An information geometric approach to least squares minimization
NASA Astrophysics Data System (ADS)
Transtrum, Mark; Machta, Benjamin; Sethna, James
2009-03-01
Parameter estimation by nonlinear least squares minimization is a ubiquitous problem that has an elegant geometric interpretation: all possible parameter values induce a manifold embedded within the space of data. The minimization problem is then to find the point on the manifold closest to the origin. The standard algorithm for minimizing sums of squares, the Levenberg-Marquardt algorithm, also has geometric meaning. When the standard algorithm fails to efficiently find accurate fits to the data, geometric considerations suggest improvements. Problems involving large numbers of parameters, such as often arise in biological contexts, are notoriously difficult. We suggest an algorithm based on geodesic motion that may offer improvements over the standard algorithm for a certain class of problems.
On the nullspace of TLS multi-station adjustment
NASA Astrophysics Data System (ADS)
Sterle, Oskar; Kogoj, Dušan; Stopar, Bojan; Kregar, Klemen
2018-07-01
In the article we present an analytic aspect of TLS multi-station least-squares adjustment with the main focus on the datum problem. The datum problem is, compared to previously published researches, theoretically analyzed and solved, where the solution is based on nullspace derivation of the mathematical model. The importance of datum problem solution is seen in a complete description of TLS multi-station adjustment solutions from a set of all minimally constrained least-squares solutions. On a basis of known nullspace, estimable parameters are described and the geometric interpretation of all minimally constrained least squares solutions is presented. At the end a simulated example is used to analyze the results of TLS multi-station minimally constrained and inner constrained least-squares adjustment solutions.
Spacecraft inertia estimation via constrained least squares
NASA Technical Reports Server (NTRS)
Keim, Jason A.; Acikmese, Behcet A.; Shields, Joel F.
2006-01-01
This paper presents a new formulation for spacecraft inertia estimation from test data. Specifically, the inertia estimation problem is formulated as a constrained least squares minimization problem with explicit bounds on the inertia matrix incorporated as LMIs [linear matrix inequalities). The resulting minimization problem is a semidefinite optimization that can be solved efficiently with guaranteed convergence to the global optimum by readily available algorithms. This method is applied to data collected from a robotic testbed consisting of a freely rotating body. The results show that the constrained least squares approach produces more accurate estimates of the inertia matrix than standard unconstrained least squares estimation methods.
Smoothed low rank and sparse matrix recovery by iteratively reweighted least squares minimization.
Lu, Canyi; Lin, Zhouchen; Yan, Shuicheng
2015-02-01
This paper presents a general framework for solving the low-rank and/or sparse matrix minimization problems, which may involve multiple nonsmooth terms. The iteratively reweighted least squares (IRLSs) method is a fast solver, which smooths the objective function and minimizes it by alternately updating the variables and their weights. However, the traditional IRLS can only solve a sparse only or low rank only minimization problem with squared loss or an affine constraint. This paper generalizes IRLS to solve joint/mixed low-rank and sparse minimization problems, which are essential formulations for many tasks. As a concrete example, we solve the Schatten-p norm and l2,q-norm regularized low-rank representation problem by IRLS, and theoretically prove that the derived solution is a stationary point (globally optimal if p,q ≥ 1). Our convergence proof of IRLS is more general than previous one that depends on the special properties of the Schatten-p norm and l2,q-norm. Extensive experiments on both synthetic and real data sets demonstrate that our IRLS is much more efficient.
Multivariable frequency domain identification via 2-norm minimization
NASA Technical Reports Server (NTRS)
Bayard, David S.
1992-01-01
The author develops a computational approach to multivariable frequency domain identification, based on 2-norm minimization. In particular, a Gauss-Newton (GN) iteration is developed to minimize the 2-norm of the error between frequency domain data and a matrix fraction transfer function estimate. To improve the global performance of the optimization algorithm, the GN iteration is initialized using the solution to a particular sequentially reweighted least squares problem, denoted as the SK iteration. The least squares problems which arise from both the SK and GN iterations are shown to involve sparse matrices with identical block structure. A sparse matrix QR factorization method is developed to exploit the special block structure, and to efficiently compute the least squares solution. A numerical example involving the identification of a multiple-input multiple-output (MIMO) plant having 286 unknown parameters is given to illustrate the effectiveness of the algorithm.
Least-squares sequential parameter and state estimation for large space structures
NASA Technical Reports Server (NTRS)
Thau, F. E.; Eliazov, T.; Montgomery, R. C.
1982-01-01
This paper presents the formulation of simultaneous state and parameter estimation problems for flexible structures in terms of least-squares minimization problems. The approach combines an on-line order determination algorithm, with least-squares algorithms for finding estimates of modal approximation functions, modal amplitudes, and modal parameters. The approach combines previous results on separable nonlinear least squares estimation with a regression analysis formulation of the state estimation problem. The technique makes use of sequential Householder transformations. This allows for sequential accumulation of matrices required during the identification process. The technique is used to identify the modal prameters of a flexible beam.
Minimal Solutions to the Box Problem
ERIC Educational Resources Information Center
Chuang, Jer-Chin
2009-01-01
The "box problem" from introductory calculus seeks to maximize the volume of a tray formed by folding a strictly rectangular sheet from which identical squares have been cut from each corner. In posing such questions, one would like to choose integral side-lengths for the sheet so that the excised squares have rational or integral side-length.…
A Stochastic Total Least Squares Solution of Adaptive Filtering Problem
Ahmad, Noor Atinah
2014-01-01
An efficient and computationally linear algorithm is derived for total least squares solution of adaptive filtering problem, when both input and output signals are contaminated by noise. The proposed total least mean squares (TLMS) algorithm is designed by recursively computing an optimal solution of adaptive TLS problem by minimizing instantaneous value of weighted cost function. Convergence analysis of the algorithm is given to show the global convergence of the proposed algorithm, provided that the stepsize parameter is appropriately chosen. The TLMS algorithm is computationally simpler than the other TLS algorithms and demonstrates a better performance as compared with the least mean square (LMS) and normalized least mean square (NLMS) algorithms. It provides minimum mean square deviation by exhibiting better convergence in misalignment for unknown system identification under noisy inputs. PMID:24688412
Fast Combinatorial Algorithm for the Solution of Linearly Constrained Least Squares Problems
Van Benthem, Mark H.; Keenan, Michael R.
2008-11-11
A fast combinatorial algorithm can significantly reduce the computational burden when solving general equality and inequality constrained least squares problems with large numbers of observation vectors. The combinatorial algorithm provides a mathematically rigorous solution and operates at great speed by reorganizing the calculations to take advantage of the combinatorial nature of the problems to be solved. The combinatorial algorithm exploits the structure that exists in large-scale problems in order to minimize the number of arithmetic operations required to obtain a solution.
Generalizations of Tikhonov's regularized method of least squares to non-Euclidean vector norms
NASA Astrophysics Data System (ADS)
Volkov, V. V.; Erokhin, V. I.; Kakaev, V. V.; Onufrei, A. Yu.
2017-09-01
Tikhonov's regularized method of least squares and its generalizations to non-Euclidean norms, including polyhedral, are considered. The regularized method of least squares is reduced to mathematical programming problems obtained by "instrumental" generalizations of the Tikhonov lemma on the minimal (in a certain norm) solution of a system of linear algebraic equations with respect to an unknown matrix. Further studies are needed for problems concerning the development of methods and algorithms for solving reduced mathematical programming problems in which the objective functions and admissible domains are constructed using polyhedral vector norms.
Randomly Sampled-Data Control Systems. Ph.D. Thesis
NASA Technical Reports Server (NTRS)
Han, Kuoruey
1990-01-01
The purpose is to solve the Linear Quadratic Regulator (LQR) problem with random time sampling. Such a sampling scheme may arise from imperfect instrumentation as in the case of sampling jitter. It can also model the stochastic information exchange among decentralized controllers to name just a few. A practical suboptimal controller is proposed with the nice property of mean square stability. The proposed controller is suboptimal in the sense that the control structure is limited to be linear. Because of i. i. d. assumption, this does not seem unreasonable. Once the control structure is fixed, the stochastic discrete optimal control problem is transformed into an equivalent deterministic optimal control problem with dynamics described by the matrix difference equation. The N-horizon control problem is solved using the Lagrange's multiplier method. The infinite horizon control problem is formulated as a classical minimization problem. Assuming existence of solution to the minimization problem, the total system is shown to be mean square stable under certain observability conditions. Computer simulations are performed to illustrate these conditions.
A least-squares finite element method for incompressible Navier-Stokes problems
NASA Technical Reports Server (NTRS)
Jiang, Bo-Nan
1992-01-01
A least-squares finite element method, based on the velocity-pressure-vorticity formulation, is developed for solving steady incompressible Navier-Stokes problems. This method leads to a minimization problem rather than to a saddle-point problem by the classic mixed method and can thus accommodate equal-order interpolations. This method has no parameter to tune. The associated algebraic system is symmetric, and positive definite. Numerical results for the cavity flow at Reynolds number up to 10,000 and the backward-facing step flow at Reynolds number up to 900 are presented.
An efficient variable projection formulation for separable nonlinear least squares problems.
Gan, Min; Li, Han-Xiong
2014-05-01
We consider in this paper a class of nonlinear least squares problems in which the model can be represented as a linear combination of nonlinear functions. The variable projection algorithm projects the linear parameters out of the problem, leaving the nonlinear least squares problems involving only the nonlinear parameters. To implement the variable projection algorithm more efficiently, we propose a new variable projection functional based on matrix decomposition. The advantage of the proposed formulation is that the size of the decomposed matrix may be much smaller than those of previous ones. The Levenberg-Marquardt algorithm using finite difference method is then applied to minimize the new criterion. Numerical results show that the proposed approach achieves significant reduction in computing time.
A spectral mimetic least-squares method
DOE Office of Scientific and Technical Information (OSTI.GOV)
Bochev, Pavel; Gerritsma, Marc
We present a spectral mimetic least-squares method for a model diffusion–reaction problem, which preserves key conservation properties of the continuum problem. Casting the model problem into a first-order system for two scalar and two vector variables shifts material properties from the differential equations to a pair of constitutive relations. We also use this system to motivate a new least-squares functional involving all four fields and show that its minimizer satisfies the differential equations exactly. Discretization of the four-field least-squares functional by spectral spaces compatible with the differential operators leads to a least-squares method in which the differential equations are alsomore » satisfied exactly. Additionally, the latter are reduced to purely topological relationships for the degrees of freedom that can be satisfied without reference to basis functions. Furthermore, numerical experiments confirm the spectral accuracy of the method and its local conservation.« less
A spectral mimetic least-squares method
Bochev, Pavel; Gerritsma, Marc
2014-09-01
We present a spectral mimetic least-squares method for a model diffusion–reaction problem, which preserves key conservation properties of the continuum problem. Casting the model problem into a first-order system for two scalar and two vector variables shifts material properties from the differential equations to a pair of constitutive relations. We also use this system to motivate a new least-squares functional involving all four fields and show that its minimizer satisfies the differential equations exactly. Discretization of the four-field least-squares functional by spectral spaces compatible with the differential operators leads to a least-squares method in which the differential equations are alsomore » satisfied exactly. Additionally, the latter are reduced to purely topological relationships for the degrees of freedom that can be satisfied without reference to basis functions. Furthermore, numerical experiments confirm the spectral accuracy of the method and its local conservation.« less
Minimum Bayes risk image correlation
NASA Technical Reports Server (NTRS)
Minter, T. C., Jr.
1980-01-01
In this paper, the problem of designing a matched filter for image correlation will be treated as a statistical pattern recognition problem. It is shown that, by minimizing a suitable criterion, a matched filter can be estimated which approximates the optimum Bayes discriminant function in a least-squares sense. It is well known that the use of the Bayes discriminant function in target classification minimizes the Bayes risk, which in turn directly minimizes the probability of a false fix. A fast Fourier implementation of the minimum Bayes risk correlation procedure is described.
Exact solution for the optimal neuronal layout problem.
Chklovskii, Dmitri B
2004-10-01
Evolution perfected brain design by maximizing its functionality while minimizing costs associated with building and maintaining it. Assumption that brain functionality is specified by neuronal connectivity, implemented by costly biological wiring, leads to the following optimal design problem. For a given neuronal connectivity, find a spatial layout of neurons that minimizes the wiring cost. Unfortunately, this problem is difficult to solve because the number of possible layouts is often astronomically large. We argue that the wiring cost may scale as wire length squared, reducing the optimal layout problem to a constrained minimization of a quadratic form. For biologically plausible constraints, this problem has exact analytical solutions, which give reasonable approximations to actual layouts in the brain. These solutions make the inverse problem of inferring neuronal connectivity from neuronal layout more tractable.
Zhang, Cheng; Zhang, Tao; Li, Ming; Peng, Chengtao; Liu, Zhaobang; Zheng, Jian
2016-06-18
In order to reduce the radiation dose of CT (computed tomography), compressed sensing theory has been a hot topic since it provides the possibility of a high quality recovery from the sparse sampling data. Recently, the algorithm based on DL (dictionary learning) was developed to deal with the sparse CT reconstruction problem. However, the existing DL algorithm focuses on the minimization problem with the L2-norm regularization term, which leads to reconstruction quality deteriorating while the sampling rate declines further. Therefore, it is essential to improve the DL method to meet the demand of more dose reduction. In this paper, we replaced the L2-norm regularization term with the L1-norm one. It is expected that the proposed L1-DL method could alleviate the over-smoothing effect of the L2-minimization and reserve more image details. The proposed algorithm solves the L1-minimization problem by a weighting strategy, solving the new weighted L2-minimization problem based on IRLS (iteratively reweighted least squares). Through the numerical simulation, the proposed algorithm is compared with the existing DL method (adaptive dictionary based statistical iterative reconstruction, ADSIR) and other two typical compressed sensing algorithms. It is revealed that the proposed algorithm is more accurate than the other algorithms especially when further reducing the sampling rate or increasing the noise. The proposed L1-DL algorithm can utilize more prior information of image sparsity than ADSIR. By transforming the L2-norm regularization term of ADSIR with the L1-norm one and solving the L1-minimization problem by IRLS strategy, L1-DL could reconstruct the image more exactly.
Using Volunteer Computing to Study Some Features of Diagonal Latin Squares
NASA Astrophysics Data System (ADS)
Vatutin, Eduard; Zaikin, Oleg; Kochemazov, Stepan; Valyaev, Sergey
2017-12-01
In this research, the study concerns around several features of diagonal Latin squares (DLSs) of small order. Authors of the study suggest an algorithm for computing minimal and maximal numbers of transversals of DLSs. According to this algorithm, all DLSs of a particular order are generated, and for each square all its transversals and diagonal transversals are constructed. The algorithm was implemented and applied to DLSs of order at most 7 on a personal computer. The experiment for order 8 was performed in the volunteer computing project Gerasim@home. In addition, the problem of finding pairs of orthogonal DLSs of order 10 was considered and reduced to Boolean satisfiability problem. The obtained problem turned out to be very hard, therefore it was decomposed into a family of subproblems. In order to solve the problem, the volunteer computing project SAT@home was used. As a result, several dozen pairs of described kind were found.
Least-Squares Data Adjustment with Rank-Deficient Data Covariance Matrices
DOE Office of Scientific and Technical Information (OSTI.GOV)
Williams, J.G.
2011-07-01
A derivation of the linear least-squares adjustment formulae is required that avoids the assumption that the covariance matrix of prior parameters can be inverted. Possible proofs are of several kinds, including: (i) extension of standard results for the linear regression formulae, and (ii) minimization by differentiation of a quadratic form of the deviations in parameters and responses. In this paper, the least-squares adjustment equations are derived in both these ways, while explicitly assuming that the covariance matrix of prior parameters is singular. It will be proved that the solutions are unique and that, contrary to statements that have appeared inmore » the literature, the least-squares adjustment problem is not ill-posed. No modification is required to the adjustment formulae that have been used in the past in the case of a singular covariance matrix for the priors. In conclusion: The linear least-squares adjustment formula that has been used in the past is valid in the case of a singular covariance matrix for the covariance matrix of prior parameters. Furthermore, it provides a unique solution. Statements in the literature, to the effect that the problem is ill-posed are wrong. No regularization of the problem is required. This has been proved in the present paper by two methods, while explicitly assuming that the covariance matrix of prior parameters is singular: i) extension of standard results for the linear regression formulae, and (ii) minimization by differentiation of a quadratic form of the deviations in parameters and responses. No modification is needed to the adjustment formulae that have been used in the past. (author)« less
NASA Astrophysics Data System (ADS)
Liu, L. H.; Tan, J. Y.
2007-02-01
A least-squares collocation meshless method is employed for solving the radiative heat transfer in absorbing, emitting and scattering media. The least-squares collocation meshless method for radiative transfer is based on the discrete ordinates equation. A moving least-squares approximation is applied to construct the trial functions. Except for the collocation points which are used to construct the trial functions, a number of auxiliary points are also adopted to form the total residuals of the problem. The least-squares technique is used to obtain the solution of the problem by minimizing the summation of residuals of all collocation and auxiliary points. Three numerical examples are studied to illustrate the performance of this new solution method. The numerical results are compared with the other benchmark approximate solutions. By comparison, the results show that the least-squares collocation meshless method is efficient, accurate and stable, and can be used for solving the radiative heat transfer in absorbing, emitting and scattering media.
Li, Haichen; Yaron, David J
2016-11-08
A least-squares commutator in the iterative subspace (LCIIS) approach is explored for accelerating self-consistent field (SCF) calculations. LCIIS is similar to direct inversion of the iterative subspace (DIIS) methods in that the next iterate of the density matrix is obtained as a linear combination of past iterates. However, whereas DIIS methods find the linear combination by minimizing a sum of error vectors, LCIIS minimizes the Frobenius norm of the commutator between the density matrix and the Fock matrix. This minimization leads to a quartic problem that can be solved iteratively through a constrained Newton's method. The relationship between LCIIS and DIIS is discussed. Numerical experiments suggest that LCIIS leads to faster convergence than other SCF convergence accelerating methods in a statistically significant sense, and in a number of cases LCIIS leads to stable SCF solutions that are not found by other methods. The computational cost involved in solving the quartic minimization problem is small compared to the typical cost of SCF iterations and the approach is easily integrated into existing codes. LCIIS can therefore serve as a powerful addition to SCF convergence accelerating methods in computational quantum chemistry packages.
Optimized System Identification
NASA Technical Reports Server (NTRS)
Juang, Jer-Nan; Longman, Richard W.
1999-01-01
In system identification, one usually cares most about finding a model whose outputs are as close as possible to the true system outputs when the same input is applied to both. However, most system identification algorithms do not minimize this output error. Often they minimize model equation error instead, as in typical least-squares fits using a finite-difference model, and it is seen here that this distinction is significant. Here, we develop a set of system identification algorithms that minimize output error for multi-input/multi-output and multi-input/single-output systems. This is done with sequential quadratic programming iterations on the nonlinear least-squares problems, with an eigendecomposition to handle indefinite second partials. This optimization minimizes a nonlinear function of many variables, and hence can converge to local minima. To handle this problem, we start the iterations from the OKID (Observer/Kalman Identification) algorithm result. Not only has OKID proved very effective in practice, it minimizes an output error of an observer which has the property that as the data set gets large, it converges to minimizing the criterion of interest here. Hence, it is a particularly good starting point for the nonlinear iterations here. Examples show that the methods developed here eliminate the bias that is often observed using any system identification methods of either over-estimating or under-estimating the damping of vibration modes in lightly damped structures.
ERIC Educational Resources Information Center
Knol, Dirk L.; ten Berge, Jos M. F.
An algorithm is presented for the best least-squares fitting correlation matrix approximating a given missing value or improper correlation matrix. The proposed algorithm is based on a solution for C. I. Mosier's oblique Procrustes rotation problem offered by J. M. F. ten Berge and K. Nevels (1977). It is shown that the minimization problem…
NASA Technical Reports Server (NTRS)
Hedgley, D. R., Jr.
1982-01-01
The requirements for computer-generated perspective projections of three dimensional objects has escalated. A general solution was developed. The theoretical solution to this problem is presented. The method is very efficient as it minimizes the selection of points and comparison of line segments and hence avoids the devastation of square-law growth.
Yalavarthy, Phaneendra K; Pogue, Brian W; Dehghani, Hamid; Paulsen, Keith D
2007-06-01
Diffuse optical tomography (DOT) involves estimation of tissue optical properties using noninvasive boundary measurements. The image reconstruction procedure is a nonlinear, ill-posed, and ill-determined problem, so overcoming these difficulties requires regularization of the solution. While the methods developed for solving the DOT image reconstruction procedure have a long history, there is less direct evidence on the optimal regularization methods, or exploring a common theoretical framework for techniques which uses least-squares (LS) minimization. A generalized least-squares (GLS) method is discussed here, which takes into account the variances and covariances among the individual data points and optical properties in the image into a structured weight matrix. It is shown that most of the least-squares techniques applied in DOT can be considered as special cases of this more generalized LS approach. The performance of three minimization techniques using the same implementation scheme is compared using test problems with increasing noise level and increasing complexity within the imaging field. Techniques that use spatial-prior information as constraints can be also incorporated into the GLS formalism. It is also illustrated that inclusion of spatial priors reduces the image error by at least a factor of 2. The improvement of GLS minimization is even more apparent when the noise level in the data is high (as high as 10%), indicating that the benefits of this approach are important for reconstruction of data in a routine setting where the data variance can be known based upon the signal to noise properties of the instruments.
NASA Astrophysics Data System (ADS)
See, J. J.; Jamaian, S. S.; Salleh, R. M.; Nor, M. E.; Aman, F.
2018-04-01
This research aims to estimate the parameters of Monod model of microalgae Botryococcus Braunii sp growth by the Least-Squares method. Monod equation is a non-linear equation which can be transformed into a linear equation form and it is solved by implementing the Least-Squares linear regression method. Meanwhile, Gauss-Newton method is an alternative method to solve the non-linear Least-Squares problem with the aim to obtain the parameters value of Monod model by minimizing the sum of square error ( SSE). As the result, the parameters of the Monod model for microalgae Botryococcus Braunii sp can be estimated by the Least-Squares method. However, the estimated parameters value obtained by the non-linear Least-Squares method are more accurate compared to the linear Least-Squares method since the SSE of the non-linear Least-Squares method is less than the linear Least-Squares method.
Adjoint sensitivity analysis of chaotic dynamical systems with non-intrusive least squares shadowing
NASA Astrophysics Data System (ADS)
Blonigan, Patrick J.
2017-11-01
This paper presents a discrete adjoint version of the recently developed non-intrusive least squares shadowing (NILSS) algorithm, which circumvents the instability that conventional adjoint methods encounter for chaotic systems. The NILSS approach involves solving a smaller minimization problem than other shadowing approaches and can be implemented with only minor modifications to preexisting tangent and adjoint solvers. Adjoint NILSS is demonstrated on a small chaotic ODE, a one-dimensional scalar PDE, and a direct numerical simulation (DNS) of the minimal flow unit, a turbulent channel flow on a small spatial domain. This is the first application of an adjoint shadowing-based algorithm to a three-dimensional turbulent flow.
The minimal residual QR-factorization algorithm for reliably solving subset regression problems
NASA Technical Reports Server (NTRS)
Verhaegen, M. H.
1987-01-01
A new algorithm to solve test subset regression problems is described, called the minimal residual QR factorization algorithm (MRQR). This scheme performs a QR factorization with a new column pivoting strategy. Basically, this strategy is based on the change in the residual of the least squares problem. Furthermore, it is demonstrated that this basic scheme might be extended in a numerically efficient way to combine the advantages of existing numerical procedures, such as the singular value decomposition, with those of more classical statistical procedures, such as stepwise regression. This extension is presented as an advisory expert system that guides the user in solving the subset regression problem. The advantages of the new procedure are highlighted by a numerical example.
The Soda Can Optimization Problem: Getting Close to the Real Thing
ERIC Educational Resources Information Center
Premadasa, Kirthi; Martin, Paul; Sprecher, Bryce; Yang, Lai; Dodge, Noah-Helen
2016-01-01
Optimizing the dimensions of a soda can is a classic problem that is frequently posed to freshman calculus students. However, if we only minimize the surface area subject to a fixed volume, the result is a can with a square edge-on profile, and this differs significantly from actual cans. By considering a more realistic model for the can that…
Least-squares finite element methods for compressible Euler equations
NASA Technical Reports Server (NTRS)
Jiang, Bo-Nan; Carey, G. F.
1990-01-01
A method based on backward finite differencing in time and a least-squares finite element scheme for first-order systems of partial differential equations in space is applied to the Euler equations for gas dynamics. The scheme minimizes the L-sq-norm of the residual within each time step. The method naturally generates numerical dissipation proportional to the time step size. An implicit method employing linear elements has been implemented and proves robust. For high-order elements, computed solutions based on the L-sq method may have oscillations for calculations at similar time step sizes. To overcome this difficulty, a scheme which minimizes the weighted H1-norm of the residual is proposed and leads to a successful scheme with high-degree elements. Finally, a conservative least-squares finite element method is also developed. Numerical results for two-dimensional problems are given to demonstrate the shock resolution of the methods and compare different approaches.
