithms for finding optimal designs can be directly used to find optimal designs based on the MqLE. As an illustrative application, we construct a variety of locally optimal designs based on the MqLE for the 4-parameter logistic (4PL) model and study their robustness properties to misspecifications in the model using asymptotic relative efficiency. The results suggest that optimal designs based on the MqLE can be easily generated and they are quite robust to mis-specification in the probability distribution of the responses. PMID:28163359

Eruption mass estimation using infrasound waveform inversion and ash and gas measurements: Evaluation at Sakurajima Volcano, Japan [Comparison of eruption masses at Sakurajima Volcano, Japan calculated by infrasound waveform inversion and ground-based sampling

DOE PAGES

Fee, David; Izbekov, Pavel; Kim, Keehoon; ...

2017-10-09

Eruption mass and mass flow rate are critical parameters for determining the aerial extent and hazard of volcanic emissions. Infrasound waveform inversion is a promising technique to quantify volcanic emissions. Although topography may substantially alter the infrasound waveform as it propagates, advances in wave propagation modeling and station coverage permit robust inversion of infrasound data from volcanic explosions. The inversion can estimate eruption mass flow rate and total eruption mass if the flow density is known. However, infrasound-based eruption flow rates and mass estimates have yet to be validated against independent measurements, and numerical modeling has only recently been appliedmore » to the inversion technique. Furthermore we present a robust full-waveform acoustic inversion method, and use it to calculate eruption flow rates and masses from 49 explosions from Sakurajima Volcano, Japan.« less

Eruption mass estimation using infrasound waveform inversion and ash and gas measurements: Evaluation at Sakurajima Volcano, Japan [Comparison of eruption masses at Sakurajima Volcano, Japan calculated by infrasound waveform inversion and ground-based sampling

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

Fee, David; Izbekov, Pavel; Kim, Keehoon

Eruption mass and mass flow rate are critical parameters for determining the aerial extent and hazard of volcanic emissions. Infrasound waveform inversion is a promising technique to quantify volcanic emissions. Although topography may substantially alter the infrasound waveform as it propagates, advances in wave propagation modeling and station coverage permit robust inversion of infrasound data from volcanic explosions. The inversion can estimate eruption mass flow rate and total eruption mass if the flow density is known. However, infrasound-based eruption flow rates and mass estimates have yet to be validated against independent measurements, and numerical modeling has only recently been appliedmore » to the inversion technique. Furthermore we present a robust full-waveform acoustic inversion method, and use it to calculate eruption flow rates and masses from 49 explosions from Sakurajima Volcano, Japan.« less

Combining band recovery data and Pollock's robust design to model temporary and permanent emigration

USGS Publications Warehouse

Lindberg, M.S.; Kendall, W.L.; Hines, J.E.; Anderson, M.G.

2001-01-01

Capture-recapture models are widely used to estimate demographic parameters of marked populations. Recently, this statistical theory has been extended to modeling dispersal of open populations. Multistate models can be used to estimate movement probabilities among subdivided populations if multiple sites are sampled. Frequently, however, sampling is limited to a single site. Models described by Burnham (1993, in Marked Individuals in the Study of Bird Populations, 199-213), which combined open population capture-recapture and band-recovery models, can be used to estimate permanent emigration when sampling is limited to a single population. Similarly, Kendall, Nichols, and Hines (1997, Ecology 51, 563-578) developed models to estimate temporary emigration under Pollock's (1982, Journal of Wildlife Management 46, 757-760) robust design. We describe a likelihood-based approach to simultaneously estimate temporary and permanent emigration when sampling is limited to a single population. We use a sampling design that combines the robust design and recoveries of individuals obtained immediately following each sampling period. We present a general form for our model where temporary emigration is a first-order Markov process, and we discuss more restrictive models. We illustrate these models with analysis of data on marked Canvasback ducks. Our analysis indicates that probability of permanent emigration for adult female Canvasbacks was 0.193 (SE = 0.082) and that birds that were present at the study area in year i - 1 had a higher probability of presence in year i than birds that were not present in year i - 1.

Robustness Analysis and Reliable Flight Regime Estimation of an Integrated Resilent Control System for a Transport Aircraft

NASA Technical Reports Server (NTRS)

Shin, Jong-Yeob; Belcastro, Christine

2008-01-01

Formal robustness analysis of aircraft control upset prevention and recovery systems could play an important role in their validation and ultimate certification. As a part of the validation process, this paper describes an analysis method for determining a reliable flight regime in the flight envelope within which an integrated resilent control system can achieve the desired performance of tracking command signals and detecting additive faults in the presence of parameter uncertainty and unmodeled dynamics. To calculate a reliable flight regime, a structured singular value analysis method is applied to analyze the closed-loop system over the entire flight envelope. To use the structured singular value analysis method, a linear fractional transform (LFT) model of a transport aircraft longitudinal dynamics is developed over the flight envelope by using a preliminary LFT modeling software tool developed at the NASA Langley Research Center, which utilizes a matrix-based computational approach. The developed LFT model can capture original nonlinear dynamics over the flight envelope with the ! block which contains key varying parameters: angle of attack and velocity, and real parameter uncertainty: aerodynamic coefficient uncertainty and moment of inertia uncertainty. Using the developed LFT model and a formal robustness analysis method, a reliable flight regime is calculated for a transport aircraft closed-loop system.

Retrospective robustness of the continual reassessment method.

PubMed

O'Quigley, John; Zohar, Sarah

2010-09-01

We study model sensitivity of the continual reassessment method (CRM). The context is that of dose-finding designs where certain design parameters are fixed by the investigator. Although our focus is on the CRM (O'Quigley et al., 1990), the essential ideas can be applied to any sequential dose-finding method. It is expected that different choices of a model family and particular parameterizations will have an impact on performance. Assuming that the constraints outlined in Shen and O'Quigley (1996) are respected, large sample performance is unaffected. However small sample performance will be affected by these choices, which are to some degree arbitrary. This work focuses on the retrospective robustness of the CRM in practice. The question is not of a general theoretical nature where, in the background, we would want to consider large numbers of true potential situations. Instead, the question is raised in the specific context of any actual completed study and is the following: Would we have come to the same conclusion concerning the MTD had we worked with a design specified differently? The sequential nature of the CRM means that this question cannot be answered in any definitive way. We can, though, by appealing to the retrospective CRM (O'Quigley, 2005), provide consistent estimates of the relationships between the MTD and the chosen model. If these estimates suggest that changes in different family model parameters will be accompanied by changes in final recommendation, then we would not be confident in the reliability of the estimated MTD and more work would be needed. Also, of course, at the planning stage, prospective robustness could be studied by simulating trials using particular models and parameterizations.

Robust input design for nonlinear dynamic modeling of AUV.

PubMed

Nouri, Nowrouz Mohammad; Valadi, Mehrdad

2017-09-01

Input design has a dominant role in developing the dynamic model of autonomous underwater vehicles (AUVs) through system identification. Optimal input design is the process of generating informative inputs that can be used to generate the good quality dynamic model of AUVs. In a problem with optimal input design, the desired input signal depends on the unknown system which is intended to be identified. In this paper, the input design approach which is robust to uncertainties in model parameters is used. The Bayesian robust design strategy is applied to design input signals for dynamic modeling of AUVs. The employed approach can design multiple inputs and apply constraints on an AUV system's inputs and outputs. Particle swarm optimization (PSO) is employed to solve the constraint robust optimization problem. The presented algorithm is used for designing the input signals for an AUV, and the estimate obtained by robust input design is compared with that of the optimal input design. According to the results, proposed input design can satisfy both robustness of constraints and optimality. Copyright © 2017 ISA. Published by Elsevier Ltd. All rights reserved.

Robust control of combustion instabilities

NASA Astrophysics Data System (ADS)

Hong, Boe-Shong

Several interactive dynamical subsystems, each of which has its own time-scale and physical significance, are decomposed to build a feedback-controlled combustion- fluid robust dynamics. On the fast-time scale, the phenomenon of combustion instability is corresponding to the internal feedback of two subsystems: acoustic dynamics and flame dynamics, which are parametrically dependent on the slow-time-scale mean-flow dynamics controlled for global performance by a mean-flow controller. This dissertation constructs such a control system, through modeling, analysis and synthesis, to deal with model uncertainties, environmental noises and time- varying mean-flow operation. Conservation law is decomposed as fast-time acoustic dynamics and slow-time mean-flow dynamics, served for synthesizing LPV (linear parameter varying)- L2-gain robust control law, in which a robust observer is embedded for estimating and controlling the internal status, while achieving trade- offs among robustness, performances and operation. The robust controller is formulated as two LPV-type Linear Matrix Inequalities (LMIs), whose numerical solver is developed by finite-element method. Some important issues related to physical understanding and engineering application are discussed in simulated results of the control system.

Modeling and Bayesian parameter estimation for shape memory alloy bending actuators

NASA Astrophysics Data System (ADS)

Crews, John H.; Smith, Ralph C.

2012-04-01

In this paper, we employ a homogenized energy model (HEM) for shape memory alloy (SMA) bending actuators. Additionally, we utilize a Bayesian method for quantifying parameter uncertainty. The system consists of a SMA wire attached to a flexible beam. As the actuator is heated, the beam bends, providing endoscopic motion. The model parameters are fit to experimental data using an ordinary least-squares approach. The uncertainty in the fit model parameters is then quantified using Markov Chain Monte Carlo (MCMC) methods. The MCMC algorithm provides bounds on the parameters, which will ultimately be used in robust control algorithms. One purpose of the paper is to test the feasibility of the Random Walk Metropolis algorithm, the MCMC method used here.

Relating stick-slip friction experiments to earthquake source parameters

USGS Publications Warehouse

McGarr, Arthur F.

2012-01-01

Analytical results for parameters, such as static stress drop, for stick-slip friction experiments, with arbitrary input parameters, can be determined by solving an energy-balance equation. These results can then be related to a given earthquake based on its seismic moment and the maximum slip within its rupture zone, assuming that the rupture process entails the same physics as stick-slip friction. This analysis yields overshoots and ratios of apparent stress to static stress drop of about 0.25. The inferred earthquake source parameters static stress drop, apparent stress, slip rate, and radiated energy are robust inasmuch as they are largely independent of the experimental parameters used in their estimation. Instead, these earthquake parameters depend on C, the ratio of maximum slip to the cube root of the seismic moment. C is controlled by the normal stress applied to the rupture plane and the difference between the static and dynamic coefficients of friction. Estimating yield stress and seismic efficiency using the same procedure is only possible when the actual static and dynamic coefficients of friction are known within the earthquake rupture zone.

Off-line tracking of series parameters in distribution systems using AMI data

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

Williams, Tess L.; Sun, Yannan; Schneider, Kevin

2016-05-01

Electric distribution systems have historically lacked measurement points, and equipment is often operated to its failure point, resulting in customer outages. The widespread deployment of sensors at the distribution level is enabling observability. This paper presents an off-line parameter value tracking procedure that takes advantage of the increasing number of measurement devices being deployed at the distribution level to estimate changes in series impedance parameter values over time. The tracking of parameter values enables non-diurnal and non-seasonal change to be flagged for investigation. The presented method uses an unbalanced Distribution System State Estimation (DSSE) and a measurement residual-based parameter estimationmore » procedure. Measurement residuals from multiple measurement snapshots are combined in order to increase the effective local redundancy and improve the robustness of the calculations in the presence of measurement noise. Data from devices on the primary distribution system and from customer meters, via an AMI system, form the input data set. Results of simulations on the IEEE 13-Node Test Feeder are presented to illustrate the proposed approach applied to changes in series impedance parameters. A 5% change in series resistance elements can be detected in the presence of 2% measurement error when combining less than 1 day of measurement snapshots into a single estimate.« less

Understanding and estimating effective population size for practical application in marine species management.

PubMed

Hare, Matthew P; Nunney, Leonard; Schwartz, Michael K; Ruzzante, Daniel E; Burford, Martha; Waples, Robin S; Ruegg, Kristen; Palstra, Friso

2011-06-01

Effective population size (N(e)) determines the strength of genetic drift in a population and has long been recognized as an important parameter for evaluating conservation status and threats to genetic health of populations. Specifically, an estimate of N(e) is crucial to management because it integrates genetic effects with the life history of the species, allowing for predictions of a population's current and future viability. Nevertheless, compared with ecological and demographic parameters, N(e) has had limited influence on species management, beyond its application in very small populations. Recent developments have substantially improved N(e) estimation; however, some obstacles remain for the practical application of N(e) estimates. For example, the need to define the spatial and temporal scale of measurement makes the concept complex and sometimes difficult to interpret. We reviewed approaches to estimation of N(e) over both long-term and contemporary time frames, clarifying their interpretations with respect to local populations and the global metapopulation. We describe multiple experimental factors affecting robustness of contemporary N(e) estimates and suggest that different sampling designs can be combined to compare largely independent measures of N(e) for improved confidence in the result. Large populations with moderate gene flow pose the greatest challenges to robust estimation of contemporary N(e) and require careful consideration of sampling and analysis to minimize estimator bias. We emphasize the practical utility of estimating N(e) by highlighting its relevance to the adaptive potential of a population and describing applications in management of marine populations, where the focus is not always on critically endangered populations. Two cases discussed include the mechanisms generating N(e) estimates many orders of magnitude lower than census N in harvested marine fishes and the predicted reduction in N(e) from hatchery-based population supplementation. ©2011 Society for Conservation Biology.

OVoG Inversion for the Retrieval of Agricultural Crop Structure by Means of Multi-Baseline Polarimetric SAR Interferometry

NASA Astrophysics Data System (ADS)

Pichierri, Manuele; Hajnsek, Irena

2015-04-01

In this work, the potential of multi-baseline Pol-InSAR for crop parameter estimation (e.g. crop height and extinction coefficients) is explored. For this reason, a novel Oriented Volume over Ground (OVoG) inversion scheme is developed, which makes use of multi-baseline observables to estimate the whole stack of model parameters. The proposed algorithm has been initially validated on a set of randomly-generated OVoG scenarios, to assess its stability over crop structure changes and its robustness against volume decorrelation and other decorrelation sources. Then, it has been applied to a collection of multi-baseline repeat-pass SAR data, acquired over a rural area in Germany by DLR's F-SAR.

Optimal designs for copula models

PubMed Central

Perrone, E.; Müller, W.G.

2016-01-01

Copula modelling has in the past decade become a standard tool in many areas of applied statistics. However, a largely neglected aspect concerns the design of related experiments. Particularly the issue of whether the estimation of copula parameters can be enhanced by optimizing experimental conditions and how robust all the parameter estimates for the model are with respect to the type of copula employed. In this paper an equivalence theorem for (bivariate) copula models is provided that allows formulation of efficient design algorithms and quick checks of whether designs are optimal or at least efficient. Some examples illustrate that in practical situations considerable gains in design efficiency can be achieved. A natural comparison between different copula models with respect to design efficiency is provided as well. PMID:27453616

A robust H.264/AVC video watermarking scheme with drift compensation.

PubMed

Jiang, Xinghao; Sun, Tanfeng; Zhou, Yue; Wang, Wan; Shi, Yun-Qing

2014-01-01

A robust H.264/AVC video watermarking scheme for copyright protection with self-adaptive drift compensation is proposed. In our scheme, motion vector residuals of macroblocks with the smallest partition size are selected to hide copyright information in order to hold visual impact and distortion drift to a minimum. Drift compensation is also implemented to reduce the influence of watermark to the most extent. Besides, discrete cosine transform (DCT) with energy compact property is applied to the motion vector residual group, which can ensure robustness against intentional attacks. According to the experimental results, this scheme gains excellent imperceptibility and low bit-rate increase. Malicious attacks with different quantization parameters (QPs) or motion estimation algorithms can be resisted efficiently, with 80% accuracy on average after lossy compression.

A Robust H.264/AVC Video Watermarking Scheme with Drift Compensation

PubMed Central

Sun, Tanfeng; Zhou, Yue; Shi, Yun-Qing

2014-01-01

A robust H.264/AVC video watermarking scheme for copyright protection with self-adaptive drift compensation is proposed. In our scheme, motion vector residuals of macroblocks with the smallest partition size are selected to hide copyright information in order to hold visual impact and distortion drift to a minimum. Drift compensation is also implemented to reduce the influence of watermark to the most extent. Besides, discrete cosine transform (DCT) with energy compact property is applied to the motion vector residual group, which can ensure robustness against intentional attacks. According to the experimental results, this scheme gains excellent imperceptibility and low bit-rate increase. Malicious attacks with different quantization parameters (QPs) or motion estimation algorithms can be resisted efficiently, with 80% accuracy on average after lossy compression. PMID:24672376

Gap-filling methods to impute eddy covariance flux data by preserving variance.

NASA Astrophysics Data System (ADS)

Kunwor, S.; Staudhammer, C. L.; Starr, G.; Loescher, H. W.

2015-12-01

To represent carbon dynamics, in terms of exchange of CO2 between the terrestrial ecosystem and the atmosphere, eddy covariance (EC) data has been collected using eddy flux towers from various sites across globe for more than two decades. However, measurements from EC data are missing for various reasons: precipitation, routine maintenance, or lack of vertical turbulence. In order to have estimates of net ecosystem exchange of carbon dioxide (NEE) with high precision and accuracy, robust gap-filling methods to impute missing data are required. While the methods used so far have provided robust estimates of the mean value of NEE, little attention has been paid to preserving the variance structures embodied by the flux data. Preserving the variance of these data will provide unbiased and precise estimates of NEE over time, which mimic natural fluctuations. We used a non-linear regression approach with moving windows of different lengths (15, 30, and 60-days) to estimate non-linear regression parameters for one year of flux data from a long-leaf pine site at the Joseph Jones Ecological Research Center. We used as our base the Michaelis-Menten and Van't Hoff functions. We assessed the potential physiological drivers of these parameters with linear models using micrometeorological predictors. We then used a parameter prediction approach to refine the non-linear gap-filling equations based on micrometeorological conditions. This provides us an opportunity to incorporate additional variables, such as vapor pressure deficit (VPD) and volumetric water content (VWC) into the equations. Our preliminary results indicate that improvements in gap-filling can be gained with a 30-day moving window with additional micrometeorological predictors (as indicated by lower root mean square error (RMSE) of the predicted values of NEE). Our next steps are to use these parameter predictions from moving windows to gap-fill the data with and without incorporation of potential driver variables of the parameters traditionally used. Then, comparisons of the predicted values from these methods and 'traditional' gap-filling methods (using 12 fixed monthly windows) will be assessed to show the scale of preserving variance. Further, this method will be applied to impute artificially created gaps for analyzing if variance is preserved.

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.

Info-gap theory and robust design of surveillance for invasive species: the case study of Barrow Island.

PubMed

Davidovitch, Lior; Stoklosa, Richard; Majer, Jonathan; Nietrzeba, Alex; Whittle, Peter; Mengersen, Kerrie; Ben-Haim, Yakov

2009-06-01

Surveillance for invasive non-indigenous species (NIS) is an integral part of a quarantine system. Estimating the efficiency of a surveillance strategy relies on many uncertain parameters estimated by experts, such as the efficiency of its components in face of the specific NIS, the ability of the NIS to inhabit different environments, and so on. Due to the importance of detecting an invasive NIS within a critical period of time, it is crucial that these uncertainties be accounted for in the design of the surveillance system. We formulate a detection model that takes into account, in addition to structured sampling for incursive NIS, incidental detection by untrained workers. We use info-gap theory for satisficing (not minimizing) the probability of detection, while at the same time maximizing the robustness to uncertainty. We demonstrate the trade-off between robustness to uncertainty, and an increase in the required probability of detection. An empirical example based on the detection of Pheidole megacephala on Barrow Island demonstrates the use of info-gap analysis to select a surveillance strategy.

A robust nonparametric framework for reconstruction of stochastic differential equation models

NASA Astrophysics Data System (ADS)

Rajabzadeh, Yalda; Rezaie, Amir Hossein; Amindavar, Hamidreza

2016-05-01

In this paper, we employ a nonparametric framework to robustly estimate the functional forms of drift and diffusion terms from discrete stationary time series. The proposed method significantly improves the accuracy of the parameter estimation. In this framework, drift and diffusion coefficients are modeled through orthogonal Legendre polynomials. We employ the least squares regression approach along with the Euler-Maruyama approximation method to learn coefficients of stochastic model. Next, a numerical discrete construction of mean squared prediction error (MSPE) is established to calculate the order of Legendre polynomials in drift and diffusion terms. We show numerically that the new method is robust against the variation in sample size and sampling rate. The performance of our method in comparison with the kernel-based regression (KBR) method is demonstrated through simulation and real data. In case of real dataset, we test our method for discriminating healthy electroencephalogram (EEG) signals from epilepsy ones. We also demonstrate the efficiency of the method through prediction in the financial data. In both simulation and real data, our algorithm outperforms the KBR method.

Eruption mass estimation using infrasound waveform inversion and ash and gas measurements: Evaluation at Sakurajima Volcano, Japan

NASA Astrophysics Data System (ADS)

Fee, David; Izbekov, Pavel; Kim, Keehoon; Yokoo, Akihiko; Lopez, Taryn; Prata, Fred; Kazahaya, Ryunosuke; Nakamichi, Haruhisa; Iguchi, Masato

2017-12-01

Eruption mass and mass flow rate are critical parameters for determining the aerial extent and hazard of volcanic emissions. Infrasound waveform inversion is a promising technique to quantify volcanic emissions. Although topography may substantially alter the infrasound waveform as it propagates, advances in wave propagation modeling and station coverage permit robust inversion of infrasound data from volcanic explosions. The inversion can estimate eruption mass flow rate and total eruption mass if the flow density is known. However, infrasound-based eruption flow rates and mass estimates have yet to be validated against independent measurements, and numerical modeling has only recently been applied to the inversion technique. Here we present a robust full-waveform acoustic inversion method, and use it to calculate eruption flow rates and masses from 49 explosions from Sakurajima Volcano, Japan. Six infrasound stations deployed from 12-20 February 2015 recorded the explosions. We compute numerical Green's functions using 3-D Finite Difference Time Domain modeling and a high-resolution digital elevation model. The inversion, assuming a simple acoustic monopole source, provides realistic eruption masses and excellent fit to the data for the majority of the explosions. The inversion results are compared to independent eruption masses derived from ground-based ash collection and volcanic gas measurements. Assuming realistic flow densities, our infrasound-derived eruption masses for ash-rich eruptions compare favorably to the ground-based estimates, with agreement ranging from within a factor of two to one order of magnitude. Uncertainties in the time-dependent flow density and acoustic propagation likely contribute to the mismatch between the methods. Our results suggest that realistic and accurate infrasound-based eruption mass and mass flow rate estimates can be computed using the method employed here. If accurate volcanic flow parameters are known, application of this technique could be broadly applied to enable near real-time calculation of eruption mass flow rates and total masses. These critical input parameters for volcanic eruption modeling and monitoring are not currently available.

Adaptive robust motion trajectory tracking control of pneumatic cylinders with LuGre model-based friction compensation

NASA Astrophysics Data System (ADS)

Meng, Deyuan; Tao, Guoliang; Liu, Hao; Zhu, Xiaocong

2014-07-01

Friction compensation is particularly important for motion trajectory tracking control of pneumatic cylinders at low speed movement. However, most of the existing model-based friction compensation schemes use simple classical models, which are not enough to address applications with high-accuracy position requirements. Furthermore, the friction force in the cylinder is time-varying, and there exist rather severe unmodelled dynamics and unknown disturbances in the pneumatic system. To deal with these problems effectively, an adaptive robust controller with LuGre model-based dynamic friction compensation is constructed. The proposed controller employs on-line recursive least squares estimation (RLSE) to reduce the extent of parametric uncertainties, and utilizes the sliding mode control method to attenuate the effects of parameter estimation errors, unmodelled dynamics and disturbances. In addition, in order to realize LuGre model-based friction compensation, the modified dual-observer structure for estimating immeasurable friction internal state is developed. Therefore, a prescribed motion tracking transient performance and final tracking accuracy can be guaranteed. Since the system model uncertainties are unmatched, the recursive backstepping design technology is applied. In order to solve the conflicts between the sliding mode control design and the adaptive control design, the projection mapping is used to condition the RLSE algorithm so that the parameter estimates are kept within a known bounded convex set. Finally, the proposed controller is tested for tracking sinusoidal trajectories and smooth square trajectory under different loads and sudden disturbance. The testing results demonstrate that the achievable performance of the proposed controller is excellent and is much better than most other studies in literature. Especially when a 0.5 Hz sinusoidal trajectory is tracked, the maximum tracking error is 0.96 mm and the average tracking error is 0.45 mm. This paper constructs an adaptive robust controller which can compensate the friction force in the cylinder.

Neural network uncertainty assessment using Bayesian statistics: a remote sensing application

NASA Technical Reports Server (NTRS)

Aires, F.; Prigent, C.; Rossow, W. B.

2004-01-01

Neural network (NN) techniques have proved successful for many regression problems, in particular for remote sensing; however, uncertainty estimates are rarely provided. In this article, a Bayesian technique to evaluate uncertainties of the NN parameters (i.e., synaptic weights) is first presented. In contrast to more traditional approaches based on point estimation of the NN weights, we assess uncertainties on such estimates to monitor the robustness of the NN model. These theoretical developments are illustrated by applying them to the problem of retrieving surface skin temperature, microwave surface emissivities, and integrated water vapor content from a combined analysis of satellite microwave and infrared observations over land. The weight uncertainty estimates are then used to compute analytically the uncertainties in the network outputs (i.e., error bars and correlation structure of these errors). Such quantities are very important for evaluating any application of an NN model. The uncertainties on the NN Jacobians are then considered in the third part of this article. Used for regression fitting, NN models can be used effectively to represent highly nonlinear, multivariate functions. In this situation, most emphasis is put on estimating the output errors, but almost no attention has been given to errors associated with the internal structure of the regression model. The complex structure of dependency inside the NN is the essence of the model, and assessing its quality, coherency, and physical character makes all the difference between a blackbox model with small output errors and a reliable, robust, and physically coherent model. Such dependency structures are described to the first order by the NN Jacobians: they indicate the sensitivity of one output with respect to the inputs of the model for given input data. We use a Monte Carlo integration procedure to estimate the robustness of the NN Jacobians. A regularization strategy based on principal component analysis is proposed to suppress the multicollinearities in order to make these Jacobians robust and physically meaningful.

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

NASA Astrophysics Data System (ADS)

Schaffrin, Burkhard

2008-02-01

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

SEE rate estimation based on diffusion approximation of charge collection

NASA Astrophysics Data System (ADS)

Sogoyan, Armen V.; Chumakov, Alexander I.; Smolin, Anatoly A.

2018-03-01

The integral rectangular parallelepiped (IRPP) method remains the main approach to single event rate (SER) prediction for aerospace systems, despite the growing number of issues impairing method's validity when applied to scaled technology nodes. One of such issues is uncertainty in parameters extraction in the IRPP method, which can lead to a spread of several orders of magnitude in the subsequently calculated SER. The paper presents an alternative approach to SER estimation based on diffusion approximation of the charge collection by an IC element and geometrical interpretation of SEE cross-section. In contrast to the IRPP method, the proposed model includes only two parameters which are uniquely determined from the experimental data for normal incidence irradiation at an ion accelerator. This approach eliminates the necessity of arbitrary decisions during parameter extraction and, thus, greatly simplifies calculation procedure and increases the robustness of the forecast.

TVR-DART: A More Robust Algorithm for Discrete Tomography From Limited Projection Data With Automated Gray Value Estimation.

PubMed

Xiaodong Zhuge; Palenstijn, Willem Jan; Batenburg, Kees Joost

2016-01-01

In this paper, we present a novel iterative reconstruction algorithm for discrete tomography (DT) named total variation regularized discrete algebraic reconstruction technique (TVR-DART) with automated gray value estimation. This algorithm is more robust and automated than the original DART algorithm, and is aimed at imaging of objects consisting of only a few different material compositions, each corresponding to a different gray value in the reconstruction. By exploiting two types of prior knowledge of the scanned object simultaneously, TVR-DART solves the discrete reconstruction problem within an optimization framework inspired by compressive sensing to steer the current reconstruction toward a solution with the specified number of discrete gray values. The gray values and the thresholds are estimated as the reconstruction improves through iterations. Extensive experiments from simulated data, experimental μCT, and electron tomography data sets show that TVR-DART is capable of providing more accurate reconstruction than existing algorithms under noisy conditions from a small number of projection images and/or from a small angular range. Furthermore, the new algorithm requires less effort on parameter tuning compared with the original DART algorithm. With TVR-DART, we aim to provide the tomography society with an easy-to-use and robust algorithm for DT.

Computational Software to Fit Seismic Data Using Epidemic-Type Aftershock Sequence Models and Modeling Performance Comparisons

NASA Astrophysics Data System (ADS)

Chu, A.

2016-12-01

Modern earthquake catalogs are often analyzed using spatial-temporal point process models such as the epidemic-type aftershock sequence (ETAS) models of Ogata (1998). My work implements three of the homogeneous ETAS models described in Ogata (1998). With a model's log-likelihood function, my software finds the Maximum-Likelihood Estimates (MLEs) of the model's parameters to estimate the homogeneous background rate and the temporal and spatial parameters that govern triggering effects. EM-algorithm is employed for its advantages of stability and robustness (Veen and Schoenberg, 2008). My work also presents comparisons among the three models in robustness, convergence speed, and implementations from theory to computing practice. Up-to-date regional seismic data of seismic active areas such as Southern California and Japan are used to demonstrate the comparisons. Data analysis has been done using computer languages Java and R. Java has the advantages of being strong-typed and easiness of controlling memory resources, while R has the advantages of having numerous available functions in statistical computing. Comparisons are also made between the two programming languages in convergence and stability, computational speed, and easiness of implementation. Issues that may affect convergence such as spatial shapes are discussed.

Enhancing Data Assimilation by Evolutionary Particle Filter and Markov Chain Monte Carlo

NASA Astrophysics Data System (ADS)

Moradkhani, H.; Abbaszadeh, P.; Yan, H.

2016-12-01

Particle Filters (PFs) have received increasing attention by the researchers from different disciplines in hydro-geosciences as an effective method to improve model predictions in nonlinear and non-Gaussian dynamical systems. The implication of dual state and parameter estimation by means of data assimilation in hydrology and geoscience has evolved since 2005 from SIR-PF to PF-MCMC and now to the most effective and robust framework through evolutionary PF approach based on Genetic Algorithm (GA) and Markov Chain Monte Carlo (MCMC), the so-called EPF-MCMC. In this framework, the posterior distribution undergoes an evolutionary process to update an ensemble of prior states that more closely resemble realistic posterior probability distribution. The premise of this approach is that the particles move to optimal position using the GA optimization coupled with MCMC increasing the number of effective particles, hence the particle degeneracy is avoided while the particle diversity is improved. The proposed algorithm is applied on a conceptual and highly nonlinear hydrologic model and the effectiveness, robustness and reliability of the method in jointly estimating the states and parameters and also reducing the uncertainty is demonstrated for few river basins across the United States.

Accurate estimation of motion blur parameters in noisy remote sensing image

NASA Astrophysics Data System (ADS)

Shi, Xueyan; Wang, Lin; Shao, Xiaopeng; Wang, Huilin; Tao, Zhong

2015-05-01

The relative motion between remote sensing satellite sensor and objects is one of the most common reasons for remote sensing image degradation. It seriously weakens image data interpretation and information extraction. In practice, point spread function (PSF) should be estimated firstly for image restoration. Identifying motion blur direction and length accurately is very crucial for PSF and restoring image with precision. In general, the regular light-and-dark stripes in the spectrum can be employed to obtain the parameters by using Radon transform. However, serious noise existing in actual remote sensing images often causes the stripes unobvious. The parameters would be difficult to calculate and the error of the result relatively big. In this paper, an improved motion blur parameter identification method to noisy remote sensing image is proposed to solve this problem. The spectrum characteristic of noisy remote sensing image is analyzed firstly. An interactive image segmentation method based on graph theory called GrabCut is adopted to effectively extract the edge of the light center in the spectrum. Motion blur direction is estimated by applying Radon transform on the segmentation result. In order to reduce random error, a method based on whole column statistics is used during calculating blur length. Finally, Lucy-Richardson algorithm is applied to restore the remote sensing images of the moon after estimating blur parameters. The experimental results verify the effectiveness and robustness of our algorithm.

Estimating the solute transport parameters of the spatial fractional advection-dispersion equation using Bees Algorithm

NASA Astrophysics Data System (ADS)

Mehdinejadiani, Behrouz

2017-08-01

This study represents the first attempt to estimate the solute transport parameters of the spatial fractional advection-dispersion equation using Bees Algorithm. The numerical studies as well as the experimental studies were performed to certify the integrity of Bees Algorithm. The experimental ones were conducted in a sandbox for homogeneous and heterogeneous soils. A detailed comparative study was carried out between the results obtained from Bees Algorithm and those from Genetic Algorithm and LSQNONLIN routines in FracFit toolbox. The results indicated that, in general, the Bees Algorithm much more accurately appraised the sFADE parameters in comparison with Genetic Algorithm and LSQNONLIN, especially in the heterogeneous soil and for α values near to 1 in the numerical study. Also, the results obtained from Bees Algorithm were more reliable than those from Genetic Algorithm. The Bees Algorithm showed the relative similar performances for all cases, while the Genetic Algorithm and the LSQNONLIN yielded different performances for various cases. The performance of LSQNONLIN strongly depends on the initial guess values so that, compared to the Genetic Algorithm, it can more accurately estimate the sFADE parameters by taking into consideration the suitable initial guess values. To sum up, the Bees Algorithm was found to be very simple, robust and accurate approach to estimate the transport parameters of the spatial fractional advection-dispersion equation.

Estimating the solute transport parameters of the spatial fractional advection-dispersion equation using Bees Algorithm.

PubMed

Mehdinejadiani, Behrouz

2017-08-01

This study represents the first attempt to estimate the solute transport parameters of the spatial fractional advection-dispersion equation using Bees Algorithm. The numerical studies as well as the experimental studies were performed to certify the integrity of Bees Algorithm. The experimental ones were conducted in a sandbox for homogeneous and heterogeneous soils. A detailed comparative study was carried out between the results obtained from Bees Algorithm and those from Genetic Algorithm and LSQNONLIN routines in FracFit toolbox. The results indicated that, in general, the Bees Algorithm much more accurately appraised the sFADE parameters in comparison with Genetic Algorithm and LSQNONLIN, especially in the heterogeneous soil and for α values near to 1 in the numerical study. Also, the results obtained from Bees Algorithm were more reliable than those from Genetic Algorithm. The Bees Algorithm showed the relative similar performances for all cases, while the Genetic Algorithm and the LSQNONLIN yielded different performances for various cases. The performance of LSQNONLIN strongly depends on the initial guess values so that, compared to the Genetic Algorithm, it can more accurately estimate the sFADE parameters by taking into consideration the suitable initial guess values. To sum up, the Bees Algorithm was found to be very simple, robust and accurate approach to estimate the transport parameters of the spatial fractional advection-dispersion equation. Copyright © 2017 Elsevier B.V. All rights reserved.

An improved state-parameter analysis of ecosystem models using data assimilation

USGS Publications Warehouse

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.

Efficient computation of parameter sensitivities of discrete stochastic chemical reaction networks.

PubMed

Rathinam, Muruhan; Sheppard, Patrick W; Khammash, Mustafa

2010-01-21

Parametric sensitivity of biochemical networks is an indispensable tool for studying system robustness properties, estimating network parameters, and identifying targets for drug therapy. For discrete stochastic representations of biochemical networks where Monte Carlo methods are commonly used, sensitivity analysis can be particularly challenging, as accurate finite difference computations of sensitivity require a large number of simulations for both nominal and perturbed values of the parameters. In this paper we introduce the common random number (CRN) method in conjunction with Gillespie's stochastic simulation algorithm, which exploits positive correlations obtained by using CRNs for nominal and perturbed parameters. We also propose a new method called the common reaction path (CRP) method, which uses CRNs together with the random time change representation of discrete state Markov processes due to Kurtz to estimate the sensitivity via a finite difference approximation applied to coupled reaction paths that emerge naturally in this representation. While both methods reduce the variance of the estimator significantly compared to independent random number finite difference implementations, numerical evidence suggests that the CRP method achieves a greater variance reduction. We also provide some theoretical basis for the superior performance of CRP. The improved accuracy of these methods allows for much more efficient sensitivity estimation. In two example systems reported in this work, speedup factors greater than 300 and 10,000 are demonstrated.

A new framework for comprehensive, robust, and efficient global sensitivity analysis: 2. Application

NASA Astrophysics Data System (ADS)

Razavi, Saman; Gupta, Hoshin V.

2016-01-01

Based on the theoretical framework for sensitivity analysis called "Variogram Analysis of Response Surfaces" (VARS), developed in the companion paper, we develop and implement a practical "star-based" sampling strategy (called STAR-VARS), for the application of VARS to real-world problems. We also develop a bootstrap approach to provide confidence level estimates for the VARS sensitivity metrics and to evaluate the reliability of inferred factor rankings. The effectiveness, efficiency, and robustness of STAR-VARS are demonstrated via two real-data hydrological case studies (a 5-parameter conceptual rainfall-runoff model and a 45-parameter land surface scheme hydrology model), and a comparison with the "derivative-based" Morris and "variance-based" Sobol approaches are provided. Our results show that STAR-VARS provides reliable and stable assessments of "global" sensitivity across the full range of scales in the factor space, while being 1-2 orders of magnitude more efficient than the Morris or Sobol approaches.

Estimation of the mixing layer height over a high altitude site in Central Himalayan region by using Doppler lidar

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

Shukla, K. K.; Phanikumar, D. V.; Newsom, Rob K.

2014-03-01

A Doppler lidar was installed at Manora Peak, Nainital (29.4 N; 79.2 E, 1958 amsl) to estimate mixing layer height for the first time by using vertical velocity variance as basic measurement parameter for the period September-November 2011. Mixing layer height is found to be located ~0.57 +/- 0.1and 0.45 +/- 0.05km AGL during day and nighttime, respectively. The estimation of mixing layer height shows good correlation (R>0.8) between different instruments and with different methods. Our results show that wavelet co-variance transform is a robust method for mixing layer height estimation.

Detection of obstacles on runway using Ego-Motion compensation and tracking of significant features

NASA Technical Reports Server (NTRS)

Kasturi, Rangachar (Principal Investigator); Camps, Octavia (Principal Investigator); Gandhi, Tarak; Devadiga, Sadashiva

1996-01-01

This report describes a method for obstacle detection on a runway for autonomous navigation and landing of an aircraft. Detection is done in the presence of extraneous features such as tiremarks. Suitable features are extracted from the image and warping using approximately known camera and plane parameters is performed in order to compensate ego-motion as far as possible. Residual disparity after warping is estimated using an optical flow algorithm. Features are tracked from frame to frame so as to obtain more reliable estimates of their motion. Corrections are made to motion parameters with the residual disparities using a robust method, and features having large residual disparities are signaled as obstacles. Sensitivity analysis of the procedure is also studied. Nelson's optical flow constraint is proposed to separate moving obstacles from stationary ones. A Bayesian framework is used at every stage so that the confidence in the estimates can be determined.

Dense motion estimation using regularization constraints on local parametric models.

PubMed

Patras, Ioannis; Worring, Marcel; van den Boomgaard, Rein

2004-11-01

This paper presents a method for dense optical flow estimation in which the motion field within patches that result from an initial intensity segmentation is parametrized with models of different order. We propose a novel formulation which introduces regularization constraints between the model parameters of neighboring patches. In this way, we provide the additional constraints for very small patches and for patches whose intensity variation cannot sufficiently constrain the estimation of their motion parameters. In order to preserve motion discontinuities, we use robust functions as a regularization mean. We adopt a three-frame approach and control the balance between the backward and forward constraints by a real-valued direction field on which regularization constraints are applied. An iterative deterministic relaxation method is employed in order to solve the corresponding optimization problem. Experimental results show that the proposed method deals successfully with motions large in magnitude, motion discontinuities, and produces accurate piecewise-smooth motion fields.

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

NASA Astrophysics Data System (ADS)

Uilhoorn, F. E.

2016-10-01

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

Monitoring TASCC Injections Using A Field-Ready Wet Chemistry Nutrient Autoanalyzer

NASA Astrophysics Data System (ADS)

Snyder, L. E.; Herstand, M. R.; Bowden, W. B.

2011-12-01

Quantification of nutrient cycling and transport (spiraling) in stream systems is a fundamental component of stream ecology. Additions of isotopic tracer and bulk inorganic nutrient to streams have been frequently used to evaluate nutrient transfer between ecosystem compartments and nutrient uptake estimation, respectively. The Tracer Addition for Spiraling Curve Characterization (TASCC) methodology of Covino et al. (2010) instantaneously and simultaneously adds conservative and biologically active tracers to a stream system to quantify nutrient uptake metrics. In this method, comparing the ratio of mass of nutrient and conservative solute recovered in each sample throughout a breakthrough curve to that of the injectate, a distribution of spiraling metrics is calculated across a range of nutrient concentrations. This distribution across concentrations allows for both a robust estimation of ambient spiraling parameters by regression techniques, and comparison with uptake kinetic models. We tested a unique sampling strategy for TASCC injections in which samples were taken manually throughout the nutrient breakthrough curves while, simultaneously, continuously monitoring with a field-ready wet chemistry autoanalyzer. The autoanalyzer was programmed to measure concentrations of nitrate, phosphate and ammonium at the rate of one measurement per second throughout each experiment. Utilization of an autoanalyzer in the field during the experiment results in the return of several thousand additional nutrient data points when compared with manual sampling. This technique, then, allows for a deeper understanding and more statistically robust estimation of stream nutrient spiraling parameters.

Non-random temporary emigration and the robust design: Conditions for bias at the end of a time series: Section VIII

USGS Publications Warehouse

Langtimm, Catherine A.

2008-01-01

Knowing the extent and magnitude of the potential bias can help in making decisions as to what time frame provides the best estimates or the most reliable opportunity to model and test hypotheses about factors affecting survival probability. To assess bias, truncating the capture histories to shorter time frames and reanalyzing the data to compare time-specific estimates may help identify spurious effects. Running simulations that mimic the parameter values and movement conditions in the real situation can provide estimates of standardized bias that can be used to identify those annual estimates that are biased to the point where the 95% confidence intervals are inadequate in describing the uncertainty of the estimates.

Data-Driven Robust M-LS-SVR-Based NARX Modeling for Estimation and Control of Molten Iron Quality Indices in Blast Furnace Ironmaking.

PubMed

Zhou, Ping; Guo, Dongwei; Wang, Hong; Chai, Tianyou

2017-09-29

Optimal operation of an industrial blast furnace (BF) ironmaking process largely depends on a reliable measurement of molten iron quality (MIQ) indices, which are not feasible using the conventional sensors. This paper proposes a novel data-driven robust modeling method for the online estimation and control of MIQ indices. First, a nonlinear autoregressive exogenous (NARX) model is constructed for the MIQ indices to completely capture the nonlinear dynamics of the BF process. Then, considering that the standard least-squares support vector regression (LS-SVR) cannot directly cope with the multioutput problem, a multitask transfer learning is proposed to design a novel multioutput LS-SVR (M-LS-SVR) for the learning of the NARX model. Furthermore, a novel M-estimator is proposed to reduce the interference of outliers and improve the robustness of the M-LS-SVR model. Since the weights of different outlier data are properly given by the weight function, their corresponding contributions on modeling can properly be distinguished, thus a robust modeling result can be achieved. Finally, a novel multiobjective evaluation index on the modeling performance is developed by comprehensively considering the root-mean-square error of modeling and the correlation coefficient on trend fitting, based on which the nondominated sorting genetic algorithm II is used to globally optimize the model parameters. Both experiments using industrial data and industrial applications illustrate that the proposed method can eliminate the adverse effect caused by the fluctuation of data in BF process efficiently. This indicates its stronger robustness and higher accuracy. Moreover, control testing shows that the developed model can be well applied to realize data-driven control of the BF process.

Data-Driven Robust M-LS-SVR-Based NARX Modeling for Estimation and Control of Molten Iron Quality Indices in Blast Furnace Ironmaking

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

Zhou, Ping; Guo, Dongwei; Wang, Hong

Optimal operation of an industrial blast furnace (BF) ironmaking process largely depends on a reliable measurement of molten iron quality (MIQ) indices, which are not feasible using the conventional sensors. This paper proposes a novel data-driven robust modeling method for the online estimation and control of MIQ indices. First, a nonlinear autoregressive exogenous (NARX) model is constructed for the MIQ indices to completely capture the nonlinear dynamics of the BF process. Then, considering that the standard least-squares support vector regression (LS-SVR) cannot directly cope with the multioutput problem, a multitask transfer learning is proposed to design a novel multioutput LS-SVRmore » (M-LS-SVR) for the learning of the NARX model. Furthermore, a novel M-estimator is proposed to reduce the interference of outliers and improve the robustness of the M-LS-SVR model. Since the weights of different outlier data are properly given by the weight function, their corresponding contributions on modeling can properly be distinguished, thus a robust modeling result can be achieved. Finally, a novel multiobjective evaluation index on the modeling performance is developed by comprehensively considering the root-mean-square error of modeling and the correlation coefficient on trend fitting, based on which the nondominated sorting genetic algorithm II is used to globally optimize the model parameters. Both experiments using industrial data and industrial applications illustrate that the proposed method can eliminate the adverse effect caused by the fluctuation of data in BF process efficiently. In conclusion, this indicates its stronger robustness and higher accuracy. Moreover, control testing shows that the developed model can be well applied to realize data-driven control of the BF process.« less

Data-Driven Robust M-LS-SVR-Based NARX Modeling for Estimation and Control of Molten Iron Quality Indices in Blast Furnace Ironmaking

DOE PAGES

Zhou, Ping; Guo, Dongwei; Wang, Hong; ...

2017-09-29

Optimal operation of an industrial blast furnace (BF) ironmaking process largely depends on a reliable measurement of molten iron quality (MIQ) indices, which are not feasible using the conventional sensors. This paper proposes a novel data-driven robust modeling method for the online estimation and control of MIQ indices. First, a nonlinear autoregressive exogenous (NARX) model is constructed for the MIQ indices to completely capture the nonlinear dynamics of the BF process. Then, considering that the standard least-squares support vector regression (LS-SVR) cannot directly cope with the multioutput problem, a multitask transfer learning is proposed to design a novel multioutput LS-SVRmore » (M-LS-SVR) for the learning of the NARX model. Furthermore, a novel M-estimator is proposed to reduce the interference of outliers and improve the robustness of the M-LS-SVR model. Since the weights of different outlier data are properly given by the weight function, their corresponding contributions on modeling can properly be distinguished, thus a robust modeling result can be achieved. Finally, a novel multiobjective evaluation index on the modeling performance is developed by comprehensively considering the root-mean-square error of modeling and the correlation coefficient on trend fitting, based on which the nondominated sorting genetic algorithm II is used to globally optimize the model parameters. Both experiments using industrial data and industrial applications illustrate that the proposed method can eliminate the adverse effect caused by the fluctuation of data in BF process efficiently. In conclusion, this indicates its stronger robustness and higher accuracy. Moreover, control testing shows that the developed model can be well applied to realize data-driven control of the BF process.« less

Uncertainty Quantification for Robust Control of Wind Turbines using Sliding Mode Observer

NASA Astrophysics Data System (ADS)

Schulte, Horst

2016-09-01

A new quantification method of uncertain models for robust wind turbine control using sliding-mode techniques is presented with the objective to improve active load mitigation. This approach is based on the so-called equivalent output injection signal, which corresponds to the average behavior of the discontinuous switching term, establishing and maintaining a motion on a so-called sliding surface. The injection signal is directly evaluated to obtain estimates of the uncertainty bounds of external disturbances and parameter uncertainties. The applicability of the proposed method is illustrated by the quantification of a four degree-of-freedom model of the NREL 5MW reference turbine containing uncertainties.

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.

Bayesian nonlinear structural FE model and seismic input identification for damage assessment of civil structures

NASA Astrophysics Data System (ADS)

Astroza, Rodrigo; Ebrahimian, Hamed; Li, Yong; Conte, Joel P.

2017-09-01

A methodology is proposed to update mechanics-based nonlinear finite element (FE) models of civil structures subjected to unknown input excitation. The approach allows to jointly estimate unknown time-invariant model parameters of a nonlinear FE model of the structure and the unknown time histories of input excitations using spatially-sparse output response measurements recorded during an earthquake event. The unscented Kalman filter, which circumvents the computation of FE response sensitivities with respect to the unknown model parameters and unknown input excitations by using a deterministic sampling approach, is employed as the estimation tool. The use of measurement data obtained from arrays of heterogeneous sensors, including accelerometers, displacement sensors, and strain gauges is investigated. Based on the estimated FE model parameters and input excitations, the updated nonlinear FE model can be interrogated to detect, localize, classify, and assess damage in the structure. Numerically simulated response data of a three-dimensional 4-story 2-by-1 bay steel frame structure with six unknown model parameters subjected to unknown bi-directional horizontal seismic excitation, and a three-dimensional 5-story 2-by-1 bay reinforced concrete frame structure with nine unknown model parameters subjected to unknown bi-directional horizontal seismic excitation are used to illustrate and validate the proposed methodology. The results of the validation studies show the excellent performance and robustness of the proposed algorithm to jointly estimate unknown FE model parameters and unknown input excitations.

Estimating site occupancy, colonization, and local extinction when a species is detected imperfectly

USGS Publications Warehouse

MacKenzie, D.I.; Nichols, J.D.; Hines, J.E.; Knutson, M.G.; Franklin, A.B.

2003-01-01

Few species are likely to be so evident that they will always be detected when present. Failing to allow for the possibility that a target species was present, but undetected, at a site will lead to biased estimates of site occupancy, colonization, and local extinction probabilities. These population vital rates are often of interest in long-term monitoring programs and metapopulation studies. We present a model that enables direct estimation of these parameters when the probability of detecting the species is less than 1. The model does not require any assumptions of process stationarity, as do some previous methods, but does require detection/nondetection data to be collected in a manner similar to Pollock's robust design as used in mark?recapture studies. Via simulation, we show that the model provides good estimates of parameters for most scenarios considered. We illustrate the method with data from monitoring programs of Northern Spotted Owls (Strix occidentalis caurina) in northern California and tiger salamanders (Ambystoma tigrinum) in Minnesota, USA.

Estimating site occupancy, colonization, and local extinction when a species is detected imperfectly

USGS Publications Warehouse

MacKenzie, D.I.; Nichols, J.D.; Hines, J.E.; Knutson, M.G.; Franklin, A.B.

2003-01-01

Few species are likely to be so evident that they will always be defected when present: Failing to allow for the possibility that a target species was present, but undetected at a site will lead to biased estimates of site occupancy, colonization,and local extinction probabilities. These population vital rates are often of interest in long-term monitoring programs and metapopulation studies. We present a model that enables direct estimation of these parameters when the probability of detecting the species is less than 1. The model does not require any assumptions-of process stationarity, as do some previous methods, but does require detection/nondetection data to be collected in a-manner similar to. Pollock's robust design as used-in mark-recapture studies. Via simulation, we,show that the model provides good estimates of parameters for most scenarios considered. We illustrate the method with data from monitoring programs of Northern Spotted Owls (Strix occidentalis caurina) in northern California and tiger salamanders (Ambystoma tigrinum) in Minnesota, USA.

A game-theoretic approach for calibration of low-cost magnetometers under noise uncertainty

NASA Astrophysics Data System (ADS)

Siddharth, S.; Ali, A. S.; El-Sheimy, N.; Goodall, C. L.; Syed, Z. F.

2012-02-01

Pedestrian heading estimation is a fundamental challenge in Global Navigation Satellite System (GNSS)-denied environments. Additionally, the heading observability considerably degrades in low-speed mode of operation (e.g. walking), making this problem even more challenging. The goal of this work is to improve the heading solution when hand-held personal/portable devices, such as cell phones, are used for positioning and to improve the heading estimation in GNSS-denied signal environments. Most smart phones are now equipped with self-contained, low cost, small size and power-efficient sensors, such as magnetometers, gyroscopes and accelerometers. A magnetometer needs calibration before it can be properly employed for navigation purposes. Magnetometers play an important role in absolute heading estimation and are embedded in many smart phones. Before the users navigate with the phone, a calibration is invoked to ensure an improved signal quality. This signal is used later in the heading estimation. In most of the magnetometer-calibration approaches, the motion modes are seldom described to achieve a robust calibration. Also, suitable calibration approaches fail to discuss the stopping criteria for calibration. In this paper, the following three topics are discussed in detail that are important to achieve proper magnetometer-calibration results and in turn the most robust heading solution for the user while taking care of the device misalignment with respect to the user: (a) game-theoretic concepts to attain better filter parameter tuning and robustness in noise uncertainty, (b) best maneuvers with focus on 3D and 2D motion modes and related challenges and (c) investigation of the calibration termination criteria leveraging the calibration robustness and efficiency.

Adaptive estimation of state of charge and capacity with online identified battery model for vanadium redox flow battery

NASA Astrophysics Data System (ADS)

Wei, Zhongbao; Tseng, King Jet; Wai, Nyunt; Lim, Tuti Mariana; Skyllas-Kazacos, Maria

2016-11-01

Reliable state estimate depends largely on an accurate battery model. However, the parameters of battery model are time varying with operating condition variation and battery aging. The existing co-estimation methods address the model uncertainty by integrating the online model identification with state estimate and have shown improved accuracy. However, the cross interference may arise from the integrated framework to compromise numerical stability and accuracy. Thus this paper proposes the decoupling of model identification and state estimate to eliminate the possibility of cross interference. The model parameters are online adapted with the recursive least squares (RLS) method, based on which a novel joint estimator based on extended Kalman Filter (EKF) is formulated to estimate the state of charge (SOC) and capacity concurrently. The proposed joint estimator effectively compresses the filter order which leads to substantial improvement in the computational efficiency and numerical stability. Lab scale experiment on vanadium redox flow battery shows that the proposed method is highly authentic with good robustness to varying operating conditions and battery aging. The proposed method is further compared with some existing methods and shown to be superior in terms of accuracy, convergence speed, and computational cost.

Large Uncertainty in Estimating pCO2 From Carbonate Equilibria in Lakes

NASA Astrophysics Data System (ADS)

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

2017-11-01

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

Development of robust flexible OLED encapsulations using simulated estimations and experimental validations

NASA Astrophysics Data System (ADS)

Lee, Chang-Chun; Shih, Yan-Shin; Wu, Chih-Sheng; Tsai, Chia-Hao; Yeh, Shu-Tang; Peng, Yi-Hao; Chen, Kuang-Jung

2012-07-01

This work analyses the overall stress/strain characteristic of flexible encapsulations with organic light-emitting diode (OLED) devices. A robust methodology composed of a mechanical model of multi-thin film under bending loads and related stress simulations based on nonlinear finite element analysis (FEA) is proposed, and validated to be more reliable compared with related experimental data. With various geometrical combinations of cover plate, stacked thin films and plastic substrate, the position of the neutral axis (NA) plate, which is regarded as a key design parameter to minimize stress impact for the concerned OLED devices, is acquired using the present methodology. The results point out that both the thickness and mechanical properties of the cover plate help in determining the NA location. In addition, several concave and convex radii are applied to examine the reliable mechanical tolerance and to provide an insight into the estimated reliability of foldable OLED encapsulations.

Robust fitting for neuroreceptor mapping.

PubMed

Chang, Chung; Ogden, R Todd

2009-03-15

Among many other uses, positron emission tomography (PET) can be used in studies to estimate the density of a neuroreceptor at each location throughout the brain by measuring the concentration of a radiotracer over time and modeling its kinetics. There are a variety of kinetic models in common usage and these typically rely on nonlinear least-squares (LS) algorithms for parameter estimation. However, PET data often contain artifacts (such as uncorrected head motion) and so the assumptions on which the LS methods are based may be violated. Quantile regression (QR) provides a robust alternative to LS methods and has been used successfully in many applications. We consider fitting various kinetic models to PET data using QR and study the relative performance of the methods via simulation. A data adaptive method for choosing between LS and QR is proposed and the performance of this method is also studied.

Vector Observation-Aided/Attitude-Rate Estimation Using Global Positioning System Signals

NASA Technical Reports Server (NTRS)

Oshman, Yaakov; Markley, F. Landis

1997-01-01

A sequential filtering algorithm is presented for attitude and attitude-rate estimation from Global Positioning System (GPS) differential carrier phase measurements. A third-order, minimal-parameter method for solving the attitude matrix kinematic equation is used to parameterize the filter's state, which renders the resulting estimator computationally efficient. Borrowing from tracking theory concepts, the angular acceleration is modeled as an exponentially autocorrelated stochastic process, thus avoiding the use of the uncertain spacecraft dynamic model. The new formulation facilitates the use of aiding vector observations in a unified filtering algorithm, which can enhance the method's robustness and accuracy. Numerical examples are used to demonstrate the performance of the method.

Working covariance model selection for generalized estimating equations.

PubMed

Carey, Vincent J; Wang, You-Gan

2011-11-20

We investigate methods for data-based selection of working covariance models in the analysis of correlated data with generalized estimating equations. We study two selection criteria: Gaussian pseudolikelihood and a geodesic distance based on discrepancy between model-sensitive and model-robust regression parameter covariance estimators. The Gaussian pseudolikelihood is found in simulation to be reasonably sensitive for several response distributions and noncanonical mean-variance relations for longitudinal data. Application is also made to a clinical dataset. Assessment of adequacy of both correlation and variance models for longitudinal data should be routine in applications, and we describe open-source software supporting this practice. Copyright © 2011 John Wiley & Sons, Ltd.

Fast clustering using adaptive density peak detection.

PubMed

Wang, Xiao-Feng; Xu, Yifan

2017-12-01

Common limitations of clustering methods include the slow algorithm convergence, the instability of the pre-specification on a number of intrinsic parameters, and the lack of robustness to outliers. A recent clustering approach proposed a fast search algorithm of cluster centers based on their local densities. However, the selection of the key intrinsic parameters in the algorithm was not systematically investigated. It is relatively difficult to estimate the "optimal" parameters since the original definition of the local density in the algorithm is based on a truncated counting measure. In this paper, we propose a clustering procedure with adaptive density peak detection, where the local density is estimated through the nonparametric multivariate kernel estimation. The model parameter is then able to be calculated from the equations with statistical theoretical justification. We also develop an automatic cluster centroid selection method through maximizing an average silhouette index. The advantage and flexibility of the proposed method are demonstrated through simulation studies and the analysis of a few benchmark gene expression data sets. The method only needs to perform in one single step without any iteration and thus is fast and has a great potential to apply on big data analysis. A user-friendly R package ADPclust is developed for public use.

A Full-Envelope Air Data Calibration and Three-Dimensional Wind Estimation Method Using Global Output-Error Optimization and Flight-Test Techniques

NASA Technical Reports Server (NTRS)

Taylor, Brian R.

2012-01-01

A novel, efficient air data calibration method is proposed for aircraft with limited envelopes. This method uses output-error optimization on three-dimensional inertial velocities to estimate calibration and wind parameters. Calibration parameters are based on assumed calibration models for static pressure, angle of attack, and flank angle. Estimated wind parameters are the north, east, and down components. The only assumptions needed for this method are that the inertial velocities and Euler angles are accurate, the calibration models are correct, and that the steady-state component of wind is constant throughout the maneuver. A two-minute maneuver was designed to excite the aircraft over the range of air data calibration parameters and de-correlate the angle-of-attack bias from the vertical component of wind. Simulation of the X-48B (The Boeing Company, Chicago, Illinois) aircraft was used to validate the method, ultimately using data derived from wind-tunnel testing to simulate the un-calibrated air data measurements. Results from the simulation were accurate and robust to turbulence levels comparable to those observed in flight. Future experiments are planned to evaluate the proposed air data calibration in a flight environment.

Automated inference procedure for the determination of cell growth parameters

NASA Astrophysics Data System (ADS)

Harris, Edouard A.; Koh, Eun Jee; Moffat, Jason; McMillen, David R.

2016-01-01

The growth rate and carrying capacity of a cell population are key to the characterization of the population's viability and to the quantification of its responses to perturbations such as drug treatments. Accurate estimation of these parameters necessitates careful analysis. Here, we present a rigorous mathematical approach for the robust analysis of cell count data, in which all the experimental stages of the cell counting process are investigated in detail with the machinery of Bayesian probability theory. We advance a flexible theoretical framework that permits accurate estimates of the growth parameters of cell populations and of the logical correlations between them. Moreover, our approach naturally produces an objective metric of avoidable experimental error, which may be tracked over time in a laboratory to detect instrumentation failures or lapses in protocol. We apply our method to the analysis of cell count data in the context of a logistic growth model by means of a user-friendly computer program that automates this analysis, and present some samples of its output. Finally, we note that a traditional least squares fit can provide misleading estimates of parameter values, because it ignores available information with regard to the way in which the data have actually been collected.