Stencils and problem partitionings: Their influence on the performance of multiple processor systems
NASA Technical Reports Server (NTRS)
Reed, D. A.; Adams, L. M.; Patrick, M. L.
1986-01-01
Given a discretization stencil, partitioning the problem domain is an important first step for the efficient solution of partial differential equations on multiple processor systems. Partitions are derived that minimize interprocessor communication when the number of processors is known a priori and each domain partition is assigned to a different processor. This partitioning technique uses the stencil structure to select appropriate partition shapes. For square problem domains, it is shown that non-standard partitions (e.g., hexagons) are frequently preferable to the standard square partitions for a variety of commonly used stencils. This investigation is concluded with a formalization of the relationship between partition shape, stencil structure, and architecture, allowing selection of optimal partitions for a variety of parallel systems.
NASA Technical Reports Server (NTRS)
Tapia, R. A.; Vanrooy, D. L.
1976-01-01
A quasi-Newton method is presented for minimizing a nonlinear function while constraining the variables to be nonnegative and sum to one. The nonnegativity constraints were eliminated by working with the squares of the variables and the resulting problem was solved using Tapia's general theory of quasi-Newton methods for constrained optimization. A user's guide for a computer program implementing this algorithm is provided.
A simple suboptimal least-squares algorithm for attitude determination with multiple sensors
NASA Technical Reports Server (NTRS)
Brozenec, Thomas F.; Bender, Douglas J.
1994-01-01
Three-axis attitude determination is equivalent to finding a coordinate transformation matrix which transforms a set of reference vectors fixed in inertial space to a set of measurement vectors fixed in the spacecraft. The attitude determination problem can be expressed as a constrained optimization problem. The constraint is that a coordinate transformation matrix must be proper, real, and orthogonal. A transformation matrix can be thought of as optimal in the least-squares sense if it maps the measurement vectors to the reference vectors with minimal 2-norm errors and meets the above constraint. This constrained optimization problem is known as Wahba's problem. Several algorithms which solve Wahba's problem exactly have been developed and used. These algorithms, while steadily improving, are all rather complicated. Furthermore, they involve such numerically unstable or sensitive operations as matrix determinant, matrix adjoint, and Newton-Raphson iterations. This paper describes an algorithm which minimizes Wahba's loss function, but without the constraint. When the constraint is ignored, the problem can be solved by a straightforward, numerically stable least-squares algorithm such as QR decomposition. Even though the algorithm does not explicitly take the constraint into account, it still yields a nearly orthogonal matrix for most practical cases; orthogonality only becomes corrupted when the sensor measurements are very noisy, on the same order of magnitude as the attitude rotations. The algorithm can be simplified if the attitude rotations are small enough so that the approximation sin(theta) approximately equals theta holds. We then compare the computational requirements for several well-known algorithms. For the general large-angle case, the QR least-squares algorithm is competitive with all other know algorithms and faster than most. If attitude rotations are small, the least-squares algorithm can be modified to run faster, and this modified algorithm is faster than all but a similarly specialized version of the QUEST algorithm. We also introduce a novel measurement averaging technique which reduces the n-measurement case to the two measurement case for our particular application, a star tracker and earth sensor mounted on an earth-pointed geosynchronous communications satellite. Using this technique, many n-measurement problems reduce to less than or equal to 3 measurements; this reduces the amount of required calculation without significant degradation in accuracy. Finally, we present the results of some tests which compare the least-squares algorithm with the QUEST and FOAM algorithms in the two-measurement case. For our example case, all three algorithms performed with similar accuracy.
Optimal and heuristic algorithms of planning of low-rise residential buildings
NASA Astrophysics Data System (ADS)
Kartak, V. M.; Marchenko, A. A.; Petunin, A. A.; Sesekin, A. N.; Fabarisova, A. I.
2017-10-01
The problem of the optimal layout of low-rise residential building is considered. Each apartment must be no less than the corresponding apartment from the proposed list. Also all requests must be made and excess of the total square over of the total square of apartment from the list must be minimized. The difference in the squares formed due to with the discreteness of distances between bearing walls and a number of other technological limitations. It shown, that this problem is NP-hard. The authors built a linear-integer model and conducted her qualitative analysis. As well, authors developed a heuristic algorithm for the solution tasks of a high dimension. The computational experiment was conducted which confirming the efficiency of the proposed approach. Practical recommendations on the use the proposed algorithms are given.
Comments on Different techniques for finding best-fit parameters
DOE Office of Scientific and Technical Information (OSTI.GOV)
Fenimore, Edward E.; Triplett, Laurie A.
2014-07-01
A common data analysis problem is to find best-fit parameters through chi-square minimization. Levenberg-Marquardt is an often used system that depends on gradients and converges when successive iterations do not change chi-square more than a specified amount. We point out in cases where the sought-after parameter weakly affects the fit and cases where the overall scale factor is a parameter, that a Golden Search technique can often do better. The Golden Search converges when the best-fit point is within a specified range and that range can be made arbitrarily small. It does not depend on the value of chi-square.
Zhu, Yuanheng; Zhao, Dongbin; Yang, Xiong; Zhang, Qichao
2018-02-01
Sum of squares (SOS) polynomials have provided a computationally tractable way to deal with inequality constraints appearing in many control problems. It can also act as an approximator in the framework of adaptive dynamic programming. In this paper, an approximate solution to the optimal control of polynomial nonlinear systems is proposed. Under a given attenuation coefficient, the Hamilton-Jacobi-Isaacs equation is relaxed to an optimization problem with a set of inequalities. After applying the policy iteration technique and constraining inequalities to SOS, the optimization problem is divided into a sequence of feasible semidefinite programming problems. With the converged solution, the attenuation coefficient is further minimized to a lower value. After iterations, approximate solutions to the smallest -gain and the associated optimal controller are obtained. Four examples are employed to verify the effectiveness of the proposed algorithm.
Least-squares Minimization Approaches to Interpret Total Magnetic Anomalies Due to Spheres
NASA Astrophysics Data System (ADS)
Abdelrahman, E. M.; El-Araby, T. M.; Soliman, K. S.; Essa, K. S.; Abo-Ezz, E. R.
2007-05-01
We have developed three different least-squares approaches to determine successively: the depth, magnetic angle, and amplitude coefficient of a buried sphere from a total magnetic anomaly. By defining the anomaly value at the origin and the nearest zero-anomaly distance from the origin on the profile, the problem of depth determination is transformed into the problem of finding a solution of a nonlinear equation of the form f(z)=0. Knowing the depth and applying the least-squares method, the magnetic angle and amplitude coefficient are determined using two simple linear equations. In this way, the depth, magnetic angle, and amplitude coefficient are determined individually from all observed total magnetic data. The method is applied to synthetic examples with and without random errors and tested on a field example from Senegal, West Africa. In all cases, the depth solutions are in good agreement with the actual ones.
Geodesic regression on orientation distribution functions with its application to an aging study.
Du, Jia; Goh, Alvina; Kushnarev, Sergey; Qiu, Anqi
2014-02-15
In this paper, we treat orientation distribution functions (ODFs) derived from high angular resolution diffusion imaging (HARDI) as elements of a Riemannian manifold and present a method for geodesic regression on this manifold. In order to find the optimal regression model, we pose this as a least-squares problem involving the sum-of-squared geodesic distances between observed ODFs and their model fitted data. We derive the appropriate gradient terms and employ gradient descent to find the minimizer of this least-squares optimization problem. In addition, we show how to perform statistical testing for determining the significance of the relationship between the manifold-valued regressors and the real-valued regressands. Experiments on both synthetic and real human data are presented. In particular, we examine aging effects on HARDI via geodesic regression of ODFs in normal adults aged 22 years old and above. © 2013 Elsevier Inc. All rights reserved.
NASA Technical Reports Server (NTRS)
Periaux, J.
1979-01-01
The numerical simulation of the transonic flows of idealized fluids and of incompressible viscous fluids, by the nonlinear least squares methods is presented. The nonlinear equations, the boundary conditions, and the various constraints controlling the two types of flow are described. The standard iterative methods for solving a quasi elliptical nonlinear equation with partial derivatives are reviewed with emphasis placed on two examples: the fixed point method applied to the Gelder functional in the case of compressible subsonic flows and the Newton method used in the technique of decomposition of the lifting potential. The new abstract least squares method is discussed. It consists of substituting the nonlinear equation by a problem of minimization in a H to the minus 1 type Sobolev functional space.
Systems identification using a modified Newton-Raphson method: A FORTRAN program
NASA Technical Reports Server (NTRS)
Taylor, L. W., Jr.; Iliff, K. W.
1972-01-01
A FORTRAN program is offered which computes a maximum likelihood estimate of the parameters of any linear, constant coefficient, state space model. For the case considered, the maximum likelihood estimate can be identical to that which minimizes simultaneously the weighted mean square difference between the computed and measured response of a system and the weighted square of the difference between the estimated and a priori parameter values. A modified Newton-Raphson or quasilinearization method is used to perform the minimization which typically requires several iterations. A starting technique is used which insures convergence for any initial values of the unknown parameters. The program and its operation are described in sufficient detail to enable the user to apply the program to his particular problem with a minimum of difficulty.
NASA Astrophysics Data System (ADS)
Baturin, A. P.
2011-07-01
The method of NEO's impact orbits search based on two target functions product minimization is presented. These functions are: a square of asteroid-Earth distance at the moment of close approach and a sum of squares of angular residuals. Besides, the method includes a minimization of asteroid-Earth distance's square in function of time alone when initial motion parameters are fixed. Both minimizations are carrying out in turn each by another. The testing of method has been made on the problem of Apophis's impact orbit search. The results of the testing have depicted an effectivity of presented method in searching of impact orbits for the Apophis's Earth encounters in 2036 and 2037.
Wang, Jing; Li, Tianfang; Lu, Hongbing; Liang, Zhengrong
2006-01-01
Reconstructing low-dose X-ray CT (computed tomography) images is a noise problem. This work investigated a penalized weighted least-squares (PWLS) approach to address this problem in two dimensions, where the WLS considers first- and second-order noise moments and the penalty models signal spatial correlations. Three different implementations were studied for the PWLS minimization. One utilizes a MRF (Markov random field) Gibbs functional to consider spatial correlations among nearby detector bins and projection views in sinogram space and minimizes the PWLS cost function by iterative Gauss-Seidel algorithm. Another employs Karhunen-Loève (KL) transform to de-correlate data signals among nearby views and minimizes the PWLS adaptively to each KL component by analytical calculation, where the spatial correlation among nearby bins is modeled by the same Gibbs functional. The third one models the spatial correlations among image pixels in image domain also by a MRF Gibbs functional and minimizes the PWLS by iterative successive over-relaxation algorithm. In these three implementations, a quadratic functional regularization was chosen for the MRF model. Phantom experiments showed a comparable performance of these three PWLS-based methods in terms of suppressing noise-induced streak artifacts and preserving resolution in the reconstructed images. Computer simulations concurred with the phantom experiments in terms of noise-resolution tradeoff and detectability in low contrast environment. The KL-PWLS implementation may have the advantage in terms of computation for high-resolution dynamic low-dose CT imaging. PMID:17024831
On the complexity of some quadratic Euclidean 2-clustering problems
NASA Astrophysics Data System (ADS)
Kel'manov, A. V.; Pyatkin, A. V.
2016-03-01
Some problems of partitioning a finite set of points of Euclidean space into two clusters are considered. In these problems, the following criteria are minimized: (1) the sum over both clusters of the sums of squared pairwise distances between the elements of the cluster and (2) the sum of the (multiplied by the cardinalities of the clusters) sums of squared distances from the elements of the cluster to its geometric center, where the geometric center (or centroid) of a cluster is defined as the mean value of the elements in that cluster. Additionally, another problem close to (2) is considered, where the desired center of one of the clusters is given as input, while the center of the other cluster is unknown (is the variable to be optimized) as in problem (2). Two variants of the problems are analyzed, in which the cardinalities of the clusters are (1) parts of the input or (2) optimization variables. It is proved that all the considered problems are strongly NP-hard and that, in general, there is no fully polynomial-time approximation scheme for them (unless P = NP).
Practical global oceanic state estimation
NASA Astrophysics Data System (ADS)
Wunsch, Carl; Heimbach, Patrick
2007-06-01
The problem of oceanographic state estimation, by means of an ocean general circulation model (GCM) and a multitude of observations, is described and contrasted with the meteorological process of data assimilation. In practice, all such methods reduce, on the computer, to forms of least-squares. The global oceanographic problem is at the present time focussed primarily on smoothing, rather than forecasting, and the data types are unlike meteorological ones. As formulated in the consortium Estimating the Circulation and Climate of the Ocean (ECCO), an automatic differentiation tool is used to calculate the so-called adjoint code of the GCM, and the method of Lagrange multipliers used to render the problem one of unconstrained least-squares minimization. Major problems today lie less with the numerical algorithms (least-squares problems can be solved by many means) than with the issues of data and model error. Results of ongoing calculations covering the period of the World Ocean Circulation Experiment, and including among other data, satellite altimetry from TOPEX/POSEIDON, Jason-1, ERS- 1/2, ENVISAT, and GFO, a global array of profiling floats from the Argo program, and satellite gravity data from the GRACE mission, suggest that the solutions are now useful for scientific purposes. Both methodology and applications are developing in a number of different directions.
Optimal Partitioning of a Data Set Based on the "p"-Median Model
ERIC Educational Resources Information Center
Brusco, Michael J.; Kohn, Hans-Friedrich
2008-01-01
Although the "K"-means algorithm for minimizing the within-cluster sums of squared deviations from cluster centroids is perhaps the most common method for applied cluster analyses, a variety of other criteria are available. The "p"-median model is an especially well-studied clustering problem that requires the selection of "p" objects to serve as…
First-order convex feasibility algorithms for x-ray CT
Sidky, Emil Y.; Jørgensen, Jakob S.; Pan, Xiaochuan
2013-01-01
Purpose: Iterative image reconstruction (IIR) algorithms in computed tomography (CT) are based on algorithms for solving a particular optimization problem. Design of the IIR algorithm, therefore, is aided by knowledge of the solution to the optimization problem on which it is based. Often times, however, it is impractical to achieve accurate solution to the optimization of interest, which complicates design of IIR algorithms. This issue is particularly acute for CT with a limited angular-range scan, which leads to poorly conditioned system matrices and difficult to solve optimization problems. In this paper, we develop IIR algorithms which solve a certain type of optimization called convex feasibility. The convex feasibility approach can provide alternatives to unconstrained optimization approaches and at the same time allow for rapidly convergent algorithms for their solution—thereby facilitating the IIR algorithm design process. Methods: An accelerated version of the Chambolle−Pock (CP) algorithm is adapted to various convex feasibility problems of potential interest to IIR in CT. One of the proposed problems is seen to be equivalent to least-squares minimization, and two other problems provide alternatives to penalized, least-squares minimization. Results: The accelerated CP algorithms are demonstrated on a simulation of circular fan-beam CT with a limited scanning arc of 144°. The CP algorithms are seen in the empirical results to converge to the solution of their respective convex feasibility problems. Conclusions: Formulation of convex feasibility problems can provide a useful alternative to unconstrained optimization when designing IIR algorithms for CT. The approach is amenable to recent methods for accelerating first-order algorithms which may be particularly useful for CT with limited angular-range scanning. The present paper demonstrates the methodology, and future work will illustrate its utility in actual CT application. PMID:23464295
Discretized energy minimization in a wave guide with point sources
NASA Technical Reports Server (NTRS)
Propst, G.
1994-01-01
An anti-noise problem on a finite time interval is solved by minimization of a quadratic functional on the Hilbert space of square integrable controls. To this end, the one-dimensional wave equation with point sources and pointwise reflecting boundary conditions is decomposed into a system for the two propagating components of waves. Wellposedness of this system is proved for a class of data that includes piecewise linear initial conditions and piecewise constant forcing functions. It is shown that for such data the optimal piecewise constant control is the solution of a sparse linear system. Methods for its computational treatment are presented as well as examples of their applicability. The convergence of discrete approximations to the general optimization problem is demonstrated by finite element methods.
A parameter estimation subroutine package
NASA Technical Reports Server (NTRS)
Bierman, G. J.; Nead, M. W.
1978-01-01
Linear least squares estimation and regression analyses continue to play a major role in orbit determination and related areas. A library of FORTRAN subroutines were developed to facilitate analyses of a variety of estimation problems. An easy to use, multi-purpose set of algorithms that are reasonably efficient and which use a minimal amount of computer storage are presented. Subroutine inputs, outputs, usage and listings are given, along with examples of how these routines can be used. The routines are compact and efficient and are far superior to the normal equation and Kalman filter data processing algorithms that are often used for least squares analyses.
Second-Order Two-Sided Estimates in Nonlinear Elliptic Problems
NASA Astrophysics Data System (ADS)
Cianchi, Andrea; Maz'ya, Vladimir G.
2018-05-01
Best possible second-order regularity is established for solutions to p-Laplacian type equations with {p \\in (1, ∞)} and a square-integrable right-hand side. Our results provide a nonlinear counterpart of the classical L 2-coercivity theory for linear problems, which is missing in the existing literature. Both local and global estimates are obtained. The latter apply to solutions to either Dirichlet or Neumann boundary value problems. Minimal regularity on the boundary of the domain is required, although our conclusions are new even for smooth domains. If the domain is convex, no regularity of its boundary is needed at all.
Optimal trajectories of aircraft and spacecraft
NASA Technical Reports Server (NTRS)
Miele, A.
1990-01-01
Work done on algorithms for the numerical solutions of optimal control problems and their application to the computation of optimal flight trajectories of aircraft and spacecraft is summarized. General considerations on calculus of variations, optimal control, numerical algorithms, and applications of these algorithms to real-world problems are presented. The sequential gradient-restoration algorithm (SGRA) is examined for the numerical solution of optimal control problems of the Bolza type. Both the primal formulation and the dual formulation are discussed. Aircraft trajectories, in particular, the application of the dual sequential gradient-restoration algorithm (DSGRA) to the determination of optimal flight trajectories in the presence of windshear are described. Both take-off trajectories and abort landing trajectories are discussed. Take-off trajectories are optimized by minimizing the peak deviation of the absolute path inclination from a reference value. Abort landing trajectories are optimized by minimizing the peak drop of altitude from a reference value. Abort landing trajectories are optimized by minimizing the peak drop of altitude from a reference value. The survival capability of an aircraft in a severe windshear is discussed, and the optimal trajectories are found to be superior to both constant pitch trajectories and maximum angle of attack trajectories. Spacecraft trajectories, in particular, the application of the primal sequential gradient-restoration algorithm (PSGRA) to the determination of optimal flight trajectories for aeroassisted orbital transfer are examined. Both the coplanar case and the noncoplanar case are discussed within the frame of three problems: minimization of the total characteristic velocity; minimization of the time integral of the square of the path inclination; and minimization of the peak heating rate. The solution of the second problem is called nearly-grazing solution, and its merits are pointed out as a useful engineering compromise between energy requirements and aerodynamics heating requirements.
Optimized tuner selection for engine performance estimation
NASA Technical Reports Server (NTRS)
Simon, Donald L. (Inventor); Garg, Sanjay (Inventor)
2013-01-01
A methodology for minimizing the error in on-line Kalman filter-based aircraft engine performance estimation applications is presented. This technique specifically addresses the underdetermined estimation problem, where there are more unknown parameters than available sensor measurements. A systematic approach is applied to produce a model tuning parameter vector of appropriate dimension to enable estimation by a Kalman filter, while minimizing the estimation error in the parameters of interest. Tuning parameter selection is performed using a multi-variable iterative search routine which seeks to minimize the theoretical mean-squared estimation error. Theoretical Kalman filter estimation error bias and variance values are derived at steady-state operating conditions, and the tuner selection routine is applied to minimize these values. The new methodology yields an improvement in on-line engine performance estimation accuracy.
Constrained Low-Rank Learning Using Least Squares-Based Regularization.
Li, Ping; Yu, Jun; Wang, Meng; Zhang, Luming; Cai, Deng; Li, Xuelong
2017-12-01
Low-rank learning has attracted much attention recently due to its efficacy in a rich variety of real-world tasks, e.g., subspace segmentation and image categorization. Most low-rank methods are incapable of capturing low-dimensional subspace for supervised learning tasks, e.g., classification and regression. This paper aims to learn both the discriminant low-rank representation (LRR) and the robust projecting subspace in a supervised manner. To achieve this goal, we cast the problem into a constrained rank minimization framework by adopting the least squares regularization. Naturally, the data label structure tends to resemble that of the corresponding low-dimensional representation, which is derived from the robust subspace projection of clean data by low-rank learning. Moreover, the low-dimensional representation of original data can be paired with some informative structure by imposing an appropriate constraint, e.g., Laplacian regularizer. Therefore, we propose a novel constrained LRR method. The objective function is formulated as a constrained nuclear norm minimization problem, which can be solved by the inexact augmented Lagrange multiplier algorithm. Extensive experiments on image classification, human pose estimation, and robust face recovery have confirmed the superiority of our method.
Theoretical study of the incompressible Navier-Stokes equations by the least-squares method
NASA Technical Reports Server (NTRS)
Jiang, Bo-Nan; Loh, Ching Y.; Povinelli, Louis A.
1994-01-01
Usually the theoretical analysis of the Navier-Stokes equations is conducted via the Galerkin method which leads to difficult saddle-point problems. This paper demonstrates that the least-squares method is a useful alternative tool for the theoretical study of partial differential equations since it leads to minimization problems which can often be treated by an elementary technique. The principal part of the Navier-Stokes equations in the first-order velocity-pressure-vorticity formulation consists of two div-curl systems, so the three-dimensional div-curl system is thoroughly studied at first. By introducing a dummy variable and by using the least-squares method, this paper shows that the div-curl system is properly determined and elliptic, and has a unique solution. The same technique then is employed to prove that the Stokes equations are properly determined and elliptic, and that four boundary conditions on a fixed boundary are required for three-dimensional problems. This paper also shows that under four combinations of non-standard boundary conditions the solution of the Stokes equations is unique. This paper emphasizes the application of the least-squares method and the div-curl method to derive a high-order version of differential equations and additional boundary conditions. In this paper, an elementary method (integration by parts) is used to prove Friedrichs' inequalities related to the div and curl operators which play an essential role in the analysis.
Yalavarthy, Phaneendra K; Lynch, Daniel R; Pogue, Brian W; Dehghani, Hamid; Paulsen, Keith D
2008-05-01
Three-dimensional (3D) diffuse optical tomography is known to be a nonlinear, ill-posed and sometimes under-determined problem, where regularization is added to the minimization to allow convergence to a unique solution. In this work, a generalized least-squares (GLS) minimization method was implemented, which employs weight matrices for both data-model misfit and optical properties to include their variances and covariances, using a computationally efficient scheme. This allows inversion of a matrix that is of a dimension dictated by the number of measurements, instead of by the number of imaging parameters. This increases the computation speed up to four times per iteration in most of the under-determined 3D imaging problems. An analytic derivation, using the Sherman-Morrison-Woodbury identity, is shown for this efficient alternative form and it is proven to be equivalent, not only analytically, but also numerically. Equivalent alternative forms for other minimization methods, like Levenberg-Marquardt (LM) and Tikhonov, are also derived. Three-dimensional reconstruction results indicate that the poor recovery of quantitatively accurate values in 3D optical images can also be a characteristic of the reconstruction algorithm, along with the target size. Interestingly, usage of GLS reconstruction methods reduces error in the periphery of the image, as expected, and improves by 20% the ability to quantify local interior regions in terms of the recovered optical contrast, as compared to LM methods. Characterization of detector photo-multiplier tubes noise has enabled the use of the GLS method for reconstructing experimental data and showed a promise for better quantification of target in 3D optical imaging. Use of these new alternative forms becomes effective when the ratio of the number of imaging property parameters exceeds the number of measurements by a factor greater than 2.
Image registration using stationary velocity fields parameterized by norm-minimizing Wendland kernel
NASA Astrophysics Data System (ADS)
Pai, Akshay; Sommer, Stefan; Sørensen, Lauge; Darkner, Sune; Sporring, Jon; Nielsen, Mads
2015-03-01
Interpolating kernels are crucial to solving a stationary velocity field (SVF) based image registration problem. This is because, velocity fields need to be computed in non-integer locations during integration. The regularity in the solution to the SVF registration problem is controlled by the regularization term. In a variational formulation, this term is traditionally expressed as a squared norm which is a scalar inner product of the interpolating kernels parameterizing the velocity fields. The minimization of this term using the standard spline interpolation kernels (linear or cubic) is only approximative because of the lack of a compatible norm. In this paper, we propose to replace such interpolants with a norm-minimizing interpolant - the Wendland kernel which has the same computational simplicity like B-Splines. An application on the Alzheimer's disease neuroimaging initiative showed that Wendland SVF based measures separate (Alzheimer's disease v/s normal controls) better than both B-Spline SVFs (p<0.05 in amygdala) and B-Spline freeform deformation (p<0.05 in amygdala and cortical gray matter).
Formulation of image fusion as a constrained least squares optimization problem
Dwork, Nicholas; Lasry, Eric M.; Pauly, John M.; Balbás, Jorge
2017-01-01
Abstract. Fusing a lower resolution color image with a higher resolution monochrome image is a common practice in medical imaging. By incorporating spatial context and/or improving the signal-to-noise ratio, it provides clinicians with a single frame of the most complete information for diagnosis. In this paper, image fusion is formulated as a convex optimization problem that avoids image decomposition and permits operations at the pixel level. This results in a highly efficient and embarrassingly parallelizable algorithm based on widely available robust and simple numerical methods that realizes the fused image as the global minimizer of the convex optimization problem. PMID:28331885
Simulation and Analysis of Converging Shock Wave Test Problems
DOE Office of Scientific and Technical Information (OSTI.GOV)
Ramsey, Scott D.; Shashkov, Mikhail J.
2012-06-21
Results and analysis pertaining to the simulation of the Guderley converging shock wave test problem (and associated code verification hydrodynamics test problems involving converging shock waves) in the LANL ASC radiation-hydrodynamics code xRAGE are presented. One-dimensional (1D) spherical and two-dimensional (2D) axi-symmetric geometric setups are utilized and evaluated in this study, as is an instantiation of the xRAGE adaptive mesh refinement capability. For the 2D simulations, a 'Surrogate Guderley' test problem is developed and used to obviate subtleties inherent to the true Guderley solution's initialization on a square grid, while still maintaining a high degree of fidelity to the originalmore » problem, and minimally straining the general credibility of associated analysis and conclusions.« less
Hilbert's 17th Problem and the Quantumness of States
NASA Astrophysics Data System (ADS)
Korbicz, J. K.; Cirac, J. I.; Wehr, Jan; Lewenstein, M.
2005-04-01
A state of a quantum system can be regarded as classical (quantum) with respect to measurements of a set of canonical observables if and only if there exists (does not exist) a well defined, positive phase-space distribution, the so called Glauber-Sudarshan P representation. We derive a family of classicality criteria that requires that the averages of positive functions calculated using P representation must be positive. For polynomial functions, these criteria are related to Hilbert’s 17th problem, and have physical meaning of generalized squeezing conditions; alternatively, they may be interpreted as nonclassicality witnesses. We show that every generic nonclassical state can be detected by a polynomial that is a sum-of-squares of other polynomials. We introduce a very natural hierarchy of states regarding their degree of quantumness, which we relate to the minimal degree of a sum-of-squares polynomial that detects them.
Improved dynamic MRI reconstruction by exploiting sparsity and rank-deficiency.
Majumdar, Angshul
2013-06-01
In this paper we address the problem of dynamic MRI reconstruction from partially sampled K-space data. Our work is motivated by previous studies in this area that proposed exploiting the spatiotemporal correlation of the dynamic MRI sequence by posing the reconstruction problem as a least squares minimization regularized by sparsity and low-rank penalties. Ideally the sparsity and low-rank penalties should be represented by the l(0)-norm and the rank of a matrix; however both are NP hard penalties. The previous studies used the convex l(1)-norm as a surrogate for the l(0)-norm and the non-convex Schatten-q norm (0
On sufficient statistics of least-squares superposition of vector sets.
Konagurthu, Arun S; Kasarapu, Parthan; Allison, Lloyd; Collier, James H; Lesk, Arthur M
2015-06-01
The problem of superposition of two corresponding vector sets by minimizing their sum-of-squares error under orthogonal transformation is a fundamental task in many areas of science, notably structural molecular biology. This problem can be solved exactly using an algorithm whose time complexity grows linearly with the number of correspondences. This efficient solution has facilitated the widespread use of the superposition task, particularly in studies involving macromolecular structures. This article formally derives a set of sufficient statistics for the least-squares superposition problem. These statistics are additive. This permits a highly efficient (constant time) computation of superpositions (and sufficient statistics) of vector sets that are composed from its constituent vector sets under addition or deletion operation, where the sufficient statistics of the constituent sets are already known (that is, the constituent vector sets have been previously superposed). This results in a drastic improvement in the run time of the methods that commonly superpose vector sets under addition or deletion operations, where previously these operations were carried out ab initio (ignoring the sufficient statistics). We experimentally demonstrate the improvement our work offers in the context of protein structural alignment programs that assemble a reliable structural alignment from well-fitting (substructural) fragment pairs. A C++ library for this task is available online under an open-source license.
A parameter estimation subroutine package
NASA Technical Reports Server (NTRS)
Bierman, G. J.; Nead, W. M.
1977-01-01
Linear least squares estimation and regression analyses continue to play a major role in orbit determination and related areas. FORTRAN subroutines have been developed to facilitate analyses of a variety of parameter estimation problems. Easy to use multipurpose sets of algorithms are reported that are reasonably efficient and which use a minimal amount of computer storage. Subroutine inputs, outputs, usage and listings are given, along with examples of how these routines can be used.
Chi-squared and C statistic minimization for low count per bin data
NASA Astrophysics Data System (ADS)
Nousek, John A.; Shue, David R.
1989-07-01
Results are presented from a computer simulation comparing two statistical fitting techniques on data samples with large and small counts per bin; the results are then related specifically to X-ray astronomy. The Marquardt and Powell minimization techniques are compared by using both to minimize the chi-squared statistic. In addition, Cash's C statistic is applied, with Powell's method, and it is shown that the C statistic produces better fits in the low-count regime than chi-squared.
Chi-squared and C statistic minimization for low count per bin data. [sampling in X ray astronomy
NASA Technical Reports Server (NTRS)
Nousek, John A.; Shue, David R.
1989-01-01
Results are presented from a computer simulation comparing two statistical fitting techniques on data samples with large and small counts per bin; the results are then related specifically to X-ray astronomy. The Marquardt and Powell minimization techniques are compared by using both to minimize the chi-squared statistic. In addition, Cash's C statistic is applied, with Powell's method, and it is shown that the C statistic produces better fits in the low-count regime than chi-squared.
Large-eddy simulation of a backward facing step flow using a least-squares spectral element method
NASA Technical Reports Server (NTRS)
Chan, Daniel C.; Mittal, Rajat
1996-01-01
We report preliminary results obtained from the large eddy simulation of a backward facing step at a Reynolds number of 5100. The numerical platform is based on a high order Legendre spectral element spatial discretization and a least squares time integration scheme. A non-reflective outflow boundary condition is in place to minimize the effect of downstream influence. Smagorinsky model with Van Driest near wall damping is used for sub-grid scale modeling. Comparisons of mean velocity profiles and wall pressure show good agreement with benchmark data. More studies are needed to evaluate the sensitivity of this method on numerical parameters before it is applied to complex engineering problems.
First and second order derivatives for optimizing parallel RF excitation waveforms.
Majewski, Kurt; Ritter, Dieter
2015-09-01
For piecewise constant magnetic fields, the Bloch equations (without relaxation terms) can be solved explicitly. This way the magnetization created by an excitation pulse can be written as a concatenation of rotations applied to the initial magnetization. For fixed gradient trajectories, the problem of finding parallel RF waveforms, which minimize the difference between achieved and desired magnetization on a number of voxels, can thus be represented as a finite-dimensional minimization problem. We use quaternion calculus to formulate this optimization problem in the magnitude least squares variant and specify first and second order derivatives of the objective function. We obtain a small tip angle approximation as first order Taylor development from the first order derivatives and also develop algorithms for first and second order derivatives for this small tip angle approximation. All algorithms are accompanied by precise floating point operation counts to assess and compare the computational efforts. We have implemented these algorithms as callback functions of an interior-point solver. We have applied this numerical optimization method to example problems from the literature and report key observations. Copyright © 2015 Elsevier Inc. All rights reserved.
First and second order derivatives for optimizing parallel RF excitation waveforms
NASA Astrophysics Data System (ADS)
Majewski, Kurt; Ritter, Dieter
2015-09-01
For piecewise constant magnetic fields, the Bloch equations (without relaxation terms) can be solved explicitly. This way the magnetization created by an excitation pulse can be written as a concatenation of rotations applied to the initial magnetization. For fixed gradient trajectories, the problem of finding parallel RF waveforms, which minimize the difference between achieved and desired magnetization on a number of voxels, can thus be represented as a finite-dimensional minimization problem. We use quaternion calculus to formulate this optimization problem in the magnitude least squares variant and specify first and second order derivatives of the objective function. We obtain a small tip angle approximation as first order Taylor development from the first order derivatives and also develop algorithms for first and second order derivatives for this small tip angle approximation. All algorithms are accompanied by precise floating point operation counts to assess and compare the computational efforts. We have implemented these algorithms as callback functions of an interior-point solver. We have applied this numerical optimization method to example problems from the literature and report key observations.
Minimizing distortion and internal forces in truss structures by simulated annealing
NASA Technical Reports Server (NTRS)
Kincaid, Rex K.
1989-01-01
Inaccuracies in the length of members and the diameters of joints of large truss reflector backup structures may produce unacceptable levels of surface distortion and member forces. However, if the member lengths and joint diameters can be measured accurately it is possible to configure the members and joints so that root-mean-square (rms) surface error and/or rms member forces is minimized. Following Greene and Haftka (1989) it is assumed that the force vector f is linearly proportional to the member length errors e(sub M) of dimension NMEMB (the number of members) and joint errors e(sub J) of dimension NJOINT (the number of joints), and that the best-fit displacement vector d is a linear function of f. Let NNODES denote the number of positions on the surface of the truss where error influences are measured. The solution of the problem is discussed. To classify, this problem was compared to a similar combinatorial optimization problem. In particular, when only the member length errors are considered, minimizing d(sup 2)(sub rms) is equivalent to the quadratic assignment problem. The quadratic assignment problem is a well known NP-complete problem in operations research literature. Hence minimizing d(sup 2)(sub rms) is is also an NP-complete problem. The focus of the research is the development of a simulated annealing algorithm to reduce d(sup 2)(sub rms). The plausibility of this technique is its recent success on a variety of NP-complete combinatorial optimization problems including the quadratic assignment problem. A physical analogy for simulated annealing is the way liquids freeze and crystallize. All computational experiments were done on a MicroVAX. The two interchange heuristic is very fast but produces widely varying results. The two and three interchange heuristic provides less variability in the final objective function values but runs much more slowly. Simulated annealing produced the best objective function values for every starting configuration and was faster than the two and three interchange heuristic.
Optimal generalized multistep integration formulae for real-time digital simulation
NASA Technical Reports Server (NTRS)
Moerder, D. D.; Halyo, N.
1985-01-01
The problem of discretizing a dynamical system for real-time digital simulation is considered. Treating the system and its simulation as stochastic processes leads to a statistical characterization of simulator fidelity. A plant discretization procedure based on an efficient matrix generalization of explicit linear multistep discrete integration formulae is introduced, which minimizes a weighted sum of the mean squared steady-state and transient error between the system and simulator outputs.
Doppler-shift estimation of flat underwater channel using data-aided least-square approach
NASA Astrophysics Data System (ADS)
Pan, Weiqiang; Liu, Ping; Chen, Fangjiong; Ji, Fei; Feng, Jing
2015-06-01
In this paper we proposed a dada-aided Doppler estimation method for underwater acoustic communication. The training sequence is non-dedicate, hence it can be designed for Doppler estimation as well as channel equalization. We assume the channel has been equalized and consider only flat-fading channel. First, based on the training symbols the theoretical received sequence is composed. Next the least square principle is applied to build the objective function, which minimizes the error between the composed and the actual received signal. Then an iterative approach is applied to solve the least square problem. The proposed approach involves an outer loop and inner loop, which resolve the channel gain and Doppler coefficient, respectively. The theoretical performance bound, i.e. the Cramer-Rao Lower Bound (CRLB) of estimation is also derived. Computer simulations results show that the proposed algorithm achieves the CRLB in medium to high SNR cases.
Incoherent dictionary learning for reducing crosstalk noise in least-squares reverse time migration
NASA Astrophysics Data System (ADS)
Wu, Juan; Bai, Min
2018-05-01
We propose to apply a novel incoherent dictionary learning (IDL) algorithm for regularizing the least-squares inversion in seismic imaging. The IDL is proposed to overcome the drawback of traditional dictionary learning algorithm in losing partial texture information. Firstly, the noisy image is divided into overlapped image patches, and some random patches are extracted for dictionary learning. Then, we apply the IDL technology to minimize the coherency between atoms during dictionary learning. Finally, the sparse representation problem is solved by a sparse coding algorithm, and image is restored by those sparse coefficients. By reducing the correlation among atoms, it is possible to preserve most of the small-scale features in the image while removing much of the long-wavelength noise. The application of the IDL method to regularization of seismic images from least-squares reverse time migration shows successful performance.
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.
Hessian-based norm regularization for image restoration with biomedical applications.
Lefkimmiatis, Stamatios; Bourquard, Aurélien; Unser, Michael
2012-03-01
We present nonquadratic Hessian-based regularization methods that can be effectively used for image restoration problems in a variational framework. Motivated by the great success of the total-variation (TV) functional, we extend it to also include second-order differential operators. Specifically, we derive second-order regularizers that involve matrix norms of the Hessian operator. The definition of these functionals is based on an alternative interpretation of TV that relies on mixed norms of directional derivatives. We show that the resulting regularizers retain some of the most favorable properties of TV, i.e., convexity, homogeneity, rotation, and translation invariance, while dealing effectively with the staircase effect. We further develop an efficient minimization scheme for the corresponding objective functions. The proposed algorithm is of the iteratively reweighted least-square type and results from a majorization-minimization approach. It relies on a problem-specific preconditioned conjugate gradient method, which makes the overall minimization scheme very attractive since it can be applied effectively to large images in a reasonable computational time. We validate the overall proposed regularization framework through deblurring experiments under additive Gaussian noise on standard and biomedical images.
Minimal Polynomial Method for Estimating Parameters of Signals Received by an Antenna Array
NASA Astrophysics Data System (ADS)
Ermolaev, V. T.; Flaksman, A. G.; Elokhin, A. V.; Kuptsov, V. V.
2018-01-01
The effectiveness of the projection minimal polynomial method for solving the problem of determining the number of sources of signals acting on an antenna array (AA) with an arbitrary configuration and their angular directions has been studied. The method proposes estimating the degree of the minimal polynomial of the correlation matrix (CM) of the input process in the AA on the basis of a statistically validated root-mean-square criterion. Special attention is paid to the case of the ultrashort sample of the input process when the number of samples is considerably smaller than the number of AA elements, which is important for multielement AAs. It is shown that the proposed method is more effective in this case than methods based on the AIC (Akaike's Information Criterion) or minimum description length (MDL) criterion.
NASA Astrophysics Data System (ADS)
Yamada, Y.; Shimokawa, T.; Shinomoto, S. Yano, T.; Gouda, N.
2009-09-01
For the purpose of determining the celestial coordinates of stellar positions, consecutive observational images are laid overlapping each other with clues of stars belonging to multiple plates. In the analysis, one has to estimate not only the coordinates of individual plates, but also the possible expansion and distortion of the frame. This problem reduces to a least-squares fit that can in principle be solved by a huge matrix inversion, which is, however, impracticable. Here, we propose using Kalman filtering to perform the least-squares fit and implement a practical iterative algorithm. We also estimate errors associated with this iterative method and suggest a design of overlapping plates to minimize the error.
Three Least-Squares Minimization Approaches to Interpret Gravity Data Due to Dipping Faults
NASA Astrophysics Data System (ADS)
Abdelrahman, E. M.; Essa, K. S.
2015-02-01
We have developed three different least-squares minimization approaches to determine, successively, the depth, dip angle, and amplitude coefficient related to the thickness and density contrast of a buried dipping fault from first moving average residual gravity anomalies. By defining the zero-anomaly distance and the anomaly value at the origin of the moving average residual profile, the problem of depth determination is transformed into a constrained nonlinear gravity inversion. After estimating the depth of the fault, the dip angle is estimated by solving a nonlinear inverse problem. Finally, after estimating the depth and dip angle, the amplitude coefficient is determined using a linear equation. This method can be applied to residuals as well as to measured gravity data because it uses the moving average residual gravity anomalies to estimate the model parameters of the faulted structure. The proposed method was tested on noise-corrupted synthetic and real gravity data. In the case of the synthetic data, good results are obtained when errors are given in the zero-anomaly distance and the anomaly value at the origin, and even when the origin is determined approximately. In the case of practical data (Bouguer anomaly over Gazal fault, south Aswan, Egypt), the fault parameters obtained are in good agreement with the actual ones and with those given in the published literature.
Robust Transceiver Design for Multiuser MIMO Downlink with Channel Uncertainties
NASA Astrophysics Data System (ADS)
Miao, Wei; Li, Yunzhou; Chen, Xiang; Zhou, Shidong; Wang, Jing
This letter addresses the problem of robust transceiver design for the multiuser multiple-input-multiple-output (MIMO) downlink where the channel state information at the base station (BS) is imperfect. A stochastic approach which minimizes the expectation of the total mean square error (MSE) of the downlink conditioned on the channel estimates under a total transmit power constraint is adopted. The iterative algorithm reported in [2] is improved to handle the proposed robust optimization problem. Simulation results show that our proposed robust scheme effectively reduces the performance loss due to channel uncertainties and outperforms existing methods, especially when the channel errors of the users are different.
Least-squares model-based halftoning
NASA Astrophysics Data System (ADS)
Pappas, Thrasyvoulos N.; Neuhoff, David L.
1992-08-01
A least-squares model-based approach to digital halftoning is proposed. It exploits both a printer model and a model for visual perception. It attempts to produce an 'optimal' halftoned reproduction, by minimizing the squared error between the response of the cascade of the printer and visual models to the binary image and the response of the visual model to the original gray-scale image. Conventional methods, such as clustered ordered dither, use the properties of the eye only implicitly, and resist printer distortions at the expense of spatial and gray-scale resolution. In previous work we showed that our printer model can be used to modify error diffusion to account for printer distortions. The modified error diffusion algorithm has better spatial and gray-scale resolution than conventional techniques, but produces some well known artifacts and asymmetries because it does not make use of an explicit eye model. Least-squares model-based halftoning uses explicit eye models and relies on printer models that predict distortions and exploit them to increase, rather than decrease, both spatial and gray-scale resolution. We have shown that the one-dimensional least-squares problem, in which each row or column of the image is halftoned independently, can be implemented with the Viterbi's algorithm. Unfortunately, no closed form solution can be found in two dimensions. The two-dimensional least squares solution is obtained by iterative techniques. Experiments show that least-squares model-based halftoning produces more gray levels and better spatial resolution than conventional techniques. We also show that the least- squares approach eliminates the problems associated with error diffusion. Model-based halftoning can be especially useful in transmission of high quality documents using high fidelity gray-scale image encoders. As we have shown, in such cases halftoning can be performed at the receiver, just before printing. Apart from coding efficiency, this approach permits the halftoner to be tuned to the individual printer, whose characteristics may vary considerably from those of other printers, for example, write-black vs. write-white laser printers.
Optimal error functional for parameter identification in anisotropic finite strain elasto-plasticity
NASA Astrophysics Data System (ADS)
Shutov, A. V.; Kaygorodtseva, A. A.; Dranishnikov, N. S.
2017-10-01
A problem of parameter identification for a model of finite strain elasto-plasticity is discussed. The utilized phenomenological material model accounts for nonlinear isotropic and kinematic hardening; the model kinematics is described by a nested multiplicative split of the deformation gradient. A hierarchy of optimization problems is considered. First, following the standard procedure, the material parameters are identified through minimization of a certain least square error functional. Next, the focus is placed on finding optimal weighting coefficients which enter the error functional. Toward that end, a stochastic noise with systematic and non-systematic components is introduced to the available measurement results; a superordinate optimization problem seeks to minimize the sensitivity of the resulting material parameters to the introduced noise. The advantage of this approach is that no additional experiments are required; it also provides an insight into the robustness of the identification procedure. As an example, experimental data for the steel 42CrMo4 are considered and a set of weighting coefficients is found, which is optimal in a certain class.
Estimating the Inertia Matrix of a Spacecraft
NASA Technical Reports Server (NTRS)
Acikmese, Behcet; Keim, Jason; Shields, Joel
2007-01-01
A paper presents a method of utilizing some flight data, aboard a spacecraft that includes reaction wheels for attitude control, to estimate the inertia matrix of the spacecraft. The required data are digitized samples of (1) the spacecraft attitude in an inertial reference frame as measured, for example, by use of a star tracker and (2) speeds of rotation of the reaction wheels, the moments of inertia of which are deemed to be known. Starting from the classical equations for conservation of angular momentum of a rigid body, the inertia-matrix-estimation problem is formulated as a constrained least-squares minimization problem with explicit bounds on the inertia matrix incorporated as linear matrix inequalities. The explicit bounds reflect physical bounds on the inertia matrix and reduce the volume of data that must be processed to obtain a solution. The resulting minimization problem is a semidefinite optimization problem that can be solved efficiently, with guaranteed convergence to the global optimum, by use of readily available algorithms. In a test case involving a model attitude platform rotating on an air bearing, it is shown that, relative to a prior method, the present method produces better estimates from few data.
Real-Time Adaptive Least-Squares Drag Minimization for Performance Adaptive Aeroelastic Wing
NASA Technical Reports Server (NTRS)
Ferrier, Yvonne L.; Nguyen, Nhan T.; Ting, Eric
2016-01-01
This paper contains a simulation study of a real-time adaptive least-squares drag minimization algorithm for an aeroelastic model of a flexible wing aircraft. The aircraft model is based on the NASA Generic Transport Model (GTM). The wing structures incorporate a novel aerodynamic control surface known as the Variable Camber Continuous Trailing Edge Flap (VCCTEF). The drag minimization algorithm uses the Newton-Raphson method to find the optimal VCCTEF deflections for minimum drag in the context of an altitude-hold flight control mode at cruise conditions. The aerodynamic coefficient parameters used in this optimization method are identified in real-time using Recursive Least Squares (RLS). The results demonstrate the potential of the VCCTEF to improve aerodynamic efficiency for drag minimization for transport aircraft.
From Data to Images:. a Shape Based Approach for Fluorescence Tomography
NASA Astrophysics Data System (ADS)
Dorn, O.; Prieto, K. E.
2012-12-01
Fluorescence tomography is treated as a shape reconstruction problem for a coupled system of two linear transport equations in 2D. The shape evolution is designed in order to minimize the least squares data misfit cost functional either in the excitation frequency or in the emission frequency. Furthermore, a level set technique is employed for numerically modelling the evolving shapes. Numerical results are presented which demonstrate the performance of this novel technique in the situation of noisy simulated data in 2D.
A Kernel-based Lagrangian method for imperfectly-mixed chemical reactions
NASA Astrophysics Data System (ADS)
Schmidt, Michael J.; Pankavich, Stephen; Benson, David A.
2017-05-01
Current Lagrangian (particle-tracking) algorithms used to simulate diffusion-reaction equations must employ a certain number of particles to properly emulate the system dynamics-particularly for imperfectly-mixed systems. The number of particles is tied to the statistics of the initial concentration fields of the system at hand. Systems with shorter-range correlation and/or smaller concentration variance require more particles, potentially limiting the computational feasibility of the method. For the well-known problem of bimolecular reaction, we show that using kernel-based, rather than Dirac delta, particles can significantly reduce the required number of particles. We derive the fixed width of a Gaussian kernel for a given reduced number of particles that analytically eliminates the error between kernel and Dirac solutions at any specified time. We also show how to solve for the fixed kernel size by minimizing the squared differences between solutions over any given time interval. Numerical results show that the width of the kernel should be kept below about 12% of the domain size, and that the analytic equations used to derive kernel width suffer significantly from the neglect of higher-order moments. The simulations with a kernel width given by least squares minimization perform better than those made to match at one specific time. A heuristic time-variable kernel size, based on the previous results, performs on par with the least squares fixed kernel size.
Parameter estimation in nonlinear distributed systems - Approximation theory and convergence results
NASA Technical Reports Server (NTRS)
Banks, H. T.; Reich, Simeon; Rosen, I. G.
1988-01-01
An abstract approximation framework and convergence theory is described for Galerkin approximations applied to inverse problems involving nonlinear distributed parameter systems. Parameter estimation problems are considered and formulated as the minimization of a least-squares-like performance index over a compact admissible parameter set subject to state constraints given by an inhomogeneous nonlinear distributed system. The theory applies to systems whose dynamics can be described by either time-independent or nonstationary strongly maximal monotonic operators defined on a reflexive Banach space which is densely and continuously embedded in a Hilbert space. It is demonstrated that if readily verifiable conditions on the system's dependence on the unknown parameters are satisfied, and the usual Galerkin approximation assumption holds, then solutions to the approximating problems exist and approximate a solution to the original infinite-dimensional identification problem.
Multisource least-squares reverse-time migration with structure-oriented filtering
NASA Astrophysics Data System (ADS)
Fan, Jing-Wen; Li, Zhen-Chun; Zhang, Kai; Zhang, Min; Liu, Xue-Tong
2016-09-01
The technology of simultaneous-source acquisition of seismic data excited by several sources can significantly improve the data collection efficiency. However, direct imaging of simultaneous-source data or blended data may introduce crosstalk noise and affect the imaging quality. To address this problem, we introduce a structure-oriented filtering operator as preconditioner into the multisource least-squares reverse-time migration (LSRTM). The structure-oriented filtering operator is a nonstationary filter along structural trends that suppresses crosstalk noise while maintaining structural information. The proposed method uses the conjugate-gradient method to minimize the mismatch between predicted and observed data, while effectively attenuating the interference noise caused by exciting several sources simultaneously. Numerical experiments using synthetic data suggest that the proposed method can suppress the crosstalk noise and produce highly accurate images.