Model parameter estimation approach based on incremental analysis for lithium-ion batteries without using open circuit voltage

NASA Astrophysics Data System (ADS)

Wu, Hongjie; Yuan, Shifei; Zhang, Xi; Yin, Chengliang; Ma, Xuerui

2015-08-01

To improve the suitability of lithium-ion battery model under varying scenarios, such as fluctuating temperature and SoC variation, dynamic model with parameters updated realtime should be developed. In this paper, an incremental analysis-based auto regressive exogenous (I-ARX) modeling method is proposed to eliminate the modeling error caused by the OCV effect and improve the accuracy of parameter estimation. Then, its numerical stability, modeling error, and parametric sensitivity are analyzed at different sampling rates (0.02, 0.1, 0.5 and 1 s). To identify the model parameters recursively, a bias-correction recursive least squares (CRLS) algorithm is applied. Finally, the pseudo random binary sequence (PRBS) and urban dynamic driving sequences (UDDSs) profiles are performed to verify the realtime performance and robustness of the newly proposed model and algorithm. Different sampling rates (1 Hz and 10 Hz) and multiple temperature points (5, 25, and 45 °C) are covered in our experiments. The experimental and simulation results indicate that the proposed I-ARX model can present high accuracy and suitability for parameter identification without using open circuit voltage.

Uncertainties propagation and global sensitivity analysis of the frequency response function of piezoelectric energy harvesters

NASA Astrophysics Data System (ADS)

Ruiz, Rafael O.; Meruane, Viviana

2017-06-01

The goal of this work is to describe a framework to propagate uncertainties in piezoelectric energy harvesters (PEHs). These uncertainties are related to the incomplete knowledge of the model parameters. The framework presented could be employed to conduct prior robust stochastic predictions. The prior analysis assumes a known probability density function for the uncertain variables and propagates the uncertainties to the output voltage. The framework is particularized to evaluate the behavior of the frequency response functions (FRFs) in PEHs, while its implementation is illustrated by the use of different unimorph and bimorph PEHs subjected to different scenarios: free of uncertainties, common uncertainties, and uncertainties as a product of imperfect clamping. The common variability associated with the PEH parameters are tabulated and reported. A global sensitivity analysis is conducted to identify the Sobol indices. Results indicate that the elastic modulus, density, and thickness of the piezoelectric layer are the most relevant parameters of the output variability. The importance of including the model parameter uncertainties in the estimation of the FRFs is revealed. In this sense, the present framework constitutes a powerful tool in the robust design and prediction of PEH performance.

An adaptive model for vanadium redox flow battery and its application for online peak power estimation

NASA Astrophysics Data System (ADS)

Wei, Zhongbao; Meng, Shujuan; Tseng, King Jet; Lim, Tuti Mariana; Soong, Boon Hee; Skyllas-Kazacos, Maria

2017-03-01

An accurate battery model is the prerequisite for reliable state estimate of vanadium redox battery (VRB). As the battery model parameters are time varying with operating condition variation and battery aging, the common methods where model parameters are empirical or prescribed offline lacks accuracy and robustness. To address this issue, this paper proposes to use an online adaptive battery model to reproduce the VRB dynamics accurately. The model parameters are online identified with both the recursive least squares (RLS) and the extended Kalman filter (EKF). Performance comparison shows that the RLS is superior with respect to the modeling accuracy, convergence property, and computational complexity. Based on the online identified battery model, an adaptive peak power estimator which incorporates the constraints of voltage limit, SOC limit and design limit of current is proposed to fully exploit the potential of the VRB. Experiments are conducted on a lab-scale VRB system and the proposed peak power estimator is verified with a specifically designed "two-step verification" method. It is shown that different constraints dominate the allowable peak power at different stages of cycling. The influence of prediction time horizon selection on the peak power is also analyzed.

A new methodology based on sensitivity analysis to simplify the recalibration of functional-structural plant models in new conditions.

PubMed

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.

Optimal input shaping for Fisher identifiability of control-oriented lithium-ion battery models

NASA Astrophysics Data System (ADS)

Rothenberger, Michael J.

This dissertation examines the fundamental challenge of optimally shaping input trajectories to maximize parameter identifiability of control-oriented lithium-ion battery models. Identifiability is a property from information theory that determines the solvability of parameter estimation for mathematical models using input-output measurements. This dissertation creates a framework that exploits the Fisher information metric to quantify the level of battery parameter identifiability, optimizes this metric through input shaping, and facilitates faster and more accurate estimation. The popularity of lithium-ion batteries is growing significantly in the energy storage domain, especially for stationary and transportation applications. While these cells have excellent power and energy densities, they are plagued with safety and lifespan concerns. These concerns are often resolved in the industry through conservative current and voltage operating limits, which reduce the overall performance and still lack robustness in detecting catastrophic failure modes. New advances in automotive battery management systems mitigate these challenges through the incorporation of model-based control to increase performance, safety, and lifespan. To achieve these goals, model-based control requires accurate parameterization of the battery model. While many groups in the literature study a variety of methods to perform battery parameter estimation, a fundamental issue of poor parameter identifiability remains apparent for lithium-ion battery models. This fundamental challenge of battery identifiability is studied extensively in the literature, and some groups are even approaching the problem of improving the ability to estimate the model parameters. The first approach is to add additional sensors to the battery to gain more information that is used for estimation. The other main approach is to shape the input trajectories to increase the amount of information that can be gained from input-output measurements, and is the approach used in this dissertation. Research in the literature studies optimal current input shaping for high-order electrochemical battery models and focuses on offline laboratory cycling. While this body of research highlights improvements in identifiability through optimal input shaping, each optimal input is a function of nominal parameters, which creates a tautology. The parameter values must be known a priori to determine the optimal input for maximizing estimation speed and accuracy. The system identification literature presents multiple studies containing methods that avoid the challenges of this tautology, but these methods are absent from the battery parameter estimation domain. The gaps in the above literature are addressed in this dissertation through the following five novel and unique contributions. First, this dissertation optimizes the parameter identifiability of a thermal battery model, which Sergio Mendoza experimentally validates through a close collaboration with this dissertation's author. Second, this dissertation extends input-shaping optimization to a linear and nonlinear equivalent-circuit battery model and illustrates the substantial improvements in Fisher identifiability for a periodic optimal signal when compared against automotive benchmark cycles. Third, this dissertation presents an experimental validation study of the simulation work in the previous contribution. The estimation study shows that the automotive benchmark cycles either converge slower than the optimized cycle, or not at all for certain parameters. Fourth, this dissertation examines how automotive battery packs with additional power electronic components that dynamically route current to individual cells/modules can be used for parameter identifiability optimization. While the user and vehicle supervisory controller dictate the current demand for these packs, the optimized internal allocation of current still improves identifiability. Finally, this dissertation presents a robust Bayesian sequential input shaping optimization study to maximize the conditional Fisher information of the battery model parameters without prior knowledge of the nominal parameter set. This iterative algorithm only requires knowledge of the prior parameter distributions to converge to the optimal input trajectory.

A comparison of observation-level random effect and Beta-Binomial models for modelling overdispersion in Binomial data in ecology & evolution.

PubMed

Harrison, Xavier A

2015-01-01

Overdispersion is a common feature of models of biological data, but researchers often fail to model the excess variation driving the overdispersion, resulting in biased parameter estimates and standard errors. Quantifying and modeling overdispersion when it is present is therefore critical for robust biological inference. One means to account for overdispersion is to add an observation-level random effect (OLRE) to a model, where each data point receives a unique level of a random effect that can absorb the extra-parametric variation in the data. Although some studies have investigated the utility of OLRE to model overdispersion in Poisson count data, studies doing so for Binomial proportion data are scarce. Here I use a simulation approach to investigate the ability of both OLRE models and Beta-Binomial models to recover unbiased parameter estimates in mixed effects models of Binomial data under various degrees of overdispersion. In addition, as ecologists often fit random intercept terms to models when the random effect sample size is low (<5 levels), I investigate the performance of both model types under a range of random effect sample sizes when overdispersion is present. Simulation results revealed that the efficacy of OLRE depends on the process that generated the overdispersion; OLRE failed to cope with overdispersion generated from a Beta-Binomial mixture model, leading to biased slope and intercept estimates, but performed well for overdispersion generated by adding random noise to the linear predictor. Comparison of parameter estimates from an OLRE model with those from its corresponding Beta-Binomial model readily identified when OLRE were performing poorly due to disagreement between effect sizes, and this strategy should be employed whenever OLRE are used for Binomial data to assess their reliability. Beta-Binomial models performed well across all contexts, but showed a tendency to underestimate effect sizes when modelling non-Beta-Binomial data. Finally, both OLRE and Beta-Binomial models performed poorly when models contained <5 levels of the random intercept term, especially for estimating variance components, and this effect appeared independent of total sample size. These results suggest that OLRE are a useful tool for modelling overdispersion in Binomial data, but that they do not perform well in all circumstances and researchers should take care to verify the robustness of parameter estimates of OLRE models.

Estimating parametric phenotypes that determine anthesis date in Zea mays: Challenges in combining ecophysiological models with genetics

PubMed Central

Welch, Stephen M.; White, Jeffrey W.; Thorp, Kelly R.; Bello, Nora M.

2018-01-01

Ecophysiological crop models encode intra-species behaviors using parameters that are presumed to summarize genotypic properties of individual lines or cultivars. These genotype-specific parameters (GSP’s) can be interpreted as quantitative traits that can be mapped or otherwise analyzed, as are more conventional traits. The goal of this study was to investigate the estimation of parameters controlling maize anthesis date with the CERES-Maize model, based on 5,266 maize lines from 11 plantings at locations across the eastern United States. High performance computing was used to develop a database of 356 million simulated anthesis dates in response to four CERES-Maize model parameters. Although the resulting estimates showed high predictive value (R2 = 0.94), three issues presented serious challenges for use of GSP’s as traits. First (expressivity), the model was unable to express the observed data for 168 to 3,339 lines (depending on the combination of site-years), many of which ended up sharing the same parameter value irrespective of genetics. Second, for 2,254 lines, the model reproduced the data, but multiple parameter sets were equally effective (equifinality). Third, parameter values were highly dependent (p<10−6919) on the sets of environments used to estimate them (instability), calling in to question the assumption that they represent fundamental genetic traits. The issues of expressivity, equifinality and instability must be addressed before the genetic mapping of GSP’s becomes a robust means to help solve the genotype-to-phenotype problem in crops. PMID:29672629

A new zonation algorithm with parameter estimation using hydraulic head and subsidence observations.

PubMed

Zhang, Meijing; Burbey, Thomas J; Nunes, Vitor Dos Santos; Borggaard, Jeff

2014-01-01

Parameter estimation codes such as UCODE_2005 are becoming well-known tools in groundwater modeling investigations. These programs estimate important parameter values such as transmissivity (T) and aquifer storage values (Sa ) from known observations of hydraulic head, flow, or other physical quantities. One drawback inherent in these codes is that the parameter zones must be specified by the user. However, such knowledge is often unknown even if a detailed hydrogeological description is available. To overcome this deficiency, we present a discrete adjoint algorithm for identifying suitable zonations from hydraulic head and subsidence measurements, which are highly sensitive to both elastic (Sske) and inelastic (Sskv) skeletal specific storage coefficients. With the advent of interferometric synthetic aperture radar (InSAR), distributed spatial and temporal subsidence measurements can be obtained. A synthetic conceptual model containing seven transmissivity zones, one aquifer storage zone and three interbed zones for elastic and inelastic storage coefficients were developed to simulate drawdown and subsidence in an aquifer interbedded with clay that exhibits delayed drainage. Simulated delayed land subsidence and groundwater head data are assumed to be the observed measurements, to which the discrete adjoint algorithm is called to create approximate spatial zonations of T, Sske , and Sskv . UCODE-2005 is then used to obtain the final optimal parameter values. Calibration results indicate that the estimated zonations calculated from the discrete adjoint algorithm closely approximate the true parameter zonations. This automation algorithm reduces the bias established by the initial distribution of zones and provides a robust parameter zonation distribution. © 2013, National Ground Water Association.

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

USGS Publications Warehouse

Langbein, John O.

2017-01-01

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

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

NASA Astrophysics Data System (ADS)

Langbein, John

2017-08-01

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

Modelling hen harrier dynamics to inform human-wildlife conflict resolution: a spatially-realistic, individual-based approach.

PubMed

Heinonen, Johannes P M; Palmer, Stephen C F; Redpath, Steve M; Travis, Justin M J

2014-01-01

Individual-based models have gained popularity in ecology, and enable simultaneous incorporation of spatial explicitness and population dynamic processes to understand spatio-temporal patterns of populations. We introduce an individual-based model for understanding and predicting spatial hen harrier (Circus cyaneus) population dynamics in Great Britain. The model uses a landscape with habitat, prey and game management indices. The hen harrier population was initialised according to empirical census estimates for 1988/89 and simulated until 2030, and predictions for 1998, 2004 and 2010 were compared to empirical census estimates for respective years. The model produced a good qualitative match to overall trends between 1989 and 2010. Parameter explorations revealed relatively high elasticity in particular to demographic parameters such as juvenile male mortality. This highlights the need for robust parameter estimates from empirical research. There are clearly challenges for replication of real-world population trends, but this model provides a useful tool for increasing understanding of drivers of hen harrier dynamics and focusing research efforts in order to inform conflict management decisions.

Modelling Hen Harrier Dynamics to Inform Human-Wildlife Conflict Resolution: A Spatially-Realistic, Individual-Based Approach

PubMed Central

Heinonen, Johannes P. M.; Palmer, Stephen C. F.; Redpath, Steve M.; Travis, Justin M. J.

2014-01-01

Individual-based models have gained popularity in ecology, and enable simultaneous incorporation of spatial explicitness and population dynamic processes to understand spatio-temporal patterns of populations. We introduce an individual-based model for understanding and predicting spatial hen harrier (Circus cyaneus) population dynamics in Great Britain. The model uses a landscape with habitat, prey and game management indices. The hen harrier population was initialised according to empirical census estimates for 1988/89 and simulated until 2030, and predictions for 1998, 2004 and 2010 were compared to empirical census estimates for respective years. The model produced a good qualitative match to overall trends between 1989 and 2010. Parameter explorations revealed relatively high elasticity in particular to demographic parameters such as juvenile male mortality. This highlights the need for robust parameter estimates from empirical research. There are clearly challenges for replication of real-world population trends, but this model provides a useful tool for increasing understanding of drivers of hen harrier dynamics and focusing research efforts in order to inform conflict management decisions. PMID:25405860

A robust observer based on H∞ filtering with parameter uncertainties combined with Neural Networks for estimation of vehicle roll angle

NASA Astrophysics Data System (ADS)

Boada, Beatriz L.; Boada, Maria Jesus L.; Vargas-Melendez, Leandro; Diaz, Vicente

2018-01-01

Nowadays, one of the main objectives in road transport is to decrease the number of accident victims. Rollover accidents caused nearly 33% of all deaths from passenger vehicle crashes. Roll Stability Control (RSC) systems prevent vehicles from untripped rollover accidents. The lateral load transfer is the main parameter which is taken into account in the RSC systems. This parameter is related to the roll angle, which can be directly measured from a dual-antenna GPS. Nevertheless, this is a costly technique. For this reason, roll angle has to be estimated. In this paper, a novel observer based on H∞ filtering in combination with a neural network (NN) for the vehicle roll angle estimation is proposed. The design of this observer is based on four main criteria: to use a simplified vehicle model, to use signals of sensors which are installed onboard in current vehicles, to consider the inaccuracy in the system model and to attenuate the effect of the external disturbances. Experimental results show the effectiveness of the proposed observer.

Bayesian experimental design for models with intractable likelihoods.

PubMed

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.

Robust Magnetotelluric Impedance Estimation

NASA Astrophysics Data System (ADS)

Sutarno, D.

2010-12-01

Robust magnetotelluric (MT) response function estimators are now in standard use by the induction community. Properly devised and applied, these have ability to reduce the influence of unusual data (outliers). The estimators always yield impedance estimates which are better than the conventional least square (LS) estimation because the `real' MT data almost never satisfy the statistical assumptions of Gaussian distribution and stationary upon which normal spectral analysis is based. This paper discuses the development and application of robust estimation procedures which can be classified as M-estimators to MT data. Starting with the description of the estimators, special attention is addressed to the recent development of a bounded-influence robust estimation, including utilization of the Hilbert Transform (HT) operation on causal MT impedance functions. The resulting robust performances are illustrated using synthetic as well as real MT data.

On the asymptotic standard error of a class of robust estimators of ability in dichotomous item response models.

PubMed

Magis, David

2014-11-01

In item response theory, the classical estimators of ability are highly sensitive to response disturbances and can return strongly biased estimates of the true underlying ability level. Robust methods were introduced to lessen the impact of such aberrant responses on the estimation process. The computation of asymptotic (i.e., large-sample) standard errors (ASE) for these robust estimators, however, has not yet been fully considered. This paper focuses on a broad class of robust ability estimators, defined by an appropriate selection of the weight function and the residual measure, for which the ASE is derived from the theory of estimating equations. The maximum likelihood (ML) and the robust estimators, together with their estimated ASEs, are then compared in a simulation study by generating random guessing disturbances. It is concluded that both the estimators and their ASE perform similarly in the absence of random guessing, while the robust estimator and its estimated ASE are less biased and outperform their ML counterparts in the presence of random guessing with large impact on the item response process. © 2013 The British Psychological Society.

Robust Prediction of Hydraulic Roughness

DTIC Science & Technology

2011-03-01

Manning’s n were required as input for further hydraulic analyses with HEC - RAS . HYDROCAL was applied to compare different estimates of resistance... River Restoration Science Synthesis (NRRSS) demonstrated that, in 2007, river and stream restoration projects and funding were at an all time high...behavior makes this parameter very difficult to quan- tify repeatedly and accurately. A fundamental concept of hydraulic theory in the context of river

Latent transition models with latent class predictors: attention deficit hyperactivity disorder subtypes and high school marijuana use

PubMed Central

Reboussin, Beth A.; Ialongo, Nicholas S.

2011-01-01

Summary Attention deficit hyperactivity disorder (ADHD) is a neurodevelopmental disorder which is most often diagnosed in childhood with symptoms often persisting into adulthood. Elevated rates of substance use disorders have been evidenced among those with ADHD, but recent research focusing on the relationship between subtypes of ADHD and specific drugs is inconsistent. We propose a latent transition model (LTM) to guide our understanding of how drug use progresses, in particular marijuana use, while accounting for the measurement error that is often found in self-reported substance use data. We extend the LTM to include a latent class predictor to represent empirically derived ADHD subtypes that do not rely on meeting specific diagnostic criteria. We begin by fitting two separate latent class analysis (LCA) models by using second-order estimating equations: a longitudinal LCA model to define stages of marijuana use, and a cross-sectional LCA model to define ADHD subtypes. The LTM model parameters describing the probability of transitioning between the LCA-defined stages of marijuana use and the influence of the LCA-defined ADHD subtypes on these transition rates are then estimated by using a set of first-order estimating equations given the LCA parameter estimates. A robust estimate of the LTM parameter variance that accounts for the variation due to the estimation of the two sets of LCA parameters is proposed. Solving three sets of estimating equations enables us to determine the underlying latent class structures independently of the model for the transition rates and simplifying assumptions about the correlation structure at each stage reduces the computational complexity. PMID:21461139

A novel Gaussian process regression model for state-of-health estimation of lithium-ion battery using charging curve

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.

A fast and robust method for moment tensor and depth determination of shallow seismic events in CTBT related studies.

NASA Astrophysics Data System (ADS)

Baker, Ben; Stachnik, Joshua; Rozhkov, Mikhail

2017-04-01

International Data Center is required to conduct expert technical analysis and special studies to improve event parameters and assist State Parties in identifying the source of specific event according to the protocol to the Protocol to the Comprehensive Nuclear Test Ban Treaty. Determination of seismic event source mechanism and its depth is closely related to these tasks. It is typically done through a strategic linearized inversion of the waveforms for a complete or subset of source parameters, or similarly defined grid search through precomputed Greens Functions created for particular source models. In this presentation we demonstrate preliminary results obtained with the latter approach from an improved software design. In this development we tried to be compliant with different modes of CTBT monitoring regime and cover wide range of source-receiver distances (regional to teleseismic), resolve shallow source depths, provide full moment tensor solution based on body and surface waves recordings, be fast to satisfy both on-demand studies and automatic processing and properly incorporate observed waveforms and any uncertainties a priori as well as accurately estimate posteriori uncertainties. Posterior distributions of moment tensor parameters show narrow peaks where a significant number of reliable surface wave observations are available. For earthquake examples, fault orientation (strike, dip, and rake) posterior distributions also provide results consistent with published catalogues. Inclusion of observations on horizontal components will provide further constraints. In addition, the calculation of teleseismic P wave Green's Functions are improved through prior analysis to determine an appropriate attenuation parameter for each source-receiver path. Implemented HDF5 based Green's Functions pre-packaging allows much greater flexibility in utilizing different software packages and methods for computation. Further additions will have the rapid use of Instaseis/AXISEM full waveform synthetics added to a pre-computed GF archive. Along with traditional post processing analysis of waveform misfits through several objective functions and variance reduction, we follow a probabilistic approach to assess the robustness of moment tensor solution. In a course of this project full moment tensor and depth estimates are determined for DPRK events and shallow earthquakes using a new implementation of teleseismic P waves waveform fitting. A full grid search over the entire moment tensor space is used to appropriately sample all possible solutions. A recent method by Tape & Tape (2012) to discretize the complete moment tensor space from a geometric perspective is used. Probabilistic uncertainty estimates on the moment tensor parameters provide robustness to solution.

Robust Ambiguity Estimation for an Automated Analysis of the Intensive Sessions

NASA Astrophysics Data System (ADS)

Kareinen, Niko; Hobiger, Thomas; Haas, Rüdiger

2016-12-01

Very Long Baseline Interferometry (VLBI) is a unique space-geodetic technique that can directly determine the Earth's phase of rotation, namely UT1. The daily estimates of the difference between UT1 and Coordinated Universal Time (UTC) are computed from one-hour long VLBI Intensive sessions. These sessions are essential for providing timely UT1 estimates for satellite navigation systems. To produce timely UT1 estimates, efforts have been made to completely automate the analysis of VLBI Intensive sessions. This requires automated processing of X- and S-band group delays. These data often contain an unknown number of integer ambiguities in the observed group delays. In an automated analysis with the c5++ software the standard approach in resolving the ambiguities is to perform a simplified parameter estimation using a least-squares adjustment (L2-norm minimization). We implement the robust L1-norm with an alternative estimation method in c5++. The implemented method is used to automatically estimate the ambiguities in VLBI Intensive sessions for the Kokee-Wettzell baseline. The results are compared to an analysis setup where the ambiguity estimation is computed using the L2-norm. Additionally, we investigate three alternative weighting strategies for the ambiguity estimation. The results show that in automated analysis the L1-norm resolves ambiguities better than the L2-norm. The use of the L1-norm leads to a significantly higher number of good quality UT1-UTC estimates with each of the three weighting strategies.

Addressing subjective decision-making inherent in GLUE-based multi-criteria rainfall-runoff model calibration

NASA Astrophysics Data System (ADS)

Shafii, Mahyar; Tolson, Bryan; Shawn Matott, L.

2015-04-01

GLUE is one of the most commonly used informal methodologies for uncertainty estimation in hydrological modelling. Despite the ease-of-use of GLUE, it involves a number of subjective decisions such as the strategy for identifying the behavioural solutions. This study evaluates the impact of behavioural solution identification strategies in GLUE on the quality of model output uncertainty. Moreover, two new strategies are developed to objectively identify behavioural solutions. The first strategy considers Pareto-based ranking of parameter sets, while the second one is based on ranking the parameter sets based on an aggregated criterion. The proposed strategies, as well as the traditional strategies in the literature, are evaluated with respect to reliability (coverage of observations by the envelope of model outcomes) and sharpness (width of the envelope of model outcomes) in different numerical experiments. These experiments include multi-criteria calibration and uncertainty estimation of three rainfall-runoff models with different number of parameters. To demonstrate the importance of behavioural solution identification strategy more appropriately, GLUE is also compared with two other informal multi-criteria calibration and uncertainty estimation methods (Pareto optimization and DDS-AU). The results show that the model output uncertainty varies with the behavioural solution identification strategy, and furthermore, a robust GLUE implementation would require considering multiple behavioural solution identification strategies and choosing the one that generates the desired balance between sharpness and reliability. The proposed objective strategies prove to be the best options in most of the case studies investigated in this research. Implementing such an approach for a high-dimensional calibration problem enables GLUE to generate robust results in comparison with Pareto optimization and DDS-AU.

Evaluating Machine Learning Regression Algorithms for Operational Retrieval of Biophysical Parameters: Opportunities for Sentinel

NASA Astrophysics Data System (ADS)

Verrelst, Jochem; Rivera, J. P.; Alonso, L.; Guanter, L.; Moreno, J.

2012-04-01

ESA’s upcoming satellites Sentinel-2 (S2) and Sentinel-3 (S3) aim to ensure continuity for Landsat 5/7, SPOT- 5, SPOT-Vegetation and Envisat MERIS observations by providing superspectral images of high spatial and temporal resolution. S2 and S3 will deliver near real-time operational products with a high accuracy for land monitoring. This unprecedented data availability leads to an urgent need for developing robust and accurate retrieval methods. Machine learning regression algorithms could be powerful candidates for the estimation of biophysical parameters from satellite reflectance measurements because of their ability to perform adaptive, nonlinear data fitting. By using data from the ESA-led field campaign SPARC (Barrax, Spain), it was recently found [1] that Gaussian processes regression (GPR) outperformed competitive machine learning algorithms such as neural networks, support vector regression) and kernel ridge regression both in terms of accuracy and computational speed. For various Sentinel configurations (S2-10m, S2- 20m, S2-60m and S3-300m) three important biophysical parameters were estimated: leaf chlorophyll content (Chl), leaf area index (LAI) and fractional vegetation cover (FVC). GPR was the only method that reached the 10% precision required by end users in the estimation of Chl. In view of implementing the regressor into operational monitoring applications, here the portability of locally trained GPR models to other images was evaluated. The associated confidence maps proved to be a good indicator for evaluating the robustness of the trained models. Consistent retrievals were obtained across the different images, particularly over agricultural sites. To make the method suitable for operational use, however, the poorer confidences over bare soil areas suggest that the training dataset should be expanded with inputs from various land cover types.

A non-linear regression method for CT brain perfusion analysis

NASA Astrophysics Data System (ADS)

Bennink, E.; Oosterbroek, J.; Viergever, M. A.; Velthuis, B. K.; de Jong, H. W. A. M.

2015-03-01

CT perfusion (CTP) imaging allows for rapid diagnosis of ischemic stroke. Generation of perfusion maps from CTP data usually involves deconvolution algorithms providing estimates for the impulse response function in the tissue. We propose the use of a fast non-linear regression (NLR) method that we postulate has similar performance to the current academic state-of-art method (bSVD), but that has some important advantages, including the estimation of vascular permeability, improved robustness to tracer-delay, and very few tuning parameters, that are all important in stroke assessment. The aim of this study is to evaluate the fast NLR method against bSVD and a commercial clinical state-of-art method. The three methods were tested against a published digital perfusion phantom earlier used to illustrate the superiority of bSVD. In addition, the NLR and clinical methods were also tested against bSVD on 20 clinical scans. Pearson correlation coefficients were calculated for each of the tested methods. All three methods showed high correlation coefficients (>0.9) with the ground truth in the phantom. With respect to the clinical scans, the NLR perfusion maps showed higher correlation with bSVD than the perfusion maps from the clinical method. Furthermore, the perfusion maps showed that the fast NLR estimates are robust to tracer-delay. In conclusion, the proposed fast NLR method provides a simple and flexible way of estimating perfusion parameters from CT perfusion scans, with high correlation coefficients. This suggests that it could be a better alternative to the current clinical and academic state-of-art methods.

A Bayesian Hierarchical Modeling Approach to Predicting Flow in Ungauged Basins

NASA Astrophysics Data System (ADS)

Gronewold, A.; Alameddine, I.; Anderson, R. M.

2009-12-01

Recent innovative approaches to identifying and applying regression-based relationships between land use patterns (such as increasing impervious surface area and decreasing vegetative cover) and rainfall-runoff model parameters represent novel and promising improvements to predicting flow from ungauged basins. In particular, these approaches allow for predicting flows under uncertain and potentially variable future conditions due to rapid land cover changes, variable climate conditions, and other factors. Despite the broad range of literature on estimating rainfall-runoff model parameters, however, the absence of a robust set of modeling tools for identifying and quantifying uncertainties in (and correlation between) rainfall-runoff model parameters represents a significant gap in current hydrological modeling research. Here, we build upon a series of recent publications promoting novel Bayesian and probabilistic modeling strategies for quantifying rainfall-runoff model parameter estimation uncertainty. Our approach applies alternative measures of rainfall-runoff model parameter joint likelihood (including Nash-Sutcliffe efficiency, among others) to simulate samples from the joint parameter posterior probability density function. We then use these correlated samples as response variables in a Bayesian hierarchical model with land use coverage data as predictor variables in order to develop a robust land use-based tool for forecasting flow in ungauged basins while accounting for, and explicitly acknowledging, parameter estimation uncertainty. We apply this modeling strategy to low-relief coastal watersheds of Eastern North Carolina, an area representative of coastal resource waters throughout the world because of its sensitive embayments and because of the abundant (but currently threatened) natural resources it hosts. Consequently, this area is the subject of several ongoing studies and large-scale planning initiatives, including those conducted through the United States Environmental Protection Agency (USEPA) total maximum daily load (TMDL) program, as well as those addressing coastal population dynamics and sea level rise. Our approach has several advantages, including the propagation of parameter uncertainty through a nonparametric probability distribution which avoids common pitfalls of fitting parameters and model error structure to a predetermined parametric distribution function. In addition, by explicitly acknowledging correlation between model parameters (and reflecting those correlations in our predictive model) our model yields relatively efficient prediction intervals (unlike those in the current literature which are often unnecessarily large, and may lead to overly-conservative management actions). Finally, our model helps improve understanding of the rainfall-runoff process by identifying model parameters (and associated catchment attributes) which are most sensitive to current and future land use change patterns. Disclaimer: Although this work was reviewed by EPA and approved for publication, it may not necessarily reflect official Agency policy.

Diffusion parameter mapping with the combined intravoxel incoherent motion and kurtosis model using artificial neural networks at 3 T.