{lambda} elements for singular problems in CFD: Viscoelastic fluids
DOE Office of Scientific and Technical Information (OSTI.GOV)
Wong, K.K.; Surana, K.S.
1996-10-01
This paper presents two dimensional {lambda} element formulation for viscoelastic fluid flow containing point singularities in the flow field. The flow of viscoelastic fluid even without singularities are a difficult class of problems for increasing Deborah number or Weissenburg number due to increased dominance of convective terms and thus increased hyperbolicity. In the present work the equations of fluid motion and the constitutive laws are recast in the form of a first order system of coupled equations with the use of auxiliary variables. The velocity, pressure and stresses are interpolated using equal order C{sup 0} {lambda} element approximations. The Leastmore » Squares Finite Element Method (LSFEM) is used to construct the integral form (error functional I) corresponding to these equations. The error functional is constructed by taking the integrated sum of the squares of the errors or residuals (over the whole discretization) resulting when the element approximation is substituted into these equations. The conditions resulting from the minimization of the error functional are satisfied by using Newton`s method with line search. LSFEM has much superior performance when dealing with non-linear and convection dominated problems.« less
Improved mapping of radio sources from VLBI data by least-square fit
NASA Technical Reports Server (NTRS)
Rodemich, E. R.
1985-01-01
A method is described for producing improved mapping of radio sources from Very Long Base Interferometry (VLBI) data. The method described is more direct than existing Fourier methods, is often more accurate, and runs at least as fast. The visibility data is modeled here, as in existing methods, as a function of the unknown brightness distribution and the unknown antenna gains and phases. These unknowns are chosen so that the resulting function values are as near as possible to the observed values. If researchers use the radio mapping source deviation to measure the closeness of this fit to the observed values, they are led to the problem of minimizing a certain function of all the unknown parameters. This minimization problem cannot be solved directly, but it can be attacked by iterative methods which we show converge automatically to the minimum with no user intervention. The resulting brightness distribution will furnish the best fit to the data among all brightness distributions of given resolution.
NASA Astrophysics Data System (ADS)
Kel'manov, A. V.; Khandeev, V. I.
2016-02-01
The strongly NP-hard problem of partitioning a finite set of points of Euclidean space into two clusters of given sizes (cardinalities) minimizing the sum (over both clusters) of the intracluster sums of squared distances from the elements of the clusters to their centers is considered. It is assumed that the center of one of the sought clusters is specified at the desired (arbitrary) point of space (without loss of generality, at the origin), while the center of the other one is unknown and determined as the mean value over all elements of this cluster. It is shown that unless P = NP, there is no fully polynomial-time approximation scheme for this problem, and such a scheme is substantiated in the case of a fixed space dimension.
Validity of scale-modeling for gamma-ray attenuation. Final report
DOE Office of Scientific and Technical Information (OSTI.GOV)
Verser, F.A.; Donnert, H.J.
1973-09-01
An adjoint Monte Carlo code (GADJET) was used to calculate the exposure rate in full-scale and model structures located in the center of plane fallout fields (1 Ci/square ft of cobalt-60). Problems were run for a standard detector, an open basement, a basement with two thicknesses of covers, and a blockhouse with two thicknesses of walls. For all configurations investigated, the effects of nonscaling of the ground does not cause any problem and a procedure was developed to minimize the error introduced by non-scaling of the air. If the solid angle subtended by the roof remains unchanged, scaling of roofmore » contamination offers no problems. The lip effect can be significant in structures with the detector below grade. (GRA)« less
Wu, Junfeng; Dai, Fang; Hu, Gang; Mou, Xuanqin
2018-04-18
Excessive radiation exposure in computed tomography (CT) scans increases the chance of developing cancer and has become a major clinical concern. Recently, statistical iterative reconstruction (SIR) with l0-norm dictionary learning regularization has been developed to reconstruct CT images from the low dose and few-view dataset in order to reduce radiation dose. Nonetheless, the sparse regularization term adopted in this approach is l0-norm, which cannot guarantee the global convergence of the proposed algorithm. To address this problem, in this study we introduced the l1-norm dictionary learning penalty into SIR framework for low dose CT image reconstruction, and developed an alternating minimization algorithm to minimize the associated objective function, which transforms CT image reconstruction problem into a sparse coding subproblem and an image updating subproblem. During the image updating process, an efficient model function approach based on balancing principle is applied to choose the regularization parameters. The proposed alternating minimization algorithm was evaluated first using real projection data of a sheep lung CT perfusion and then using numerical simulation based on sheep lung CT image and chest image. Both visual assessment and quantitative comparison using terms of root mean square error (RMSE) and structural similarity (SSIM) index demonstrated that the new image reconstruction algorithm yielded similar performance with l0-norm dictionary learning penalty and outperformed the conventional filtered backprojection (FBP) and total variation (TV) minimization algorithms.
Linearized inversion of multiple scattering seismic energy
NASA Astrophysics Data System (ADS)
Aldawood, Ali; Hoteit, Ibrahim; Zuberi, Mohammad
2014-05-01
Internal multiples deteriorate the quality of the migrated image obtained conventionally by imaging single scattering energy. So, imaging seismic data with the single-scattering assumption does not locate multiple bounces events in their actual subsurface positions. However, imaging internal multiples properly has the potential to enhance the migrated image because they illuminate zones in the subsurface that are poorly illuminated by single scattering energy such as nearly vertical faults. Standard migration of these multiples provides subsurface reflectivity distributions with low spatial resolution and migration artifacts due to the limited recording aperture, coarse sources and receivers sampling, and the band-limited nature of the source wavelet. The resultant image obtained by the adjoint operator is a smoothed depiction of the true subsurface reflectivity model and is heavily masked by migration artifacts and the source wavelet fingerprint that needs to be properly deconvolved. Hence, we proposed a linearized least-square inversion scheme to mitigate the effect of the migration artifacts, enhance the spatial resolution, and provide more accurate amplitude information when imaging internal multiples. The proposed algorithm uses the least-square image based on single-scattering assumption as a constraint to invert for the part of the image that is illuminated by internal scattering energy. Then, we posed the problem of imaging double-scattering energy as a least-square minimization problem that requires solving the normal equation of the following form: GTGv = GTd, (1) where G is a linearized forward modeling operator that predicts double-scattered seismic data. Also, GT is a linearized adjoint operator that image double-scattered seismic data. Gradient-based optimization algorithms solve this linear system. Hence, we used a quasi-Newton optimization technique to find the least-square minimizer. In this approach, an estimate of the Hessian matrix that contains curvature information is modified at every iteration by a low-rank update based on gradient changes at every step. At each iteration, the data residual is imaged using GT to determine the model update. Application of the linearized inversion to synthetic data to image a vertical fault plane demonstrate the effectiveness of this methodology to properly delineate the vertical fault plane and give better amplitude information than the standard migrated image using the adjoint operator that takes into account internal multiples. Thus, least-square imaging of multiple scattering enhances the spatial resolution of the events illuminated by internal scattering energy. It also deconvolves the source signature and helps remove the fingerprint of the acquisition geometry. The final image is obtained by the superposition of the least-square solution based on single scattering assumption and the least-square solution based on double scattering assumption.
AMLSA Algorithm for Hybrid Precoding in Millimeter Wave MIMO Systems
NASA Astrophysics Data System (ADS)
Liu, Fulai; Sun, Zhenxing; Du, Ruiyan; Bai, Xiaoyu
2017-10-01
In this paper, an effective algorithm will be proposed for hybrid precoding in mmWave MIMO systems, referred to as alternating minimization algorithm with the least squares amendment (AMLSA algorithm). To be specific, for the fully-connected structure, the presented algorithm is exploited to minimize the classical objective function and obtain the hybrid precoding matrix. It introduces an orthogonal constraint to the digital precoding matrix which is amended subsequently by the least squares after obtaining its alternating minimization iterative result. Simulation results confirm that the achievable spectral efficiency of our proposed algorithm is better to some extent than that of the existing algorithm without the least squares amendment. Furthermore, the number of iterations is reduced slightly via improving the initialization procedure.
Solar space- and water-heating system at Stanford University. Central Food Services Building
NASA Astrophysics Data System (ADS)
1980-05-01
The closed-loop drain-back system is described as offering dependability of gravity drain-back freeze protection, low maintenance, minimal costs, and simplicity. The system features an 840 square-foot collector and storage capacity of 1550 gallons. The acceptance testing and the predicted system performance data are briefly described. Solar performance calculations were performed using a computer design program (FCHART). Bidding, costs, and economics of the system are reviewed. Problems are discussed and solutions and recommendations given. An operation and maintenance manual is given.
1946-01-01
geometrica ~ boundary condi- tions of the problem. (2) The energy of the load-plate system is computed for this deflection surface and is then minimized...and interpolating to find the k that makes the seriw vanish. The correct value of m is that which gives the lowest value of k. For two half waves (m=2...the square plate, the present rekdively simple upper- and lower-limit calcula- tions show that his est,imatd limit of error is correct for this case
A unified development of several techniques for the representation of random vectors and data sets
NASA Technical Reports Server (NTRS)
Bundick, W. T.
1973-01-01
Linear vector space theory is used to develop a general representation of a set of data vectors or random vectors by linear combinations of orthonormal vectors such that the mean squared error of the representation is minimized. The orthonormal vectors are shown to be the eigenvectors of an operator. The general representation is applied to several specific problems involving the use of the Karhunen-Loeve expansion, principal component analysis, and empirical orthogonal functions; and the common properties of these representations are developed.
Castillo, Edward; Castillo, Richard; Fuentes, David; Guerrero, Thomas
2014-01-01
Purpose: Block matching is a well-known strategy for estimating corresponding voxel locations between a pair of images according to an image similarity metric. Though robust to issues such as image noise and large magnitude voxel displacements, the estimated point matches are not guaranteed to be spatially accurate. However, the underlying optimization problem solved by the block matching procedure is similar in structure to the class of optimization problem associated with B-spline based registration methods. By exploiting this relationship, the authors derive a numerical method for computing a global minimizer to a constrained B-spline registration problem that incorporates the robustness of block matching with the global smoothness properties inherent to B-spline parameterization. Methods: The method reformulates the traditional B-spline registration problem as a basis pursuit problem describing the minimal l1-perturbation to block match pairs required to produce a B-spline fitting error within a given tolerance. The sparsity pattern of the optimal perturbation then defines a voxel point cloud subset on which the B-spline fit is a global minimizer to a constrained variant of the B-spline registration problem. As opposed to traditional B-spline algorithms, the optimization step involving the actual image data is addressed by block matching. Results: The performance of the method is measured in terms of spatial accuracy using ten inhale/exhale thoracic CT image pairs (available for download at www.dir-lab.com) obtained from the COPDgene dataset and corresponding sets of expert-determined landmark point pairs. The results of the validation procedure demonstrate that the method can achieve a high spatial accuracy on a significantly complex image set. Conclusions: The proposed methodology is demonstrated to achieve a high spatial accuracy and is generalizable in that in can employ any displacement field parameterization described as a least squares fit to block match generated estimates. Thus, the framework allows for a wide range of image similarity block match metric and physical modeling combinations. PMID:24694135
Optimal Tuner Selection for Kalman Filter-Based Aircraft Engine Performance Estimation
NASA Technical Reports Server (NTRS)
Simon, Donald L.; Garg, Sanjay
2010-01-01
A linear point design methodology for minimizing the error in on-line Kalman filter-based aircraft engine performance estimation applications is presented. This technique specifically addresses the underdetermined estimation problem, where there are more unknown parameters than available sensor measurements. A systematic approach is applied to produce a model tuning parameter vector of appropriate dimension to enable estimation by a Kalman filter, while minimizing the estimation error in the parameters of interest. Tuning parameter selection is performed using a multi-variable iterative search routine which seeks to minimize the theoretical mean-squared estimation error. This paper derives theoretical Kalman filter estimation error bias and variance values at steady-state operating conditions, and presents the tuner selection routine applied to minimize these values. Results from the application of the technique to an aircraft engine simulation are presented and compared to the conventional approach of tuner selection. Experimental simulation results are found to be in agreement with theoretical predictions. The new methodology is shown to yield a significant improvement in on-line engine performance estimation accuracy
Application of quadratic optimization to supersonic inlet control.
NASA Technical Reports Server (NTRS)
Lehtinen, B.; Zeller, J. R.
1972-01-01
This paper describes the application of linear stochastic optimal control theory to the design of the control system for the air intake, the inlet, of a supersonic air-breathing propulsion system. The controls must maintain a stable inlet shock position in the presence of random airflow disturbances and prevent inlet unstart. Two different linear time invariant controllers are developed. One is designed to minimize a nonquadratic index, the expected frequency of inlet unstart, and the other is designed to minimize the mean square value of inlet shock motion. The quadratic equivalence principle is used to obtain a linear controller that minimizes the nonquadratic index. The two controllers are compared on the basis of unstart prevention, control effort requirements, and frequency response. It is concluded that while controls designed to minimize unstarts are desirable in that the index minimized is physically meaningful, computation time required is longer than for the minimum mean square shock position approach. The simpler minimum mean square shock position solution produced expected unstart frequency values which were not significantly larger than those of the nonquadratic solution.
Optimal design of FIR triplet halfband filter bank and application in image coding.
Kha, H H; Tuan, H D; Nguyen, T Q
2011-02-01
This correspondence proposes an efficient semidefinite programming (SDP) method for the design of a class of linear phase finite impulse response triplet halfband filter banks whose filters have optimal frequency selectivity for a prescribed regularity order. The design problem is formulated as the minimization of the least square error subject to peak error constraints and regularity constraints. By using the linear matrix inequality characterization of the trigonometric semi-infinite constraints, it can then be exactly cast as a SDP problem with a small number of variables and, hence, can be solved efficiently. Several design examples of the triplet halfband filter bank are provided for illustration and comparison with previous works. Finally, the image coding performance of the filter bank is presented.
NASA Astrophysics Data System (ADS)
Quiros, Israel; Gonzalez, Tame; Nucamendi, Ulises; García-Salcedo, Ricardo; Horta-Rangel, Francisco Antonio; Saavedra, Joel
2018-04-01
In this paper we investigate the so-called ‘phantom barrier crossing’ issue in a cosmological model based on the scalar–tensor theory with non-minimal derivative coupling to the Einstein tensor. Special attention will be paid to the physical bounds on the squared sound speed. The numeric results are geometrically illustrated by means of a qualitative procedure of analysis that is based on the mapping of the orbits in the phase plane onto the surfaces that represent physical quantities in the extended phase space, that is: the phase plane complemented with an additional dimension relative to the given physical parameter. We find that the cosmological model based on the non-minimal derivative coupling theory—this includes both the quintessence and the pure derivative coupling cases—has serious causality problems related to superluminal propagation of the scalar and tensor perturbations. Even more disturbing is the finding that, despite the fact that the underlying theory is free of the Ostrogradsky instability, the corresponding cosmological model is plagued by the Laplacian (classical) instability related with negative squared sound speed. This instability leads to an uncontrollable growth of the energy density of the perturbations that is inversely proportional to their wavelength. We show that, independent of the self-interaction potential, for positive coupling the tensor perturbations propagate superluminally, while for negative coupling a Laplacian instability arises. This latter instability invalidates the possibility for the model to describe the primordial inflation.
Inelastic scattering with Chebyshev polynomials and preconditioned conjugate gradient minimization.
Temel, Burcin; Mills, Greg; Metiu, Horia
2008-03-27
We describe and test an implementation, using a basis set of Chebyshev polynomials, of a variational method for solving scattering problems in quantum mechanics. This minimum error method (MEM) determines the wave function Psi by minimizing the least-squares error in the function (H Psi - E Psi), where E is the desired scattering energy. We compare the MEM to an alternative, the Kohn variational principle (KVP), by solving the Secrest-Johnson model of two-dimensional inelastic scattering, which has been studied previously using the KVP and for which other numerical solutions are available. We use a conjugate gradient (CG) method to minimize the error, and by preconditioning the CG search, we are able to greatly reduce the number of iterations necessary; the method is thus faster and more stable than a matrix inversion, as is required in the KVP. Also, we avoid errors due to scattering off of the boundaries, which presents substantial problems for other methods, by matching the wave function in the interaction region to the correct asymptotic states at the specified energy; the use of Chebyshev polynomials allows this boundary condition to be implemented accurately. The use of Chebyshev polynomials allows for a rapid and accurate evaluation of the kinetic energy. This basis set is as efficient as plane waves but does not impose an artificial periodicity on the system. There are problems in surface science and molecular electronics which cannot be solved if periodicity is imposed, and the Chebyshev basis set is a good alternative in such situations.
Fast Algorithms for Structured Least Squares and Total Least Squares Problems
Kalsi, Anoop; O’Leary, Dianne P.
2006-01-01
We consider the problem of solving least squares problems involving a matrix M of small displacement rank with respect to two matrices Z1 and Z2. We develop formulas for the generators of the matrix M HM in terms of the generators of M and show that the Cholesky factorization of the matrix M HM can be computed quickly if Z1 is close to unitary and Z2 is triangular and nilpotent. These conditions are satisfied for several classes of matrices, including Toeplitz, block Toeplitz, Hankel, and block Hankel, and for matrices whose blocks have such structure. Fast Cholesky factorization enables fast solution of least squares problems, total least squares problems, and regularized total least squares problems involving these classes of matrices. PMID:27274922
Fast Algorithms for Structured Least Squares and Total Least Squares Problems.
Kalsi, Anoop; O'Leary, Dianne P
2006-01-01
We consider the problem of solving least squares problems involving a matrix M of small displacement rank with respect to two matrices Z 1 and Z 2. We develop formulas for the generators of the matrix M (H) M in terms of the generators of M and show that the Cholesky factorization of the matrix M (H) M can be computed quickly if Z 1 is close to unitary and Z 2 is triangular and nilpotent. These conditions are satisfied for several classes of matrices, including Toeplitz, block Toeplitz, Hankel, and block Hankel, and for matrices whose blocks have such structure. Fast Cholesky factorization enables fast solution of least squares problems, total least squares problems, and regularized total least squares problems involving these classes of matrices.
McGregor, Heather R.; Pun, Henry C. H.; Buckingham, Gavin; Gribble, Paul L.
2016-01-01
The human sensorimotor system is routinely capable of making accurate predictions about an object's weight, which allows for energetically efficient lifts and prevents objects from being dropped. Often, however, poor predictions arise when the weight of an object can vary and sensory cues about object weight are sparse (e.g., picking up an opaque water bottle). The question arises, what strategies does the sensorimotor system use to make weight predictions when one is dealing with an object whose weight may vary? For example, does the sensorimotor system use a strategy that minimizes prediction error (minimal squared error) or one that selects the weight that is most likely to be correct (maximum a posteriori)? In this study we dissociated the predictions of these two strategies by having participants lift an object whose weight varied according to a skewed probability distribution. We found, using a small range of weight uncertainty, that four indexes of sensorimotor prediction (grip force rate, grip force, load force rate, and load force) were consistent with a feedforward strategy that minimizes the square of prediction errors. These findings match research in the visuomotor system, suggesting parallels in underlying processes. We interpret our findings within a Bayesian framework and discuss the potential benefits of using a minimal squared error strategy. NEW & NOTEWORTHY Using a novel experimental model of object lifting, we tested whether the sensorimotor system models the weight of objects by minimizing lifting errors or by selecting the statistically most likely weight. We found that the sensorimotor system minimizes the square of prediction errors for object lifting. This parallels the results of studies that investigated visually guided reaching, suggesting an overlap in the underlying mechanisms between tasks that involve different sensory systems. PMID:27760821
Ramani, Sathish; Liu, Zhihao; Rosen, Jeffrey; Nielsen, Jon-Fredrik; Fessler, Jeffrey A.
2012-01-01
Regularized iterative reconstruction algorithms for imaging inverse problems require selection of appropriate regularization parameter values. We focus on the challenging problem of tuning regularization parameters for nonlinear algorithms for the case of additive (possibly complex) Gaussian noise. Generalized cross-validation (GCV) and (weighted) mean-squared error (MSE) approaches (based on Stein's Unbiased Risk Estimate— SURE) need the Jacobian matrix of the nonlinear reconstruction operator (representative of the iterative algorithm) with respect to the data. We derive the desired Jacobian matrix for two types of nonlinear iterative algorithms: a fast variant of the standard iterative reweighted least-squares method and the contemporary split-Bregman algorithm, both of which can accommodate a wide variety of analysis- and synthesis-type regularizers. The proposed approach iteratively computes two weighted SURE-type measures: Predicted-SURE and Projected-SURE (that require knowledge of noise variance σ2), and GCV (that does not need σ2) for these algorithms. We apply the methods to image restoration and to magnetic resonance image (MRI) reconstruction using total variation (TV) and an analysis-type ℓ1-regularization. We demonstrate through simulations and experiments with real data that minimizing Predicted-SURE and Projected-SURE consistently lead to near-MSE-optimal reconstructions. We also observed that minimizing GCV yields reconstruction results that are near-MSE-optimal for image restoration and slightly sub-optimal for MRI. Theoretical derivations in this work related to Jacobian matrix evaluations can be extended, in principle, to other types of regularizers and reconstruction algorithms. PMID:22531764
Chemical library subset selection algorithms: a unified derivation using spatial statistics.
Hamprecht, Fred A; Thiel, Walter; van Gunsteren, Wilfred F
2002-01-01
If similar compounds have similar activity, rational subset selection becomes superior to random selection in screening for pharmacological lead discovery programs. Traditional approaches to this experimental design problem fall into two classes: (i) a linear or quadratic response function is assumed (ii) some space filling criterion is optimized. The assumptions underlying the first approach are clear but not always defendable; the second approach yields more intuitive designs but lacks a clear theoretical foundation. We model activity in a bioassay as realization of a stochastic process and use the best linear unbiased estimator to construct spatial sampling designs that optimize the integrated mean square prediction error, the maximum mean square prediction error, or the entropy. We argue that our approach constitutes a unifying framework encompassing most proposed techniques as limiting cases and sheds light on their underlying assumptions. In particular, vector quantization is obtained, in dimensions up to eight, in the limiting case of very smooth response surfaces for the integrated mean square error criterion. Closest packing is obtained for very rough surfaces under the integrated mean square error and entropy criteria. We suggest to use either the integrated mean square prediction error or the entropy as optimization criteria rather than approximations thereof and propose a scheme for direct iterative minimization of the integrated mean square prediction error. Finally, we discuss how the quality of chemical descriptors manifests itself and clarify the assumptions underlying the selection of diverse or representative subsets.
A parameter estimation subroutine package
NASA Technical Reports Server (NTRS)
Bierman, G. J.; Nead, M. W.
1978-01-01
Linear least squares estimation and regression analyses continue to play a major role in orbit determination and related areas. In this report we document a library of FORTRAN subroutines that have been developed to facilitate analyses of a variety of estimation problems. Our purpose is to present an easy to use, multi-purpose set of algorithms that are reasonably efficient and which use a minimal amount of computer storage. Subroutine inputs, outputs, usage and listings are given along with examples of how these routines can be used. The following outline indicates the scope of this report: Section (1) introduction with reference to background material; Section (2) examples and applications; Section (3) subroutine directory summary; Section (4) the subroutine directory user description with input, output, and usage explained; and Section (5) subroutine FORTRAN listings. The routines are compact and efficient and are far superior to the normal equation and Kalman filter data processing algorithms that are often used for least squares analyses.
Kinase Identification with Supervised Laplacian Regularized Least Squares
Zhang, He; Wang, Minghui
2015-01-01
Phosphorylation is catalyzed by protein kinases and is irreplaceable in regulating biological processes. Identification of phosphorylation sites with their corresponding kinases contributes to the understanding of molecular mechanisms. Mass spectrometry analysis of phosphor-proteomes generates a large number of phosphorylated sites. However, experimental methods are costly and time-consuming, and most phosphorylation sites determined by experimental methods lack kinase information. Therefore, computational methods are urgently needed to address the kinase identification problem. To this end, we propose a new kernel-based machine learning method called Supervised Laplacian Regularized Least Squares (SLapRLS), which adopts a new method to construct kernels based on the similarity matrix and minimizes both structure risk and overall inconsistency between labels and similarities. The results predicted using both Phospho.ELM and an additional independent test dataset indicate that SLapRLS can more effectively identify kinases compared to other existing algorithms. PMID:26448296
Kinase Identification with Supervised Laplacian Regularized Least Squares.
Li, Ao; Xu, Xiaoyi; Zhang, He; Wang, Minghui
2015-01-01
Phosphorylation is catalyzed by protein kinases and is irreplaceable in regulating biological processes. Identification of phosphorylation sites with their corresponding kinases contributes to the understanding of molecular mechanisms. Mass spectrometry analysis of phosphor-proteomes generates a large number of phosphorylated sites. However, experimental methods are costly and time-consuming, and most phosphorylation sites determined by experimental methods lack kinase information. Therefore, computational methods are urgently needed to address the kinase identification problem. To this end, we propose a new kernel-based machine learning method called Supervised Laplacian Regularized Least Squares (SLapRLS), which adopts a new method to construct kernels based on the similarity matrix and minimizes both structure risk and overall inconsistency between labels and similarities. The results predicted using both Phospho.ELM and an additional independent test dataset indicate that SLapRLS can more effectively identify kinases compared to other existing algorithms.