PubMed

Bertleff, Marco; Domsch, Sebastian; Weingärtner, Sebastian; Zapp, Jascha; O'Brien, Kieran; Barth, Markus; Schad, Lothar R

2017-12-01

Artificial neural networks (ANNs) were used for voxel-wise parameter estimation with the combined intravoxel incoherent motion (IVIM) and kurtosis model facilitating robust diffusion parameter mapping in the human brain. The proposed ANN approach was compared with conventional least-squares regression (LSR) and state-of-the-art multi-step fitting (LSR-MS) in Monte-Carlo simulations and in vivo in terms of estimation accuracy and precision, number of outliers and sensitivity in the distinction between grey (GM) and white (WM) matter. Both the proposed ANN approach and LSR-MS yielded visually increased parameter map quality. Estimations of all parameters (perfusion fraction f, diffusion coefficient D, pseudo-diffusion coefficient D*, kurtosis K) were in good agreement with the literature using ANN, whereas LSR-MS resulted in D* overestimation and LSR yielded increased values for f and D*, as well as decreased values for K. Using ANN, outliers were reduced for the parameters f (ANN, 1%; LSR-MS, 19%; LSR, 8%), D* (ANN, 21%; LSR-MS, 25%; LSR, 23%) and K (ANN, 0%; LSR-MS, 0%; LSR, 15%). Moreover, ANN enabled significant distinction between GM and WM based on all parameters, whereas LSR facilitated this distinction only based on D and LSR-MS on f, D and K. Overall, the proposed ANN approach was found to be superior to conventional LSR, posing a powerful alternative to the state-of-the-art method LSR-MS with several advantages in the estimation of IVIM-kurtosis parameters, which might facilitate increased applicability of enhanced diffusion models at clinical scan times. Copyright © 2017 John Wiley & Sons, Ltd.

Automatic parameter selection for feature-based multi-sensor image registration

NASA Astrophysics Data System (ADS)

DelMarco, Stephen; Tom, Victor; Webb, Helen; Chao, Alan

2006-05-01

Accurate image registration is critical for applications such as precision targeting, geo-location, change-detection, surveillance, and remote sensing. However, the increasing volume of image data is exceeding the current capacity of human analysts to perform manual registration. This image data glut necessitates the development of automated approaches to image registration, including algorithm parameter value selection. Proper parameter value selection is crucial to the success of registration techniques. The appropriate algorithm parameters can be highly scene and sensor dependent. Therefore, robust algorithm parameter value selection approaches are a critical component of an end-to-end image registration algorithm. In previous work, we developed a general framework for multisensor image registration which includes feature-based registration approaches. In this work we examine the problem of automated parameter selection. We apply the automated parameter selection approach of Yitzhaky and Peli to select parameters for feature-based registration of multisensor image data. The approach consists of generating multiple feature-detected images by sweeping over parameter combinations and using these images to generate estimated ground truth. The feature-detected images are compared to the estimated ground truth images to generate ROC points associated with each parameter combination. We develop a strategy for selecting the optimal parameter set by choosing the parameter combination corresponding to the optimal ROC point. We present numerical results showing the effectiveness of the approach using registration of collected SAR data to reference EO data.

Adaptive quantification and longitudinal analysis of pulmonary emphysema with a hidden Markov measure field model.

PubMed

Hame, Yrjo; Angelini, Elsa D; Hoffman, Eric A; Barr, R Graham; Laine, Andrew F

2014-07-01

The extent of pulmonary emphysema is commonly estimated from CT scans by computing the proportional area of voxels below a predefined attenuation threshold. However, the reliability of this approach is limited by several factors that affect the CT intensity distributions in the lung. This work presents a novel method for emphysema quantification, based on parametric modeling of intensity distributions and a hidden Markov measure field model to segment emphysematous regions. The framework adapts to the characteristics of an image to ensure a robust quantification of emphysema under varying CT imaging protocols, and differences in parenchymal intensity distributions due to factors such as inspiration level. Compared to standard approaches, the presented model involves a larger number of parameters, most of which can be estimated from data, to handle the variability encountered in lung CT scans. The method was applied on a longitudinal data set with 87 subjects and a total of 365 scans acquired with varying imaging protocols. The resulting emphysema estimates had very high intra-subject correlation values. By reducing sensitivity to changes in imaging protocol, the method provides a more robust estimate than standard approaches. The generated emphysema delineations promise advantages for regional analysis of emphysema extent and progression.

Robust electroencephalogram phase estimation with applications in brain-computer interface systems.

PubMed

Seraj, Esmaeil; Sameni, Reza

2017-03-01

In this study, a robust method is developed for frequency-specific electroencephalogram (EEG) phase extraction using the analytic representation of the EEG. Based on recent theoretical findings in this area, it is shown that some of the phase variations-previously associated to the brain response-are systematic side-effects of the methods used for EEG phase calculation, especially during low analytical amplitude segments of the EEG. With this insight, the proposed method generates randomized ensembles of the EEG phase using minor perturbations in the zero-pole loci of narrow-band filters, followed by phase estimation using the signal's analytical form and ensemble averaging over the randomized ensembles to obtain a robust EEG phase and frequency. This Monte Carlo estimation method is shown to be very robust to noise and minor changes of the filter parameters and reduces the effect of fake EEG phase jumps, which do not have a cerebral origin. As proof of concept, the proposed method is used for extracting EEG phase features for a brain computer interface (BCI) application. The results show significant improvement in classification rates using rather simple phase-related features and a standard K-nearest neighbors and random forest classifiers, over a standard BCI dataset. The average performance was improved between 4-7% (in absence of additive noise) and 8-12% (in presence of additive noise). The significance of these improvements was statistically confirmed by a paired sample t-test, with 0.01 and 0.03 p-values, respectively. The proposed method for EEG phase calculation is very generic and may be applied to other EEG phase-based studies.

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

NASA Astrophysics Data System (ADS)

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

2017-12-01

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

Estimation of genetic parameters and response to selection for a continuous trait subject to culling before testing.

PubMed

Arnason, T; Albertsdóttir, E; Fikse, W F; Eriksson, S; Sigurdsson, A

2012-02-01

The consequences of assuming a zero environmental covariance between a binary trait 'test-status' and a continuous trait on the estimates of genetic parameters by restricted maximum likelihood and Gibbs sampling and on response from genetic selection when the true environmental covariance deviates from zero were studied. Data were simulated for two traits (one that culling was based on and a continuous trait) using the following true parameters, on the underlying scale: h² = 0.4; r(A) = 0.5; r(E) = 0.5, 0.0 or -0.5. The selection on the continuous trait was applied to five subsequent generations where 25 sires and 500 dams produced 1500 offspring per generation. Mass selection was applied in the analysis of the effect on estimation of genetic parameters. Estimated breeding values were used in the study of the effect of genetic selection on response and accuracy. The culling frequency was either 0.5 or 0.8 within each generation. Each of 10 replicates included 7500 records on 'test-status' and 9600 animals in the pedigree file. Results from bivariate analysis showed unbiased estimates of variance components and genetic parameters when true r(E) = 0.0. For r(E) = 0.5, variance components (13-19% bias) and especially (50-80%) were underestimated for the continuous trait, while heritability estimates were unbiased. For r(E) = -0.5, heritability estimates of test-status were unbiased, while genetic variance and heritability of the continuous trait together with were overestimated (25-50%). The bias was larger for the higher culling frequency. Culling always reduced genetic progress from selection, but the genetic progress was found to be robust to the use of wrong parameter values of the true environmental correlation between test-status and the continuous trait. Use of a bivariate linear-linear model reduced bias in genetic evaluations, when data were subject to culling. © 2011 Blackwell Verlag GmbH.

Robust estimation of fetal heart rate from US Doppler signals

NASA Astrophysics Data System (ADS)

Voicu, Iulian; Girault, Jean-Marc; Roussel, Catherine; Decock, Aliette; Kouame, Denis

2010-01-01

Introduction: In utero, Monitoring of fetal wellbeing or suffering is today an open challenge, due to the high number of clinical parameters to be considered. An automatic monitoring of fetal activity, dedicated for quantifying fetal wellbeing, becomes necessary. For this purpose and in a view to supply an alternative for the Manning test, we used an ultrasound multitransducer multigate Doppler system. One important issue (and first step in our investigation) is the accurate estimation of fetal heart rate (FHR). An estimation of the FHR is obtained by evaluating the autocorrelation function of the Doppler signals for ills and healthiness foetus. However, this estimator is not enough robust since about 20% of FHR are not detected in comparison to a reference system. These non detections are principally due to the fact that the Doppler signal generated by the fetal moving is strongly disturbed by the presence of others several Doppler sources (mother' s moving, pseudo breathing, etc.). By modifying the existing method (autocorrelation method) and by proposing new time and frequency estimators used in the audio' s domain, we reduce to 5% the probability of non-detection of the fetal heart rate. These results are really encouraging and they enable us to plan the use of automatic classification techniques in order to discriminate between healthy and in suffering foetus.

A terrain-based site characterization map of California with implications for the contiguous United States

USGS Publications Warehouse

Yong, Alan K.; Hough, Susan E.; Iwahashi, Junko; Braverman, Amy

2012-01-01

We present an approach based on geomorphometry to predict material properties and characterize site conditions using the VS30 parameter (time‐averaged shear‐wave velocity to a depth of 30 m). Our framework consists of an automated terrain classification scheme based on taxonomic criteria (slope gradient, local convexity, and surface texture) that systematically identifies 16 terrain types from 1‐km spatial resolution (30 arcsec) Shuttle Radar Topography Mission digital elevation models (SRTM DEMs). Using 853 VS30 values from California, we apply a simulation‐based statistical method to determine the mean VS30 for each terrain type in California. We then compare the VS30 values with models based on individual proxies, such as mapped surface geology and topographic slope, and show that our systematic terrain‐based approach consistently performs better than semiempirical estimates based on individual proxies. To further evaluate our model, we apply our California‐based estimates to terrains of the contiguous United States. Comparisons of our estimates with 325 VS30 measurements outside of California, as well as estimates based on the topographic slope model, indicate our method to be statistically robust and more accurate. Our approach thus provides an objective and robust method for extending estimates of VS30 for regions where in situ measurements are sparse or not readily available.

A robust two-way switching control system for remote piloting and stabilization of low-cost quadrotor UAVs

NASA Astrophysics Data System (ADS)

Ripamonti, Francesco; Resta, Ferruccio; Vivani, Andrea

2015-04-01

The aim of this paper is to present two control logics and an attitude estimator for UAV stabilization and remote piloting, that are as robust as possible to physical parameters variation and to other external disturbances. Moreover, they need to be implemented on low-cost micro-controllers, in order to be attractive for commercial drones. As an example, possible applications of the two switching control logics could be area surveillance and facial recognition by means of a camera mounted on the drone: the high computational speed logic is used to reach the target, when the high-stability one is activated, in order to complete the recognition tasks.

Robust and transferable quantification of NMR spectral quality using IROC analysis

NASA Astrophysics Data System (ADS)

Zambrello, Matthew A.; Maciejewski, Mark W.; Schuyler, Adam D.; Weatherby, Gerard; Hoch, Jeffrey C.

2017-12-01

Non-Fourier methods are increasingly utilized in NMR spectroscopy because of their ability to handle nonuniformly-sampled data. However, non-Fourier methods present unique challenges due to their nonlinearity, which can produce nonrandom noise and render conventional metrics for spectral quality such as signal-to-noise ratio unreliable. The lack of robust and transferable metrics (i.e. applicable to methods exhibiting different nonlinearities) has hampered comparison of non-Fourier methods and nonuniform sampling schemes, preventing the identification of best practices. We describe a novel method, in situ receiver operating characteristic analysis (IROC), for characterizing spectral quality based on the Receiver Operating Characteristic curve. IROC utilizes synthetic signals added to empirical data as "ground truth", and provides several robust scalar-valued metrics for spectral quality. This approach avoids problems posed by nonlinear spectral estimates, and provides a versatile quantitative means of characterizing many aspects of spectral quality. We demonstrate applications to parameter optimization in Fourier and non-Fourier spectral estimation, critical comparison of different methods for spectrum analysis, and optimization of nonuniform sampling schemes. The approach will accelerate the discovery of optimal approaches to nonuniform sampling experiment design and non-Fourier spectrum analysis for multidimensional NMR.

A biodynamic feedthrough model based on neuromuscular principles.

PubMed

Venrooij, Joost; Abbink, David A; Mulder, Mark; van Paassen, Marinus M; Mulder, Max; van der Helm, Frans C T; Bulthoff, Heinrich H

2014-07-01

A biodynamic feedthrough (BDFT) model is proposed that describes how vehicle accelerations feed through the human body, causing involuntary limb motions and so involuntary control inputs. BDFT dynamics strongly depend on limb dynamics, which can vary between persons (between-subject variability), but also within one person over time, e.g., due to the control task performed (within-subject variability). The proposed BDFT model is based on physical neuromuscular principles and is derived from an established admittance model-describing limb dynamics-which was extended to include control device dynamics and account for acceleration effects. The resulting BDFT model serves primarily the purpose of increasing the understanding of the relationship between neuromuscular admittance and biodynamic feedthrough. An added advantage of the proposed model is that its parameters can be estimated using a two-stage approach, making the parameter estimation more robust, as the procedure is largely based on the well documented procedure required for the admittance model. To estimate the parameter values of the BDFT model, data are used from an experiment in which both neuromuscular admittance and biodynamic feedthrough are measured. The quality of the BDFT model is evaluated in the frequency and time domain. Results provide strong evidence that the BDFT model and the proposed method of parameter estimation put forward in this paper allows for accurate BDFT modeling across different subjects (accounting for between-subject variability) and across control tasks (accounting for within-subject variability).

A Multistage Approach for Image Registration.

PubMed

Bowen, Francis; Hu, Jianghai; Du, Eliza Yingzi

2016-09-01

Successful image registration is an important step for object recognition, target detection, remote sensing, multimodal content fusion, scene blending, and disaster assessment and management. The geometric and photometric variations between images adversely affect the ability for an algorithm to estimate the transformation parameters that relate the two images. Local deformations, lighting conditions, object obstructions, and perspective differences all contribute to the challenges faced by traditional registration techniques. In this paper, a novel multistage registration approach is proposed that is resilient to view point differences, image content variations, and lighting conditions. Robust registration is realized through the utilization of a novel region descriptor which couples with the spatial and texture characteristics of invariant feature points. The proposed region descriptor is exploited in a multistage approach. A multistage process allows the utilization of the graph-based descriptor in many scenarios thus allowing the algorithm to be applied to a broader set of images. Each successive stage of the registration technique is evaluated through an effective similarity metric which determines subsequent action. The registration of aerial and street view images from pre- and post-disaster provide strong evidence that the proposed method estimates more accurate global transformation parameters than traditional feature-based methods. Experimental results show the robustness and accuracy of the proposed multistage image registration methodology.

An Open-Source Bayesian Atmospheric Radiative Transfer (BART) Code, with Application to WASP-12b

NASA Astrophysics Data System (ADS)

Harrington, Joseph; Blecic, Jasmina; Cubillos, Patricio; Rojo, Patricio; Loredo, Thomas J.; Bowman, M. Oliver; Foster, Andrew S. D.; Stemm, Madison M.; Lust, Nate B.

2015-01-01

Atmospheric retrievals for solar-system planets typically fit, either with a minimizer or by eye, a synthetic spectrum to high-resolution (Δλ/λ ~ 1000-100,000) data with S/N > 100 per point. In contrast, exoplanet data often have S/N ~ 10 per point, and may have just a few points representing bandpasses larger than 1 um. To derive atmospheric constraints and robust parameter uncertainty estimates from such data requires a Bayesian approach. To date there are few investigators with the relevant codes, none of which are publicly available. We are therefore pleased to announce the open-source Bayesian Atmospheric Radiative Transfer (BART) code. BART uses a Bayesian phase-space explorer to drive a radiative-transfer model through the parameter phase space, producing the most robust estimates available for the thermal profile and chemical abundances in the atmosphere. We present an overview of the code and an initial application to Spitzer eclipse data for WASP-12b. We invite the community to use and improve BART via the open-source development site GitHub.com. This work was supported by NASA Planetary Atmospheres grant NNX12AI69G and NASA Astrophysics Data Analysis Program grant NNX13AF38G. JB holds a NASA Earth and Space Science Fellowship.

An Open-Source Bayesian Atmospheric Radiative Transfer (BART) Code, and Application to WASP-12b

NASA Astrophysics Data System (ADS)

Harrington, Joseph; Blecic, Jasmina; Cubillos, Patricio; Rojo, Patricio M.; Loredo, Thomas J.; Bowman, Matthew O.; Foster, Andrew S.; Stemm, Madison M.; Lust, Nate B.

2014-11-01

Atmospheric retrievals for solar-system planets typically fit, either with a minimizer or by eye, a synthetic spectrum to high-resolution (Δλ/λ ~ 1000-100,000) data with S/N > 100 per point. In contrast, exoplanet data often have S/N ~ 10 per point, and may have just a few points representing bandpasses larger than 1 um. To derive atmospheric constraints and robust parameter uncertainty estimates from such data requires a Bayesian approach. To date there are few investigators with the relevant codes, none of which are publicly available. We are therefore pleased to announce the open-source Bayesian Atmospheric Radiative Transfer (BART) code. BART uses a Bayesian phase-space explorer to drive a radiative-transfer model through the parameter phase space, producing the most robust estimates available for the thermal profile and chemical abundances in the atmosphere. We present an overview of the code and an initial application to Spitzer eclipse data for WASP-12b. We invite the community to use and improve BART via the open-source development site GitHub.com. This work was supported by NASA Planetary Atmospheres grant NNX12AI69G and NASA Astrophysics Data Analysis Program grant NNX13AF38G. JB holds a NASA Earth and Space Science Fellowship.

Evaluation of Potential Evapotranspiration from a Hydrologic Model on a National Scale

NASA Astrophysics Data System (ADS)

Hakala, K. A.; Hay, L.; Markstrom, S. L.

2014-12-01

The US Geological Survey has developed a National Hydrologic Model (NHM) to support coordinated, comprehensive and consistent hydrologic model development and facilitate the application of simulations on the scale of the continental US. The NHM has a consistent geospatial fabric for modeling, consisting of over 100,000 hydrologic response units (HRUs). Each HRU requires accurate parameter estimates, some of which are attained from automated calibration. However, improved calibration can be achieved by initially utilizing as many parameters as possible from national data sets. This presentation investigates the effectiveness of calculating potential evapotranspiration (PET) parameters based on mean monthly values from the NOAA PET Atlas. Additional PET products are then used to evaluate the PET parameters. Effectively utilizing existing national-scale data sets can simplify the effort in establishing a robust NHM.

Probabilistic inference of ecohydrological parameters using observations from point to satellite scales

NASA Astrophysics Data System (ADS)

Bassiouni, Maoya; Higgins, Chad W.; Still, Christopher J.; Good, Stephen P.

2018-06-01

Vegetation controls on soil moisture dynamics are challenging to measure and translate into scale- and site-specific ecohydrological parameters for simple soil water balance models. We hypothesize that empirical probability density functions (pdfs) of relative soil moisture or soil saturation encode sufficient information to determine these ecohydrological parameters. Further, these parameters can be estimated through inverse modeling of the analytical equation for soil saturation pdfs, derived from the commonly used stochastic soil water balance framework. We developed a generalizable Bayesian inference framework to estimate ecohydrological parameters consistent with empirical soil saturation pdfs derived from observations at point, footprint, and satellite scales. We applied the inference method to four sites with different land cover and climate assuming (i) an annual rainfall pattern and (ii) a wet season rainfall pattern with a dry season of negligible rainfall. The Nash-Sutcliffe efficiencies of the analytical model's fit to soil observations ranged from 0.89 to 0.99. The coefficient of variation of posterior parameter distributions ranged from < 1 to 15 %. The parameter identifiability was not significantly improved in the more complex seasonal model; however, small differences in parameter values indicate that the annual model may have absorbed dry season dynamics. Parameter estimates were most constrained for scales and locations at which soil water dynamics are more sensitive to the fitted ecohydrological parameters of interest. In these cases, model inversion converged more slowly but ultimately provided better goodness of fit and lower uncertainty. Results were robust using as few as 100 daily observations randomly sampled from the full records, demonstrating the advantage of analyzing soil saturation pdfs instead of time series to estimate ecohydrological parameters from sparse records. Our work combines modeling and empirical approaches in ecohydrology and provides a simple framework to obtain scale- and site-specific analytical descriptions of soil moisture dynamics consistent with soil moisture observations.

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

On-orbit calibration for star sensors without priori information.

PubMed

Zhang, Hao; Niu, Yanxiong; Lu, Jiazhen; Zhang, Chengfen; Yang, Yanqiang

2017-07-24

The star sensor is a prerequisite navigation device for a spacecraft. The on-orbit calibration is an essential guarantee for its operation performance. However, traditional calibration methods rely on ground information and are invalid without priori information. The uncertain on-orbit parameters will eventually influence the performance of guidance navigation and control system. In this paper, a novel calibration method without priori information for on-orbit star sensors is proposed. Firstly, the simplified back propagation neural network is designed for focal length and main point estimation along with system property evaluation, called coarse calibration. Then the unscented Kalman filter is adopted for the precise calibration of all parameters, including focal length, main point and distortion. The proposed method benefits from self-initialization and no attitude or preinstalled sensor parameter is required. Precise star sensor parameter estimation can be achieved without priori information, which is a significant improvement for on-orbit devices. Simulations and experiments results demonstrate that the calibration is easy for operation with high accuracy and robustness. The proposed method can satisfy the stringent requirement for most star sensors.

Biochemical methane potential (BMP) tests: Reducing test time by early parameter estimation.

PubMed

Da Silva, C; Astals, S; Peces, M; Campos, J L; Guerrero, L

2018-01-01

Biochemical methane potential (BMP) test is a key analytical technique to assess the implementation and optimisation of anaerobic biotechnologies. However, this technique is characterised by long testing times (from 20 to >100days), which is not suitable for waste utilities, consulting companies or plants operators whose decision-making processes cannot be held for such a long time. This study develops a statistically robust mathematical strategy using sensitivity functions for early prediction of BMP first-order model parameters, i.e. methane yield (B 0 ) and kinetic constant rate (k). The minimum testing time for early parameter estimation showed a potential correlation with the k value, where (i) slowly biodegradable substrates (k≤0.1d -1 ) have a minimum testing times of ≥15days, (ii) moderately biodegradable substrates (0.1

Artificial arterial blood pressure artifact models and an evaluation of a robust blood pressure and heart rate estimator

PubMed Central

Li, Qiao; Mark, Roger G; Clifford, Gari D

2009-01-01

Background Within the intensive care unit (ICU), arterial blood pressure (ABP) is typically recorded at different (and sometimes uneven) sampling frequencies, and from different sensors, and is often corrupted by different artifacts and noise which are often non-Gaussian, nonlinear and nonstationary. Extracting robust parameters from such signals, and providing confidences in the estimates is therefore difficult and requires an adaptive filtering approach which accounts for artifact types. Methods Using a large ICU database, and over 6000 hours of simultaneously acquired electrocardiogram (ECG) and ABP waveforms sampled at 125 Hz from a 437 patient subset, we documented six general types of ABP artifact. We describe a new ABP signal quality index (SQI), based upon the combination of two previously reported signal quality measures weighted together. One index measures morphological normality, and the other degradation due to noise. After extracting a 6084-hour subset of clean data using our SQI, we evaluated a new robust tracking algorithm for estimating blood pressure and heart rate (HR) based upon a Kalman Filter (KF) with an update sequence modified by the KF innovation sequence and the value of the SQI. In order to do this, we have created six novel models of different categories of artifacts that we have identified in our ABP waveform data. These artifact models were then injected into clean ABP waveforms in a controlled manner. Clinical blood pressure (systolic, mean and diastolic) estimates were then made from the ABP waveforms for both clean and corrupted data. The mean absolute error for systolic, mean and diastolic blood pressure was then calculated for different levels of artifact pollution to provide estimates of expected errors given a single value of the SQI. Results Our artifact models demonstrate that artifact types have differing effects on systolic, diastolic and mean ABP estimates. We show that, for most artifact types, diastolic ABP estimates are less noise-sensitive than mean ABP estimates, which in turn are more robust than systolic ABP estimates. We also show that our SQI can provide error bounds for both HR and ABP estimates. Conclusion The KF/SQI-fusion method described in this article was shown to provide an accurate estimate of blood pressure and HR derived from the ABP waveform even in the presence of high levels of persistent noise and artifact, and during extreme bradycardia and tachycardia. Differences in error between artifact types, measurement sensors and the quality of the source signal can be factored into physiological estimation using an unbiased adaptive filter, signal innovation and signal quality measures. PMID:19586547

IVS Tropospheric Parameters: Comparison with DORIS and GPS for CONT02

NASA Technical Reports Server (NTRS)

Schuh, Harald; Snajdrova, Kristyna; Boehm, Johannes; Willis, Pascal; Engelhardt, Gerald; Lanotte, Roberto; Tomasi, Paolo; Negusini, Monia; MacMillan, Daniel; Vereshchagina, Iraida

2004-01-01

In April 2002 the IVS (International VLBI Service for Geodesy and Astrometry) set up the Pilot Project - Tropospheric Parameters, and the Institute of Geodesy and Geophysics (IGG), Vienna, was put in charge of coordinating the project. Seven IVS Analysis Centers have joined the project and regularly submitted their estimates of tropospheric parameters (wet and total zenith delays, horizontal gradients) for all IVS-R1 mid IVS-R4 sessions since January 1st, 2002. The individual submissions are combined by a two-step procedure to obtain stable, robust and highly accurate tropospheric parameter time series with one hour resolution (internal accuracy: 2-4 ram). Starting with July 2003, the combined tropospheric estimates became operational IVS products. In the second half of October 2002 the VLBI campaign CONT02 was observed with 8 stations participating around the globe. At four of them (Gilmore Creek, U.S.A.; Hartebeesthoek, South Africa; Kokee Park, U.S.A.; Ny-Alesund, Norway) also total zenith delays from DORIS (Doppler Orbitography and Radiopositioning Integrated by Satellite) are available and these estimates are compared with those from the IGS (International GPS Service) and the IVS. The distance from the DORIS beacons to the co-located GPS and VLBI stations is around 2 km or less for the four sites mentioned above.

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

NASA Astrophysics Data System (ADS)

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

2017-12-01

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

An optimized knife-edge method for on-orbit MTF estimation of optical sensors using powell parameter fitting

NASA Astrophysics Data System (ADS)

Han, Lu; Gao, Kun; Gong, Chen; Zhu, Zhenyu; Guo, Yue

2017-08-01

On-orbit Modulation Transfer Function (MTF) is an important indicator to evaluate the performance of the optical remote sensors in a satellite. There are many methods to estimate MTF, such as pinhole method, slit method and so on. Among them, knife-edge method is quite efficient, easy-to-use and recommended in ISO12233 standard for the wholefrequency MTF curve acquisition. However, the accuracy of the algorithm is affected by Edge Spread Function (ESF) fitting accuracy significantly, which limits the range of application. So in this paper, an optimized knife-edge method using Powell algorithm is proposed to improve the ESF fitting precision. Fermi function model is the most popular ESF fitting model, yet it is vulnerable to the initial values of the parameters. Considering the characteristics of simple and fast convergence, Powell algorithm is applied to fit the accurate parameters adaptively with the insensitivity to the initial parameters. Numerical simulation results reveal the accuracy and robustness of the optimized algorithm under different SNR, edge direction and leaning angles conditions. Experimental results using images of the camera in ZY-3 satellite show that this method is more accurate than the standard knife-edge method of ISO12233 in MTF estimation.

Robust Bayesian hypocentre and uncertainty region estimation: the effect of heavy-tailed distributions and prior information in cases with poor, inconsistent and insufficient arrival times

NASA Astrophysics Data System (ADS)

Martinsson, J.

2013-03-01

We propose methods for robust Bayesian inference of the hypocentre in presence of poor, inconsistent and insufficient phase arrival times. The objectives are to increase the robustness, the accuracy and the precision by introducing heavy-tailed distributions and an informative prior distribution of the seismicity. The effects of the proposed distributions are studied under real measurement conditions in two underground mine networks and validated using 53 blasts with known hypocentres. To increase the robustness against poor, inconsistent or insufficient arrivals, a Gaussian Mixture Model is used as a hypocentre prior distribution to describe the seismically active areas, where the parameters are estimated based on previously located events in the region. The prior is truncated to constrain the solution to valid geometries, for example below the ground surface, excluding known cavities, voids and fractured zones. To reduce the sensitivity to outliers, different heavy-tailed distributions are evaluated to model the likelihood distribution of the arrivals given the hypocentre and the origin time. Among these distributions, the multivariate t-distribution is shown to produce the overall best performance, where the tail-mass adapts to the observed data. Hypocentre and uncertainty region estimates are based on simulations from the posterior distribution using Markov Chain Monte Carlo techniques. Velocity graphs (equivalent to traveltime graphs) are estimated using blasts from known locations, and applied to reduce the main uncertainties and thereby the final estimation error. To focus on the behaviour and the performance of the proposed distributions, a basic single-event Bayesian procedure is considered in this study for clarity. Estimation results are shown with different distributions, with and without prior distribution of seismicity, with wrong prior distribution, with and without error compensation, with and without error description, with insufficient arrival times and in presence of significant outliers. A particular focus is on visual results and comparisons to give a better understanding of the Bayesian advantage and to show the effects of heavy-tailed distributions and informative prior information on real data.

Using Length of Stay to Control for Unobserved Heterogeneity When Estimating Treatment Effect on Hospital Costs with Observational Data: Issues of Reliability, Robustness, and Usefulness.

PubMed

May, Peter; Garrido, Melissa M; Cassel, J Brian; Morrison, R Sean; Normand, Charles

2016-10-01

To evaluate the sensitivity of treatment effect estimates when length of stay (LOS) is used to control for unobserved heterogeneity when estimating treatment effect on cost of hospital admission with observational data. We used data from a prospective cohort study on the impact of palliative care consultation teams (PCCTs) on direct cost of hospital care. Adult patients with an advanced cancer diagnosis admitted to five large medical and cancer centers in the United States between 2007 and 2011 were eligible for this study. Costs were modeled using generalized linear models with a gamma distribution and a log link. We compared variability in estimates of PCCT impact on hospitalization costs when LOS was used as a covariate, as a sample parameter, and as an outcome denominator. We used propensity scores to account for patient characteristics associated with both PCCT use and total direct hospitalization costs. We analyzed data from hospital cost databases, medical records, and questionnaires. Our propensity score weighted sample included 969 patients who were discharged alive. In analyses of hospitalization costs, treatment effect estimates are highly sensitive to methods that control for LOS, complicating interpretation. Both the magnitude and significance of results varied widely with the method of controlling for LOS. When we incorporated intervention timing into our analyses, results were robust to LOS-controls. Treatment effect estimates using LOS-controls are not only suboptimal in terms of reliability (given concerns over endogeneity and bias) and usefulness (given the need to validate the cost-effectiveness of an intervention using overall resource use for a sample defined at baseline) but also in terms of robustness (results depend on the approach taken, and there is little evidence to guide this choice). To derive results that minimize endogeneity concerns and maximize external validity, investigators should match and analyze treatment and comparison arms on baseline factors only. Incorporating intervention timing may deliver results that are more reliable, more robust, and more useful than those derived using LOS-controls. © Health Research and Educational Trust.

A feasibility study in adapting Shamos Bickel and Hodges Lehman estimator into T-Method for normalization

NASA Astrophysics Data System (ADS)

Harudin, N.; Jamaludin, K. R.; Muhtazaruddin, M. Nabil; Ramlie, F.; Muhamad, Wan Zuki Azman Wan

2018-03-01

T-Method is one of the techniques governed under Mahalanobis Taguchi System that developed specifically for multivariate data predictions. Prediction using T-Method is always possible even with very limited sample size. The user of T-Method required to clearly understanding the population data trend since this method is not considering the effect of outliers within it. Outliers may cause apparent non-normality and the entire classical methods breakdown. There exist robust parameter estimate that provide satisfactory results when the data contain outliers, as well as when the data are free of them. The robust parameter estimates of location and scale measure called Shamos Bickel (SB) and Hodges Lehman (HL) which are used as a comparable method to calculate the mean and standard deviation of classical statistic is part of it. Embedding these into T-Method normalize stage feasibly help in enhancing the accuracy of the T-Method as well as analysing the robustness of T-method itself. However, the result of higher sample size case study shows that T-method is having lowest average error percentages (3.09%) on data with extreme outliers. HL and SB is having lowest error percentages (4.67%) for data without extreme outliers with minimum error differences compared to T-Method. The error percentages prediction trend is vice versa for lower sample size case study. The result shows that with minimum sample size, which outliers always be at low risk, T-Method is much better on that, while higher sample size with extreme outliers, T-Method as well show better prediction compared to others. For the case studies conducted in this research, it shows that normalization of T-Method is showing satisfactory results and it is not feasible to adapt HL and SB or normal mean and standard deviation into it since it’s only provide minimum effect of percentages errors. Normalization using T-method is still considered having lower risk towards outlier’s effect.

Robust Hydrological Forecasting for High-resolution Distributed Models Using a Unified Data Assimilation Approach

NASA Astrophysics Data System (ADS)

Hernandez, F.; Liang, X.

2017-12-01

Reliable real-time hydrological forecasting, to predict important phenomena such as floods, is invaluable to the society. However, modern high-resolution distributed models have faced challenges when dealing with uncertainties that are caused by the large number of parameters and initial state estimations involved. Therefore, to rely on these high-resolution models for critical real-time forecast applications, considerable improvements on the parameter and initial state estimation techniques must be made. In this work we present a unified data assimilation algorithm called Optimized PareTo Inverse Modeling through Inverse STochastic Search (OPTIMISTS) to deal with the challenge of having robust flood forecasting for high-resolution distributed models. This new algorithm combines the advantages of particle filters and variational methods in a unique way to overcome their individual weaknesses. The analysis of candidate particles compares model results with observations in a flexible time frame, and a multi-objective approach is proposed which attempts to simultaneously minimize differences with the observations and departures from the background states by using both Bayesian sampling and non-convex evolutionary optimization. Moreover, the resulting Pareto front is given a probabilistic interpretation through kernel density estimation to create a non-Gaussian distribution of the states. OPTIMISTS was tested on a low-resolution distributed land surface model using VIC (Variable Infiltration Capacity) and on a high-resolution distributed hydrological model using the DHSVM (Distributed Hydrology Soil Vegetation Model). In the tests streamflow observations are assimilated. OPTIMISTS was also compared with a traditional particle filter and a variational method. Results show that our method can reliably produce adequate forecasts and that it is able to outperform those resulting from assimilating the observations using a particle filter or an evolutionary 4D variational method alone. In addition, our method is shown to be efficient in tackling high-resolution applications with robust results.

Robust Bayesian Analysis of Heavy-tailed Stochastic Volatility Models using Scale Mixtures of Normal Distributions

PubMed Central

Abanto-Valle, C. A.; Bandyopadhyay, D.; Lachos, V. H.; Enriquez, I.

2009-01-01

A Bayesian analysis of stochastic volatility (SV) models using the class of symmetric scale mixtures of normal (SMN) distributions is considered. In the face of non-normality, this provides an appealing robust alternative to the routine use of the normal distribution. Specific distributions examined include the normal, student-t, slash and the variance gamma distributions. Using a Bayesian paradigm, an efficient Markov chain Monte Carlo (MCMC) algorithm is introduced for parameter estimation. Moreover, the mixing parameters obtained as a by-product of the scale mixture representation can be used to identify outliers. The methods developed are applied to analyze daily stock returns data on S&P500 index. Bayesian model selection criteria as well as out-of- sample forecasting results reveal that the SV models based on heavy-tailed SMN distributions provide significant improvement in model fit as well as prediction to the S&P500 index data over the usual normal model. PMID:20730043

Evaluating uncertainties in multi-layer soil moisture estimation with support vector machines and ensemble Kalman filtering

NASA Astrophysics Data System (ADS)

Liu, Di; Mishra, Ashok K.; Yu, Zhongbo

2016-07-01

This paper examines the combination of support vector machines (SVM) and the dual ensemble Kalman filter (EnKF) technique to estimate root zone soil moisture at different soil layers up to 100 cm depth. Multiple experiments are conducted in a data rich environment to construct and validate the SVM model and to explore the effectiveness and robustness of the EnKF technique. It was observed that the performance of SVM relies more on the initial length of training set than other factors (e.g., cost function, regularization parameter, and kernel parameters). The dual EnKF technique proved to be efficient to improve SVM with observed data either at each time step or at a flexible time steps. The EnKF technique can reach its maximum efficiency when the updating ensemble size approaches a certain threshold. It was observed that the SVM model performance for the multi-layer soil moisture estimation can be influenced by the rainfall magnitude (e.g., dry and wet spells).

Technical note: Bayesian calibration of dynamic ruminant nutrition models.

PubMed

Reed, K F; Arhonditsis, G B; France, J; Kebreab, E

2016-08-01

Mechanistic models of ruminant digestion and metabolism have advanced our understanding of the processes underlying ruminant animal physiology. Deterministic modeling practices ignore the inherent variation within and among individual animals and thus have no way to assess how sources of error influence model outputs. We introduce Bayesian calibration of mathematical models to address the need for robust mechanistic modeling tools that can accommodate error analysis by remaining within the bounds of data-based parameter estimation. For the purpose of prediction, the Bayesian approach generates a posterior predictive distribution that represents the current estimate of the value of the response variable, taking into account both the uncertainty about the parameters and model residual variability. Predictions are expressed as probability distributions, thereby conveying significantly more information than point estimates in regard to uncertainty. Our study illustrates some of the technical advantages of Bayesian calibration and discusses the future perspectives in the context of animal nutrition modeling. Copyright © 2016 American Dairy Science Association. Published by Elsevier Inc. All rights reserved.

Strategies for fitting nonlinear ecological models in R, AD Model Builder, and BUGS

USGS Publications Warehouse

Bolker, Benjamin M.; Gardner, Beth; Maunder, Mark; Berg, Casper W.; Brooks, Mollie; Comita, Liza; Crone, Elizabeth; Cubaynes, Sarah; Davies, Trevor; de Valpine, Perry; Ford, Jessica; Gimenez, Olivier; Kéry, Marc; Kim, Eun Jung; Lennert-Cody, Cleridy; Magunsson, Arni; Martell, Steve; Nash, John; Nielson, Anders; Regentz, Jim; Skaug, Hans; Zipkin, Elise

2013-01-01

1. Ecologists often use nonlinear fitting techniques to estimate the parameters of complex ecological models, with attendant frustration. This paper compares three open-source model fitting tools and discusses general strategies for defining and fitting models. 2. R is convenient and (relatively) easy to learn, AD Model Builder is fast and robust but comes with a steep learning curve, while BUGS provides the greatest flexibility at the price of speed. 3. Our model-fitting suggestions range from general cultural advice (where possible, use the tools and models that are most common in your subfield) to specific suggestions about how to change the mathematical description of models to make them more amenable to parameter estimation. 4. A companion web site (https://groups.nceas.ucsb.edu/nonlinear-modeling/projects) presents detailed examples of application of the three tools to a variety of typical ecological estimation problems; each example links both to a detailed project report and to full source code and data.

Estimation of cylinder orientation in three-dimensional point cloud using angular distance-based optimization

NASA Astrophysics Data System (ADS)

Su, Yun-Ting; Hu, Shuowen; Bethel, James S.

2017-05-01

Light detection and ranging (LIDAR) has become a widely used tool in remote sensing for mapping, surveying, modeling, and a host of other applications. The motivation behind this work is the modeling of piping systems in industrial sites, where cylinders are the most common primitive or shape. We focus on cylinder parameter estimation in three-dimensional point clouds, proposing a mathematical formulation based on angular distance to determine the cylinder orientation. We demonstrate the accuracy and robustness of the technique on synthetically generated cylinder point clouds (where the true axis orientation is known) as well as on real LIDAR data of piping systems. The proposed algorithm is compared with a discrete space Hough transform-based approach as well as a continuous space inlier approach, which iteratively discards outlier points to refine the cylinder parameter estimates. Results show that the proposed method is more computationally efficient than the Hough transform approach and is more accurate than both the Hough transform approach and the inlier method.

Detecting background changes in environments with dynamic foreground by separating probability distribution function mixtures using Pearson's method of moments

NASA Astrophysics Data System (ADS)

Jenkins, Colleen; Jordan, Jay; Carlson, Jeff

2007-02-01

This paper presents parameter estimation techniques useful for detecting background changes in a video sequence with extreme foreground activity. A specific application of interest is automated detection of the covert placement of threats (e.g., a briefcase bomb) inside crowded public facilities. We propose that a histogram of pixel intensity acquired from a fixed mounted camera over time for a series of images will be a mixture of two Gaussian functions: the foreground probability distribution function and background probability distribution function. We will use Pearson's Method of Moments to separate the two probability distribution functions. The background function can then be "remembered" and changes in the background can be detected. Subsequent comparisons of background estimates are used to detect changes. Changes are flagged to alert security forces to the presence and location of potential threats. Results are presented that indicate the significant potential for robust parameter estimation techniques as applied to video surveillance.

Development of a banding database for North Pacific albatross: Implications for future data collection

USGS Publications Warehouse

Doherty, P.F.; Kendall, W.L.; Sillett, S.; Gustafson, M.; Flint, B.; Naughton, M.; Robbins, C.S.; Pyle, P.; Macintyre, Ian G.

2006-01-01

The effects of fishery practices on black-footed (Phoebastria nigripes) and Laysan albatross (Phoebastria immutabilis) continue to be a source of contention and uncertainty. Some of this uncertainty is a result of a lack of estimates of albatross demographic parameters such as survival. To begin to address these informational needs, a database of albatross banding and encounter records was constructed. Due to uncertainty concerning data collection and validity of assumptions required for mark-recapture analyses, these data should be used with caution. Although demographic parameter estimates are of interest to many, band loss rates, temporary emigration rates, and discontinuous banding effort can confound these estimates. We suggest a number of improvements in data collection that can help ameliorate problems, including the use of double banding and collecting data using a `robust? design. Additionally, sustained banding and encounter efforts are needed to maximize the value of these data. With these modifications, the usefulness of the banding data could be improved markedly.

Optimal methods for fitting probability distributions to propagule retention time in studies of zoochorous dispersal.

PubMed

Viana, Duarte S; Santamaría, Luis; Figuerola, Jordi

2016-02-01

Propagule retention time is a key factor in determining propagule dispersal distance and the shape of "seed shadows". Propagules dispersed by animal vectors are either ingested and retained in the gut until defecation or attached externally to the body until detachment. Retention time is a continuous variable, but it is commonly measured at discrete time points, according to pre-established sampling time-intervals. Although parametric continuous distributions have been widely fitted to these interval-censored data, the performance of different fitting methods has not been evaluated. To investigate the performance of five different fitting methods, we fitted parametric probability distributions to typical discretized retention-time data with known distribution using as data-points either the lower, mid or upper bounds of sampling intervals, as well as the cumulative distribution of observed values (using either maximum likelihood or non-linear least squares for parameter estimation); then compared the estimated and original distributions to assess the accuracy of each method. We also assessed the robustness of these methods to variations in the sampling procedure (sample size and length of sampling time-intervals). Fittings to the cumulative distribution performed better for all types of parametric distributions (lognormal, gamma and Weibull distributions) and were more robust to variations in sample size and sampling time-intervals. These estimated distributions had negligible deviations of up to 0.045 in cumulative probability of retention times (according to the Kolmogorov-Smirnov statistic) in relation to original distributions from which propagule retention time was simulated, supporting the overall accuracy of this fitting method. In contrast, fitting the sampling-interval bounds resulted in greater deviations that ranged from 0.058 to 0.273 in cumulative probability of retention times, which may introduce considerable biases in parameter estimates. We recommend the use of cumulative probability to fit parametric probability distributions to propagule retention time, specifically using maximum likelihood for parameter estimation. Furthermore, the experimental design for an optimal characterization of unimodal propagule retention time should contemplate at least 500 recovered propagules and sampling time-intervals not larger than the time peak of propagule retrieval, except in the tail of the distribution where broader sampling time-intervals may also produce accurate fits.

Estimation of genetic parameters and breeding values across challenged environments to select for robust pigs.

PubMed

Herrero-Medrano, J M; Mathur, P K; ten Napel, J; Rashidi, H; Alexandri, P; Knol, E F; Mulder, H A

2015-04-01

Robustness is an important issue in the pig production industry. Since pigs from international breeding organizations have to withstand a variety of environmental challenges, selection of pigs with the inherent ability to sustain their productivity in diverse environments may be an economically feasible approach in the livestock industry. The objective of this study was to estimate genetic parameters and breeding values across different levels of environmental challenge load. The challenge load (CL) was estimated as the reduction in reproductive performance during different weeks of a year using 925,711 farrowing records from farms distributed worldwide. A wide range of levels of challenge, from favorable to unfavorable environments, was observed among farms with high CL values being associated with confirmed situations of unfavorable environment. Genetic parameters and breeding values were estimated in high- and low-challenge environments using a bivariate analysis, as well as across increasing levels of challenge with a random regression model using Legendre polynomials. Although heritability estimates of number of pigs born alive were slightly higher in environments with extreme CL than in those with intermediate levels of CL, the heritabilities of number of piglet losses increased progressively as CL increased. Genetic correlations among environments with different levels of CL suggest that selection in environments with extremes of low or high CL would result in low response to selection. Therefore, selection programs of breeding organizations that are commonly conducted under favorable environments could have low response to selection in commercial farms that have unfavorable environmental conditions. Sows that had experienced high levels of challenge at least once during their productive life were ranked according to their EBV. The selection of pigs using EBV ignoring environmental challenges or on the basis of records from only favorable environments resulted in a sharp decline in productivity as the level of challenge increased. In contrast, selection using the random regression approach resulted in limited change in productivity with increasing levels of challenge. Hence, we demonstrate that the use of a quantitative measure of environmental CL and a random regression approach can be comprehensively combined for genetic selection of pigs with enhanced ability to maintain high productivity in harsh environments.

An on-line calibration algorithm for external parameters of visual system based on binocular stereo cameras

NASA Astrophysics Data System (ADS)

Wang, Liqiang; Liu, Zhen; Zhang, Zhonghua

2014-11-01

Stereo vision is the key in the visual measurement, robot vision, and autonomous navigation. Before performing the system of stereo vision, it needs to calibrate the intrinsic parameters for each camera and the external parameters of the system. In engineering, the intrinsic parameters remain unchanged after calibrating cameras, and the positional relationship between the cameras could be changed because of vibration, knocks and pressures in the vicinity of the railway or motor workshops. Especially for large baselines, even minute changes in translation or rotation can affect the epipolar geometry and scene triangulation to such a degree that visual system becomes disabled. A technology including both real-time examination and on-line recalibration for the external parameters of stereo system becomes particularly important. This paper presents an on-line method for checking and recalibrating the positional relationship between stereo cameras. In epipolar geometry, the external parameters of cameras can be obtained by factorization of the fundamental matrix. Thus, it offers a method to calculate the external camera parameters without any special targets. If the intrinsic camera parameters are known, the external parameters of system can be calculated via a number of random matched points. The process is: (i) estimating the fundamental matrix via the feature point correspondences; (ii) computing the essential matrix from the fundamental matrix; (iii) obtaining the external parameters by decomposition of the essential matrix. In the step of computing the fundamental matrix, the traditional methods are sensitive to noise and cannot ensure the estimation accuracy. We consider the feature distribution situation in the actual scene images and introduce a regional weighted normalization algorithm to improve accuracy of the fundamental matrix estimation. In contrast to traditional algorithms, experiments on simulated data prove that the method improves estimation robustness and accuracy of the fundamental matrix. Finally, we take an experiment for computing the relationship of a pair of stereo cameras to demonstrate accurate performance of the algorithm.

Robust variance estimation with dependent effect sizes: practical considerations including a software tutorial in Stata and spss.

PubMed

Tanner-Smith, Emily E; Tipton, Elizabeth

2014-03-01

Methodologists have recently proposed robust variance estimation as one way to handle dependent effect sizes in meta-analysis. Software macros for robust variance estimation in meta-analysis are currently available for Stata (StataCorp LP, College Station, TX, USA) and spss (IBM, Armonk, NY, USA), yet there is little guidance for authors regarding the practical application and implementation of those macros. This paper provides a brief tutorial on the implementation of the Stata and spss macros and discusses practical issues meta-analysts should consider when estimating meta-regression models with robust variance estimates. Two example databases are used in the tutorial to illustrate the use of meta-analysis with robust variance estimates. Copyright © 2013 John Wiley & Sons, Ltd.

Deductive Derivation and Turing-Computerization of Semiparametric Efficient Estimation

PubMed Central

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.

PubMed

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.

Estimating onset time from longitudinal and cross-sectional data with an application to estimating gestational age from longitudinal maternal anthropometry during pregnancy and neonatal anthropometry at birth.

PubMed

Ortega-Villa, Ana Maria; Grantz, Katherine L; Albert, Paul S

2018-06-01

Determining the date of conception is important for estimating gestational age and monitoring whether the fetus and mother are on track in their development and pregnancy. Various methods based on ultrasound have been proposed for dating a pregnancy in high resource countries. However, such techniques may not be available in under-resourced countries. We develop a shared random parameter model for estimating the date of conception using longitudinal assessment of multiple maternal anthropometry and cross-sectional neonatal anthropometry. The methodology is evaluated with a training-test set paradigm as well as with simulations to examine the robustness of the method to model misspecification. We illustrate this new methodology with data from the NICHD Fetal Growth Studies.

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

PubMed

Bernard, Olivier; Alata, Olivier; Francaux, Marc

2006-03-01

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

Estimation and applicability of attenuation characteristics for source parameters and scaling relations in the Garhwal Kumaun Himalaya region, India

NASA Astrophysics Data System (ADS)

Singh, Rakesh; Paul, Ajay; Kumar, Arjun; Kumar, Parveen; Sundriyal, Y. P.

2018-06-01

Source parameters of the small to moderate earthquakes are significant for understanding the dynamic rupture process, the scaling relations of the earthquakes and for assessment of seismic hazard potential of a region. In this study, the source parameters were determined for 58 small to moderate size earthquakes (3.0 ≤ Mw ≤ 5.0) occurred during 2007-2015 in the Garhwal-Kumaun region. The estimated shear wave quality factor (Qβ(f)) values for each station at different frequencies have been applied to eliminate any bias in the determination of source parameters. The Qβ(f) values have been estimated by using coda wave normalization method in the frequency range 1.5-16 Hz. A frequency-dependent S wave quality factor relation is obtained as Qβ(f) = (152.9 ± 7) f(0.82±0.005) by fitting a power-law frequency dependence model for the estimated values over the whole study region. The spectral (low-frequency spectral level and corner frequency) and source (static stress drop, seismic moment, apparent stress and radiated energy) parameters are obtained assuming ω-2 source model. The displacement spectra are corrected for estimated frequency-dependent attenuation, site effect using spectral decay parameter "Kappa". The frequency resolution limit was resolved by quantifying the bias in corner frequencies, stress drop and radiated energy estimates due to finite-bandwidth effect. The data of the region shows shallow focused earthquakes with low stress drop. The estimation of Zúñiga parameter (ε) suggests the partial stress drop mechanism in the region. The observed low stress drop and apparent stress can be explained by partial stress drop and low effective stress model. Presence of subsurface fluid at seismogenic depth certainly manipulates the dynamics of the region. However, the limited event selection may strongly bias the scaling relation even after taking as much as possible precaution in considering effects of finite bandwidth, attenuation and site corrections. Although, the scaling can be improved further with the integration of large dataset of microearthquakes and use of a stable and robust approach.

A linear, separable two-parameter model for dual energy CT imaging of proton stopping power computation

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

Han, Dong, E-mail: radon.han@gmail.com; Williamson, Jeffrey F.; Siebers, Jeffrey V.

2016-01-15

Purpose: To evaluate the accuracy and robustness of a simple, linear, separable, two-parameter model (basis vector model, BVM) in mapping proton stopping powers via dual energy computed tomography (DECT) imaging. Methods: The BVM assumes that photon cross sections (attenuation coefficients) of unknown materials are linear combinations of the corresponding radiological quantities of dissimilar basis substances (i.e., polystyrene, CaCl{sub 2} aqueous solution, and water). The authors have extended this approach to the estimation of electron density and mean excitation energy, which are required parameters for computing proton stopping powers via the Bethe–Bloch equation. The authors compared the stopping power estimation accuracymore » of the BVM with that of a nonlinear, nonseparable photon cross section Torikoshi parametric fit model (VCU tPFM) as implemented by the authors and by Yang et al. [“Theoretical variance analysis of single- and dual-energy computed tomography methods for calculating proton stopping power ratios of biological tissues,” Phys. Med. Biol. 55, 1343–1362 (2010)]. Using an idealized monoenergetic DECT imaging model, proton ranges estimated by the BVM, VCU tPFM, and Yang tPFM were compared to International Commission on Radiation Units and Measurements (ICRU) published reference values. The robustness of the stopping power prediction accuracy of tissue composition variations was assessed for both of the BVM and VCU tPFM. The sensitivity of accuracy to CT image uncertainty was also evaluated. Results: Based on the authors’ idealized, error-free DECT imaging model, the root-mean-square error of BVM proton stopping power estimation for 175 MeV protons relative to ICRU reference values for 34 ICRU standard tissues is 0.20%, compared to 0.23% and 0.68% for the Yang and VCU tPFM models, respectively. The range estimation errors were less than 1 mm for the BVM and Yang tPFM models, respectively. The BVM estimation accuracy is not dependent on tissue type and proton energy range. The BVM is slightly more vulnerable to CT image intensity uncertainties than the tPFM models. Both the BVM and tPFM prediction accuracies were robust to uncertainties of tissue composition and independent of the choice of reference values. This reported accuracy does not include the impacts of I-value uncertainties and imaging artifacts and may not be achievable on current clinical CT scanners. Conclusions: The proton stopping power estimation accuracy of the proposed linear, separable BVM model is comparable to or better than that of the nonseparable tPFM models proposed by other groups. In contrast to the tPFM, the BVM does not require an iterative solving for effective atomic number and electron density at every voxel; this improves the computational efficiency of DECT imaging when iterative, model-based image reconstruction algorithms are used to minimize noise and systematic imaging artifacts of CT images.« less

Towards robust deconvolution of low-dose perfusion CT: sparse perfusion deconvolution using online dictionary learning.

PubMed

Fang, Ruogu; Chen, Tsuhan; Sanelli, Pina C

2013-05-01

Computed tomography perfusion (CTP) is an important functional imaging modality in the evaluation of cerebrovascular diseases, particularly in acute stroke and vasospasm. However, the post-processed parametric maps of blood flow tend to be noisy, especially in low-dose CTP, due to the noisy contrast enhancement profile and the oscillatory nature of the results generated by the current computational methods. In this paper, we propose a robust sparse perfusion deconvolution method (SPD) to estimate cerebral blood flow in CTP performed at low radiation dose. We first build a dictionary from high-dose perfusion maps using online dictionary learning and then perform deconvolution-based hemodynamic parameters estimation on the low-dose CTP data. Our method is validated on clinical data of patients with normal and pathological CBF maps. The results show that we achieve superior performance than existing methods, and potentially improve the differentiation between normal and ischemic tissue in the brain. Copyright © 2013 Elsevier B.V. All rights reserved.

Towards robust deconvolution of low-dose perfusion CT: Sparse perfusion deconvolution using online dictionary learning

PubMed Central

Fang, Ruogu; Chen, Tsuhan; Sanelli, Pina C.

2014-01-01

Computed tomography perfusion (CTP) is an important functional imaging modality in the evaluation of cerebrovascular diseases, particularly in acute stroke and vasospasm. However, the post-processed parametric maps of blood flow tend to be noisy, especially in low-dose CTP, due to the noisy contrast enhancement profile and the oscillatory nature of the results generated by the current computational methods. In this paper, we propose a robust sparse perfusion deconvolution method (SPD) to estimate cerebral blood flow in CTP performed at low radiation dose. We first build a dictionary from high-dose perfusion maps using online dictionary learning and then perform deconvolution-based hemodynamic parameters estimation on the low-dose CTP data. Our method is validated on clinical data of patients with normal and pathological CBF maps. The results show that we achieve superior performance than existing methods, and potentially improve the differentiation between normal and ischemic tissue in the brain. PMID:23542422

Recovering Galaxy Properties Using Gaussian Process SED Fitting

NASA Astrophysics Data System (ADS)

Iyer, Kartheik; Awan, Humna

2018-01-01

Information about physical quantities like the stellar mass, star formation rates, and ages for distant galaxies is contained in their spectral energy distributions (SEDs), obtained through photometric surveys like SDSS, CANDELS, LSST etc. However, noise in the photometric observations often is a problem, and using naive machine learning methods to estimate physical quantities can result in overfitting the noise, or converging on solutions that lie outside the physical regime of parameter space.We use Gaussian Process regression trained on a sample of SEDs corresponding to galaxies from a Semi-Analytic model (Somerville+15a) to estimate their stellar masses, and compare its performance to a variety of different methods, including simple linear regression, Random Forests, and k-Nearest Neighbours. We find that the Gaussian Process method is robust to noise and predicts not only stellar masses but also their uncertainties. The method is also robust in the cases where the distribution of the training data is not identical to the target data, which can be extremely useful when generalized to more subtle galaxy properties.

Orientation estimation algorithm applied to high-spin projectiles

NASA Astrophysics Data System (ADS)

Long, D. F.; Lin, J.; Zhang, X. M.; Li, J.

2014-06-01

High-spin projectiles are low cost military weapons. Accurate orientation information is critical to the performance of the high-spin projectiles control system. However, orientation estimators have not been well translated from flight vehicles since they are too expensive, lack launch robustness, do not fit within the allotted space, or are too application specific. This paper presents an orientation estimation algorithm specific for these projectiles. The orientation estimator uses an integrated filter to combine feedback from a three-axis magnetometer, two single-axis gyros and a GPS receiver. As a new feature of this algorithm, the magnetometer feedback estimates roll angular rate of projectile. The algorithm also incorporates online sensor error parameter estimation performed simultaneously with the projectile attitude estimation. The second part of the paper deals with the verification of the proposed orientation algorithm through numerical simulation and experimental tests. Simulations and experiments demonstrate that the orientation estimator can effectively estimate the attitude of high-spin projectiles. Moreover, online sensor calibration significantly enhances the estimation performance of the algorithm.

Robust estimation approach for blind denoising.

PubMed

Rabie, Tamer

2005-11-01

This work develops a new robust statistical framework for blind image denoising. Robust statistics addresses the problem of estimation when the idealized assumptions about a system are occasionally violated. The contaminating noise in an image is considered as a violation of the assumption of spatial coherence of the image intensities and is treated as an outlier random variable. A denoised image is estimated by fitting a spatially coherent stationary image model to the available noisy data using a robust estimator-based regression method within an optimal-size adaptive window. The robust formulation aims at eliminating the noise outliers while preserving the edge structures in the restored image. Several examples demonstrating the effectiveness of this robust denoising technique are reported and a comparison with other standard denoising filters is presented.

Estimation of contour motion and deformation for nonrigid object tracking

NASA Astrophysics Data System (ADS)

Shao, Jie; Porikli, Fatih; Chellappa, Rama

2007-08-01

We present an algorithm for nonrigid contour tracking in heavily cluttered background scenes. Based on the properties of nonrigid contour movements, a sequential framework for estimating contour motion and deformation is proposed. We solve the nonrigid contour tracking problem by decomposing it into three subproblems: motion estimation, deformation estimation, and shape regulation. First, we employ a particle filter to estimate the global motion parameters of the affine transform between successive frames. Then we generate a probabilistic deformation map to deform the contour. To improve robustness, multiple cues are used for deformation probability estimation. Finally, we use a shape prior model to constrain the deformed contour. This enables us to retrieve the occluded parts of the contours and accurately track them while allowing shape changes specific to the given object types. Our experiments show that the proposed algorithm significantly improves the tracker performance.

Fundamental Properties of Co-moving Stars Observed by Gaia

NASA Astrophysics Data System (ADS)

Bochanski, John J.; Faherty, Jacqueline K.; Gagné, Jonathan; Nelson, Olivia; Coker, Kristina; Smithka, Iliya; Desir, Deion; Vasquez, Chelsea

2018-04-01

We have estimated fundamental parameters for a sample of co-moving stars observed by Gaia and identified by Oh et al. We matched the Gaia observations to the 2MASS and Wide-Field Infrared Survey Explorer catalogs and fit MIST isochrones to the data, deriving estimates of the mass, radius, [Fe/H], age, distance, and extinction to 9754 stars in the original sample of 10606 stars. We verify these estimates by comparing our new results to previous analyses of nearby stars, examining fiducial cluster properties, and estimating the power-law slope of the local present-day mass function. A comparison to previous studies suggests that our mass estimates are robust, while metallicity and age estimates are increasingly uncertain. We use our calculated masses to examine the properties of binaries in the sample and show that separation of the pairs dominates the observed binding energies and expected lifetimes.