Four-Dimensional Golden Search
DOE Office of Scientific and Technical Information (OSTI.GOV)
Fenimore, Edward E.
2015-02-25
The Golden search technique is a method to search a multiple-dimension space to find the minimum. It basically subdivides the possible ranges of parameters until it brackets, to within an arbitrarily small distance, the minimum. It has the advantages that (1) the function to be minimized can be non-linear, (2) it does not require derivatives of the function, (3) the convergence criterion does not depend on the magnitude of the function. Thus, if the function is a goodness of fit parameter such as chi-square, the convergence does not depend on the noise being correctly estimated or the function correctly followingmore » the chi-square statistic. And, (4) the convergence criterion does not depend on the shape of the function. Thus, long shallow surfaces can be searched without the problem of premature convergence. As with many methods, the Golden search technique can be confused by surfaces with multiple minima.« less
Comparison of SIRT and SQS for Regularized Weighted Least Squares Image Reconstruction
Gregor, Jens; Fessler, Jeffrey A.
2015-01-01
Tomographic image reconstruction is often formulated as a regularized weighted least squares (RWLS) problem optimized by iterative algorithms that are either inherently algebraic or derived from a statistical point of view. This paper compares a modified version of SIRT (Simultaneous Iterative Reconstruction Technique), which is of the former type, with a version of SQS (Separable Quadratic Surrogates), which is of the latter type. We show that the two algorithms minimize the same criterion function using similar forms of preconditioned gradient descent. We present near-optimal relaxation for both based on eigenvalue bounds and include a heuristic extension for use with ordered subsets. We provide empirical evidence that SIRT and SQS converge at the same rate for all intents and purposes. For context, we compare their performance with an implementation of preconditioned conjugate gradient. The illustrative application is X-ray CT of luggage for aviation security. PMID:26478906
Stochastic Least-Squares Petrov--Galerkin Method for Parameterized Linear Systems
DOE Office of Scientific and Technical Information (OSTI.GOV)
Lee, Kookjin; Carlberg, Kevin; Elman, Howard C.
Here, we consider the numerical solution of parameterized linear systems where the system matrix, the solution, and the right-hand side are parameterized by a set of uncertain input parameters. We explore spectral methods in which the solutions are approximated in a chosen finite-dimensional subspace. It has been shown that the stochastic Galerkin projection technique fails to minimize any measure of the solution error. As a remedy for this, we propose a novel stochatic least-squares Petrov--Galerkin (LSPG) method. The proposed method is optimal in the sense that it produces the solution that minimizes a weightedmore » $$\\ell^2$$-norm of the residual over all solutions in a given finite-dimensional subspace. Moreover, the method can be adapted to minimize the solution error in different weighted $$\\ell^2$$-norms by simply applying a weighting function within the least-squares formulation. In addition, a goal-oriented seminorm induced by an output quantity of interest can be minimized by defining a weighting function as a linear functional of the solution. We establish optimality and error bounds for the proposed method, and extensive numerical experiments show that the weighted LSPG method outperforms other spectral methods in minimizing corresponding target weighted norms.« less
Transfer-function-parameter estimation from frequency response data: A FORTRAN program
NASA Technical Reports Server (NTRS)
Seidel, R. C.
1975-01-01
A FORTRAN computer program designed to fit a linear transfer function model to given frequency response magnitude and phase data is presented. A conjugate gradient search is used that minimizes the integral of the absolute value of the error squared between the model and the data. The search is constrained to insure model stability. A scaling of the model parameters by their own magnitude aids search convergence. Efficient computer algorithms result in a small and fast program suitable for a minicomputer. A sample problem with different model structures and parameter estimates is reported.
Wireless Power Transfer for Distributed Estimation in Sensor Networks
NASA Astrophysics Data System (ADS)
Mai, Vien V.; Shin, Won-Yong; Ishibashi, Koji
2017-04-01
This paper studies power allocation for distributed estimation of an unknown scalar random source in sensor networks with a multiple-antenna fusion center (FC), where wireless sensors are equipped with radio-frequency based energy harvesting technology. The sensors' observation is locally processed by using an uncoded amplify-and-forward scheme. The processed signals are then sent to the FC, and are coherently combined at the FC, at which the best linear unbiased estimator (BLUE) is adopted for reliable estimation. We aim to solve the following two power allocation problems: 1) minimizing distortion under various power constraints; and 2) minimizing total transmit power under distortion constraints, where the distortion is measured in terms of mean-squared error of the BLUE. Two iterative algorithms are developed to solve the non-convex problems, which converge at least to a local optimum. In particular, the above algorithms are designed to jointly optimize the amplification coefficients, energy beamforming, and receive filtering. For each problem, a suboptimal design, a single-antenna FC scenario, and a common harvester deployment for colocated sensors, are also studied. Using the powerful semidefinite relaxation framework, our result is shown to be valid for any number of sensors, each with different noise power, and for an arbitrarily number of antennas at the FC.
Optimal aeroassisted coplanar orbital transfer using an energy model
NASA Technical Reports Server (NTRS)
Halyo, Nesim; Taylor, Deborah B.
1989-01-01
The atmospheric portion of the trajectories for the aeroassisted coplanar orbit transfer was investigated. The equations of motion for the problem are expressed using reduced order model and total vehicle energy, kinetic plus potential, as the independent variable rather than time. The order reduction is achieved analytically without an approximation of the vehicle dynamics. In this model, the problem of coplanar orbit transfer is seen as one in which a given amount of energy must be transferred from the vehicle to the atmosphere during the trajectory without overheating the vehicle. An optimal control problem is posed where a linear combination of the integrated square of the heating rate and the vehicle drag is the cost function to be minimized. The necessary conditions for optimality are obtained. These result in a 4th order two-point-boundary-value problem. A parametric study of the optimal guidance trajectory in which the proportion of the heating rate term versus the drag varies is made. Simulations of the guidance trajectories are presented.
Efficient Levenberg-Marquardt minimization of the maximum likelihood estimator for Poisson deviates
DOE Office of Scientific and Technical Information (OSTI.GOV)
Laurence, T; Chromy, B
2009-11-10
Histograms of counted events are Poisson distributed, but are typically fitted without justification using nonlinear least squares fitting. The more appropriate maximum likelihood estimator (MLE) for Poisson distributed data is seldom used. We extend the use of the Levenberg-Marquardt algorithm commonly used for nonlinear least squares minimization for use with the MLE for Poisson distributed data. In so doing, we remove any excuse for not using this more appropriate MLE. We demonstrate the use of the algorithm and the superior performance of the MLE using simulations and experiments in the context of fluorescence lifetime imaging. Scientists commonly form histograms ofmore » counted events from their data, and extract parameters by fitting to a specified model. Assuming that the probability of occurrence for each bin is small, event counts in the histogram bins will be distributed according to the Poisson distribution. We develop here an efficient algorithm for fitting event counting histograms using the maximum likelihood estimator (MLE) for Poisson distributed data, rather than the non-linear least squares measure. This algorithm is a simple extension of the common Levenberg-Marquardt (L-M) algorithm, is simple to implement, quick and robust. Fitting using a least squares measure is most common, but it is the maximum likelihood estimator only for Gaussian-distributed data. Non-linear least squares methods may be applied to event counting histograms in cases where the number of events is very large, so that the Poisson distribution is well approximated by a Gaussian. However, it is not easy to satisfy this criterion in practice - which requires a large number of events. It has been well-known for years that least squares procedures lead to biased results when applied to Poisson-distributed data; a recent paper providing extensive characterization of these biases in exponential fitting is given. The more appropriate measure based on the maximum likelihood estimator (MLE) for the Poisson distribution is also well known, but has not become generally used. This is primarily because, in contrast to non-linear least squares fitting, there has been no quick, robust, and general fitting method. In the field of fluorescence lifetime spectroscopy and imaging, there have been some efforts to use this estimator through minimization routines such as Nelder-Mead optimization, exhaustive line searches, and Gauss-Newton minimization. Minimization based on specific one- or multi-exponential models has been used to obtain quick results, but this procedure does not allow the incorporation of the instrument response, and is not generally applicable to models found in other fields. Methods for using the MLE for Poisson-distributed data have been published by the wider spectroscopic community, including iterative minimization schemes based on Gauss-Newton minimization. The slow acceptance of these procedures for fitting event counting histograms may also be explained by the use of the ubiquitous, fast Levenberg-Marquardt (L-M) fitting procedure for fitting non-linear models using least squares fitting (simple searches obtain {approx}10000 references - this doesn't include those who use it, but don't know they are using it). The benefits of L-M include a seamless transition between Gauss-Newton minimization and downward gradient minimization through the use of a regularization parameter. This transition is desirable because Gauss-Newton methods converge quickly, but only within a limited domain of convergence; on the other hand the downward gradient methods have a much wider domain of convergence, but converge extremely slowly nearer the minimum. L-M has the advantages of both procedures: relative insensitivity to initial parameters and rapid convergence. Scientists, when wanting an answer quickly, will fit data using L-M, get an answer, and move on. Only those that are aware of the bias issues will bother to fit using the more appropriate MLE for Poisson deviates. However, since there is a simple, analytical formula for the appropriate MLE measure for Poisson deviates, it is inexcusable that least squares estimators are used almost exclusively when fitting event counting histograms. There have been ways found to use successive non-linear least squares fitting to obtain similarly unbiased results, but this procedure is justified by simulation, must be re-tested when conditions change significantly, and requires two successive fits. There is a great need for a fitting routine for the MLE estimator for Poisson deviates that has convergence domains and rates comparable to the non-linear least squares L-M fitting. We show in this report that a simple way to achieve that goal is to use the L-M fitting procedure not to minimize the least squares measure, but the MLE for Poisson deviates.« less
The covariance matrix for the solution vector of an equality-constrained least-squares problem
NASA Technical Reports Server (NTRS)
Lawson, C. L.
1976-01-01
Methods are given for computing the covariance matrix for the solution vector of an equality-constrained least squares problem. The methods are matched to the solution algorithms given in the book, 'Solving Least Squares Problems.'
NASA Astrophysics Data System (ADS)
Singh, Mandeep; Khare, Kedar
2018-05-01
We describe a numerical processing technique that allows single-shot region-of-interest (ROI) reconstruction in image plane digital holographic microscopy with full pixel resolution. The ROI reconstruction is modelled as an optimization problem where the cost function to be minimized consists of an L2-norm squared data fitting term and a modified Huber penalty term that are minimized alternately in an adaptive fashion. The technique can provide full pixel resolution complex-valued images of the selected ROI which is not possible to achieve with the commonly used Fourier transform method. The technique can facilitate holographic reconstruction of individual cells of interest from a large field-of-view digital holographic microscopy data. The complementary phase information in addition to the usual absorption information already available in the form of bright field microscopy can make the methodology attractive to the biomedical user community.
A Comparison of Heuristic Procedures for Minimum within-Cluster Sums of Squares Partitioning
ERIC Educational Resources Information Center
Brusco, Michael J.; Steinley, Douglas
2007-01-01
Perhaps the most common criterion for partitioning a data set is the minimization of the within-cluster sums of squared deviation from cluster centroids. Although optimal solution procedures for within-cluster sums of squares (WCSS) partitioning are computationally feasible for small data sets, heuristic procedures are required for most practical…
3D High Resolution Mesh Deformation Based on Multi Library Wavelet Neural Network Architecture
NASA Astrophysics Data System (ADS)
Dhibi, Naziha; Elkefi, Akram; Bellil, Wajdi; Amar, Chokri Ben
2016-12-01
This paper deals with the features of a novel technique for large Laplacian boundary deformations using estimated rotations. The proposed method is based on a Multi Library Wavelet Neural Network structure founded on several mother wavelet families (MLWNN). The objective is to align features of mesh and minimize distortion with a fixed feature that minimizes the sum of the distances between all corresponding vertices. New mesh deformation method worked in the domain of Region of Interest (ROI). Our approach computes deformed ROI, updates and optimizes it to align features of mesh based on MLWNN and spherical parameterization configuration. This structure has the advantage of constructing the network by several mother wavelets to solve high dimensions problem using the best wavelet mother that models the signal better. The simulation test achieved the robustness and speed considerations when developing deformation methodologies. The Mean-Square Error and the ratio of deformation are low compared to other works from the state of the art. Our approach minimizes distortions with fixed features to have a well reconstructed object.
Discrete square root smoothing.
NASA Technical Reports Server (NTRS)
Kaminski, P. G.; Bryson, A. E., Jr.
1972-01-01
The basic techniques applied in the square root least squares and square root filtering solutions are applied to the smoothing problem. Both conventional and square root solutions are obtained by computing the filtered solutions, then modifying the results to include the effect of all measurements. A comparison of computation requirements indicates that the square root information smoother (SRIS) is more efficient than conventional solutions in a large class of fixed interval smoothing problems.
NASA Astrophysics Data System (ADS)
Arttini Dwi Prasetyowati, Sri; Susanto, Adhi; Widihastuti, Ida
2017-04-01
Every noise problems require different solution. In this research, the noise that must be cancelled comes from roadway. Least Mean Square (LMS) adaptive is one of the algorithm that can be used to cancel that noise. Residual noise always appears and could not be erased completely. This research aims to know the characteristic of residual noise from vehicle’s noise and analysis so that it is no longer appearing as a problem. LMS algorithm was used to predict the vehicle’s noise and minimize the error. The distribution of the residual noise could be observed to determine the specificity of the residual noise. The statistic of the residual noise close to normal distribution with = 0,0435, = 1,13 and the autocorrelation of the residual noise forming impulse. As a conclusion the residual noise is insignificant.
Optically Transparent Split-Ring Antennas for 1 to 10 GHz
NASA Technical Reports Server (NTRS)
Lee, Richard Q.; Simons, Rainee N.
2007-01-01
Split-ring antennas made from optically transparent, electrically conductive films have been invented for applications in which there are requirements for compact antennas capable of operation over much or all of the frequency band from 1 to 10 GHz. Primary examples of such applications include wireless local-area networks and industrial, scientific, and medical (ISM) applications. These antennas can be conveniently located on such surfaces as those of automobile windows and display screens of diverse hand-held electronic units. They are fabricated by conventional printed-circuit techniques and can easily be integrated with solid-state amplifier circuits to enhance gain. The structure of an antenna of this type includes an antenna/feed layer supported on the top or outer face of a dielectric (e.g., glass) and, optionally, a ground layer on the bottom or inner face of the substrate. The ring can be in the form of either a conductive strip or a slot in the antenna/feed layer. The ring can be of rectangular, square, circular, elliptical, or other suitable shape and can be excited by means of a microstrip, slot line, or coplanar waveguide. For example, the antenna shown in the figure features a square conductive-strip split ring with a microstrip feed. In general, an antenna fed at its external boundary in the manner of this invention presents very high impedance, thereby creating an impedance-matching problem. Splitting the ring . that is, cutting a notch through the ring . offers a solution to the problem in that the notch fixes the location of maximum electric field, which location is directly related to the impedance. Thus, an excellent impedance match can be achieved through proper choice of the location of the notch. In geometric layout, such a ring antenna structure is typically between 1.4 and 1.3 the size of a patch antenna capable of operating in the same frequency range. This miniaturization of the antenna is desirable, not only because it contributes to overall miniaturization of equipment, but also because minimization of the extent of the optically transparent, electrically conductive film helps to minimize the electrical loss associated with the surface resistance ( 5 ohms per square) of the transparent, electrically conductive film material. Incidentally, even at 5 ohms per square, this surface resistance is significantly less than that of indium tin oxide film (typically > 25 ohms per square), which, heretofore has been the transparent, electrically conductive film material of choice. At the time of writing this article, information on the composition of the lower-resistance film used in the antennas of this invention was not available.
Ebtehaj, Isa; Bonakdari, Hossein
2014-01-01
The existence of sediments in wastewater greatly affects the performance of the sewer and wastewater transmission systems. Increased sedimentation in wastewater collection systems causes problems such as reduced transmission capacity and early combined sewer overflow. The article reviews the performance of the genetic algorithm (GA) and imperialist competitive algorithm (ICA) in minimizing the target function (mean square error of observed and predicted Froude number). To study the impact of bed load transport parameters, using four non-dimensional groups, six different models have been presented. Moreover, the roulette wheel selection method is used to select the parents. The ICA with root mean square error (RMSE) = 0.007, mean absolute percentage error (MAPE) = 3.5% show better results than GA (RMSE = 0.007, MAPE = 5.6%) for the selected model. All six models return better results than the GA. Also, the results of these two algorithms were compared with multi-layer perceptron and existing equations.
Optimal Frequency-Domain System Realization with Weighting
NASA Technical Reports Server (NTRS)
Juang, Jer-Nan; Maghami, Peiman G.
1999-01-01
Several approaches are presented to identify an experimental system model directly from frequency response data. The formulation uses a matrix-fraction description as the model structure. Frequency weighting such as exponential weighting is introduced to solve a weighted least-squares problem to obtain the coefficient matrices for the matrix-fraction description. A multi-variable state-space model can then be formed using the coefficient matrices of the matrix-fraction description. Three different approaches are introduced to fine-tune the model using nonlinear programming methods to minimize the desired cost function. The first method uses an eigenvalue assignment technique to reassign a subset of system poles to improve the identified model. The second method deals with the model in the real Schur or modal form, reassigns a subset of system poles, and adjusts the columns (rows) of the input (output) influence matrix using a nonlinear optimizer. The third method also optimizes a subset of poles, but the input and output influence matrices are refined at every optimization step through least-squares procedures.
Least-Squares Analysis of Data with Uncertainty in "y" and "x": Algorithms in Excel and KaleidaGraph
ERIC Educational Resources Information Center
Tellinghuisen, Joel
2018-01-01
For the least-squares analysis of data having multiple uncertain variables, the generally accepted best solution comes from minimizing the sum of weighted squared residuals over all uncertain variables, with, for example, weights in x[subscript i] taken as inversely proportional to the variance [delta][subscript xi][superscript 2]. A complication…
Metaheuristic Optimization and its Applications in Earth Sciences
NASA Astrophysics Data System (ADS)
Yang, Xin-She
2010-05-01
A common but challenging task in modelling geophysical and geological processes is to handle massive data and to minimize certain objectives. This can essentially be considered as an optimization problem, and thus many new efficient metaheuristic optimization algorithms can be used. In this paper, we will introduce some modern metaheuristic optimization algorithms such as genetic algorithms, harmony search, firefly algorithm, particle swarm optimization and simulated annealing. We will also discuss how these algorithms can be applied to various applications in earth sciences, including nonlinear least-squares, support vector machine, Kriging, inverse finite element analysis, and data-mining. We will present a few examples to show how different problems can be reformulated as optimization. Finally, we will make some recommendations for choosing various algorithms to suit various problems. References 1) D. H. Wolpert and W. G. Macready, No free lunch theorems for optimization, IEEE Trans. Evolutionary Computation, Vol. 1, 67-82 (1997). 2) X. S. Yang, Nature-Inspired Metaheuristic Algorithms, Luniver Press, (2008). 3) X. S. Yang, Mathematical Modelling for Earth Sciences, Dunedin Academic Press, (2008).
Approximation algorithm for the problem of partitioning a sequence into clusters
NASA Astrophysics Data System (ADS)
Kel'manov, A. V.; Mikhailova, L. V.; Khamidullin, S. A.; Khandeev, V. I.
2017-08-01
We consider the problem of partitioning a finite sequence of Euclidean points into a given number of clusters (subsequences) using the criterion of the minimal sum (over all clusters) of intercluster sums of squared distances from the elements of the clusters to their centers. It is assumed that the center of one of the desired clusters is at the origin, while the center of each of the other clusters is unknown and determined as the mean value over all elements in this cluster. Additionally, the partition obeys two structural constraints on the indices of sequence elements contained in the clusters with unknown centers: (1) the concatenation of the indices of elements in these clusters is an increasing sequence, and (2) the difference between an index and the preceding one is bounded above and below by prescribed constants. It is shown that this problem is strongly NP-hard. A 2-approximation algorithm is constructed that is polynomial-time for a fixed number of clusters.
Orthogonalizing EM: A design-based least squares algorithm.
Xiong, Shifeng; Dai, Bin; Huling, Jared; Qian, Peter Z G
We introduce an efficient iterative algorithm, intended for various least squares problems, based on a design of experiments perspective. The algorithm, called orthogonalizing EM (OEM), works for ordinary least squares and can be easily extended to penalized least squares. The main idea of the procedure is to orthogonalize a design matrix by adding new rows and then solve the original problem by embedding the augmented design in a missing data framework. We establish several attractive theoretical properties concerning OEM. For the ordinary least squares with a singular regression matrix, an OEM sequence converges to the Moore-Penrose generalized inverse-based least squares estimator. For ordinary and penalized least squares with various penalties, it converges to a point having grouping coherence for fully aliased regression matrices. Convergence and the convergence rate of the algorithm are examined. Finally, we demonstrate that OEM is highly efficient for large-scale least squares and penalized least squares problems, and is considerably faster than competing methods when n is much larger than p . Supplementary materials for this article are available online.
NASA Astrophysics Data System (ADS)
Basin, M.; Maldonado, J. J.; Zendejo, O.
2016-07-01
This paper proposes new mean-square filter and parameter estimator design for linear stochastic systems with unknown parameters over linear observations, where unknown parameters are considered as combinations of Gaussian and Poisson white noises. The problem is treated by reducing the original problem to a filtering problem for an extended state vector that includes parameters as additional states, modelled as combinations of independent Gaussian and Poisson processes. The solution to this filtering problem is based on the mean-square filtering equations for incompletely polynomial states confused with Gaussian and Poisson noises over linear observations. The resulting mean-square filter serves as an identifier for the unknown parameters. Finally, a simulation example shows effectiveness of the proposed mean-square filter and parameter estimator.
Criterion Predictability: Identifying Differences Between [r-squares
ERIC Educational Resources Information Center
Malgady, Robert G.
1976-01-01
An analysis of variance procedure for testing differences in r-squared, the coefficient of determination, across independent samples is proposed and briefly discussed. The principal advantage of the procedure is to minimize Type I error for follow-up tests of pairwise differences. (Author/JKS)
ITOUGH2(UNIX). Inverse Modeling for TOUGH2 Family of Multiphase Flow Simulators
DOE Office of Scientific and Technical Information (OSTI.GOV)
Finsterle, S.
1999-03-01
ITOUGH2 provides inverse modeling capabilities for the TOUGH2 family of numerical simulators for non-isothermal multiphase flows in fractured-porous media. The ITOUGH2 can be used for estimating parameters by automatic modeling calibration, for sensitivity analyses, and for uncertainity propagation analyses (linear and Monte Carlo simulations). Any input parameter to the TOUGH2 simulator can be estimated based on any type of observation for which a corresponding TOUGH2 output is calculated. ITOUGH2 solves a non-linear least-squares problem using direct or gradient-based minimization algorithms. A detailed residual and error analysis is performed, which includes the evaluation of model identification criteria. ITOUGH2 can also bemore » run in forward mode, solving subsurface flow problems related to nuclear waste isolation, oil, gas, and geothermal resevoir engineering, and vadose zone hydrology.« less
Adaptive Window Zero-Crossing-Based Instantaneous Frequency Estimation
NASA Astrophysics Data System (ADS)
Sekhar, S. Chandra; Sreenivas, TV
2004-12-01
We address the problem of estimating instantaneous frequency (IF) of a real-valued constant amplitude time-varying sinusoid. Estimation of polynomial IF is formulated using the zero-crossings of the signal. We propose an algorithm to estimate nonpolynomial IF by local approximation using a low-order polynomial, over a short segment of the signal. This involves the choice of window length to minimize the mean square error (MSE). The optimal window length found by directly minimizing the MSE is a function of the higher-order derivatives of the IF which are not available a priori. However, an optimum solution is formulated using an adaptive window technique based on the concept of intersection of confidence intervals. The adaptive algorithm enables minimum MSE-IF (MMSE-IF) estimation without requiring a priori information about the IF. Simulation results show that the adaptive window zero-crossing-based IF estimation method is superior to fixed window methods and is also better than adaptive spectrogram and adaptive Wigner-Ville distribution (WVD)-based IF estimators for different signal-to-noise ratio (SNR).
A Systematic Approach to Sensor Selection for Aircraft Engine Health Estimation
NASA Technical Reports Server (NTRS)
Simon, Donald L.; Garg, Sanjay
2009-01-01
A systematic approach for selecting an optimal suite of sensors for on-board aircraft gas turbine engine health estimation is presented. The methodology optimally chooses the engine sensor suite and the model tuning parameter vector to minimize the Kalman filter mean squared estimation error in the engine s health parameters or other unmeasured engine outputs. This technique specifically addresses the underdetermined estimation problem where there are more unknown system health parameters representing degradation than available sensor measurements. This paper presents the theoretical estimation error equations, and describes the optimization approach that is applied to select the sensors and model tuning parameters to minimize these errors. Two different model tuning parameter vector selection approaches are evaluated: the conventional approach of selecting a subset of health parameters to serve as the tuning parameters, and an alternative approach that selects tuning parameters as a linear combination of all health parameters. Results from the application of the technique to an aircraft engine simulation are presented, and compared to those from an alternative sensor selection strategy.