A robust semi-parametric warping estimator of the survivor function with an application to two-group comparisons

PubMed Central

Hutson, Alan D

2018-01-01

In this note, we develop a new and novel semi-parametric estimator of the survival curve that is comparable to the product-limit estimator under very relaxed assumptions. The estimator is based on a beta parametrization that warps the empirical distribution of the observed censored and uncensored data. The parameters are obtained using a pseudo-maximum likelihood approach adjusting the survival curve accounting for the censored observations. In the univariate setting, the new estimator tends to better extend the range of the survival estimation given a high degree of censoring. However, the key feature of this paper is that we develop a new two-group semi-parametric exact permutation test for comparing survival curves that is generally superior to the classic log-rank and Wilcoxon tests and provides the best global power across a variety of alternatives. The new test is readily extended to the k group setting. PMID:26988931

Experimental investigation of dynamic impact of firearm with suppressor

NASA Astrophysics Data System (ADS)

Kilikevicius, Arturas; Skeivalas, Jonas; Jurevicius, Mindaugas; Turla, Vytautas; Kilikeviciene, Kristina; Bureika, Gintautas; Jakstas, Arunas

2017-09-01

The internal ballistics processes occur in the tube during firearm firing. They cause tremendous vibratory shock forces and robust sounds. The determination of these dynamic parameters is relevant in order to reasonably estimate the firearm ergonomic and noise reduction features. The objective of this study is to improve the reliability of the results of measuring a firearm suppressor's dynamic parameters. The analysis of indicator stability is based on an assessment of dynamic parameters and setting the correlation during experimental research. An examination of the spread of intensity of firearm with suppressor dynamic vibration and an analysis of its signals upon applying the theory of covariance functions are carried out in this paper. The results of measuring the intensity of vibrations in fixed points of a firearm and a shooter have been recorded on a time scale in the form of data arrays (matrices). The estimates of covariance functions between the arrays of digital results in measuring the intensity of firearm vibrations and the estimates of covariance functions of single arrays have been calculated upon changing the quantization interval on the time scale. Software Matlab 7 has been applied in the calculation. Finally, basic conclusions are given.

The Importance of Behavioral Thresholds and Objective Functions in Contaminant Transport Uncertainty Analysis

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.

Computational method for estimating boundary of abdominal subcutaneous fat for absolute electrical impedance tomography.

PubMed

Yamaguchi, Tohru F; Okamoto, Yoshiwo

2018-01-01

Abdominal fat accumulation is considered an essential indicator of human health. Electrical impedance tomography has considerable potential for abdominal fat imaging because of the low specific conductivity of human body fat. In this paper, we propose a robust reconstruction method for high-fidelity conductivity imaging by abstraction of the abdominal cross section using a relatively small number of parameters. Toward this end, we assume homogeneous conductivity in the abdominal subcutaneous fat area and characterize its geometrical shape by parameters defined as the ratio of the distance from the center to boundary of subcutaneous fat to the distance from the center to outer boundary in 64 equiangular directions. To estimate the shape parameters, the sensitivity of the noninvasively measured voltages with respect to the shape parameters is formulated for numerical optimization. Numerical simulations are conducted to demonstrate the validity of the proposed method. A 3-dimensional finite element method is used to construct a computer model of the human abdomen. The inverse problems of shape parameters and conductivities are solved concurrently by iterative forward and inverse calculations. As a result, conductivity images are reconstructed with a small systemic error of less than 1% for the estimation of the subcutaneous fat area. A novel method is devised for estimating the boundary of the abdominal subcutaneous fat. The fidelity of the overall reconstructed image to the reference image is significantly improved. The results demonstrate the possibility of realization of an abdominal fat scanner as a low-cost, radiation-free medical device. Copyright © 2017 John Wiley & Sons, Ltd.

Geophysical Parameter Estimation of Near Surface Materials Using Nuclear Magnetic Resonance

NASA Astrophysics Data System (ADS)

Keating, K.

2017-12-01

Proton nuclear magnetic resonance (NMR), a mature geophysical technology used in petroleum applications, has recently emerged as a promising tool for hydrogeophysicists. The NMR measurement, which can be made in the laboratory, in boreholes, and using a surface based instrument, are unique in that it is directly sensitive to water, via the initial signal magnitude, and thus provides a robust estimate of water content. In the petroleum industry rock physics models have been established that relate NMR relaxation times to pore size distributions and permeability. These models are often applied directly for hydrogeophysical applications, despite differences in the material in these two environments (e.g., unconsolidated versus consolidated, and mineral content). Furthermore, the rock physics models linking NMR relaxation times to pore size distributions do not account for partially saturated systems that are important for understanding flow in the vadose zone. In our research, we are developing and refining quantitative rock physics models that relate NMR parameters to hydrogeological parameters. Here we highlight the limitations of directly applying established rock physics models to estimate hydrogeological parameters from NMR measurements, and show some of the successes we have had in model improvement. Using examples drawn from both laboratory and field measurements, we focus on the use of NMR in partial saturated systems to estimate water content, pore-size distributions, and the water retention curve. Despite the challenges in interpreting the measurements, valuable information about hydrogeological parameters can be obtained from NMR relaxation data, and we conclude by outlining pathways for improving the interpretation of NMR data for hydrogeophysical investigations.

A probabilistic approach for the estimation of earthquake source parameters from spectral inversion

NASA Astrophysics Data System (ADS)

Supino, M.; Festa, G.; Zollo, A.

2017-12-01

The amplitude spectrum of a seismic signal related to an earthquake source carries information about the size of the rupture, moment, stress and energy release. Furthermore, it can be used to characterize the Green's function of the medium crossed by the seismic waves. We describe the earthquake amplitude spectrum assuming a generalized Brune's (1970) source model, and direct P- and S-waves propagating in a layered velocity model, characterized by a frequency-independent Q attenuation factor. The observed displacement spectrum depends indeed on three source parameters, the seismic moment (through the low-frequency spectral level), the corner frequency (that is a proxy of the fault length) and the high-frequency decay parameter. These parameters are strongly correlated each other and with the quality factor Q; a rigorous estimation of the associated uncertainties and parameter resolution is thus needed to obtain reliable estimations.In this work, the uncertainties are characterized adopting a probabilistic approach for the parameter estimation. Assuming an L2-norm based misfit function, we perform a global exploration of the parameter space to find the absolute minimum of the cost function and then we explore the cost-function associated joint a-posteriori probability density function around such a minimum, to extract the correlation matrix of the parameters. The global exploration relies on building a Markov chain in the parameter space and on combining a deterministic minimization with a random exploration of the space (basin-hopping technique). The joint pdf is built from the misfit function using the maximum likelihood principle and assuming a Gaussian-like distribution of the parameters. It is then computed on a grid centered at the global minimum of the cost-function. The numerical integration of the pdf finally provides mean, variance and correlation matrix associated with the set of best-fit parameters describing the model. Synthetic tests are performed to investigate the robustness of the method and uncertainty propagation from the data-space to the parameter space. Finally, the method is applied to characterize the source parameters of the earthquakes occurring during the 2016-2017 Central Italy sequence, with the goal of investigating the source parameter scaling with magnitude.

Exchangeability, extreme returns and Value-at-Risk forecasts

NASA Astrophysics Data System (ADS)

Huang, Chun-Kai; North, Delia; Zewotir, Temesgen

2017-07-01

In this paper, we propose a new approach to extreme value modelling for the forecasting of Value-at-Risk (VaR). In particular, the block maxima and the peaks-over-threshold methods are generalised to exchangeable random sequences. This caters for the dependencies, such as serial autocorrelation, of financial returns observed empirically. In addition, this approach allows for parameter variations within each VaR estimation window. Empirical prior distributions of the extreme value parameters are attained by using resampling procedures. We compare the results of our VaR forecasts to that of the unconditional extreme value theory (EVT) approach and the conditional GARCH-EVT model for robust conclusions.

Iterative integral parameter identification of a respiratory mechanics model.

PubMed

Schranz, Christoph; Docherty, Paul D; Chiew, Yeong Shiong; Möller, Knut; Chase, J Geoffrey

2012-07-18

Patient-specific respiratory mechanics models can support the evaluation of optimal lung protective ventilator settings during ventilation therapy. Clinical application requires that the individual's model parameter values must be identified with information available at the bedside. Multiple linear regression or gradient-based parameter identification methods are highly sensitive to noise and initial parameter estimates. Thus, they are difficult to apply at the bedside to support therapeutic decisions. An iterative integral parameter identification method is applied to a second order respiratory mechanics model. The method is compared to the commonly used regression methods and error-mapping approaches using simulated and clinical data. The clinical potential of the method was evaluated on data from 13 Acute Respiratory Distress Syndrome (ARDS) patients. The iterative integral method converged to error minima 350 times faster than the Simplex Search Method using simulation data sets and 50 times faster using clinical data sets. Established regression methods reported erroneous results due to sensitivity to noise. In contrast, the iterative integral method was effective independent of initial parameter estimations, and converged successfully in each case tested. These investigations reveal that the iterative integral method is beneficial with respect to computing time, operator independence and robustness, and thus applicable at the bedside for this clinical application.

The comparison between several robust ridge regression estimators in the presence of multicollinearity and multiple outliers

NASA Astrophysics Data System (ADS)

Zahari, Siti Meriam; Ramli, Norazan Mohamed; Moktar, Balkiah; Zainol, Mohammad Said

2014-09-01

In the presence of multicollinearity and multiple outliers, statistical inference of linear regression model using ordinary least squares (OLS) estimators would be severely affected and produces misleading results. To overcome this, many approaches have been investigated. These include robust methods which were reported to be less sensitive to the presence of outliers. In addition, ridge regression technique was employed to tackle multicollinearity problem. In order to mitigate both problems, a combination of ridge regression and robust methods was discussed in this study. The superiority of this approach was examined when simultaneous presence of multicollinearity and multiple outliers occurred in multiple linear regression. This study aimed to look at the performance of several well-known robust estimators; M, MM, RIDGE and robust ridge regression estimators, namely Weighted Ridge M-estimator (WRM), Weighted Ridge MM (WRMM), Ridge MM (RMM), in such a situation. Results of the study showed that in the presence of simultaneous multicollinearity and multiple outliers (in both x and y-direction), the RMM and RIDGE are more or less similar in terms of superiority over the other estimators, regardless of the number of observation, level of collinearity and percentage of outliers used. However, when outliers occurred in only single direction (y-direction), the WRMM estimator is the most superior among the robust ridge regression estimators, by producing the least variance. In conclusion, the robust ridge regression is the best alternative as compared to robust and conventional least squares estimators when dealing with simultaneous presence of multicollinearity and outliers.

Robust regression for large-scale neuroimaging studies.

PubMed

Fritsch, Virgile; Da Mota, Benoit; Loth, Eva; Varoquaux, Gaël; Banaschewski, Tobias; Barker, Gareth J; Bokde, Arun L W; Brühl, Rüdiger; Butzek, Brigitte; Conrod, Patricia; Flor, Herta; Garavan, Hugh; Lemaitre, Hervé; Mann, Karl; Nees, Frauke; Paus, Tomas; Schad, Daniel J; Schümann, Gunter; Frouin, Vincent; Poline, Jean-Baptiste; Thirion, Bertrand

2015-05-01

Multi-subject datasets used in neuroimaging group studies have a complex structure, as they exhibit non-stationary statistical properties across regions and display various artifacts. While studies with small sample sizes can rarely be shown to deviate from standard hypotheses (such as the normality of the residuals) due to the poor sensitivity of normality tests with low degrees of freedom, large-scale studies (e.g. >100 subjects) exhibit more obvious deviations from these hypotheses and call for more refined models for statistical inference. Here, we demonstrate the benefits of robust regression as a tool for analyzing large neuroimaging cohorts. First, we use an analytic test based on robust parameter estimates; based on simulations, this procedure is shown to provide an accurate statistical control without resorting to permutations. Second, we show that robust regression yields more detections than standard algorithms using as an example an imaging genetics study with 392 subjects. Third, we show that robust regression can avoid false positives in a large-scale analysis of brain-behavior relationships with over 1500 subjects. Finally we embed robust regression in the Randomized Parcellation Based Inference (RPBI) method and demonstrate that this combination further improves the sensitivity of tests carried out across the whole brain. Altogether, our results show that robust procedures provide important advantages in large-scale neuroimaging group studies. Copyright © 2015 Elsevier Inc. All rights reserved.

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

Vallis, Geoffrey K.

The project had two main components. The first concerns estimating the climate sensitivity in the presence of forcing uncertainty and natural variability. Climate sensitivity is the increase in the average surface temperature for a given increase in greenhouse gases, for example a doubling of carbon dioxide. We have provided new, probabilistic estimates of climate sensitivity using a simple climate model an the observed warming in the 20th century, in conjunction with ideas in data assimilation and parameter estimation developed in the engineering community. The estimates combine the uncertainty in the anthropogenic aerosols with the uncertainty arising because of natural variability.more » The second component concerns how the atmospheric circulation itself might change with anthropogenic global warming. We have shown that GCMs robustly predict an increase in the length scale of eddies, and we have also explored the dynamical mechanisms whereby there might be a shift in the latitude of the jet stream associated with anthropogenic warming. Such shifts in the jet might cause large changes in regional climate, potentially larger than the globally-averaged signal itself. We have also shown that the tropopause robustly increases in height with global warming, and that the Hadley Cell expands, and that the expansion of the Hadley Cell is correlated with the polewards movement of the mid-latitude jet.« less

High Performance, Robust Control of Flexible Space Structures: MSFC Center Director's Discretionary Fund

NASA Technical Reports Server (NTRS)

Whorton, M. S.

1998-01-01

Many spacecraft systems have ambitious objectives that place stringent requirements on control systems. Achievable performance is often limited because of difficulty of obtaining accurate models for flexible space structures. To achieve sufficiently high performance to accomplish mission objectives may require the ability to refine the control design model based on closed-loop test data and tune the controller based on the refined model. A control system design procedure is developed based on mixed H2/H(infinity) optimization to synthesize a set of controllers explicitly trading between nominal performance and robust stability. A homotopy algorithm is presented which generates a trajectory of gains that may be implemented to determine maximum achievable performance for a given model error bound. Examples show that a better balance between robustness and performance is obtained using the mixed H2/H(infinity) design method than either H2 or mu-synthesis control design. A second contribution is a new procedure for closed-loop system identification which refines parameters of a control design model in a canonical realization. Examples demonstrate convergence of the parameter estimation and improved performance realized by using the refined model for controller redesign. These developments result in an effective mechanism for achieving high-performance control of flexible space structures.

Deriving persistence indicators from regulatory water-sediment studies – opportunities and limitations in OECD 308 data.

PubMed

Honti, Mark; Fenner, Kathrin

2015-05-19

The OECD guideline 308 describes a laboratory test method to assess aerobic and anaerobic transformation of organic chemicals in aquatic sediment systems and is an integral part of tiered testing strategies in different legislative frameworks for the environmental risk assessment of chemicals. The results from experiments carried out according to OECD 308 are generally used to derive persistence indicators for hazard assessment or half-lives for exposure assessment. We used Bayesian parameter estimation and system representations of various complexities to systematically assess opportunities and limitations for estimating these indicators from existing data generated according to OECD 308 for 23 pesticides and pharmaceuticals. We found that there is a disparity between the uncertainty and the conceptual robustness of persistence indicators. Disappearance half-lives are directly extractable with limited uncertainty, but they lump degradation and phase transfer information and are not robust against changes in system geometry. Transformation half-lives are less system-specific but require inverse modeling to extract, resulting in considerable uncertainty. Available data were thus insufficient to derive indicators that had both acceptable robustness and uncertainty, which further supports previously voiced concerns about the usability and efficiency of these costly experiments. Despite the limitations of existing data, we suggest the time until 50% of the parent compound has been transformed in the entire system (DegT(50,system)) could still be a useful indicator of persistence in the upper, partially aerobic sediment layer in the context of PBT assessment. This should, however, be accompanied by a mandatory reporting or full standardization of the geometry of the experimental system. We recommend transformation half-lives determined by inverse modeling to be used as input parameters into fate models for exposure assessment, if due consideration is given to their uncertainty.

Evaluation of Potential Evapotranspiration from a Hydrologic Model on a National Scale

NASA Astrophysics Data System (ADS)

Hakala, Kirsti; Markstrom, Steven; Hay, Lauren

2015-04-01

The U.S. Geological Survey has developed a National Hydrologic Model (NHM) to support coordinated, comprehensive and consistent hydrologic model development and facilitate the application of simulations on the scale of the continental U.S. The NHM has a consistent geospatial fabric for modeling, consisting of over 100,000 hydrologic response units HRUs). Each HRU requires accurate parameter estimates, some of which are attained from automated calibration. However, improved calibration can be achieved by initially utilizing as many parameters as possible from national data sets. This presentation investigates the effectiveness of calculating potential evapotranspiration (PET) parameters based on mean monthly values from the NOAA PET Atlas. Additional PET products are then used to evaluate the PET parameters. Effectively utilizing existing national-scale data sets can simplify the effort in establishing a robust NHM.

A frequency-domain estimator for use in adaptive control systems

NASA Technical Reports Server (NTRS)

Lamaire, Richard O.; Valavani, Lena; Athans, Michael; Stein, Gunter

1991-01-01

This paper presents a frequency-domain estimator that can identify both a parametrized nominal model of a plant as well as a frequency-domain bounding function on the modeling error associated with this nominal model. This estimator, which we call a robust estimator, can be used in conjunction with a robust control-law redesign algorithm to form a robust adaptive controller.

Regression without truth with Markov chain Monte-Carlo

NASA Astrophysics Data System (ADS)

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

2017-03-01

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

Maximum likelihood estimation in calibrating a stereo camera setup.

PubMed

Muijtjens, A M; Roos, J M; Arts, T; Hasman, A

1999-02-01

Motion and deformation of the cardiac wall may be measured by following the positions of implanted radiopaque markers in three dimensions, using two x-ray cameras simultaneously. Regularly, calibration of the position measurement system is obtained by registration of the images of a calibration object, containing 10-20 radiopaque markers at known positions. Unfortunately, an accidental change of the position of a camera after calibration requires complete recalibration. Alternatively, redundant information in the measured image positions of stereo pairs can be used for calibration. Thus, a separate calibration procedure can be avoided. In the current study a model is developed that describes the geometry of the camera setup by five dimensionless parameters. Maximum Likelihood (ML) estimates of these parameters were obtained in an error analysis. It is shown that the ML estimates can be found by application of a nonlinear least squares procedure. Compared to the standard unweighted least squares procedure, the ML method resulted in more accurate estimates without noticeable bias. The accuracy of the ML method was investigated in relation to the object aperture. The reconstruction problem appeared well conditioned as long as the object aperture is larger than 0.1 rad. The angle between the two viewing directions appeared to be the parameter that was most likely to cause major inaccuracies in the reconstruction of the 3-D positions of the markers. Hence, attempts to improve the robustness of the method should primarily focus on reduction of the error in this parameter.

Bayesian analysis of stochastic volatility-in-mean model with leverage and asymmetrically heavy-tailed error using generalized hyperbolic skew Student’s t-distribution*

PubMed Central

Leão, William L.; Chen, Ming-Hui

2017-01-01

A stochastic volatility-in-mean model with correlated errors using the generalized hyperbolic skew Student-t (GHST) distribution provides a robust alternative to the parameter estimation for daily stock returns in the absence of normality. An efficient Markov chain Monte Carlo (MCMC) sampling algorithm is developed for parameter estimation. The deviance information, the Bayesian predictive information and the log-predictive score criterion are used to assess the fit of the proposed model. The proposed method is applied to an analysis of the daily stock return data from the Standard & Poor’s 500 index (S&P 500). The empirical results reveal that the stochastic volatility-in-mean model with correlated errors and GH-ST distribution leads to a significant improvement in the goodness-of-fit for the S&P 500 index returns dataset over the usual normal model. PMID:29333210

Evaluation of a methodology for model identification in the time domain

NASA Technical Reports Server (NTRS)

Beck, R. T.; Beck, J. L.

1988-01-01

A model identification methodology for structural dynamics has been applied to simulated vibrational data as a first step in evaluating its accuracy. The evaluation has taken into account a wide variety of factors which affect the accuracy of the procedure. The effects of each of these factors were observed in both the response time histories and the estimates of the parameters of the model by comparing them with the exact values of the system. Each factor was varied independently but combinations of these have also been considered in an effort to simulate real situations. The results of the tests have shown that for the chain model, the procedure yields robust estimates of the stiffness parameters under the conditions studied whenever uniqueness is ensured. When inaccuracies occur in the results, they are intimately related to non-uniqueness conditions inherent in the inverse problem and not to shortcomings in the methodology.

Interpreting short tandem repeat variations in humans using mutational constraint

PubMed Central

Gymrek, Melissa; Willems, Thomas; Reich, David; Erlich, Yaniv

2017-01-01

Identifying regions of the genome that are depleted of mutations can reveal potentially deleterious variants. Short tandem repeats (STRs), also known as microsatellites, are among the largest contributors of de novo mutations in humans. However, per-locus studies of STR mutations have been limited to highly ascertained panels of several dozen loci. Here, we harnessed bioinformatics tools and a novel analytical framework to estimate mutation parameters for each STR in the human genome by correlating STR genotypes with local sequence heterozygosity. We applied our method to obtain robust estimates of the impact of local sequence features on mutation parameters and used this to create a framework for measuring constraint at STRs by comparing observed vs. expected mutation rates. Constraint scores identified known pathogenic variants with early onset effects. Our metric will provide a valuable tool for prioritizing pathogenic STRs in medical genetics studies. PMID:28892063

Bayesian analysis of stochastic volatility-in-mean model with leverage and asymmetrically heavy-tailed error using generalized hyperbolic skew Student's t-distribution.

PubMed

Leão, William L; Abanto-Valle, Carlos A; Chen, Ming-Hui

2017-01-01

A stochastic volatility-in-mean model with correlated errors using the generalized hyperbolic skew Student-t (GHST) distribution provides a robust alternative to the parameter estimation for daily stock returns in the absence of normality. An efficient Markov chain Monte Carlo (MCMC) sampling algorithm is developed for parameter estimation. The deviance information, the Bayesian predictive information and the log-predictive score criterion are used to assess the fit of the proposed model. The proposed method is applied to an analysis of the daily stock return data from the Standard & Poor's 500 index (S&P 500). The empirical results reveal that the stochastic volatility-in-mean model with correlated errors and GH-ST distribution leads to a significant improvement in the goodness-of-fit for the S&P 500 index returns dataset over the usual normal model.

Evaluating performances of simplified physically based landslide susceptibility models.

NASA Astrophysics Data System (ADS)

Capparelli, Giovanna; Formetta, Giuseppe; Versace, Pasquale

2015-04-01

Rainfall induced shallow landslides cause significant damages involving loss of life and properties. Prediction of shallow landslides susceptible locations is a complex task that involves many disciplines: hydrology, geotechnical science, geomorphology, and statistics. Usually to accomplish this task two main approaches are used: statistical or physically based model. This paper presents a package of GIS based models for landslide susceptibility analysis. It was integrated in the NewAge-JGrass hydrological model using the Object Modeling System (OMS) modeling framework. The package includes three simplified physically based models for landslides susceptibility analysis (M1, M2, and M3) and a component for models verifications. It computes eight goodness of fit indices (GOF) by comparing pixel-by-pixel model results and measurements data. Moreover, the package integration in NewAge-JGrass allows the use of other components such as geographic information system tools to manage inputs-output processes, and automatic calibration algorithms to estimate model parameters. The system offers the possibility to investigate and fairly compare the quality and the robustness of models and models parameters, according a procedure that includes: i) model parameters estimation by optimizing each of the GOF index separately, ii) models evaluation in the ROC plane by using each of the optimal parameter set, and iii) GOF robustness evaluation by assessing their sensitivity to the input parameter variation. This procedure was repeated for all three models. The system was applied for a case study in Calabria (Italy) along the Salerno-Reggio Calabria highway, between Cosenza and Altilia municipality. The analysis provided that among all the optimized indices and all the three models, Average Index (AI) optimization coupled with model M3 is the best modeling solution for our test case. This research was funded by PON Project No. 01_01503 "Integrated Systems for Hydrogeological Risk Monitoring, Early Warning and Mitigation Along the Main Lifelines", CUP B31H11000370005, in the framework of the National Operational Program for "Research and Competitiveness" 2007-2013.

Fast 5DOF needle tracking in iOCT.

PubMed

Weiss, Jakob; Rieke, Nicola; Nasseri, Mohammad Ali; Maier, Mathias; Eslami, Abouzar; Navab, Nassir

2018-06-01

Intraoperative optical coherence tomography (iOCT) is an increasingly available imaging technique for ophthalmic microsurgery that provides high-resolution cross-sectional information of the surgical scene. We propose to build on its desirable qualities and present a method for tracking the orientation and location of a surgical needle. Thereby, we enable the direct analysis of instrument-tissue interaction directly in OCT space without complex multimodal calibration that would be required with traditional instrument tracking methods. The intersection of the needle with the iOCT scan is detected by a peculiar multistep ellipse fitting that takes advantage of the directionality of the modality. The geometric modeling allows us to use the ellipse parameters and provide them into a latency-aware estimator to infer the 5DOF pose during needle movement. Experiments on phantom data and ex vivo porcine eyes indicate that the algorithm retains angular precision especially during lateral needle movement and provides a more robust and consistent estimation than baseline methods. Using solely cross-sectional iOCT information, we are able to successfully and robustly estimate a 5DOF pose of the instrument in less than 5.4 ms on a CPU.

Estimating Soil and Root Parameters of Biofuel Crops using a Hydrogeophysical Inversion

NASA Astrophysics Data System (ADS)

Kuhl, A.; Kendall, A. D.; Van Dam, R. L.; Hyndman, D. W.

2017-12-01

Transpiration is the dominant pathway for continental water exchange to the atmosphere, and therefore a crucial aspect of modeling water balances at many scales. The root water uptake dynamics that control transpiration are dependent on soil water availability, as well as the root distribution. However, the root distribution is determined by many factors beyond the plant species alone, including climate conditions and soil texture. Despite the significant contribution of transpiration to global water fluxes, modelling the complex critical zone processes that drive root water uptake remains a challenge. Geophysical tools such as electrical resistivity (ER), have been shown to be highly sensitive to water dynamics in the unsaturated zone. ER data can be temporally and spatially robust, covering large areas or long time periods non-invasively, which is an advantage over in-situ methods. Previous studies have shown the value of using hydrogeophysical inversions to estimate soil properties. Others have used hydrological inversions to estimate both soil properties and root distribution parameters. In this study, we combine these two approaches to create a coupled hydrogeophysical inversion that estimates root and retention curve parameters for a HYDRUS model. To test the feasibility of this new approach, we estimated daily water fluxes and root growth for several biofuel crops at a long-term ecological research site in Southwest Michigan, using monthly ER data from 2009 through 2011. Time domain reflectometry data at seven depths was used to validate modeled soil moisture estimates throughout the model period. This hydrogeophysical inversion method shows promise for improving root distribution and transpiration estimates across a wide variety of settings.

Comparison of least squares and exponential sine sweep methods for Parallel Hammerstein Models estimation

NASA Astrophysics Data System (ADS)

Rebillat, Marc; Schoukens, Maarten

2018-05-01

Linearity is a common assumption for many real-life systems, but in many cases the nonlinear behavior of systems cannot be ignored and must be modeled and estimated. Among the various existing classes of nonlinear models, Parallel Hammerstein Models (PHM) are interesting as they are at the same time easy to interpret as well as to estimate. One way to estimate PHM relies on the fact that the estimation problem is linear in the parameters and thus that classical least squares (LS) estimation algorithms can be used. In that area, this article introduces a regularized LS estimation algorithm inspired on some of the recently developed regularized impulse response estimation techniques. Another mean to estimate PHM consists in using parametric or non-parametric exponential sine sweeps (ESS) based methods. These methods (LS and ESS) are founded on radically different mathematical backgrounds but are expected to tackle the same issue. A methodology is proposed here to compare them with respect to (i) their accuracy, (ii) their computational cost, and (iii) their robustness to noise. Tests are performed on simulated systems for several values of methods respective parameters and of signal to noise ratio. Results show that, for a given set of data points, the ESS method is less demanding in computational resources than the LS method but that it is also less accurate. Furthermore, the LS method needs parameters to be set in advance whereas the ESS method is not subject to conditioning issues and can be fully non-parametric. In summary, for a given set of data points, ESS method can provide a first, automatic, and quick overview of a nonlinear system than can guide more computationally demanding and precise methods, such as the regularized LS one proposed here.

Estimation of k-ε parameters using surrogate models and jet-in-crossflow data

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

Lefantzi, Sophia; Ray, Jaideep; Arunajatesan, Srinivasan

2014-11-01

We demonstrate a Bayesian method that can be used to calibrate computationally expensive 3D RANS (Reynolds Av- eraged Navier Stokes) models with complex response surfaces. Such calibrations, conditioned on experimental data, can yield turbulence model parameters as probability density functions (PDF), concisely capturing the uncertainty in the parameter estimates. Methods such as Markov chain Monte Carlo (MCMC) estimate the PDF by sampling, with each sample requiring a run of the RANS model. Consequently a quick-running surrogate is used instead to the RANS simulator. The surrogate can be very difficult to design if the model's response i.e., the dependence of themore » calibration variable (the observable) on the parameter being estimated is complex. We show how the training data used to construct the surrogate can be employed to isolate a promising and physically realistic part of the parameter space, within which the response is well-behaved and easily modeled. We design a classifier, based on treed linear models, to model the "well-behaved region". This classifier serves as a prior in a Bayesian calibration study aimed at estimating 3 k - ε parameters ( C μ, C ε2 , C ε1 ) from experimental data of a transonic jet-in-crossflow interaction. The robustness of the calibration is investigated by checking its predictions of variables not included in the cal- ibration data. We also check the limit of applicability of the calibration by testing at off-calibration flow regimes. We find that calibration yield turbulence model parameters which predict the flowfield far better than when the nomi- nal values of the parameters are used. Substantial improvements are still obtained when we use the calibrated RANS model to predict jet-in-crossflow at Mach numbers and jet strengths quite different from those used to generate the ex- perimental (calibration) data. Thus the primary reason for poor predictive skill of RANS, when using nominal values of the turbulence model parameters, was parametric uncertainty, which was rectified by calibration. Post-calibration, the dominant contribution to model inaccuraries are due to the structural errors in RANS.« less

Technical note: Design flood under hydrological uncertainty

NASA Astrophysics Data System (ADS)

Botto, Anna; Ganora, Daniele; Claps, Pierluigi; Laio, Francesco

2017-07-01

Planning and verification of hydraulic infrastructures require a design estimate of hydrologic variables, usually provided by frequency analysis, and neglecting hydrologic uncertainty. However, when hydrologic uncertainty is accounted for, the design flood value for a specific return period is no longer a unique value, but is represented by a distribution of values. As a consequence, the design flood is no longer univocally defined, making the design process undetermined. The Uncertainty Compliant Design Flood Estimation (UNCODE) procedure is a novel approach that, starting from a range of possible design flood estimates obtained in uncertain conditions, converges to a single design value. This is obtained through a cost-benefit criterion with additional constraints that is numerically solved in a simulation framework. This paper contributes to promoting a practical use of the UNCODE procedure without resorting to numerical computation. A modified procedure is proposed by using a correction coefficient that modifies the standard (i.e., uncertainty-free) design value on the basis of sample length and return period only. The procedure is robust and parsimonious, as it does not require additional parameters with respect to the traditional uncertainty-free analysis. Simple equations to compute the correction term are provided for a number of probability distributions commonly used to represent the flood frequency curve. The UNCODE procedure, when coupled with this simple correction factor, provides a robust way to manage the hydrologic uncertainty and to go beyond the use of traditional safety factors. With all the other parameters being equal, an increase in the sample length reduces the correction factor, and thus the construction costs, while still keeping the same safety level.