Permutation flow-shop scheduling problem to optimize a quadratic objective function
NASA Astrophysics Data System (ADS)
Ren, Tao; Zhao, Peng; Zhang, Da; Liu, Bingqian; Yuan, Huawei; Bai, Danyu
2017-09-01
A flow-shop scheduling model enables appropriate sequencing for each job and for processing on a set of machines in compliance with identical processing orders. The objective is to achieve a feasible schedule for optimizing a given criterion. Permutation is a special setting of the model in which the processing order of the jobs on the machines is identical for each subsequent step of processing. This article addresses the permutation flow-shop scheduling problem to minimize the criterion of total weighted quadratic completion time. With a probability hypothesis, the asymptotic optimality of the weighted shortest processing time schedule under a consistency condition (WSPT-CC) is proven for sufficiently large-scale problems. However, the worst case performance ratio of the WSPT-CC schedule is the square of the number of machines in certain situations. A discrete differential evolution algorithm, where a new crossover method with multiple-point insertion is used to improve the final outcome, is presented to obtain high-quality solutions for moderate-scale problems. A sequence-independent lower bound is designed for pruning in a branch-and-bound algorithm for small-scale problems. A set of random experiments demonstrates the performance of the lower bound and the effectiveness of the proposed algorithms.
On the geodetic applications of simultaneous range-differencing to LAGEOS
NASA Technical Reports Server (NTRS)
Pablis, E. C.
1982-01-01
The possibility of improving the accuracy of geodetic results by use of simultaneously observed ranges to Lageos, in a differencing mode, from pairs of stations was studied. Simulation tests show that model errors can be effectively minimized by simultaneous range differencing (SRD) for a rather broad class of network satellite pass configurations. The methods of least squares approximation are compared with monomials and Chebyshev polynomials and the cubic spline interpolation. Analysis of three types of orbital biases (radial, along- and across track) shows that radial biases are the ones most efficiently minimized in the SRC mode. The degree to which the other two can be minimized depends on the type of parameters under estimation and the geometry of the problem. Sensitivity analyses of the SRD observation show that for baseline length estimations the most useful data are those collected in a direction parallel to the baseline and at a low elevation. Estimating individual baseline lengths with respect to an assumed but fixed orbit not only decreases the cost, but it further reduces the effects of model biases on the results as opposed to a network solution. Analogous results and conclusions are obtained for the estimates of the coordinates of the pole.
NASA Astrophysics Data System (ADS)
Sharan, Maithili; Singh, Amit Kumar; Singh, Sarvesh Kumar
2017-11-01
Estimation of an unknown atmospheric release from a finite set of concentration measurements is considered an ill-posed inverse problem. Besides ill-posedness, the estimation process is influenced by the instrumental errors in the measured concentrations and model representativity errors. The study highlights the effect of minimizing model representativity errors on the source estimation. This is described in an adjoint modelling framework and followed in three steps. First, an estimation of point source parameters (location and intensity) is carried out using an inversion technique. Second, a linear regression relationship is established between the measured concentrations and corresponding predicted using the retrieved source parameters. Third, this relationship is utilized to modify the adjoint functions. Further, source estimation is carried out using these modified adjoint functions to analyse the effect of such modifications. The process is tested for two well known inversion techniques, called renormalization and least-square. The proposed methodology and inversion techniques are evaluated for a real scenario by using concentrations measurements from the Idaho diffusion experiment in low wind stable conditions. With both the inversion techniques, a significant improvement is observed in the retrieval of source estimation after minimizing the representativity errors.
Orthogonalizing EM: A design-based least squares algorithm
Xiong, Shifeng; Dai, Bin; Huling, Jared; Qian, Peter Z. G.
2016-01-01
We introduce an efficient iterative algorithm, intended for various least squares problems, based on a design of experiments perspective. The algorithm, called orthogonalizing EM (OEM), works for ordinary least squares and can be easily extended to penalized least squares. The main idea of the procedure is to orthogonalize a design matrix by adding new rows and then solve the original problem by embedding the augmented design in a missing data framework. We establish several attractive theoretical properties concerning OEM. For the ordinary least squares with a singular regression matrix, an OEM sequence converges to the Moore-Penrose generalized inverse-based least squares estimator. For ordinary and penalized least squares with various penalties, it converges to a point having grouping coherence for fully aliased regression matrices. Convergence and the convergence rate of the algorithm are examined. Finally, we demonstrate that OEM is highly efficient for large-scale least squares and penalized least squares problems, and is considerably faster than competing methods when n is much larger than p. Supplementary materials for this article are available online. PMID:27499558
Multiple point least squares equalization in a room
NASA Technical Reports Server (NTRS)
Elliott, S. J.; Nelson, P. A.
1988-01-01
Equalization filters designed to minimize the mean square error between a delayed version of the original electrical signal and the equalized response at a point in a room have previously been investigated. In general, such a strategy degrades the response at positions in a room away from the equalization point. A method is presented for designing an equalization filter by adjusting the filter coefficients to minimize the sum of the squares of the errors between the equalized responses at multiple points in the room and delayed versions of the original, electrical signal. Such an equalization filter can give a more uniform frequency response over a greater volume of the enclosure than can the single point equalizer above. Computer simulation results are presented of equalizing the frequency responses from a loudspeaker to various typical ear positions, in a room with dimensions and acoustic damping typical of a car interior, using the two approaches outlined above. Adaptive filter algorithms, which can automatically adjust the coefficients of a digital equalization filter to achieve this minimization, will also be discussed.
Objective scatterometer wind ambiguity removal using smoothness and dynamical constraints
NASA Technical Reports Server (NTRS)
Hoffman, R. N.
1984-01-01
In the present investigation, a variational analysis method (VAM) is used to remove the ambiguity of the Seasat-A Satellite Scatterometer (SASS) winds. At each SASS data point, two, three, or four wind vectors (termed ambiguities) are retrieved. It is pointed out that the VAM is basically a least squares method for fitting data. The problem may be nonlinear. The best fit to the data and constraints is obtained on the basis of a minimization of the objective function. The VAM was tested and tuned at 12 h GMT Sept. 10, 1978. Attention is given to a case study involving an intense cyclone centered south of Japan at 138 deg E.
On the VHF Source Retrieval Errors Associated with Lightning Mapping Arrays (LMAs)
NASA Technical Reports Server (NTRS)
Koshak, W.
2016-01-01
This presentation examines in detail the standard retrieval method: that of retrieving the (x, y, z, t) parameters of a lightning VHF point source from multiple ground-based Lightning Mapping Array (LMA) time-of-arrival (TOA) observations. The solution is found by minimizing a chi-squared function via the Levenberg-Marquardt algorithm. The associated forward problem is examined to illustrate the importance of signal-to-noise ratio (SNR). Monte Carlo simulated retrievals are used to assess the benefits of changing various LMA network properties. A generalized retrieval method is also introduced that, in addition to TOA data, uses LMA electric field amplitude measurements to retrieve a transient VHF dipole moment source.
An entropy method for induced drag minimization
NASA Technical Reports Server (NTRS)
Greene, George C.
1989-01-01
A fundamentally new approach to the aircraft minimum induced drag problem is presented. The method, a 'viscous lifting line', is based on the minimum entropy production principle and does not require the planar wake assumption. An approximate, closed form solution is obtained for several wing configurations including a comparison of wing extension, winglets, and in-plane wing sweep, with and without a constraint on wing-root bending moment. Like the classical lifting-line theory, this theory predicts that induced drag is proportional to the square of the lift coefficient and inversely proportioinal to the wing aspect ratio. Unlike the classical theory, it predicts that induced drag is Reynolds number dependent and that the optimum spanwise circulation distribution is non-elliptic.
Face recognition based on two-dimensional discriminant sparse preserving projection
NASA Astrophysics Data System (ADS)
Zhang, Dawei; Zhu, Shanan
2018-04-01
In this paper, a supervised dimensionality reduction algorithm named two-dimensional discriminant sparse preserving projection (2DDSPP) is proposed for face recognition. In order to accurately model manifold structure of data, 2DDSPP constructs within-class affinity graph and between-class affinity graph by the constrained least squares (LS) and l1 norm minimization problem, respectively. Based on directly operating on image matrix, 2DDSPP integrates graph embedding (GE) with Fisher criterion. The obtained projection subspace preserves within-class neighborhood geometry structure of samples, while keeping away samples from different classes. The experimental results on the PIE and AR face databases show that 2DDSPP can achieve better recognition performance.
Multistep modeling of protein structure: application towards refinement of tyr-tRNA synthetase
NASA Technical Reports Server (NTRS)
Srinivasan, S.; Shibata, M.; Roychoudhury, M.; Rein, R.
1987-01-01
The scope of multistep modeling (MSM) is expanding by adding a least-squares minimization step in the procedure to fit backbone reconstruction consistent with a set of C-alpha coordinates. The analytical solution of Phi and Psi angles, that fits a C-alpha x-ray coordinate is used for tyr-tRNA synthetase. Phi and Psi angles for the region where the above mentioned method fails, are obtained by minimizing the difference in C-alpha distances between the computed model and the crystal structure in a least-squares sense. We present a stepwise application of this part of MSM to the determination of the complete backbone geometry of the 321 N terminal residues of tyrosine tRNA synthetase to a root mean square deviation of 0.47 angstroms from the crystallographic C-alpha coordinates.
Automated Calibration For Numerical Models Of Riverflow
NASA Astrophysics Data System (ADS)
Fernandez, Betsaida; Kopmann, Rebekka; Oladyshkin, Sergey
2017-04-01
Calibration of numerical models is fundamental since the beginning of all types of hydro system modeling, to approximate the parameters that can mimic the overall system behavior. Thus, an assessment of different deterministic and stochastic optimization methods is undertaken to compare their robustness, computational feasibility, and global search capacity. Also, the uncertainty of the most suitable methods is analyzed. These optimization methods minimize the objective function that comprises synthetic measurements and simulated data. Synthetic measurement data replace the observed data set to guarantee an existing parameter solution. The input data for the objective function derivate from a hydro-morphological dynamics numerical model which represents an 180-degree bend channel. The hydro- morphological numerical model shows a high level of ill-posedness in the mathematical problem. The minimization of the objective function by different candidate methods for optimization indicates a failure in some of the gradient-based methods as Newton Conjugated and BFGS. Others reveal partial convergence, such as Nelder-Mead, Polak und Ribieri, L-BFGS-B, Truncated Newton Conjugated, and Trust-Region Newton Conjugated Gradient. Further ones indicate parameter solutions that range outside the physical limits, such as Levenberg-Marquardt and LeastSquareRoot. Moreover, there is a significant computational demand for genetic optimization methods, such as Differential Evolution and Basin-Hopping, as well as for Brute Force methods. The Deterministic Sequential Least Square Programming and the scholastic Bayes Inference theory methods present the optimal optimization results. keywords: Automated calibration of hydro-morphological dynamic numerical model, Bayesian inference theory, deterministic optimization methods.
A Nonlinear Least Squares Approach to Time of Death Estimation Via Body Cooling.
Rodrigo, Marianito R
2016-01-01
The problem of time of death (TOD) estimation by body cooling is revisited by proposing a nonlinear least squares approach that takes as input a series of temperature readings only. Using a reformulation of the Marshall-Hoare double exponential formula and a technique for reducing the dimension of the state space, an error function that depends on the two cooling rates is constructed, with the aim of minimizing this function. Standard nonlinear optimization methods that are used to minimize the bivariate error function require an initial guess for these unknown rates. Hence, a systematic procedure based on the given temperature data is also proposed to determine an initial estimate for the rates. Then, an explicit formula for the TOD is given. Results of numerical simulations using both theoretical and experimental data are presented, both yielding reasonable estimates. The proposed procedure does not require knowledge of the temperature at death nor the body mass. In fact, the method allows the estimation of the temperature at death once the cooling rates and the TOD have been calculated. The procedure requires at least three temperature readings, although more measured readings could improve the estimates. With the aid of computerized recording and thermocouple detectors, temperature readings spaced 10-15 min apart, for example, can be taken. The formulas can be straightforwardly programmed and installed on a hand-held device for field use. © 2015 American Academy of Forensic Sciences.
Piecewise convexity of artificial neural networks.
Rister, Blaine; Rubin, Daniel L
2017-10-01
Although artificial neural networks have shown great promise in applications including computer vision and speech recognition, there remains considerable practical and theoretical difficulty in optimizing their parameters. The seemingly unreasonable success of gradient descent methods in minimizing these non-convex functions remains poorly understood. In this work we offer some theoretical guarantees for networks with piecewise affine activation functions, which have in recent years become the norm. We prove three main results. First, that the network is piecewise convex as a function of the input data. Second, that the network, considered as a function of the parameters in a single layer, all others held constant, is again piecewise convex. Third, that the network as a function of all its parameters is piecewise multi-convex, a generalization of biconvexity. From here we characterize the local minima and stationary points of the training objective, showing that they minimize the objective on certain subsets of the parameter space. We then analyze the performance of two optimization algorithms on multi-convex problems: gradient descent, and a method which repeatedly solves a number of convex sub-problems. We prove necessary convergence conditions for the first algorithm and both necessary and sufficient conditions for the second, after introducing regularization to the objective. Finally, we remark on the remaining difficulty of the global optimization problem. Under the squared error objective, we show that by varying the training data, a single rectifier neuron admits local minima arbitrarily far apart, both in objective value and parameter space. Copyright © 2017 Elsevier Ltd. All rights reserved.
Discrete square root filtering - A survey of current techniques.
NASA Technical Reports Server (NTRS)
Kaminskii, P. G.; Bryson, A. E., Jr.; Schmidt, S. F.
1971-01-01
Current techniques in square root filtering are surveyed and related by applying a duality association. Four efficient square root implementations are suggested, and compared with three common conventional implementations in terms of computational complexity and precision. It is shown that the square root computational burden should not exceed the conventional by more than 50% in most practical problems. An examination of numerical conditioning predicts that the square root approach can yield twice the effective precision of the conventional filter in ill-conditioned problems. This prediction is verified in two examples.
Speckle evolution with multiple steps of least-squares phase removal
DOE Office of Scientific and Technical Information (OSTI.GOV)
Chen Mingzhou; Dainty, Chris; Roux, Filippus S.
2011-08-15
We study numerically the evolution of speckle fields due to the annihilation of optical vortices after the least-squares phase has been removed. A process with multiple steps of least-squares phase removal is carried out to minimize both vortex density and scintillation index. Statistical results show that almost all the optical vortices can be removed from a speckle field, which finally decays into a quasiplane wave after such an iterative process.
First-Order System Least-Squares for Second-Order Elliptic Problems with Discontinuous Coefficients
NASA Technical Reports Server (NTRS)
Manteuffel, Thomas A.; McCormick, Stephen F.; Starke, Gerhard
1996-01-01
The first-order system least-squares methodology represents an alternative to standard mixed finite element methods. Among its advantages is the fact that the finite element spaces approximating the pressure and flux variables are not restricted by the inf-sup condition and that the least-squares functional itself serves as an appropriate error measure. This paper studies the first-order system least-squares approach for scalar second-order elliptic boundary value problems with discontinuous coefficients. Ellipticity of an appropriately scaled least-squares bilinear form of the size of the jumps in the coefficients leading to adequate finite element approximation results. The occurrence of singularities at interface corners and cross-points is discussed. and a weighted least-squares functional is introduced to handle such cases. Numerical experiments are presented for two test problems to illustrate the performance of this approach.
MPI-FAUN: An MPI-Based Framework for Alternating-Updating Nonnegative Matrix Factorization
DOE Office of Scientific and Technical Information (OSTI.GOV)
Kannan, Ramakrishnan; Ballard, Grey; Park, Haesun
Non-negative matrix factorization (NMF) is the problem of determining two non-negative low rank factors W and H, for the given input matrix A, such that A≈WH. NMF is a useful tool for many applications in different domains such as topic modeling in text mining, background separation in video analysis, and community detection in social networks. Despite its popularity in the data mining community, there is a lack of efficient parallel algorithms to solve the problem for big data sets. The main contribution of this work is a new, high-performance parallel computational framework for a broad class of NMF algorithms thatmore » iteratively solves alternating non-negative least squares (NLS) subproblems for W and H. It maintains the data and factor matrices in memory (distributed across processors), uses MPI for interprocessor communication, and, in the dense case, provably minimizes communication costs (under mild assumptions). The framework is flexible and able to leverage a variety of NMF and NLS algorithms, including Multiplicative Update, Hierarchical Alternating Least Squares, and Block Principal Pivoting. Our implementation allows us to benchmark and compare different algorithms on massive dense and sparse data matrices of size that spans from few hundreds of millions to billions. We demonstrate the scalability of our algorithm and compare it with baseline implementations, showing significant performance improvements. The code and the datasets used for conducting the experiments are available online.« less
MPI-FAUN: An MPI-Based Framework for Alternating-Updating Nonnegative Matrix Factorization
Kannan, Ramakrishnan; Ballard, Grey; Park, Haesun
2017-10-30
Non-negative matrix factorization (NMF) is the problem of determining two non-negative low rank factors W and H, for the given input matrix A, such that A≈WH. NMF is a useful tool for many applications in different domains such as topic modeling in text mining, background separation in video analysis, and community detection in social networks. Despite its popularity in the data mining community, there is a lack of efficient parallel algorithms to solve the problem for big data sets. The main contribution of this work is a new, high-performance parallel computational framework for a broad class of NMF algorithms thatmore » iteratively solves alternating non-negative least squares (NLS) subproblems for W and H. It maintains the data and factor matrices in memory (distributed across processors), uses MPI for interprocessor communication, and, in the dense case, provably minimizes communication costs (under mild assumptions). The framework is flexible and able to leverage a variety of NMF and NLS algorithms, including Multiplicative Update, Hierarchical Alternating Least Squares, and Block Principal Pivoting. Our implementation allows us to benchmark and compare different algorithms on massive dense and sparse data matrices of size that spans from few hundreds of millions to billions. We demonstrate the scalability of our algorithm and compare it with baseline implementations, showing significant performance improvements. The code and the datasets used for conducting the experiments are available online.« less
Non-Cartesian MRI Reconstruction With Automatic Regularization Via Monte-Carlo SURE
Weller, Daniel S.; Nielsen, Jon-Fredrik; Fessler, Jeffrey A.
2013-01-01
Magnetic resonance image (MRI) reconstruction from undersampled k-space data requires regularization to reduce noise and aliasing artifacts. Proper application of regularization however requires appropriate selection of associated regularization parameters. In this work, we develop a data-driven regularization parameter adjustment scheme that minimizes an estimate (based on the principle of Stein’s unbiased risk estimate—SURE) of a suitable weighted squared-error measure in k-space. To compute this SURE-type estimate, we propose a Monte-Carlo scheme that extends our previous approach to inverse problems (e.g., MRI reconstruction) involving complex-valued images. Our approach depends only on the output of a given reconstruction algorithm and does not require knowledge of its internal workings, so it is capable of tackling a wide variety of reconstruction algorithms and nonquadratic regularizers including total variation and those based on the ℓ1-norm. Experiments with simulated and real MR data indicate that the proposed approach is capable of providing near mean squared-error (MSE) optimal regularization parameters for single-coil undersampled non-Cartesian MRI reconstruction. PMID:23591478
Optical recognition of statistical patterns
NASA Astrophysics Data System (ADS)
Lee, S. H.
1981-12-01
Optical implementation of the Fukunaga-Koontz transform (FKT) and the Least-Squares Linear Mapping Technique (LSLMT) is described. The FKT is a linear transformation which performs image feature extraction for a two-class image classification problem. The LSLMT performs a transform from large dimensional feature space to small dimensional decision space for separating multiple image classes by maximizing the interclass differences while minimizing the intraclass variations. The FKT and the LSLMT were optically implemented by utilizing a coded phase optical processor. The transform was used for classifying birds and fish. After the F-K basis functions were calculated, those most useful for classification were incorporated into a computer generated hologram. The output of the optical processor, consisting of the squared magnitude of the F-K coefficients, was detected by a T.V. camera, digitized, and fed into a micro-computer for classification. A simple linear classifier based on only two F-K coefficients was able to separate the images into two classes, indicating that the F-K transform had chosen good features. Two advantages of optically implementing the FKT and LSLMT are parallel and real time processing.
Optical recognition of statistical patterns
NASA Technical Reports Server (NTRS)
Lee, S. H.
1981-01-01
Optical implementation of the Fukunaga-Koontz transform (FKT) and the Least-Squares Linear Mapping Technique (LSLMT) is described. The FKT is a linear transformation which performs image feature extraction for a two-class image classification problem. The LSLMT performs a transform from large dimensional feature space to small dimensional decision space for separating multiple image classes by maximizing the interclass differences while minimizing the intraclass variations. The FKT and the LSLMT were optically implemented by utilizing a coded phase optical processor. The transform was used for classifying birds and fish. After the F-K basis functions were calculated, those most useful for classification were incorporated into a computer generated hologram. The output of the optical processor, consisting of the squared magnitude of the F-K coefficients, was detected by a T.V. camera, digitized, and fed into a micro-computer for classification. A simple linear classifier based on only two F-K coefficients was able to separate the images into two classes, indicating that the F-K transform had chosen good features. Two advantages of optically implementing the FKT and LSLMT are parallel and real time processing.
Alvarez, Santiago; Menjón, Babil; Falceto, Andrés; Casanova, David; Alemany, Pere
2014-11-17
To each coordination polyhedron we can associate a normalized coordination polyhedron that retains the angular orientation of the central atom-ligand bonds but has all the vertices at the same distance from the center. The use of shape measures of these normalized coordination polyhedra provides a simple and efficient way of discriminating angular and bond distance distortions from an ideal polyhedron. In this paper we explore the applications of such an approach to analyses of several stereochemical problems. Among others, we discuss how to discern the off-center displacement of the metal from metal-ligand bond shortening distortions in families of square planar biscarbene and octahedral dioxo complexes. The normalized polyhedron approach is also shown to be very useful to understand stereochemical trends with the help of shape maps, minimal distortion pathways, and ligand association/dissociation pathways, illustrated by the Berry and anti Berry distortions of triple-bonded [X≡ML4] complexes, the square pyramidal geometries of Mo coordination polyhedra in oxido-reductases, the coordination geometries of actinyl complexes, and the tetrahedricity of heavy atom-substituted carbon centers.
ERIC Educational Resources Information Center
Schulman, Steven M.
2014-01-01
In this article the author describes a problem posed to his class, "How many squares are there on a checkerboard?" The problem is deliberately vague so that the teacher can get the students to begin asking questions. The first goal is to come to an agreement about what the problem means (Identify the problem). The second goal is to get…
Solution of a Complex Least Squares Problem with Constrained Phase.
Bydder, Mark
2010-12-30
The least squares solution of a complex linear equation is in general a complex vector with independent real and imaginary parts. In certain applications in magnetic resonance imaging, a solution is desired such that each element has the same phase. A direct method for obtaining the least squares solution to the phase constrained problem is described.
A fast least-squares algorithm for population inference
2013-01-01
Background Population inference is an important problem in genetics used to remove population stratification in genome-wide association studies and to detect migration patterns or shared ancestry. An individual’s genotype can be modeled as a probabilistic function of ancestral population memberships, Q, and the allele frequencies in those populations, P. The parameters, P and Q, of this binomial likelihood model can be inferred using slow sampling methods such as Markov Chain Monte Carlo methods or faster gradient based approaches such as sequential quadratic programming. This paper proposes a least-squares simplification of the binomial likelihood model motivated by a Euclidean interpretation of the genotype feature space. This results in a faster algorithm that easily incorporates the degree of admixture within the sample of individuals and improves estimates without requiring trial-and-error tuning. Results We show that the expected value of the least-squares solution across all possible genotype datasets is equal to the true solution when part of the problem has been solved, and that the variance of the solution approaches zero as its size increases. The Least-squares algorithm performs nearly as well as Admixture for these theoretical scenarios. We compare least-squares, Admixture, and FRAPPE for a variety of problem sizes and difficulties. For particularly hard problems with a large number of populations, small number of samples, or greater degree of admixture, least-squares performs better than the other methods. On simulated mixtures of real population allele frequencies from the HapMap project, Admixture estimates sparsely mixed individuals better than Least-squares. The least-squares approach, however, performs within 1.5% of the Admixture error. On individual genotypes from the HapMap project, Admixture and least-squares perform qualitatively similarly and within 1.2% of each other. Significantly, the least-squares approach nearly always converges 1.5- to 6-times faster. Conclusions The computational advantage of the least-squares approach along with its good estimation performance warrants further research, especially for very large datasets. As problem sizes increase, the difference in estimation performance between all algorithms decreases. In addition, when prior information is known, the least-squares approach easily incorporates the expected degree of admixture to improve the estimate. PMID:23343408
A fast least-squares algorithm for population inference.
Parry, R Mitchell; Wang, May D
2013-01-23
Population inference is an important problem in genetics used to remove population stratification in genome-wide association studies and to detect migration patterns or shared ancestry. An individual's genotype can be modeled as a probabilistic function of ancestral population memberships, Q, and the allele frequencies in those populations, P. The parameters, P and Q, of this binomial likelihood model can be inferred using slow sampling methods such as Markov Chain Monte Carlo methods or faster gradient based approaches such as sequential quadratic programming. This paper proposes a least-squares simplification of the binomial likelihood model motivated by a Euclidean interpretation of the genotype feature space. This results in a faster algorithm that easily incorporates the degree of admixture within the sample of individuals and improves estimates without requiring trial-and-error tuning. We show that the expected value of the least-squares solution across all possible genotype datasets is equal to the true solution when part of the problem has been solved, and that the variance of the solution approaches zero as its size increases. The Least-squares algorithm performs nearly as well as Admixture for these theoretical scenarios. We compare least-squares, Admixture, and FRAPPE for a variety of problem sizes and difficulties. For particularly hard problems with a large number of populations, small number of samples, or greater degree of admixture, least-squares performs better than the other methods. On simulated mixtures of real population allele frequencies from the HapMap project, Admixture estimates sparsely mixed individuals better than Least-squares. The least-squares approach, however, performs within 1.5% of the Admixture error. On individual genotypes from the HapMap project, Admixture and least-squares perform qualitatively similarly and within 1.2% of each other. Significantly, the least-squares approach nearly always converges 1.5- to 6-times faster. The computational advantage of the least-squares approach along with its good estimation performance warrants further research, especially for very large datasets. As problem sizes increase, the difference in estimation performance between all algorithms decreases. In addition, when prior information is known, the least-squares approach easily incorporates the expected degree of admixture to improve the estimate.
An analysis of the least-squares problem for the DSN systematic pointing error model
NASA Technical Reports Server (NTRS)
Alvarez, L. S.
1991-01-01
A systematic pointing error model is used to calibrate antennas in the Deep Space Network. The least squares problem is described and analyzed along with the solution methods used to determine the model's parameters. Specifically studied are the rank degeneracy problems resulting from beam pointing error measurement sets that incorporate inadequate sky coverage. A least squares parameter subset selection method is described and its applicability to the systematic error modeling process is demonstrated on Voyager 2 measurement distribution.
NASA Technical Reports Server (NTRS)
Chang, Ching L.; Jiang, Bo-Nan
1990-01-01
A theoretical proof of the optimal rate of convergence for the least-squares method is developed for the Stokes problem based on the velocity-pressure-vorticity formula. The 2D Stokes problem is analyzed to define the product space and its inner product, and the a priori estimates are derived to give the finite-element approximation. The least-squares method is found to converge at the optimal rate for equal-order interpolation.
Global Optimal Trajectory in Chaos and NP-Hardness
NASA Astrophysics Data System (ADS)
Latorre, Vittorio; Gao, David Yang
This paper presents an unconventional theory and method for solving general nonlinear dynamical systems. Instead of the direct iterative methods, the discretized nonlinear system is first formulated as a global optimization problem via the least squares method. A newly developed canonical duality theory shows that this nonconvex minimization problem can be solved deterministically in polynomial time if a global optimality condition is satisfied. The so-called pseudo-chaos produced by linear iterative methods are mainly due to the intrinsic numerical error accumulations. Otherwise, the global optimization problem could be NP-hard and the nonlinear system can be really chaotic. A conjecture is proposed, which reveals the connection between chaos in nonlinear dynamics and NP-hardness in computer science. The methodology and the conjecture are verified by applications to the well-known logistic equation, a forced memristive circuit and the Lorenz system. Computational results show that the canonical duality theory can be used to identify chaotic systems and to obtain realistic global optimal solutions in nonlinear dynamical systems. The method and results presented in this paper should bring some new insights into nonlinear dynamical systems and NP-hardness in computational complexity theory.
A Comparative Study of Pairwise Learning Methods Based on Kernel Ridge Regression.
Stock, Michiel; Pahikkala, Tapio; Airola, Antti; De Baets, Bernard; Waegeman, Willem
2018-06-12
Many machine learning problems can be formulated as predicting labels for a pair of objects. Problems of that kind are often referred to as pairwise learning, dyadic prediction, or network inference problems. During the past decade, kernel methods have played a dominant role in pairwise learning. They still obtain a state-of-the-art predictive performance, but a theoretical analysis of their behavior has been underexplored in the machine learning literature. In this work we review and unify kernel-based algorithms that are commonly used in different pairwise learning settings, ranging from matrix filtering to zero-shot learning. To this end, we focus on closed-form efficient instantiations of Kronecker kernel ridge regression. We show that independent task kernel ridge regression, two-step kernel ridge regression, and a linear matrix filter arise naturally as a special case of Kronecker kernel ridge regression, implying that all these methods implicitly minimize a squared loss. In addition, we analyze universality, consistency, and spectral filtering properties. Our theoretical results provide valuable insights into assessing the advantages and limitations of existing pairwise learning methods.
Sparseness- and continuity-constrained seismic imaging
NASA Astrophysics Data System (ADS)
Herrmann, Felix J.
2005-04-01
Non-linear solution strategies to the least-squares seismic inverse-scattering problem with sparseness and continuity constraints are proposed. Our approach is designed to (i) deal with substantial amounts of additive noise (SNR < 0 dB); (ii) use the sparseness and locality (both in position and angle) of directional basis functions (such as curvelets and contourlets) on the model: the reflectivity; and (iii) exploit the near invariance of these basis functions under the normal operator, i.e., the scattering-followed-by-imaging operator. Signal-to-noise ratio and the continuity along the imaged reflectors are significantly enhanced by formulating the solution of the seismic inverse problem in terms of an optimization problem. During the optimization, sparseness on the basis and continuity along the reflectors are imposed by jointly minimizing the l1- and anisotropic diffusion/total-variation norms on the coefficients and reflectivity, respectively. [Joint work with Peyman P. Moghaddam was carried out as part of the SINBAD project, with financial support secured through ITF (the Industry Technology Facilitator) from the following organizations: BG Group, BP, ExxonMobil, and SHELL. Additional funding came from the NSERC Discovery Grants 22R81254.
Orthogonal Regression: A Teaching Perspective
ERIC Educational Resources Information Center
Carr, James R.
2012-01-01
A well-known approach to linear least squares regression is that which involves minimizing the sum of squared orthogonal projections of data points onto the best fit line. This form of regression is known as orthogonal regression, and the linear model that it yields is known as the major axis. A similar method, reduced major axis regression, is…
NASA Astrophysics Data System (ADS)
Tanemura, M.; Chida, Y.
2016-09-01
There are a lot of design problems of control system which are expressed as a performance index minimization under BMI conditions. However, a minimization problem expressed as LMIs can be easily solved because of the convex property of LMIs. Therefore, many researchers have been studying transforming a variety of control design problems into convex minimization problems expressed as LMIs. This paper proposes an LMI method for a quadratic performance index minimization problem with a class of BMI conditions. The minimization problem treated in this paper includes design problems of state-feedback gain for switched system and so on. The effectiveness of the proposed method is verified through a state-feedback gain design for switched systems and a numerical simulation using the designed feedback gains.
Exploring L1 model space in search of conductivity bounds for the MT problem
NASA Astrophysics Data System (ADS)
Wheelock, B. D.; Parker, R. L.
2013-12-01
Geophysical inverse problems of the type encountered in electromagnetic techniques are highly non-unique. As a result, any single inverted model, though feasible, is at best inconclusive and at worst misleading. In this paper, we use modified inversion methods to establish bounds on electrical conductivity within a model of the earth. Our method consists of two steps, each making use of the 1-norm in model regularization. Both 1-norm minimization problems are framed without approximation as non-negative least-squares (NNLS) problems. First, we must identify a parsimonious set of regions within the model for which upper and lower bounds on average conductivity will be sought. This is accomplished by minimizing the 1-norm of spatial variation, which produces a model with a limited number of homogeneous regions; in fact, the number of homogeneous regions will never be greater than the number of data, regardless of the number of free parameters supplied. The second step establishes bounds for each of these regions with pairs of inversions. The new suite of inversions also uses a 1-norm penalty, but applied to the conductivity values themselves, rather than the spatial variation thereof. In the bounding step we use the 1-norm of our model parameters because it is proportional to average conductivity. For a lower bound on average conductivity, the 1-norm within a bounding region is minimized. For an upper bound on average conductivity, the 1-norm everywhere outside a bounding region is minimized. The latter minimization has the effect of concentrating conductance into the bounding region. Taken together, these bounds are a measure of the uncertainty in the associated region of our model. Starting with a blocky inverse solution is key in the selection of the bounding regions. Of course, there is a tradeoff between resolution and uncertainty: an increase in resolution (smaller bounding regions), results in greater uncertainty (wider bounds). Minimization of the 1-norm of spatial variation delivers the fewest possible regions defined by a mean conductivity, the quantity we wish to bound. Thus, these regions present a natural set for which the most narrow and discriminating bounds can be found. For illustration, we apply these techniques to synthetic magnetotelluric (MT) data sets resulting from one-dimensional (1D) earth models. In each case we find that with realistic data coverage, any single inverted model can often stray from the truth, while the computed bounds on an encompassing region contain both the inverted and the true conductivities, indicating that our measure of model uncertainty is robust. Such estimates of uncertainty for conductivity can then be translated to bounds on important petrological parameters such as mineralogy, porosity, saturation, and fluid type.
Optimal Variational Asymptotic Method for Nonlinear Fractional Partial Differential Equations.
Baranwal, Vipul K; Pandey, Ram K; Singh, Om P
2014-01-01
We propose optimal variational asymptotic method to solve time fractional nonlinear partial differential equations. In the proposed method, an arbitrary number of auxiliary parameters γ 0, γ 1, γ 2,… and auxiliary functions H 0(x), H 1(x), H 2(x),… are introduced in the correction functional of the standard variational iteration method. The optimal values of these parameters are obtained by minimizing the square residual error. To test the method, we apply it to solve two important classes of nonlinear partial differential equations: (1) the fractional advection-diffusion equation with nonlinear source term and (2) the fractional Swift-Hohenberg equation. Only few iterations are required to achieve fairly accurate solutions of both the first and second problems.
Zeb, Salman; Yousaf, Muhammad
2017-01-01
In this article, we present a QR updating procedure as a solution approach for linear least squares problem with equality constraints. We reduce the constrained problem to unconstrained linear least squares and partition it into a small subproblem. The QR factorization of the subproblem is calculated and then we apply updating techniques to its upper triangular factor R to obtain its solution. We carry out the error analysis of the proposed algorithm to show that it is backward stable. We also illustrate the implementation and accuracy of the proposed algorithm by providing some numerical experiments with particular emphasis on dense problems.
Child- and elder-friendly urban public places in Fatahillah Square Historical District
NASA Astrophysics Data System (ADS)
Srinaga, F.; LKatoppo, M.; Hidayat, J.
2018-03-01
Fatahillah square as an important historical urban square in Jakarta has problems in eye level area integrative processing. Visitors cannot enjoy their time while in the square regarding their visuals, feelings, space, and bodies comfort. These also lead to other problems in which the square is lack of friendly and convenient places for children, the elderly and also the disabled, especially people with limited moving space. The research will attempt in proposing design inception for the Fatahillah Square that is using inclusive user-centered design approach, while in the same time incorporate theoretical studies of children and elderly-design considerations. The first stage of this research was building inclusive design parameter; begin with a context-led research which assesses the quality of Fatahillah square through three basic components of urban space: hardware, software and orgware. The second stage of this research is to propose inclusive design inception for the Fatahillah square.
ERIC Educational Resources Information Center
Perret, Patrick; Bailleux, Christine; Dauvier, Bruno
2011-01-01
The present study focused on children's deductive reasoning when performing the Latin Square Task, an experimental task designed to explore the influence of relational complexity. Building on Birney, Halford, and Andrew's (2006) research, we created a version of the task that minimized nonrelational factors and introduced new categories of items.…
van de Streek, Jacco; Neumann, Marcus A
2014-12-01
In 2010 we energy-minimized 225 high-quality single-crystal (SX) structures with dispersion-corrected density functional theory (DFT-D) to establish a quantitative benchmark. For the current paper, 215 organic crystal structures determined from X-ray powder diffraction (XRPD) data and published in an IUCr journal were energy-minimized with DFT-D and compared to the SX benchmark. The on average slightly less accurate atomic coordinates of XRPD structures do lead to systematically higher root mean square Cartesian displacement (RMSCD) values upon energy minimization than for SX structures, but the RMSCD value is still a good indicator for the detection of structures that deserve a closer look. The upper RMSCD limit for a correct structure must be increased from 0.25 Å for SX structures to 0.35 Å for XRPD structures; the grey area must be extended from 0.30 to 0.40 Å. Based on the energy minimizations, three structures are re-refined to give more precise atomic coordinates. For six structures our calculations provide the missing positions for the H atoms, for five structures they provide corrected positions for some H atoms. Seven crystal structures showed a minor error for a non-H atom. For five structures the energy minimizations suggest a higher space-group symmetry. For the 225 SX structures, the only deviations observed upon energy minimization were three minor H-atom related issues. Preferred orientation is the most important cause of problems. A preferred-orientation correction is the only correction where the experimental data are modified to fit the model. We conclude that molecular crystal structures determined from powder diffraction data that are published in IUCr journals are of high quality, with less than 4% containing an error in a non-H atom.
van de Streek, Jacco; Neumann, Marcus A.
2014-01-01
In 2010 we energy-minimized 225 high-quality single-crystal (SX) structures with dispersion-corrected density functional theory (DFT-D) to establish a quantitative benchmark. For the current paper, 215 organic crystal structures determined from X-ray powder diffraction (XRPD) data and published in an IUCr journal were energy-minimized with DFT-D and compared to the SX benchmark. The on average slightly less accurate atomic coordinates of XRPD structures do lead to systematically higher root mean square Cartesian displacement (RMSCD) values upon energy minimization than for SX structures, but the RMSCD value is still a good indicator for the detection of structures that deserve a closer look. The upper RMSCD limit for a correct structure must be increased from 0.25 Å for SX structures to 0.35 Å for XRPD structures; the grey area must be extended from 0.30 to 0.40 Å. Based on the energy minimizations, three structures are re-refined to give more precise atomic coordinates. For six structures our calculations provide the missing positions for the H atoms, for five structures they provide corrected positions for some H atoms. Seven crystal structures showed a minor error for a non-H atom. For five structures the energy minimizations suggest a higher space-group symmetry. For the 225 SX structures, the only deviations observed upon energy minimization were three minor H-atom related issues. Preferred orientation is the most important cause of problems. A preferred-orientation correction is the only correction where the experimental data are modified to fit the model. We conclude that molecular crystal structures determined from powder diffraction data that are published in IUCr journals are of high quality, with less than 4% containing an error in a non-H atom. PMID:25449625
Optimal least-squares finite element method for elliptic problems
NASA Technical Reports Server (NTRS)
Jiang, Bo-Nan; Povinelli, Louis A.
1991-01-01
An optimal least squares finite element method is proposed for two dimensional and three dimensional elliptic problems and its advantages are discussed over the mixed Galerkin method and the usual least squares finite element method. In the usual least squares finite element method, the second order equation (-Delta x (Delta u) + u = f) is recast as a first order system (-Delta x p + u = f, Delta u - p = 0). The error analysis and numerical experiment show that, in this usual least squares finite element method, the rate of convergence for flux p is one order lower than optimal. In order to get an optimal least squares method, the irrotationality Delta x p = 0 should be included in the first order system.
DOE Office of Scientific and Technical Information (OSTI.GOV)
Liu, Yunlong; Wang, Aiping; Guo, Lei
This paper presents an error-entropy minimization tracking control algorithm for a class of dynamic stochastic system. The system is represented by a set of time-varying discrete nonlinear equations with non-Gaussian stochastic input, where the statistical properties of stochastic input are unknown. By using Parzen windowing with Gaussian kernel to estimate the probability densities of errors, recursive algorithms are then proposed to design the controller such that the tracking error can be minimized. The performance of the error-entropy minimization criterion is compared with the mean-square-error minimization in the simulation results.
This is SPIRAL-TAP: Sparse Poisson Intensity Reconstruction ALgorithms--theory and practice.
Harmany, Zachary T; Marcia, Roummel F; Willett, Rebecca M
2012-03-01
Observations in many applications consist of counts of discrete events, such as photons hitting a detector, which cannot be effectively modeled using an additive bounded or Gaussian noise model, and instead require a Poisson noise model. As a result, accurate reconstruction of a spatially or temporally distributed phenomenon (f*) from Poisson data (y) cannot be effectively accomplished by minimizing a conventional penalized least-squares objective function. The problem addressed in this paper is the estimation of f* from y in an inverse problem setting, where the number of unknowns may potentially be larger than the number of observations and f* admits sparse approximation. The optimization formulation considered in this paper uses a penalized negative Poisson log-likelihood objective function with nonnegativity constraints (since Poisson intensities are naturally nonnegative). In particular, the proposed approach incorporates key ideas of using separable quadratic approximations to the objective function at each iteration and penalization terms related to l1 norms of coefficient vectors, total variation seminorms, and partition-based multiscale estimation methods.
No rationale for 1 variable per 10 events criterion for binary logistic regression analysis.
van Smeden, Maarten; de Groot, Joris A H; Moons, Karel G M; Collins, Gary S; Altman, Douglas G; Eijkemans, Marinus J C; Reitsma, Johannes B
2016-11-24
Ten events per variable (EPV) is a widely advocated minimal criterion for sample size considerations in logistic regression analysis. Of three previous simulation studies that examined this minimal EPV criterion only one supports the use of a minimum of 10 EPV. In this paper, we examine the reasons for substantial differences between these extensive simulation studies. The current study uses Monte Carlo simulations to evaluate small sample bias, coverage of confidence intervals and mean square error of logit coefficients. Logistic regression models fitted by maximum likelihood and a modified estimation procedure, known as Firth's correction, are compared. The results show that besides EPV, the problems associated with low EPV depend on other factors such as the total sample size. It is also demonstrated that simulation results can be dominated by even a few simulated data sets for which the prediction of the outcome by the covariates is perfect ('separation'). We reveal that different approaches for identifying and handling separation leads to substantially different simulation results. We further show that Firth's correction can be used to improve the accuracy of regression coefficients and alleviate the problems associated with separation. The current evidence supporting EPV rules for binary logistic regression is weak. Given our findings, there is an urgent need for new research to provide guidance for supporting sample size considerations for binary logistic regression analysis.
Passive shimming of a superconducting magnet using the L1-norm regularized least square algorithm.
Kong, Xia; Zhu, Minhua; Xia, Ling; Wang, Qiuliang; Li, Yi; Zhu, Xuchen; Liu, Feng; Crozier, Stuart
2016-02-01
The uniformity of the static magnetic field B0 is of prime importance for an MRI system. The passive shimming technique is usually applied to improve the uniformity of the static field by optimizing the layout of a series of steel shims. The steel pieces are fixed in the drawers in the inner bore of the superconducting magnet, and produce a magnetizing field in the imaging region to compensate for the inhomogeneity of the B0 field. In practice, the total mass of steel used for shimming should be minimized, in addition to the field uniformity requirement. This is because the presence of steel shims may introduce a thermal stability problem. The passive shimming procedure is typically realized using the linear programming (LP) method. The LP approach however, is generally slow and also has difficulty balancing the field quality and the total amount of steel for shimming. In this paper, we have developed a new algorithm that is better able to balance the dual constraints of field uniformity and the total mass of the shims. The least square method is used to minimize the magnetic field inhomogeneity over the imaging surface with the total mass of steel being controlled by an L1-norm based constraint. The proposed algorithm has been tested with practical field data, and the results show that, with similar computational cost and mass of shim material, the new algorithm achieves superior field uniformity (43% better for the test case) compared with the conventional linear programming approach. Copyright © 2016 Elsevier Inc. All rights reserved.
A constrained-gradient method to control divergence errors in numerical MHD
NASA Astrophysics Data System (ADS)
Hopkins, Philip F.
2016-10-01
In numerical magnetohydrodynamics (MHD), a major challenge is maintaining nabla \\cdot {B}=0. Constrained transport (CT) schemes achieve this but have been restricted to specific methods. For more general (meshless, moving-mesh, ALE) methods, `divergence-cleaning' schemes reduce the nabla \\cdot {B} errors; however they can still be significant and can lead to systematic errors which converge away slowly. We propose a new constrained gradient (CG) scheme which augments these with a projection step, and can be applied to any numerical scheme with a reconstruction. This iteratively approximates the least-squares minimizing, globally divergence-free reconstruction of the fluid. Unlike `locally divergence free' methods, this actually minimizes the numerically unstable nabla \\cdot {B} terms, without affecting the convergence order of the method. We implement this in the mesh-free code GIZMO and compare various test problems. Compared to cleaning schemes, our CG method reduces the maximum nabla \\cdot {B} errors by ˜1-3 orders of magnitude (˜2-5 dex below typical errors if no nabla \\cdot {B} cleaning is used). By preventing large nabla \\cdot {B} at discontinuities, this eliminates systematic errors at jumps. Our CG results are comparable to CT methods; for practical purposes, the nabla \\cdot {B} errors are eliminated. The cost is modest, ˜30 per cent of the hydro algorithm, and the CG correction can be implemented in a range of numerical MHD methods. While for many problems, we find Dedner-type cleaning schemes are sufficient for good results, we identify a range of problems where using only Powell or `8-wave' cleaning can produce order-of-magnitude errors.
Discrete Regularization for Calibration of Geologic Facies Against Dynamic Flow Data
NASA Astrophysics Data System (ADS)
Khaninezhad, Mohammad-Reza; Golmohammadi, Azarang; Jafarpour, Behnam
2018-04-01
Subsurface flow model calibration involves many more unknowns than measurements, leading to ill-posed problems with nonunique solutions. To alleviate nonuniqueness, the problem is regularized by constraining the solution space using prior knowledge. In certain sedimentary environments, such as fluvial systems, the contrast in hydraulic properties of different facies types tends to dominate the flow and transport behavior, making the effect of within facies heterogeneity less significant. Hence, flow model calibration in those formations reduces to delineating the spatial structure and connectivity of different lithofacies types and their boundaries. A major difficulty in calibrating such models is honoring the discrete, or piecewise constant, nature of facies distribution. The problem becomes more challenging when complex spatial connectivity patterns with higher-order statistics are involved. This paper introduces a novel formulation for calibration of complex geologic facies by imposing appropriate constraints to recover plausible solutions that honor the spatial connectivity and discreteness of facies models. To incorporate prior connectivity patterns, plausible geologic features are learned from available training models. This is achieved by learning spatial patterns from training data, e.g., k-SVD sparse learning or the traditional Principal Component Analysis. Discrete regularization is introduced as a penalty functions to impose solution discreteness while minimizing the mismatch between observed and predicted data. An efficient gradient-based alternating directions algorithm is combined with variable splitting to minimize the resulting regularized nonlinear least squares objective function. Numerical results show that imposing learned facies connectivity and discreteness as regularization functions leads to geologically consistent solutions that improve facies calibration quality.
NASA Astrophysics Data System (ADS)
Minotti, Luca; Savaré, Giuseppe
2018-02-01
We propose the new notion of Visco-Energetic solutions to rate-independent systems {(X, E,} d) driven by a time dependent energy E and a dissipation quasi-distance d in a general metric-topological space X. As for the classic Energetic approach, solutions can be obtained by solving a modified time Incremental Minimization Scheme, where at each step the dissipation quasi-distance d is incremented by a viscous correction {δ} (for example proportional to the square of the distance d), which penalizes far distance jumps by inducing a localized version of the stability condition. We prove a general convergence result and a typical characterization by Stability and Energy Balance in a setting comparable to the standard energetic one, thus capable of covering a wide range of applications. The new refined Energy Balance condition compensates for the localized stability and provides a careful description of the jump behavior: at every jump the solution follows an optimal transition, which resembles in a suitable variational sense the discrete scheme that has been implemented for the whole construction.
Asteroid orbit fitting with radar and angular observations
NASA Astrophysics Data System (ADS)
Baturin, A. P.
2013-12-01
The asteroid orbit fitting problem using their radar and angular observations has been considered. The problem was solved in a standanrd way by means of minimization of weighted sum of squares of residuals. In the orbit fitting both kinds of radar observa-tions have been used: the observations of time delays and of Doppler frequency shifts. The weight for angular observations has been set the same for all of them and has been determined as inverse mean-square residual obtained in the orbit fitting using just angular observations. The weights of radar observations have been set as inverse squared errors of these observations published together with them in the Minor Planet Center electronical circulars (MPECs). For the orbit fitting some five asteroids have been taken from these circulars. The asteroids have been chosen fulfilling the requirement of more than six radar observations of them to be available. The asteroids are 1950 DA, 1999 RQ36, 2002 NY40, 2004 DC and 2005 EU2. Several orbit fittings for these aster-oids have been done: with just angular observations; with just radar observations; with both angular and radar observations. The obtained results are quite acceptable because in the last case the mean-square angular residuals are approximately equal to the same ones obtained in the fitting with just angular observations. As to radar observations mean-square residuals, the time delay residuals for three asteroids do not exceed 1 μs, for two others ˜ 10 μs and the Doppler shift residuals for three asteroids do not exceed 1 Hz, for two others ˜ 10 Hz. The motion equations included perturbations from 9 planets and the Moon using their ephemerides DE422. The numerical integration has been performed with Everhart 27-order method with variable step. All calculations have been exe-cuted to a 34-digit decimal precision (i.e. using 128-bit floating-point numbers). Further, the sizes of confidence ellipsoids of im-proved orbit parameters have been compared. It has been accepted that an indicator of ellipsoid size is a geometric mean of its six semi-axes. A comparison of sizes has shown that confidence ellipsoids obtained in orbit fitting with both angular and radar obser-vations are several times less than ellipsoids obtained with just angular observations.