Optimal structure of metaplasticity for adaptive learning

PubMed Central

2017-01-01

Learning from reward feedback in a changing environment requires a high degree of adaptability, yet the precise estimation of reward information demands slow updates. In the framework of estimating reward probability, here we investigated how this tradeoff between adaptability and precision can be mitigated via metaplasticity, i.e. synaptic changes that do not always alter synaptic efficacy. Using the mean-field and Monte Carlo simulations we identified ‘superior’ metaplastic models that can substantially overcome the adaptability-precision tradeoff. These models can achieve both adaptability and precision by forming two separate sets of meta-states: reservoirs and buffers. Synapses in reservoir meta-states do not change their efficacy upon reward feedback, whereas those in buffer meta-states can change their efficacy. Rapid changes in efficacy are limited to synapses occupying buffers, creating a bottleneck that reduces noise without significantly decreasing adaptability. In contrast, more-populated reservoirs can generate a strong signal without manifesting any observable plasticity. By comparing the behavior of our model and a few competing models during a dynamic probability estimation task, we found that superior metaplastic models perform close to optimally for a wider range of model parameters. Finally, we found that metaplastic models are robust to changes in model parameters and that metaplastic transitions are crucial for adaptive learning since replacing them with graded plastic transitions (transitions that change synaptic efficacy) reduces the ability to overcome the adaptability-precision tradeoff. Overall, our results suggest that ubiquitous unreliability of synaptic changes evinces metaplasticity that can provide a robust mechanism for mitigating the tradeoff between adaptability and precision and thus adaptive learning. PMID:28658247

Handheld pose tracking using vision-inertial sensors with occlusion handling

NASA Astrophysics Data System (ADS)

Li, Juan; Slembrouck, Maarten; Deboeverie, Francis; Bernardos, Ana M.; Besada, Juan A.; Veelaert, Peter; Aghajan, Hamid; Casar, José R.; Philips, Wilfried

2016-07-01

Tracking of a handheld device's three-dimensional (3-D) position and orientation is fundamental to various application domains, including augmented reality (AR), virtual reality, and interaction in smart spaces. Existing systems still offer limited performance in terms of accuracy, robustness, computational cost, and ease of deployment. We present a low-cost, accurate, and robust system for handheld pose tracking using fused vision and inertial data. The integration of measurements from embedded accelerometers reduces the number of unknown parameters in the six-degree-of-freedom pose calculation. The proposed system requires two light-emitting diode (LED) markers to be attached to the device, which are tracked by external cameras through a robust algorithm against illumination changes. Three data fusion methods have been proposed, including the triangulation-based stereo-vision system, constraint-based stereo-vision system with occlusion handling, and triangulation-based multivision system. Real-time demonstrations of the proposed system applied to AR and 3-D gaming are also included. The accuracy assessment of the proposed system is carried out by comparing with the data generated by the state-of-the-art commercial motion tracking system OptiTrack. Experimental results show that the proposed system has achieved high accuracy of few centimeters in position estimation and few degrees in orientation estimation.

A Type-2 Block-Component-Decomposition Based 2D AOA Estimation Algorithm for an Electromagnetic Vector Sensor Array

PubMed Central

Gao, Yu-Fei; Gui, Guan; Xie, Wei; Zou, Yan-Bin; Yang, Yue; Wan, Qun

2017-01-01

This paper investigates a two-dimensional angle of arrival (2D AOA) estimation algorithm for the electromagnetic vector sensor (EMVS) array based on Type-2 block component decomposition (BCD) tensor modeling. Such a tensor decomposition method can take full advantage of the multidimensional structural information of electromagnetic signals to accomplish blind estimation for array parameters with higher resolution. However, existing tensor decomposition methods encounter many restrictions in applications of the EMVS array, such as the strict requirement for uniqueness conditions of decomposition, the inability to handle partially-polarized signals, etc. To solve these problems, this paper investigates tensor modeling for partially-polarized signals of an L-shaped EMVS array. The 2D AOA estimation algorithm based on rank-(L1,L2,·) BCD is developed, and the uniqueness condition of decomposition is analyzed. By means of the estimated steering matrix, the proposed algorithm can automatically achieve angle pair-matching. Numerical experiments demonstrate that the present algorithm has the advantages of both accuracy and robustness of parameter estimation. Even under the conditions of lower SNR, small angular separation and limited snapshots, the proposed algorithm still possesses better performance than subspace methods and the canonical polyadic decomposition (CPD) method. PMID:28448431

A Type-2 Block-Component-Decomposition Based 2D AOA Estimation Algorithm for an Electromagnetic Vector Sensor Array.

PubMed

Gao, Yu-Fei; Gui, Guan; Xie, Wei; Zou, Yan-Bin; Yang, Yue; Wan, Qun

2017-04-27

This paper investigates a two-dimensional angle of arrival (2D AOA) estimation algorithm for the electromagnetic vector sensor (EMVS) array based on Type-2 block component decomposition (BCD) tensor modeling. Such a tensor decomposition method can take full advantage of the multidimensional structural information of electromagnetic signals to accomplish blind estimation for array parameters with higher resolution. However, existing tensor decomposition methods encounter many restrictions in applications of the EMVS array, such as the strict requirement for uniqueness conditions of decomposition, the inability to handle partially-polarized signals, etc. To solve these problems, this paper investigates tensor modeling for partially-polarized signals of an L-shaped EMVS array. The 2D AOA estimation algorithm based on rank- ( L 1 , L 2 , · ) BCD is developed, and the uniqueness condition of decomposition is analyzed. By means of the estimated steering matrix, the proposed algorithm can automatically achieve angle pair-matching. Numerical experiments demonstrate that the present algorithm has the advantages of both accuracy and robustness of parameter estimation. Even under the conditions of lower SNR, small angular separation and limited snapshots, the proposed algorithm still possesses better performance than subspace methods and the canonical polyadic decomposition (CPD) method.

Aircraft ride quality controller design using new robust root clustering theory for linear uncertain systems

NASA Technical Reports Server (NTRS)

Yedavalli, R. K.

1992-01-01

The aspect of controller design for improving the ride quality of aircraft in terms of damping ratio and natural frequency specifications on the short period dynamics is addressed. The controller is designed to be robust with respect to uncertainties in the real parameters of the control design model such as uncertainties in the dimensional stability derivatives, imperfections in actuator/sensor locations and possibly variations in flight conditions, etc. The design is based on a new robust root clustering theory developed by the author by extending the nominal root clustering theory of Gutman and Jury to perturbed matrices. The proposed methodology allows to get an explicit relationship between the parameters of the root clustering region and the uncertainty radius of the parameter space. The current literature available for robust stability becomes a special case of this unified theory. The bounds derived on the parameter perturbation for robust root clustering are then used in selecting the robust controller.

Mixed model approaches for diallel analysis based on a bio-model.

PubMed

Zhu, J; Weir, B S

1996-12-01

A MINQUE(1) procedure, which is minimum norm quadratic unbiased estimation (MINQUE) method with 1 for all the prior values, is suggested for estimating variance and covariance components in a bio-model for diallel crosses. Unbiasedness and efficiency of estimation were compared for MINQUE(1), restricted maximum likelihood (REML) and MINQUE theta which has parameter values for the prior values. MINQUE(1) is almost as efficient as MINQUE theta for unbiased estimation of genetic variance and covariance components. The bio-model is efficient and robust for estimating variance and covariance components for maternal and paternal effects as well as for nuclear effects. A procedure of adjusted unbiased prediction (AUP) is proposed for predicting random genetic effects in the bio-model. The jack-knife procedure is suggested for estimation of sampling variances of estimated variance and covariance components and of predicted genetic effects. Worked examples are given for estimation of variance and covariance components and for prediction of genetic merits.

A robust fractional-order PID controller design based on active queue management for TCP network

NASA Astrophysics Data System (ADS)

Hamidian, Hamideh; Beheshti, Mohammad T. H.

2018-01-01

In this paper, a robust fractional-order controller is designed to control the congestion in transmission control protocol (TCP) networks with time-varying parameters. Fractional controllers can increase the stability and robustness. Regardless of advantages of fractional controllers, they are still not common in congestion control in TCP networks. The network parameters are time-varying, so the robust stability is important in congestion controller design. Therefore, we focused on the robust controller design. The fractional PID controller is developed based on active queue management (AQM). D-partition technique is used. The most important property of designed controller is the robustness to the time-varying parameters of the TCP network. The vertex quasi-polynomials of the closed-loop characteristic equation are obtained, and the stability boundaries are calculated for each vertex quasi-polynomial. The intersection of all stability regions is insensitive to network parameter variations, and results in robust stability of TCP/AQM system. NS-2 simulations show that the proposed algorithm provides a stable queue length. Moreover, simulations show smaller oscillations of the queue length and less packet drop probability for FPID compared to PI and PID controllers. We can conclude from NS-2 simulations that the average packet loss probability variations are negligible when the network parameters change.

Robust linear discriminant models to solve financial crisis in banking sectors

NASA Astrophysics Data System (ADS)

Lim, Yai-Fung; Yahaya, Sharipah Soaad Syed; Idris, Faoziah; Ali, Hazlina; Omar, Zurni

2014-12-01

Linear discriminant analysis (LDA) is a widely-used technique in patterns classification via an equation which will minimize the probability of misclassifying cases into their respective categories. However, the performance of classical estimators in LDA highly depends on the assumptions of normality and homoscedasticity. Several robust estimators in LDA such as Minimum Covariance Determinant (MCD), S-estimators and Minimum Volume Ellipsoid (MVE) are addressed by many authors to alleviate the problem of non-robustness of the classical estimates. In this paper, we investigate on the financial crisis of the Malaysian banking institutions using robust LDA and classical LDA methods. Our objective is to distinguish the "distress" and "non-distress" banks in Malaysia by using the LDA models. Hit ratio is used to validate the accuracy predictive of LDA models. The performance of LDA is evaluated by estimating the misclassification rate via apparent error rate. The results and comparisons show that the robust estimators provide a better performance than the classical estimators for LDA.

A Unifying Mathematical Framework for Genetic Robustness, Environmental Robustness, Network Robustness and their Trade-offs on Phenotype Robustness in Biological Networks. Part III: Synthetic Gene Networks in Synthetic Biology

PubMed Central

Chen, Bor-Sen; Lin, Ying-Po

2013-01-01

Robust stabilization and environmental disturbance attenuation are ubiquitous systematic properties that are observed in biological systems at many different levels. The underlying principles for robust stabilization and environmental disturbance attenuation are universal to both complex biological systems and sophisticated engineering systems. In many biological networks, network robustness should be large enough to confer: intrinsic robustness for tolerating intrinsic parameter fluctuations; genetic robustness for buffering genetic variations; and environmental robustness for resisting environmental disturbances. Network robustness is needed so phenotype stability of biological network can be maintained, guaranteeing phenotype robustness. Synthetic biology is foreseen to have important applications in biotechnology and medicine; it is expected to contribute significantly to a better understanding of functioning of complex biological systems. This paper presents a unifying mathematical framework for investigating the principles of both robust stabilization and environmental disturbance attenuation for synthetic gene networks in synthetic biology. Further, from the unifying mathematical framework, we found that the phenotype robustness criterion for synthetic gene networks is the following: if intrinsic robustness + genetic robustness + environmental robustness ≦ network robustness, then the phenotype robustness can be maintained in spite of intrinsic parameter fluctuations, genetic variations, and environmental disturbances. Therefore, the trade-offs between intrinsic robustness, genetic robustness, environmental robustness, and network robustness in synthetic biology can also be investigated through corresponding phenotype robustness criteria from the systematic point of view. Finally, a robust synthetic design that involves network evolution algorithms with desired behavior under intrinsic parameter fluctuations, genetic variations, and environmental disturbances, is also proposed, together with a simulation example. PMID:23515190

A Unifying Mathematical Framework for Genetic Robustness, Environmental Robustness, Network Robustness and their Trade-offs on Phenotype Robustness in Biological Networks. Part III: Synthetic Gene Networks in Synthetic Biology.

PubMed

Chen, Bor-Sen; Lin, Ying-Po

2013-01-01

Robust stabilization and environmental disturbance attenuation are ubiquitous systematic properties that are observed in biological systems at many different levels. The underlying principles for robust stabilization and environmental disturbance attenuation are universal to both complex biological systems and sophisticated engineering systems. In many biological networks, network robustness should be large enough to confer: intrinsic robustness for tolerating intrinsic parameter fluctuations; genetic robustness for buffering genetic variations; and environmental robustness for resisting environmental disturbances. Network robustness is needed so phenotype stability of biological network can be maintained, guaranteeing phenotype robustness. Synthetic biology is foreseen to have important applications in biotechnology and medicine; it is expected to contribute significantly to a better understanding of functioning of complex biological systems. This paper presents a unifying mathematical framework for investigating the principles of both robust stabilization and environmental disturbance attenuation for synthetic gene networks in synthetic biology. Further, from the unifying mathematical framework, we found that the phenotype robustness criterion for synthetic gene networks is the following: if intrinsic robustness + genetic robustness + environmental robustness ≦ network robustness, then the phenotype robustness can be maintained in spite of intrinsic parameter fluctuations, genetic variations, and environmental disturbances. Therefore, the trade-offs between intrinsic robustness, genetic robustness, environmental robustness, and network robustness in synthetic biology can also be investigated through corresponding phenotype robustness criteria from the systematic point of view. Finally, a robust synthetic design that involves network evolution algorithms with desired behavior under intrinsic parameter fluctuations, genetic variations, and environmental disturbances, is also proposed, together with a simulation example.

Robust point matching via vector field consensus.

PubMed

Jiayi Ma; Ji Zhao; Jinwen Tian; Yuille, Alan L; Zhuowen Tu

2014-04-01

In this paper, we propose an efficient algorithm, called vector field consensus, for establishing robust point correspondences between two sets of points. Our algorithm starts by creating a set of putative correspondences which can contain a very large number of false correspondences, or outliers, in addition to a limited number of true correspondences (inliers). Next, we solve for correspondence by interpolating a vector field between the two point sets, which involves estimating a consensus of inlier points whose matching follows a nonparametric geometrical constraint. We formulate this a maximum a posteriori (MAP) estimation of a Bayesian model with hidden/latent variables indicating whether matches in the putative set are outliers or inliers. We impose nonparametric geometrical constraints on the correspondence, as a prior distribution, using Tikhonov regularizers in a reproducing kernel Hilbert space. MAP estimation is performed by the EM algorithm which by also estimating the variance of the prior model (initialized to a large value) is able to obtain good estimates very quickly (e.g., avoiding many of the local minima inherent in this formulation). We illustrate this method on data sets in 2D and 3D and demonstrate that it is robust to a very large number of outliers (even up to 90%). We also show that in the special case where there is an underlying parametric geometrical model (e.g., the epipolar line constraint) that we obtain better results than standard alternatives like RANSAC if a large number of outliers are present. This suggests a two-stage strategy, where we use our nonparametric model to reduce the size of the putative set and then apply a parametric variant of our approach to estimate the geometric parameters. Our algorithm is computationally efficient and we provide code for others to use it. In addition, our approach is general and can be applied to other problems, such as learning with a badly corrupted training data set.

Robust Fault Detection Using Robust Z1 Estimation and Fuzzy Logic

NASA Technical Reports Server (NTRS)

Curry, Tramone; Collins, Emmanuel G., Jr.; Selekwa, Majura; Guo, Ten-Huei (Technical Monitor)

2001-01-01

This research considers the application of robust Z(sub 1), estimation in conjunction with fuzzy logic to robust fault detection for an aircraft fight control system. It begins with the development of robust Z(sub 1) estimators based on multiplier theory and then develops a fixed threshold approach to fault detection (FD). It then considers the use of fuzzy logic for robust residual evaluation and FD. Due to modeling errors and unmeasurable disturbances, it is difficult to distinguish between the effects of an actual fault and those caused by uncertainty and disturbance. Hence, it is the aim of a robust FD system to be sensitive to faults while remaining insensitive to uncertainty and disturbances. While fixed thresholds only allow a decision on whether a fault has or has not occurred, it is more valuable to have the residual evaluation lead to a conclusion related to the degree of, or probability of, a fault. Fuzzy logic is a viable means of determining the degree of a fault and allows the introduction of human observations that may not be incorporated in the rigorous threshold theory. Hence, fuzzy logic can provide a more reliable and informative fault detection process. Using an aircraft flight control system, the results of FD using robust Z(sub 1) estimation with a fixed threshold are demonstrated. FD that combines robust Z(sub 1) estimation and fuzzy logic is also demonstrated. It is seen that combining the robust estimator with fuzzy logic proves to be advantageous in increasing the sensitivity to smaller faults while remaining insensitive to uncertainty and disturbances.

Panaceas, uncertainty, and the robust control framework in sustainability science

PubMed Central

Anderies, John M.; Rodriguez, Armando A.; Janssen, Marco A.; Cifdaloz, Oguzhan

2007-01-01

A critical challenge faced by sustainability science is to develop strategies to cope with highly uncertain social and ecological dynamics. This article explores the use of the robust control framework toward this end. After briefly outlining the robust control framework, we apply it to the traditional Gordon–Schaefer fishery model to explore fundamental performance–robustness and robustness–vulnerability trade-offs in natural resource management. We find that the classic optimal control policy can be very sensitive to parametric uncertainty. By exploring a large class of alternative strategies, we show that there are no panaceas: even mild robustness properties are difficult to achieve, and increasing robustness to some parameters (e.g., biological parameters) results in decreased robustness with respect to others (e.g., economic parameters). On the basis of this example, we extract some broader themes for better management of resources under uncertainty and for sustainability science in general. Specifically, we focus attention on the importance of a continual learning process and the use of robust control to inform this process. PMID:17881574

Calibration of two complex ecosystem models with different likelihood functions

NASA Astrophysics Data System (ADS)

Hidy, Dóra; Haszpra, László; Pintér, Krisztina; Nagy, Zoltán; Barcza, Zoltán

2014-05-01

The biosphere is a sensitive carbon reservoir. Terrestrial ecosystems were approximately carbon neutral during the past centuries, but they became net carbon sinks due to climate change induced environmental change and associated CO2 fertilization effect of the atmosphere. Model studies and measurements indicate that the biospheric carbon sink can saturate in the future due to ongoing climate change which can act as a positive feedback. Robustness of carbon cycle models is a key issue when trying to choose the appropriate model for decision support. The input parameters of the process-based models are decisive regarding the model output. At the same time there are several input parameters for which accurate values are hard to obtain directly from experiments or no local measurements are available. Due to the uncertainty associated with the unknown model parameters significant bias can be experienced if the model is used to simulate the carbon and nitrogen cycle components of different ecosystems. In order to improve model performance the unknown model parameters has to be estimated. We developed a multi-objective, two-step calibration method based on Bayesian approach in order to estimate the unknown parameters of PaSim and Biome-BGC models. Biome-BGC and PaSim are a widely used biogeochemical models that simulate the storage and flux of water, carbon, and nitrogen between the ecosystem and the atmosphere, and within the components of the terrestrial ecosystems (in this research the developed version of Biome-BGC is used which is referred as BBGC MuSo). Both models were calibrated regardless the simulated processes and type of model parameters. The calibration procedure is based on the comparison of measured data with simulated results via calculating a likelihood function (degree of goodness-of-fit between simulated and measured data). In our research different likelihood function formulations were used in order to examine the effect of the different model goodness metric on calibration. The different likelihoods are different functions of RMSE (root mean squared error) weighted by measurement uncertainty: exponential / linear / quadratic / linear normalized by correlation. As a first calibration step sensitivity analysis was performed in order to select the influential parameters which have strong effect on the output data. In the second calibration step only the sensitive parameters were calibrated (optimal values and confidence intervals were calculated). In case of PaSim more parameters were found responsible for the 95% of the output data variance than is case of BBGC MuSo. Analysis of the results of the optimized models revealed that the exponential likelihood estimation proved to be the most robust (best model simulation with optimized parameter, highest confidence interval increase). The cross-validation of the model simulations can help in constraining the highly uncertain greenhouse gas budget of grasslands.

A Unifying Mathematical Framework for Genetic Robustness, Environmental Robustness, Network Robustness and their Tradeoff on Phenotype Robustness in Biological Networks Part II: Ecological Networks

PubMed Central

Chen, Bor-Sen; Lin, Ying-Po

2013-01-01

In ecological networks, network robustness should be large enough to confer intrinsic robustness for tolerating intrinsic parameter fluctuations, as well as environmental robustness for resisting environmental disturbances, so that the phenotype stability of ecological networks can be maintained, thus guaranteeing phenotype robustness. However, it is difficult to analyze the network robustness of ecological systems because they are complex nonlinear partial differential stochastic systems. This paper develops a unifying mathematical framework for investigating the principles of both robust stabilization and environmental disturbance sensitivity in ecological networks. We found that the phenotype robustness criterion for ecological networks is that if intrinsic robustness + environmental robustness ≦ network robustness, then the phenotype robustness can be maintained in spite of intrinsic parameter fluctuations and environmental disturbances. These results in robust ecological networks are similar to that in robust gene regulatory networks and evolutionary networks even they have different spatial-time scales. PMID:23515112

PHOTOMETRIC ORBITS OF EXTRASOLAR PLANETS

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

Brown, Robert A.

We define and analyze the photometric orbit (PhO) of an extrasolar planet observed in reflected light. In our definition, the PhO is a Keplerian entity with six parameters: semimajor axis, eccentricity, mean anomaly at some particular time, argument of periastron, inclination angle, and effective radius, which is the square root of the geometric albedo times the planetary radius. Preliminarily, we assume a Lambertian phase function. We study in detail the case of short-period giant planets (SPGPs) and observational parameters relevant to the Kepler mission: 20 ppm photometry with normal errors, 6.5 hr cadence, and three-year duration. We define a relevantmore » 'planetary population of interest' in terms of probability distributions of the PhO parameters. We perform Monte Carlo experiments to estimate the ability to detect planets and to recover PhO parameters from light curves. We calibrate the completeness of a periodogram search technique, and find structure caused by degeneracy. We recover full orbital solutions from synthetic Kepler data sets and estimate the median errors in recovered PhO parameters. We treat in depth a case of a Jupiter body-double. For the stated assumptions, we find that Kepler should obtain orbital solutions for many of the 100-760 SPGP that Jenkins and Doyle estimate Kepler will discover. Because most or all of these discoveries will be followed up by ground-based radial velocity observations, the estimates of inclination angle from the PhO may enable the calculation of true companion masses: Kepler photometry may break the 'msin i' degeneracy. PhO observations may be difficult. There is uncertainty about how low the albedos of SPGPs actually are, about their phase functions, and about a possible noise floor due to systematic errors from instrumental and stellar sources. Nevertheless, simple detection of SPGPs in reflected light should be robust in the regime of Kepler photometry, and estimates of all six orbital parameters may be feasible in at least a subset of cases.« less

Doubly Robust and Efficient Estimation of Marginal Structural Models for the Hazard Function

PubMed Central

Zheng, Wenjing; Petersen, Maya; van der Laan, Mark

2016-01-01

In social and health sciences, many research questions involve understanding the causal effect of a longitudinal treatment on mortality (or time-to-event outcomes in general). Often, treatment status may change in response to past covariates that are risk factors for mortality, and in turn, treatment status may also affect such subsequent covariates. In these situations, Marginal Structural Models (MSMs), introduced by Robins (1997), are well-established and widely used tools to account for time-varying confounding. In particular, a MSM can be used to specify the intervention-specific counterfactual hazard function, i.e. the hazard for the outcome of a subject in an ideal experiment where he/she was assigned to follow a given intervention on their treatment variables. The parameters of this hazard MSM are traditionally estimated using the Inverse Probability Weighted estimation (IPTW, van der Laan and Petersen (2007), Robins et al. (2000b), Robins (1999), Robins et al. (2008)). This estimator is easy to implement and admits Wald-type confidence intervals. However, its consistency hinges on the correct specification of the treatment allocation probabilities, and the estimates are generally sensitive to large treatment weights (especially in the presence of strong confounding), which are difficult to stabilize for dynamic treatment regimes. In this paper, we present a pooled targeted maximum likelihood estimator (TMLE, van der Laan and Rubin (2006)) for MSM for the hazard function under longitudinal dynamic treatment regimes. The proposed estimator is semiparametric efficient and doubly robust, hence offers bias reduction and efficiency gain over the incumbent IPTW estimator. Moreover, the substitution principle rooted in the TMLE potentially mitigates the sensitivity to large treatment weights in IPTW. We compare the performance of the proposed estimator with the IPTW and a non-targeted substitution estimator in a simulation study. PMID:27227723

Optimized Kernel Entropy Components.

PubMed

Izquierdo-Verdiguier, Emma; Laparra, Valero; Jenssen, Robert; Gomez-Chova, Luis; Camps-Valls, Gustau

2017-06-01

This brief addresses two main issues of the standard kernel entropy component analysis (KECA) algorithm: the optimization of the kernel decomposition and the optimization of the Gaussian kernel parameter. KECA roughly reduces to a sorting of the importance of kernel eigenvectors by entropy instead of variance, as in the kernel principal components analysis. In this brief, we propose an extension of the KECA method, named optimized KECA (OKECA), that directly extracts the optimal features retaining most of the data entropy by means of compacting the information in very few features (often in just one or two). The proposed method produces features which have higher expressive power. In particular, it is based on the independent component analysis framework, and introduces an extra rotation to the eigen decomposition, which is optimized via gradient-ascent search. This maximum entropy preservation suggests that OKECA features are more efficient than KECA features for density estimation. In addition, a critical issue in both the methods is the selection of the kernel parameter, since it critically affects the resulting performance. Here, we analyze the most common kernel length-scale selection criteria. The results of both the methods are illustrated in different synthetic and real problems. Results show that OKECA returns projections with more expressive power than KECA, the most successful rule for estimating the kernel parameter is based on maximum likelihood, and OKECA is more robust to the selection of the length-scale parameter in kernel density estimation.

Parameter identification of JONSWAP spectrum acquired by airborne LIDAR

NASA Astrophysics Data System (ADS)

Yu, Yang; Pei, Hailong; Xu, Chengzhong

2017-12-01

In this study, we developed the first linear Joint North Sea Wave Project (JONSWAP) spectrum (JS), which involves a transformation from the JS solution to the natural logarithmic scale. This transformation is convenient for defining the least squares function in terms of the scale and shape parameters. We identified these two wind-dependent parameters to better understand the wind effect on surface waves. Due to its efficiency and high-resolution, we employed the airborne Light Detection and Ranging (LIDAR) system for our measurements. Due to the lack of actual data, we simulated ocean waves in the MATLAB environment, which can be easily translated into industrial programming language. We utilized the Longuet-Higgin (LH) random-phase method to generate the time series of wave records and used the fast Fourier transform (FFT) technique to compute the power spectra density. After validating these procedures, we identified the JS parameters by minimizing the mean-square error of the target spectrum to that of the estimated spectrum obtained by FFT. We determined that the estimation error is relative to the amount of available wave record data. Finally, we found the inverse computation of wind factors (wind speed and wind fetch length) to be robust and sufficiently precise for wave forecasting.

Impact of parametric uncertainty on estimation of the energy deposition into an irradiated brain tumor

NASA Astrophysics Data System (ADS)

Taverniers, Søren; Tartakovsky, Daniel M.

2017-11-01

Predictions of the total energy deposited into a brain tumor through X-ray irradiation are notoriously error-prone. We investigate how this predictive uncertainty is affected by uncertainty in both the location of the region occupied by a dose-enhancing iodinated contrast agent and the agent's concentration. This is done within the probabilistic framework in which these uncertain parameters are modeled as random variables. We employ the stochastic collocation (SC) method to estimate statistical moments of the deposited energy in terms of statistical moments of the random inputs, and the global sensitivity analysis (GSA) to quantify the relative importance of uncertainty in these parameters on the overall predictive uncertainty. A nonlinear radiation-diffusion equation dramatically magnifies the coefficient of variation of the uncertain parameters, yielding a large coefficient of variation for the predicted energy deposition. This demonstrates that accurate prediction of the energy deposition requires a proper treatment of even small parametric uncertainty. Our analysis also reveals that SC outperforms standard Monte Carlo, but its relative efficiency decreases as the number of uncertain parameters increases from one to three. A robust GSA ameliorates this problem by reducing this number.

Accelerated Bayesian model-selection and parameter-estimation in continuous gravitational-wave searches with pulsar-timing arrays

NASA Astrophysics Data System (ADS)

Taylor, Stephen; Ellis, Justin; Gair, Jonathan

2014-11-01

We describe several new techniques which accelerate Bayesian searches for continuous gravitational-wave emission from supermassive black-hole binaries using pulsar-timing arrays. These techniques mitigate the problematic increase of search dimensionality with the size of the pulsar array which arises from having to include an extra parameter per pulsar as the array is expanded. This extra parameter corresponds to searching over the phase of the gravitational wave as it propagates past each pulsar so that we can coherently include the pulsar term in our search strategies. Our techniques make the analysis tractable with powerful evidence-evaluation packages like MultiNest. We find good agreement of our techniques with the parameter-estimation and Bayes factor evaluation performed with full signal templates and conclude that these techniques make excellent first-cut tools for detection and characterization of continuous gravitational-wave signals with pulsar-timing arrays. Crucially, at low to moderate signal-to-noise ratios the factor by which the analysis is sped up can be ≳100 , permitting rigorous programs of systematic injection and recovery of signals to establish robust detection criteria within a Bayesian formalism.

Dereverberation and denoising based on generalized spectral subtraction by multi-channel LMS algorithm using a small-scale microphone array

NASA Astrophysics Data System (ADS)

Wang, Longbiao; Odani, Kyohei; Kai, Atsuhiko

2012-12-01

A blind dereverberation method based on power spectral subtraction (SS) using a multi-channel least mean squares algorithm was previously proposed to suppress the reverberant speech without additive noise. The results of isolated word speech recognition experiments showed that this method achieved significant improvements over conventional cepstral mean normalization (CMN) in a reverberant environment. In this paper, we propose a blind dereverberation method based on generalized spectral subtraction (GSS), which has been shown to be effective for noise reduction, instead of power SS. Furthermore, we extend the missing feature theory (MFT), which was initially proposed to enhance the robustness of additive noise, to dereverberation. A one-stage dereverberation and denoising method based on GSS is presented to simultaneously suppress both the additive noise and nonstationary multiplicative noise (reverberation). The proposed dereverberation method based on GSS with MFT is evaluated on a large vocabulary continuous speech recognition task. When the additive noise was absent, the dereverberation method based on GSS with MFT using only 2 microphones achieves a relative word error reduction rate of 11.4 and 32.6% compared to the dereverberation method based on power SS and the conventional CMN, respectively. For the reverberant and noisy speech, the dereverberation and denoising method based on GSS achieves a relative word error reduction rate of 12.8% compared to the conventional CMN with GSS-based additive noise reduction method. We also analyze the effective factors of the compensation parameter estimation for the dereverberation method based on SS, such as the number of channels (the number of microphones), the length of reverberation to be suppressed, and the length of the utterance used for parameter estimation. The experimental results showed that the SS-based method is robust in a variety of reverberant environments for both isolated and continuous speech recognition and under various parameter estimation conditions.

Effects of temporal and spatial resolution of calibration data on integrated hydrologic water quality model identification

NASA Astrophysics Data System (ADS)

Jiang, Sanyuan; Jomaa, Seifeddine; Büttner, Olaf; Rode, Michael

2014-05-01

Hydrological water quality modeling is increasingly used for investigating runoff and nutrient transport processes as well as watershed management but it is mostly unclear how data availablity determins model identification. In this study, the HYPE (HYdrological Predictions for the Environment) model, which is a process-based, semi-distributed hydrological water quality model, was applied in two different mesoscale catchments (Selke (463 km2) and Weida (99 km2)) located in central Germany to simulate discharge and inorganic nitrogen (IN) transport. PEST and DREAM(ZS) were combined with the HYPE model to conduct parameter calibration and uncertainty analysis. Split-sample test was used for model calibration (1994-1999) and validation (1999-2004). IN concentration and daily IN load were found to be highly correlated with discharge, indicating that IN leaching is mainly controlled by runoff. Both dynamics and balances of water and IN load were well captured with NSE greater than 0.83 during validation period. Multi-objective calibration (calibrating hydrological and water quality parameters simultaneously) was found to outperform step-wise calibration in terms of model robustness. Multi-site calibration was able to improve model performance at internal sites, decrease parameter posterior uncertainty and prediction uncertainty. Nitrogen-process parameters calibrated using continuous daily averages of nitrate-N concentration observations produced better and more robust simulations of IN concentration and load, lower posterior parameter uncertainty and IN concentration prediction uncertainty compared to the calibration against uncontinuous biweekly nitrate-N concentration measurements. Both PEST and DREAM(ZS) are efficient in parameter calibration. However, DREAM(ZS) is more sound in terms of parameter identification and uncertainty analysis than PEST because of its capability to evolve parameter posterior distributions and estimate prediction uncertainty based on global search and Bayesian inference schemes.

Robust location and spread measures for nonparametric probability density function estimation.

PubMed

López-Rubio, Ezequiel

2009-10-01

Robustness against outliers is a desirable property of any unsupervised learning scheme. In particular, probability density estimators benefit from incorporating this feature. A possible strategy to achieve this goal is to substitute the sample mean and the sample covariance matrix by more robust location and spread estimators. Here we use the L1-median to develop a nonparametric probability density function (PDF) estimator. We prove its most relevant properties, and we show its performance in density estimation and classification applications.

Incorporating harvest rates into the sex-age-kill model for white-tailed deer

USGS Publications Warehouse

Norton, Andrew S.; Diefenbach, Duane R.; Rosenberry, Christopher S.; Wallingford, Bret D.

2013-01-01

Although monitoring population trends is an essential component of game species management, wildlife managers rarely have complete counts of abundance. Often, they rely on population models to monitor population trends. As imperfect representations of real-world populations, models must be rigorously evaluated to be applied appropriately. Previous research has evaluated population models for white-tailed deer (Odocoileus virginianus); however, the precision and reliability of these models when tested against empirical measures of variability and bias largely is untested. We were able to statistically evaluate the Pennsylvania sex-age-kill (PASAK) population model using realistic error measured using data from 1,131 radiocollared white-tailed deer in Pennsylvania from 2002 to 2008. We used these data and harvest data (number killed, age-sex structure, etc.) to estimate precision of abundance estimates, identify the most efficient harvest data collection with respect to precision of parameter estimates, and evaluate PASAK model robustness to violation of assumptions. Median coefficient of variation (CV) estimates by Wildlife Management Unit, 13.2% in the most recent year, were slightly above benchmarks recommended for managing game species populations. Doubling reporting rates by hunters or doubling the number of deer checked by personnel in the field reduced median CVs to recommended levels. The PASAK model was robust to errors in estimates for adult male harvest rates but was sensitive to errors in subadult male harvest rates, especially in populations with lower harvest rates. In particular, an error in subadult (1.5-yr-old) male harvest rates resulted in the opposite error in subadult male, adult female, and juvenile population estimates. Also, evidence of a greater harvest probability for subadult female deer when compared with adult (≥2.5-yr-old) female deer resulted in a 9.5% underestimate of the population using the PASAK model. Because obtaining appropriate sample sizes, by management unit, to estimate harvest rate parameters each year may be too expensive, assumptions of constant annual harvest rates may be necessary. However, if changes in harvest regulations or hunter behavior influence subadult male harvest rates, the PASAK model could provide an unreliable index to population changes. 

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

NASA Astrophysics Data System (ADS)

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

2014-11-01

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

Improving and Evaluating Nested Sampling Algorithm for Marginal Likelihood Estimation

NASA Astrophysics Data System (ADS)

Ye, M.; Zeng, X.; Wu, J.; Wang, D.; Liu, J.

2016-12-01

With the growing impacts of climate change and human activities on the cycle of water resources, an increasing number of researches focus on the quantification of modeling uncertainty. Bayesian model averaging (BMA) provides a popular framework for quantifying conceptual model and parameter uncertainty. The ensemble prediction is generated by combining each plausible model's prediction, and each model is attached with a model weight which is determined by model's prior weight and marginal likelihood. Thus, the estimation of model's marginal likelihood is crucial for reliable and accurate BMA prediction. Nested sampling estimator (NSE) is a new proposed method for marginal likelihood estimation. The process of NSE is accomplished by searching the parameters' space from low likelihood area to high likelihood area gradually, and this evolution is finished iteratively via local sampling procedure. Thus, the efficiency of NSE is dominated by the strength of local sampling procedure. Currently, Metropolis-Hasting (M-H) algorithm is often used for local sampling. However, M-H is not an efficient sampling algorithm for high-dimensional or complicated parameter space. For improving the efficiency of NSE, it could be ideal to incorporate the robust and efficient sampling algorithm - DREAMzs into the local sampling of NSE. The comparison results demonstrated that the improved NSE could improve the efficiency of marginal likelihood estimation significantly. However, both improved and original NSEs suffer from heavy instability. In addition, the heavy computation cost of huge number of model executions is overcome by using an adaptive sparse grid surrogates.

Adaptive on-line calibration for around-view monitoring system using between-camera homography estimation

NASA Astrophysics Data System (ADS)

Lim, Sungsoo; Lee, Seohyung; Kim, Jun-geon; Lee, Daeho

2018-01-01

The around-view monitoring (AVM) system is one of the major applications of advanced driver assistance systems and intelligent transportation systems. We propose an on-line calibration method, which can compensate misalignments for AVM systems. Most AVM systems use fisheye undistortion, inverse perspective transformation, and geometrical registration methods. To perform these procedures, the parameters for each process must be known; the procedure by which the parameters are estimated is referred to as the initial calibration. However, when only using the initial calibration data, we cannot compensate misalignments, caused by changing equilibria of cars. Moreover, even small changes such as tire pressure levels, passenger weight, or road conditions can affect a car's equilibrium. Therefore, to compensate for this misalignment, additional techniques are necessary, specifically an on-line calibration method. On-line calibration can recalculate homographies, which can correct any degree of misalignment using the unique features of ordinary parking lanes. To extract features from the parking lanes, this method uses corner detection and a pattern matching algorithm. From the extracted features, homographies are estimated using random sample consensus and parameter estimation. Finally, the misaligned epipolar geographies are compensated via the estimated homographies. Thus, the proposed method can render image planes parallel to the ground. This method does not require any designated patterns and can be used whenever cars are placed in a parking lot. The experimental results show the robustness and efficiency of the method.

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.

An H(∞) control approach to robust learning of feedforward neural networks.

PubMed

Jing, Xingjian

2011-09-01

A novel H(∞) robust control approach is proposed in this study to deal with the learning problems of feedforward neural networks (FNNs). The analysis and design of a desired weight update law for the FNN is transformed into a robust controller design problem for a discrete dynamic system in terms of the estimation error. The drawbacks of some existing learning algorithms can therefore be revealed, especially for the case that the output data is fast changing with respect to the input or the output data is corrupted by noise. Based on this approach, the optimal learning parameters can be found by utilizing the linear matrix inequality (LMI) optimization techniques to achieve a predefined H(∞) "noise" attenuation level. Several existing BP-type algorithms are shown to be special cases of the new H(∞)-learning algorithm. Theoretical analysis and several examples are provided to show the advantages of the new method. Copyright © 2011 Elsevier Ltd. All rights reserved.

Enhanced robust fractional order proportional-plus-integral controller based on neural network for velocity control of permanent magnet synchronous motor.

PubMed

Zhang, Bitao; Pi, YouGuo

2013-07-01

The traditional integer order proportional-integral-differential (IO-PID) controller is sensitive to the parameter variation or/and external load disturbance of permanent magnet synchronous motor (PMSM). And the fractional order proportional-integral-differential (FO-PID) control scheme based on robustness tuning method is proposed to enhance the robustness. But the robustness focuses on the open-loop gain variation of controlled plant. In this paper, an enhanced robust fractional order proportional-plus-integral (ERFOPI) controller based on neural network is proposed. The control law of the ERFOPI controller is acted on a fractional order implement function (FOIF) of tracking error but not tracking error directly, which, according to theory analysis, can enhance the robust performance of system. Tuning rules and approaches, based on phase margin, crossover frequency specification and robustness rejecting gain variation, are introduced to obtain the parameters of ERFOPI controller. And the neural network algorithm is used to adjust the parameter of FOIF. Simulation and experimental results show that the method proposed in this paper not only achieve favorable tracking performance, but also is robust with regard to external load disturbance and parameter variation. Crown Copyright © 2013. Published by Elsevier Ltd. All rights reserved.

An Improved Method for Seismic Event Depth and Moment Tensor Determination: CTBT Related Application

NASA Astrophysics Data System (ADS)

Stachnik, J.; Rozhkov, M.; Baker, B.

2016-12-01

According to the Protocol to CTBT, International Data Center is required to conduct expert technical analysis and special studies to improve event parameters and assist State Parties in identifying the source of specific event. Determination of seismic event source mechanism and its depth is a part of these tasks. It is typically done through a strategic linearized inversion of the waveforms for a complete or subset of source parameters, or similarly defined grid search through precomputed Greens Functions created for particular source models. We show preliminary results using the latter approach from an improved software design and applied on a moderately powered computer. In this development we tried to be compliant with different modes of CTBT monitoring regime and cover wide range of source-receiver distances (regional to teleseismic), resolve shallow source depths, provide full moment tensor solution based on body and surface waves recordings, be fast to satisfy both on-demand studies and automatic processing and properly incorporate observed waveforms and any uncertainties a priori as well as accurately estimate posteriori uncertainties. Implemented HDF5 based Green's Functions pre-packaging allows much greater flexibility in utilizing different software packages and methods for computation. Further additions will have the rapid use of Instaseis/AXISEM full waveform synthetics added to a pre-computed GF archive. Along with traditional post processing analysis of waveform misfits through several objective functions and variance reduction, we follow a probabilistic approach to assess the robustness of moment tensor solution. In a course of this project full moment tensor and depth estimates are determined for DPRK 2009, 2013 and 2016 events and shallow earthquakes using a new implementation of waveform fitting of teleseismic P waves. A full grid search over the entire moment tensor space is used to appropriately sample all possible solutions. A recent method by Tape & Tape (2012) to discretize the complete moment tensor space from a geometric perspective is used. Moment tensors for DPRK events show isotropic percentages greater than 50%. Depth estimates for the DPRK events range from 1.0-1.4 km. Probabilistic uncertainty estimates on the moment tensor parameters provide robustness to solution.

A Foot-Arch Parameter Measurement System Using a RGB-D Camera.

PubMed

Chun, Sungkuk; Kong, Sejin; Mun, Kyung-Ryoul; Kim, Jinwook

2017-08-04

The conventional method of measuring foot-arch parameters is highly dependent on the measurer's skill level, so accurate measurements are difficult to obtain. To solve this problem, we propose an autonomous geometric foot-arch analysis platform that is capable of capturing the sole of the foot and yields three foot-arch parameters: arch index (AI), arch width (AW) and arch height (AH). The proposed system captures 3D geometric and color data on the plantar surface of the foot in a static standing pose using a commercial RGB-D camera. It detects the region of the foot surface in contact with the footplate by applying the clustering and Markov random field (MRF)-based image segmentation methods. The system computes the foot-arch parameters by analyzing the 2/3D shape of the contact region. Validation experiments were carried out to assess the accuracy and repeatability of the system. The average errors for AI, AW, and AH estimation on 99 data collected from 11 subjects during 3 days were -0.17%, 0.95 mm, and 0.52 mm, respectively. Reliability and statistical analysis on the estimated foot-arch parameters, the robustness to the change of weights used in the MRF, the processing time were also performed to show the feasibility of the system.

A Foot-Arch Parameter Measurement System Using a RGB-D Camera

PubMed Central

Kong, Sejin; Mun, Kyung-Ryoul; Kim, Jinwook

2017-01-01

The conventional method of measuring foot-arch parameters is highly dependent on the measurer’s skill level, so accurate measurements are difficult to obtain. To solve this problem, we propose an autonomous geometric foot-arch analysis platform that is capable of capturing the sole of the foot and yields three foot-arch parameters: arch index (AI), arch width (AW) and arch height (AH). The proposed system captures 3D geometric and color data on the plantar surface of the foot in a static standing pose using a commercial RGB-D camera. It detects the region of the foot surface in contact with the footplate by applying the clustering and Markov random field (MRF)-based image segmentation methods. The system computes the foot-arch parameters by analyzing the 2/3D shape of the contact region. Validation experiments were carried out to assess the accuracy and repeatability of the system. The average errors for AI, AW, and AH estimation on 99 data collected from 11 subjects during 3 days were −0.17%, 0.95 mm, and 0.52 mm, respectively. Reliability and statistical analysis on the estimated foot-arch parameters, the robustness to the change of weights used in the MRF, the processing time were also performed to show the feasibility of the system. PMID:28777349

Comparison of robustness to outliers between robust poisson models and log-binomial models when estimating relative risks for common binary outcomes: a simulation study.

PubMed

Chen, Wansu; Shi, Jiaxiao; Qian, Lei; Azen, Stanley P

2014-06-26

To estimate relative risks or risk ratios for common binary outcomes, the most popular model-based methods are the robust (also known as modified) Poisson and the log-binomial regression. Of the two methods, it is believed that the log-binomial regression yields more efficient estimators because it is maximum likelihood based, while the robust Poisson model may be less affected by outliers. Evidence to support the robustness of robust Poisson models in comparison with log-binomial models is very limited. In this study a simulation was conducted to evaluate the performance of the two methods in several scenarios where outliers existed. The findings indicate that for data coming from a population where the relationship between the outcome and the covariate was in a simple form (e.g. log-linear), the two models yielded comparable biases and mean square errors. However, if the true relationship contained a higher order term, the robust Poisson models consistently outperformed the log-binomial models even when the level of contamination is low. The robust Poisson models are more robust (or less sensitive) to outliers compared to the log-binomial models when estimating relative risks or risk ratios for common binary outcomes. Users should be aware of the limitations when choosing appropriate models to estimate relative risks or risk ratios.

Polarimetric SAR Interferometry based modeling for tree height and aboveground biomass retrieval in a tropical deciduous forest

NASA Astrophysics Data System (ADS)

Kumar, Shashi; Khati, Unmesh G.; Chandola, Shreya; Agrawal, Shefali; Kushwaha, Satya P. S.

2017-08-01

The regulation of the carbon cycle is a critical ecosystem service provided by forests globally. It is, therefore, necessary to have robust techniques for speedy assessment of forest biophysical parameters at the landscape level. It is arduous and time taking to monitor the status of vast forest landscapes using traditional field methods. Remote sensing and GIS techniques are efficient tools that can monitor the health of forests regularly. Biomass estimation is a key parameter in the assessment of forest health. Polarimetric SAR (PolSAR) remote sensing has already shown its potential for forest biophysical parameter retrieval. The current research work focuses on the retrieval of forest biophysical parameters of tropical deciduous forest, using fully polarimetric spaceborne C-band data with Polarimetric SAR Interferometry (PolInSAR) techniques. PolSAR based Interferometric Water Cloud Model (IWCM) has been used to estimate aboveground biomass (AGB). Input parameters to the IWCM have been extracted from the decomposition modeling of SAR data as well as PolInSAR coherence estimation. The technique of forest tree height retrieval utilized PolInSAR coherence based modeling approach. Two techniques - Coherence Amplitude Inversion (CAI) and Three Stage Inversion (TSI) - for forest height estimation are discussed, compared and validated. These techniques allow estimation of forest stand height and true ground topography. The accuracy of the forest height estimated is assessed using ground-based measurements. PolInSAR based forest height models showed enervation in the identification of forest vegetation and as a result height values were obtained in river channels and plain areas. Overestimation in forest height was also noticed at several patches of the forest. To overcome this problem, coherence and backscatter based threshold technique is introduced for forest area identification and accurate height estimation in non-forested regions. IWCM based modeling for forest AGB retrieval showed R2 value of 0.5, RMSE of 62.73 (t ha-1) and a percent accuracy of 51%. TSI based PolInSAR inversion modeling showed the most accurate result for forest height estimation. The correlation between the field measured forest height and the estimated tree height using TSI technique is 62% with an average accuracy of 91.56% and RMSE of 2.28 m. The study suggested that PolInSAR coherence based modeling approach has significant potential for retrieval of forest biophysical parameters.

General framework for comparative quantitative studies on transmission of tick-borne diseases using Lyme borreliosis in Europe as an example.

PubMed

Randolph, S E; Craine, N G

1995-11-01

Models of tick-borne diseases must take account of the particular biological features of ticks that contrast with those of insect vectors. A general framework is proposed that identifies the parameters of the transmission dynamics of tick-borne diseases to allow a quantitative assessment of the relative contributions of different host species and alternative transmission routes to the basic reproductive number, Ro, of such diseases. Taking the particular case of the transmission of the Lyme borreliosis spirochaete, Borrelia burgdorferi, by Ixodes ticks in Europe, and using the best, albeit still inadequate, estimates of the parameter values and a set of empirical data from Thetford Forest, England, we show that squirrels and the transovarial transmission route make quantitatively very significant contributions to Ro. This approach highlights the urgent need for more robust estimates of certain crucial parameter values, particularly the coefficients of transmission between ticks and vertebrates, before we can progress to full models that incorporate seasonality and heterogeneity among host populations for the natural dynamics of transmission of borreliosis and other tick-borne diseases.

Bayesian analysis of the flutter margin method in aeroelasticity

DOE PAGES

Khalil, Mohammad; Poirel, Dominique; Sarkar, Abhijit

2016-08-27

A Bayesian statistical framework is presented for Zimmerman and Weissenburger flutter margin method which considers the uncertainties in aeroelastic modal parameters. The proposed methodology overcomes the limitations of the previously developed least-square based estimation technique which relies on the Gaussian approximation of the flutter margin probability density function (pdf). Using the measured free-decay responses at subcritical (preflutter) airspeeds, the joint non-Gaussain posterior pdf of the modal parameters is sampled using the Metropolis–Hastings (MH) Markov chain Monte Carlo (MCMC) algorithm. The posterior MCMC samples of the modal parameters are then used to obtain the flutter margin pdfs and finally the fluttermore » speed pdf. The usefulness of the Bayesian flutter margin method is demonstrated using synthetic data generated from a two-degree-of-freedom pitch-plunge aeroelastic model. The robustness of the statistical framework is demonstrated using different sets of measurement data. In conclusion, it will be shown that the probabilistic (Bayesian) approach reduces the number of test points required in providing a flutter speed estimate for a given accuracy and precision.« less

Tracer kinetics of forearm endothelial function: comparison of an empirical method and a quantitative modeling technique.

PubMed

Zhao, Xueli; Arsenault, Andre; Lavoie, Kim L; Meloche, Bernard; Bacon, Simon L

2007-01-01

Forearm Endothelial Function (FEF) is a marker that has been shown to discriminate patients with cardiovascular disease (CVD). FEF has been assessed using several parameters: the Rate of Uptake Ratio (RUR), EWUR (Elbow-to-Wrist Uptake Ratio) and EWRUR (Elbow-to-Wrist Relative Uptake Ratio). However, the modeling functions of FEF require more robust models. The present study was designed to compare an empirical method with quantitative modeling techniques to better estimate the physiological parameters and understand the complex dynamic processes. The fitted time activity curves of the forearms, estimating blood and muscle components, were assessed using both an empirical method and a two-compartment model. Although correlational analyses suggested a good correlation between the methods for RUR (r=.90) and EWUR (r=.79), but not EWRUR (r=.34), Altman-Bland plots found poor agreement between the methods for all 3 parameters. These results indicate that there is a large discrepancy between the empirical and computational method for FEF. Further work is needed to establish the physiological and mathematical validity of the 2 modeling methods.

Improved Estimation of Cardiac Function Parameters Using a Combination of Independent Automated Segmentation Results in Cardiovascular Magnetic Resonance Imaging.

PubMed

Lebenberg, Jessica; Lalande, Alain; Clarysse, Patrick; Buvat, Irene; Casta, Christopher; Cochet, Alexandre; Constantinidès, Constantin; Cousty, Jean; de Cesare, Alain; Jehan-Besson, Stephanie; Lefort, Muriel; Najman, Laurent; Roullot, Elodie; Sarry, Laurent; Tilmant, Christophe; Frouin, Frederique; Garreau, Mireille

2015-01-01

This work aimed at combining different segmentation approaches to produce a robust and accurate segmentation result. Three to five segmentation results of the left ventricle were combined using the STAPLE algorithm and the reliability of the resulting segmentation was evaluated in comparison with the result of each individual segmentation method. This comparison was performed using a supervised approach based on a reference method. Then, we used an unsupervised statistical evaluation, the extended Regression Without Truth (eRWT) that ranks different methods according to their accuracy in estimating a specific biomarker in a population. The segmentation accuracy was evaluated by estimating six cardiac function parameters resulting from the left ventricle contour delineation using a public cardiac cine MRI database. Eight different segmentation methods, including three expert delineations and five automated methods, were considered, and sixteen combinations of the automated methods using STAPLE were investigated. The supervised and unsupervised evaluations demonstrated that in most cases, STAPLE results provided better estimates than individual automated segmentation methods. Overall, combining different automated segmentation methods improved the reliability of the segmentation result compared to that obtained using an individual method and could achieve the accuracy of an expert.

Improved Estimation of Cardiac Function Parameters Using a Combination of Independent Automated Segmentation Results in Cardiovascular Magnetic Resonance Imaging

PubMed Central

Lebenberg, Jessica; Lalande, Alain; Clarysse, Patrick; Buvat, Irene; Casta, Christopher; Cochet, Alexandre; Constantinidès, Constantin; Cousty, Jean; de Cesare, Alain; Jehan-Besson, Stephanie; Lefort, Muriel; Najman, Laurent; Roullot, Elodie; Sarry, Laurent; Tilmant, Christophe

2015-01-01

This work aimed at combining different segmentation approaches to produce a robust and accurate segmentation result. Three to five segmentation results of the left ventricle were combined using the STAPLE algorithm and the reliability of the resulting segmentation was evaluated in comparison with the result of each individual segmentation method. This comparison was performed using a supervised approach based on a reference method. Then, we used an unsupervised statistical evaluation, the extended Regression Without Truth (eRWT) that ranks different methods according to their accuracy in estimating a specific biomarker in a population. The segmentation accuracy was evaluated by estimating six cardiac function parameters resulting from the left ventricle contour delineation using a public cardiac cine MRI database. Eight different segmentation methods, including three expert delineations and five automated methods, were considered, and sixteen combinations of the automated methods using STAPLE were investigated. The supervised and unsupervised evaluations demonstrated that in most cases, STAPLE results provided better estimates than individual automated segmentation methods. Overall, combining different automated segmentation methods improved the reliability of the segmentation result compared to that obtained using an individual method and could achieve the accuracy of an expert. PMID:26287691

Spatio-Temporal Fluctuations of the Earthquake Magnitude Distribution: Robust Estimation and Predictive Power

NASA Astrophysics Data System (ADS)

Olsen, S.; Zaliapin, I.

2008-12-01

We establish positive correlation between the local spatio-temporal fluctuations of the earthquake magnitude distribution and the occurrence of regional earthquakes. In order to accomplish this goal, we develop a sequential Bayesian statistical estimation framework for the b-value (slope of the Gutenberg-Richter's exponential approximation to the observed magnitude distribution) and for the ratio a(t) between the earthquake intensities in two non-overlapping magnitude intervals. The time-dependent dynamics of these parameters is analyzed using Markov Chain Models (MCM). The main advantage of this approach over the traditional window-based estimation is its "soft" parameterization, which allows one to obtain stable results with realistically small samples. We furthermore discuss a statistical methodology for establishing lagged correlations between continuous and point processes. The developed methods are applied to the observed seismicity of California, Nevada, and Japan on different temporal and spatial scales. We report an oscillatory dynamics of the estimated parameters, and find that the detected oscillations are positively correlated with the occurrence of large regional earthquakes, as well as with small events with magnitudes as low as 2.5. The reported results have important implications for further development of earthquake prediction and seismic hazard assessment methods.

A comparative simulation study of AR(1) estimators in short time series.

PubMed

Krone, Tanja; Albers, Casper J; Timmerman, Marieke E

2017-01-01

Various estimators of the autoregressive model exist. We compare their performance in estimating the autocorrelation in short time series. In Study 1, under correct model specification, we compare the frequentist r 1 estimator, C-statistic, ordinary least squares estimator (OLS) and maximum likelihood estimator (MLE), and a Bayesian method, considering flat (B f ) and symmetrized reference (B sr ) priors. In a completely crossed experimental design we vary lengths of time series (i.e., T = 10, 25, 40, 50 and 100) and autocorrelation (from -0.90 to 0.90 with steps of 0.10). The results show a lowest bias for the B sr , and a lowest variability for r 1 . The power in different conditions is highest for B sr and OLS. For T = 10, the absolute performance of all measurements is poor, as expected. In Study 2, we study robustness of the methods through misspecification by generating the data according to an ARMA(1,1) model, but still analysing the data with an AR(1) model. We use the two methods with the lowest bias for this study, i.e., B sr and MLE. The bias gets larger when the non-modelled moving average parameter becomes larger. Both the variability and power show dependency on the non-modelled parameter. The differences between the two estimation methods are negligible for all measurements.

Application of a time-magnitude prediction model for earthquakes

NASA Astrophysics Data System (ADS)

An, Weiping; Jin, Xueshen; Yang, Jialiang; Dong, Peng; Zhao, Jun; Zhang, He

2007-06-01

In this paper we discuss the physical meaning of the magnitude-time model parameters for earthquake prediction. The gestation process for strong earthquake in all eleven seismic zones in China can be described by the magnitude-time prediction model using the computations of the parameters of the model. The average model parameter values for China are: b = 0.383, c=0.154, d = 0.035, B = 0.844, C = -0.209, and D = 0.188. The robustness of the model parameters is estimated from the variation in the minimum magnitude of the transformed data, the spatial extent, and the temporal period. Analysis of the spatial and temporal suitability of the model indicates that the computation unit size should be at least 4° × 4° for seismic zones in North China, at least 3° × 3° in Southwest and Northwest China, and the time period should be as long as possible.

IVS Pilot Project - Tropospheric Parameters

NASA Astrophysics Data System (ADS)

Boehm, J.; Schuh, H.; Engelhardt, G.; MacMillan, D.; Lanotte, R.; Tomasi, P.; Vereshchagina, I.; Haas, R.; Negusini, M.; Gubanov, V.

2003-04-01

In April 2002 the IVS (International VLBI Service for Geodesy and Astrometry) set up the IVS Pilot Project - Tropospheric Parameters and the Institute of Geodesy and Geophysics (IGG), Vienna, was asked to coordinate the project. After a call for participation six IVS Analysis Centers have joined the project and submitted their estimates of tropospheric parameters (wet and total zenith delays, horizontal gradients) for all IVS-R1 and IVS-R4 sessions since January 1st, 2002, on a regular basis. Using a two-step procedure the individual submissions are combined to stable and robust tropospheric parameters with 1h resolution and high accuracy. The zenith delays derived by VLBI are also compared with those provided by IGS (International GPS Service). At collocated sites (VLBI and GPS antennas at the same station) rather constant biases are found between the GPS and VLBI derived zenith delays, although both techniques are subject to the same tropospheric delays. Possible reasons for these biases are discussed.

Surrogate models for efficient stability analysis of brake systems

NASA Astrophysics Data System (ADS)

Nechak, Lyes; Gillot, Frédéric; Besset, Sébastien; Sinou, Jean-Jacques

2015-07-01

This study assesses capacities of the global sensitivity analysis combined together with the kriging formalism to be useful in the robust stability analysis of brake systems, which is too costly when performed with the classical complex eigenvalues analysis (CEA) based on finite element models (FEMs). By considering a simplified brake system, the global sensitivity analysis is first shown very helpful for understanding the effects of design parameters on the brake system's stability. This is allowed by the so-called Sobol indices which discriminate design parameters with respect to their influence on the stability. Consequently, only uncertainty of influent parameters is taken into account in the following step, namely, the surrogate modelling based on kriging. The latter is then demonstrated to be an interesting alternative to FEMs since it allowed, with a lower cost, an accurate estimation of the system's proportions of instability corresponding to the influent parameters.