Spectral combination of spherical gravitational curvature boundary-value problems
NASA Astrophysics Data System (ADS)
PitoÅák, Martin; Eshagh, Mehdi; Šprlák, Michal; Tenzer, Robert; Novák, Pavel
2018-04-01
Four solutions of the spherical gravitational curvature boundary-value problems can be exploited for the determination of the Earth's gravitational potential. In this article we discuss the combination of simulated satellite gravitational curvatures, i.e., components of the third-order gravitational tensor, by merging these solutions using the spectral combination method. For this purpose, integral estimators of biased- and unbiased-types are derived. In numerical studies, we investigate the performance of the developed mathematical models for the gravitational field modelling in the area of Central Europe based on simulated satellite measurements. Firstly, we verify the correctness of the integral estimators for the spectral downward continuation by a closed-loop test. Estimated errors of the combined solution are about eight orders smaller than those from the individual solutions. Secondly, we perform a numerical experiment by considering the Gaussian noise with the standard deviation of 6.5× 10-17 m-1s-2 in the input data at the satellite altitude of 250 km above the mean Earth sphere. This value of standard deviation is equivalent to a signal-to-noise ratio of 10. Superior results with respect to the global geopotential model TIM-r5 are obtained by the spectral downward continuation of the vertical-vertical-vertical component with the standard deviation of 2.104 m2s-2, but the root mean square error is the largest and reaches 9.734 m2s-2. Using the spectral combination of all gravitational curvatures the root mean square error is more than 400 times smaller but the standard deviation reaches 17.234 m2s-2. The combination of more components decreases the root mean square error of the corresponding solutions while the standard deviations of the combined solutions do not improve as compared to the solution from the vertical-vertical-vertical component. The presented method represents a weight mean in the spectral domain that minimizes the root mean square error of the combined solutions and improves standard deviation of the solution based only on the least accurate components.
Approximate solution of the p-median minimization problem
NASA Astrophysics Data System (ADS)
Il'ev, V. P.; Il'eva, S. D.; Navrotskaya, A. A.
2016-09-01
A version of the facility location problem (the well-known p-median minimization problem) and its generalization—the problem of minimizing a supermodular set function—is studied. These problems are NP-hard, and they are approximately solved by a gradient algorithm that is a discrete analog of the steepest descent algorithm. A priori bounds on the worst-case behavior of the gradient algorithm for the problems under consideration are obtained. As a consequence, a bound on the performance guarantee of the gradient algorithm for the p-median minimization problem in terms of the production and transportation cost matrix is obtained.
Galerkin v. least-squares Petrov–Galerkin projection in nonlinear model reduction
Carlberg, Kevin Thomas; Barone, Matthew F.; Antil, Harbir
2016-10-20
Least-squares Petrov–Galerkin (LSPG) model-reduction techniques such as the Gauss–Newton with Approximated Tensors (GNAT) method have shown promise, as they have generated stable, accurate solutions for large-scale turbulent, compressible flow problems where standard Galerkin techniques have failed. Furthermore, there has been limited comparative analysis of the two approaches. This is due in part to difficulties arising from the fact that Galerkin techniques perform optimal projection associated with residual minimization at the time-continuous level, while LSPG techniques do so at the time-discrete level. This work provides a detailed theoretical and computational comparison of the two techniques for two common classes of timemore » integrators: linear multistep schemes and Runge–Kutta schemes. We present a number of new findings, including conditions under which the LSPG ROM has a time-continuous representation, conditions under which the two techniques are equivalent, and time-discrete error bounds for the two approaches. Perhaps most surprisingly, we demonstrate both theoretically and computationally that decreasing the time step does not necessarily decrease the error for the LSPG ROM; instead, the time step should be ‘matched’ to the spectral content of the reduced basis. In numerical experiments carried out on a turbulent compressible-flow problem with over one million unknowns, we show that increasing the time step to an intermediate value decreases both the error and the simulation time of the LSPG reduced-order model by an order of magnitude.« less
Galerkin v. least-squares Petrov–Galerkin projection in nonlinear model reduction
DOE Office of Scientific and Technical Information (OSTI.GOV)
Carlberg, Kevin Thomas; Barone, Matthew F.; Antil, Harbir
Least-squares Petrov–Galerkin (LSPG) model-reduction techniques such as the Gauss–Newton with Approximated Tensors (GNAT) method have shown promise, as they have generated stable, accurate solutions for large-scale turbulent, compressible flow problems where standard Galerkin techniques have failed. Furthermore, there has been limited comparative analysis of the two approaches. This is due in part to difficulties arising from the fact that Galerkin techniques perform optimal projection associated with residual minimization at the time-continuous level, while LSPG techniques do so at the time-discrete level. This work provides a detailed theoretical and computational comparison of the two techniques for two common classes of timemore » integrators: linear multistep schemes and Runge–Kutta schemes. We present a number of new findings, including conditions under which the LSPG ROM has a time-continuous representation, conditions under which the two techniques are equivalent, and time-discrete error bounds for the two approaches. Perhaps most surprisingly, we demonstrate both theoretically and computationally that decreasing the time step does not necessarily decrease the error for the LSPG ROM; instead, the time step should be ‘matched’ to the spectral content of the reduced basis. In numerical experiments carried out on a turbulent compressible-flow problem with over one million unknowns, we show that increasing the time step to an intermediate value decreases both the error and the simulation time of the LSPG reduced-order model by an order of magnitude.« less
Super-linear Precision in Simple Neural Population Codes
NASA Astrophysics Data System (ADS)
Schwab, David; Fiete, Ila
2015-03-01
A widely used tool for quantifying the precision with which a population of noisy sensory neurons encodes the value of an external stimulus is the Fisher Information (FI). Maximizing the FI is also a commonly used objective for constructing optimal neural codes. The primary utility and importance of the FI arises because it gives, through the Cramer-Rao bound, the smallest mean-squared error achievable by any unbiased stimulus estimator. However, it is well-known that when neural firing is sparse, optimizing the FI can result in codes that perform very poorly when considering the resulting mean-squared error, a measure with direct biological relevance. Here we construct optimal population codes by minimizing mean-squared error directly and study the scaling properties of the resulting network, focusing on the optimal tuning curve width. We then extend our results to continuous attractor networks that maintain short-term memory of external stimuli in their dynamics. Here we find similar scaling properties in the structure of the interactions that minimize diffusive information loss.
The Basel Problem as a Rearrangement of Series
ERIC Educational Resources Information Center
Benko, David; Molokach, John
2013-01-01
We give an elementary solution to the famous Basel Problem, originally solved by Euler in 1735. We square the well-known series for arctan(1) due to Leibniz, and use a surprising relation among the re-arranged terms of this squared series.
NASA Technical Reports Server (NTRS)
Mukhopadhyay, V.; Newsom, J. R.; Abel, I.
1980-01-01
A direct method of synthesizing a low-order optimal feedback control law for a high order system is presented. A nonlinear programming algorithm is employed to search for the control law design variables that minimize a performance index defined by a weighted sum of mean square steady state responses and control inputs. The controller is shown to be equivalent to a partial state estimator. The method is applied to the problem of active flutter suppression. Numerical results are presented for a 20th order system representing an aeroelastic wind-tunnel wing model. Low-order controllers (fourth and sixth order) are compared with a full order (20th order) optimal controller and found to provide near optimal performance with adequate stability margins.
Model-based tomographic reconstruction
Chambers, David H; Lehman, Sean K; Goodman, Dennis M
2012-06-26
A model-based approach to estimating wall positions for a building is developed and tested using simulated data. It borrows two techniques from geophysical inversion problems, layer stripping and stacking, and combines them with a model-based estimation algorithm that minimizes the mean-square error between the predicted signal and the data. The technique is designed to process multiple looks from an ultra wideband radar array. The processed signal is time-gated and each section processed to detect the presence of a wall and estimate its position, thickness, and material parameters. The floor plan of a building is determined by moving the array around the outside of the building. In this paper we describe how the stacking and layer stripping algorithms are combined and show the results from a simple numerical example of three parallel walls.
Applicability of Neural Networks to Etalon Fringe Filtering in Laser Spectrometers
NASA Technical Reports Server (NTRS)
Nicely, J. M.; Hanisco, T. F.; Riris, H.
2018-01-01
We present a neural network algorithm for spectroscopic retrievals of concentrations of trace gases. Using synthetic data we demonstrate that a neural network is well suited for filtering etalon fringes and provides superior performance to conventional least squares minimization techniques. This novel method can improve the accuracy of atmospheric retrievals and minimize biases.
Applicability of neural networks to etalon fringe filtering in laser spectrometers
NASA Astrophysics Data System (ADS)
Nicely, J. M.; Hanisco, T. F.; Riris, H.
2018-05-01
We present a neural network algorithm for spectroscopic retrievals of concentrations of trace gases. Using synthetic data we demonstrate that a neural network is well suited for filtering etalon fringes and provides superior performance to conventional least squares minimization techniques. This novel method can improve the accuracy of atmospheric retrievals and minimize biases.
One-dimensional Gromov minimal filling problem
NASA Astrophysics Data System (ADS)
Ivanov, Alexandr O.; Tuzhilin, Alexey A.
2012-05-01
The paper is devoted to a new branch in the theory of one-dimensional variational problems with branching extremals, the investigation of one-dimensional minimal fillings introduced by the authors. On the one hand, this problem is a one-dimensional version of a generalization of Gromov's minimal fillings problem to the case of stratified manifolds. On the other hand, this problem is interesting in itself and also can be considered as a generalization of another classical problem, the Steiner problem on the construction of a shortest network connecting a given set of terminals. Besides the statement of the problem, we discuss several properties of the minimal fillings and state several conjectures. Bibliography: 38 titles.
Numerical study of laminar magneto-convection in a differentially heated square duct
NASA Astrophysics Data System (ADS)
Tassone, A.; Giannetti, F.; Caruso, G.
2017-01-01
Magnetohydrodynamic pressure drops are one of the main issues for liquid metal blanket in fusion reactors. Minimize the fluid velocity at few millimeters per second is one strategy that can be employed to address the problem. For such low velocities, buoyant forces can effectively contribute to drive the flow and therefore must be considered in the blanket design. In order to do so, a CFD code able to represent magneto-convective phenomena is required. This work aims to gauge the capability of ANSYS© CFX-15 to solve such cases. The laminar flow in a differentially heated duct was selected as validation benchmark. A horizontal and uniform magnetic field was imposed over a square duct with a linear and constant temperature gradient perpendicular to the field. The fully developed flow was analyzed for Gr = 105 and Hartmann number (M) ranging from 102 to 103. Both insulating and conducting duct walls were considered. Strong dampening of the flow in the center of the duct was observed, whereas high velocity jets appeared close to the walls parallel to the magnetic field. The numerical results were validated against theoretical and numerical results founding an excellent agreement.
Regularization techniques on least squares non-uniform fast Fourier transform.
Gibiino, Fabio; Positano, Vincenzo; Landini, Luigi; Santarelli, Maria Filomena
2013-05-01
Non-Cartesian acquisition strategies are widely used in MRI to dramatically reduce the acquisition time while at the same time preserving the image quality. Among non-Cartesian reconstruction methods, the least squares non-uniform fast Fourier transform (LS_NUFFT) is a gridding method based on a local data interpolation kernel that minimizes the worst-case approximation error. The interpolator is chosen using a pseudoinverse matrix. As the size of the interpolation kernel increases, the inversion problem may become ill-conditioned. Regularization methods can be adopted to solve this issue. In this study, we compared three regularization methods applied to LS_NUFFT. We used truncated singular value decomposition (TSVD), Tikhonov regularization and L₁-regularization. Reconstruction performance was evaluated using the direct summation method as reference on both simulated and experimental data. We also evaluated the processing time required to calculate the interpolator. First, we defined the value of the interpolator size after which regularization is needed. Above this value, TSVD obtained the best reconstruction. However, for large interpolator size, the processing time becomes an important constraint, so an appropriate compromise between processing time and reconstruction quality should be adopted. Copyright © 2013 John Wiley & Sons, Ltd.
NLINEAR - NONLINEAR CURVE FITTING PROGRAM
NASA Technical Reports Server (NTRS)
Everhart, J. L.
1994-01-01
A common method for fitting data is a least-squares fit. In the least-squares method, a user-specified fitting function is utilized in such a way as to minimize the sum of the squares of distances between the data points and the fitting curve. The Nonlinear Curve Fitting Program, NLINEAR, is an interactive curve fitting routine based on a description of the quadratic expansion of the chi-squared statistic. NLINEAR utilizes a nonlinear optimization algorithm that calculates the best statistically weighted values of the parameters of the fitting function and the chi-square that is to be minimized. The inputs to the program are the mathematical form of the fitting function and the initial values of the parameters to be estimated. This approach provides the user with statistical information such as goodness of fit and estimated values of parameters that produce the highest degree of correlation between the experimental data and the mathematical model. In the mathematical formulation of the algorithm, the Taylor expansion of chi-square is first introduced, and justification for retaining only the first term are presented. From the expansion, a set of n simultaneous linear equations are derived, which are solved by matrix algebra. To achieve convergence, the algorithm requires meaningful initial estimates for the parameters of the fitting function. NLINEAR is written in Fortran 77 for execution on a CDC Cyber 750 under NOS 2.3. It has a central memory requirement of 5K 60 bit words. Optionally, graphical output of the fitting function can be plotted. Tektronix PLOT-10 routines are required for graphics. NLINEAR was developed in 1987.
Parallel block schemes for large scale least squares computations
DOE Office of Scientific and Technical Information (OSTI.GOV)
Golub, G.H.; Plemmons, R.J.; Sameh, A.
1986-04-01
Large scale least squares computations arise in a variety of scientific and engineering problems, including geodetic adjustments and surveys, medical image analysis, molecular structures, partial differential equations and substructuring methods in structural engineering. In each of these problems, matrices often arise which possess a block structure which reflects the local connection nature of the underlying physical problem. For example, such super-large nonlinear least squares computations arise in geodesy. Here the coordinates of positions are calculated by iteratively solving overdetermined systems of nonlinear equations by the Gauss-Newton method. The US National Geodetic Survey will complete this year (1986) the readjustment ofmore » the North American Datum, a problem which involves over 540 thousand unknowns and over 6.5 million observations (equations). The observation matrix for these least squares computations has a block angular form with 161 diagnonal blocks, each containing 3 to 4 thousand unknowns. In this paper parallel schemes are suggested for the orthogonal factorization of matrices in block angular form and for the associated backsubstitution phase of the least squares computations. In addition, a parallel scheme for the calculation of certain elements of the covariance matrix for such problems is described. It is shown that these algorithms are ideally suited for multiprocessors with three levels of parallelism such as the Cedar system at the University of Illinois. 20 refs., 7 figs.« less
Controlled sound field with a dual layer loudspeaker array
NASA Astrophysics Data System (ADS)
Shin, Mincheol; Fazi, Filippo M.; Nelson, Philip A.; Hirono, Fabio C.
2014-08-01
Controlled sound interference has been extensively investigated using a prototype dual layer loudspeaker array comprised of 16 loudspeakers. Results are presented for measures of array performance such as input signal power, directivity of sound radiation and accuracy of sound reproduction resulting from the application of conventional control methods such as minimization of error in mean squared pressure, maximization of energy difference and minimization of weighted pressure error and energy. Procedures for selecting the tuning parameters have also been introduced. With these conventional concepts aimed at the production of acoustically bright and dark zones, all the control methods used require a trade-off between radiation directivity and reproduction accuracy in the bright zone. An alternative solution is proposed which can achieve better performance based on the measures presented simultaneously by inserting a low priority zone named as the “gray” zone. This involves the weighted minimization of mean-squared errors in both bright and dark zones together with the gray zone in which the minimization error is given less importance. This results in the production of directional bright zone in which the accuracy of sound reproduction is maintained with less required input power. The results of simulations and experiments are shown to be in excellent agreement.
Polyomino Problems to Confuse Computers
ERIC Educational Resources Information Center
Coffin, Stewart
2009-01-01
Computers are very good at solving certain types combinatorial problems, such as fitting sets of polyomino pieces into square or rectangular trays of a given size. However, most puzzle-solving programs now in use assume orthogonal arrangements. When one departs from the usual square grid layout, complications arise. The author--using a computer,…
Application of an Optimal Tuner Selection Approach for On-Board Self-Tuning Engine Models
NASA Technical Reports Server (NTRS)
Simon, Donald L.; Armstrong, Jeffrey B.; Garg, Sanjay
2012-01-01
An enhanced design methodology for minimizing the error in on-line Kalman filter-based aircraft engine performance estimation applications is presented in this paper. It specific-ally addresses the under-determined estimation problem, in which there are more unknown parameters than available sensor measurements. This work builds upon an existing technique for systematically selecting a model tuning parameter vector of appropriate dimension to enable estimation by a Kalman filter, while minimizing the estimation error in the parameters of interest. While the existing technique was optimized for open-loop engine operation at a fixed design point, in this paper an alternative formulation is presented that enables the technique to be optimized for an engine operating under closed-loop control throughout the flight envelope. The theoretical Kalman filter mean squared estimation error at a steady-state closed-loop operating point is derived, and the tuner selection approach applied to minimize this error is discussed. A technique for constructing a globally optimal tuning parameter vector, which enables full-envelope application of the technology, is also presented, along with design steps for adjusting the dynamic response of the Kalman filter state estimates. Results from the application of the technique to linear and nonlinear aircraft engine simulations are presented and compared to the conventional approach of tuner selection. The new methodology is shown to yield a significant improvement in on-line Kalman filter estimation accuracy.
O'Donoghue, Patrick; Luthey-Schulten, Zaida
2005-02-25
We present a new algorithm, based on the multidimensional QR factorization, to remove redundancy from a multiple structural alignment by choosing representative protein structures that best preserve the phylogenetic tree topology of the homologous group. The classical QR factorization with pivoting, developed as a fast numerical solution to eigenvalue and linear least-squares problems of the form Ax=b, was designed to re-order the columns of A by increasing linear dependence. Removing the most linear dependent columns from A leads to the formation of a minimal basis set which well spans the phase space of the problem at hand. By recasting the problem of redundancy in multiple structural alignments into this framework, in which the matrix A now describes the multiple alignment, we adapted the QR factorization to produce a minimal basis set of protein structures which best spans the evolutionary (phase) space. The non-redundant and representative profiles obtained from this procedure, termed evolutionary profiles, are shown in initial results to outperform well-tested profiles in homology detection searches over a large sequence database. A measure of structural similarity between homologous proteins, Q(H), is presented. By properly accounting for the effect and presence of gaps, a phylogenetic tree computed using this metric is shown to be congruent with the maximum-likelihood sequence-based phylogeny. The results indicate that evolutionary information is indeed recoverable from the comparative analysis of protein structure alone. Applications of the QR ordering and this structural similarity metric to analyze the evolution of structure among key, universally distributed proteins involved in translation, and to the selection of representatives from an ensemble of NMR structures are also discussed.
A quadratic-tensor model algorithm for nonlinear least-squares problems with linear constraints
NASA Technical Reports Server (NTRS)
Hanson, R. J.; Krogh, Fred T.
1992-01-01
A new algorithm for solving nonlinear least-squares and nonlinear equation problems is proposed which is based on approximating the nonlinear functions using the quadratic-tensor model by Schnabel and Frank. The algorithm uses a trust region defined by a box containing the current values of the unknowns. The algorithm is found to be effective for problems with linear constraints and dense Jacobian matrices.
Cooley, R.L.; Hill, M.C.
1992-01-01
Three methods of solving nonlinear least-squares problems were compared for robustness and efficiency using a series of hypothetical and field problems. A modified Gauss-Newton/full Newton hybrid method (MGN/FN) and an analogous method for which part of the Hessian matrix was replaced by a quasi-Newton approximation (MGN/QN) solved some of the problems with appreciably fewer iterations than required using only a modified Gauss-Newton (MGN) method. In these problems, model nonlinearity and a large variance for the observed data apparently caused MGN to converge more slowly than MGN/FN or MGN/QN after the sum of squared errors had almost stabilized. Other problems were solved as efficiently with MGN as with MGN/FN or MGN/QN. Because MGN/FN can require significantly more computer time per iteration and more computer storage for transient problems, it is less attractive for a general purpose algorithm than MGN/QN.
NASA Astrophysics Data System (ADS)
Shinzato, Takashi
2017-02-01
In the present paper, the minimal investment risk for a portfolio optimization problem with imposed budget and investment concentration constraints is considered using replica analysis. Since the minimal investment risk is influenced by the investment concentration constraint (as well as the budget constraint), it is intuitive that the minimal investment risk for the problem with an investment concentration constraint can be larger than that without the constraint (that is, with only the budget constraint). Moreover, a numerical experiment shows the effectiveness of our proposed analysis. In contrast, the standard operations research approach failed to identify accurately the minimal investment risk of the portfolio optimization problem.
NASA Astrophysics Data System (ADS)
Kuntman, Ertan; Canillas, Adolf; Arteaga, Oriol
2017-11-01
Experimental Mueller matrices contain certain amount of uncertainty in their elements and these uncertainties can create difficulties for decomposition methods based on analytic solutions. In an earlier paper [1], we proposed a decomposition method for depolarizing Mueller matrices by using certain symmetry conditions. However, because of the experimental error, that method creates over-determined systems with non-unique solutions. Here we propose to use least squares minimization approach in order to improve the accuracy of our results. In this method, we are taking into account the number of independent parameters of the corresponding symmetry and the rank constraints on the component matrices to decide on our fitting model. This approach is illustrated with experimental Mueller matrices that include material media with different Mueller symmetries.
A Genetic Algorithm Approach to Nonlinear Least Squares Estimation
ERIC Educational Resources Information Center
Olinsky, Alan D.; Quinn, John T.; Mangiameli, Paul M.; Chen, Shaw K.
2004-01-01
A common type of problem encountered in mathematics is optimizing nonlinear functions. Many popular algorithms that are currently available for finding nonlinear least squares estimators, a special class of nonlinear problems, are sometimes inadequate. They might not converge to an optimal value, or if they do, it could be to a local rather than…
A Continuous Square Root in Formation Filter-Swoother with Discrete Data Update
NASA Technical Reports Server (NTRS)
Miller, J. K.
1994-01-01
A differential equation for the square root information matrix is derived and adapted to the problems of filtering and smoothing. The resulting continuous square root information filter (SRIF) performs the mapping of state and process noise by numerical integration of the SRIF matrix and admits data via a discrete least square update.
NASA Astrophysics Data System (ADS)
Vatankhah, Saeed; Renaut, Rosemary A.; Ardestani, Vahid E.
2018-04-01
We present a fast algorithm for the total variation regularization of the 3-D gravity inverse problem. Through imposition of the total variation regularization, subsurface structures presenting with sharp discontinuities are preserved better than when using a conventional minimum-structure inversion. The associated problem formulation for the regularization is nonlinear but can be solved using an iteratively reweighted least-squares algorithm. For small-scale problems the regularized least-squares problem at each iteration can be solved using the generalized singular value decomposition. This is not feasible for large-scale, or even moderate-scale, problems. Instead we introduce the use of a randomized generalized singular value decomposition in order to reduce the dimensions of the problem and provide an effective and efficient solution technique. For further efficiency an alternating direction algorithm is used to implement the total variation weighting operator within the iteratively reweighted least-squares algorithm. Presented results for synthetic examples demonstrate that the novel randomized decomposition provides good accuracy for reduced computational and memory demands as compared to use of classical approaches.
Robust attitude control design for spacecraft under assigned velocity and control constraints.
Hu, Qinglei; Li, Bo; Zhang, Youmin
2013-07-01
A novel robust nonlinear control design under the constraints of assigned velocity and actuator torque is investigated for attitude stabilization of a rigid spacecraft. More specifically, a nonlinear feedback control is firstly developed by explicitly taking into account the constraints on individual angular velocity components as well as external disturbances. Considering further the actuator misalignments and magnitude deviation, a modified robust least-squares based control allocator is employed to deal with the problem of distributing the previously designed three-axis moments over the available actuators, in which the focus of this control allocation is to find the optimal control vector of actuators by minimizing the worst-case residual error using programming algorithms. The attitude control performance using the controller structure is evaluated through a numerical example. Copyright © 2013 ISA. Published by Elsevier Ltd. All rights reserved.
NASA Technical Reports Server (NTRS)
Tessler, Alexander; Spangler, Jan L.
2003-01-01
A variational principle is formulated for the inverse problem of full-field reconstruction of three-dimensional plate/shell deformations from experimentally measured surface strains. The formulation is based upon the minimization of a least squares functional that uses the complete set of strain measures consistent with linear, first-order shear-deformation theory. The formulation, which accommodates for transverse shear deformation, is applicable for the analysis of thin and moderately thick plate and shell structures. The main benefit of the variational principle is that it is well suited for C(sup 0)-continuous displacement finite element discretizations, thus enabling the development of robust algorithms for application to complex civil and aeronautical structures. The methodology is especially aimed at the next generation of aerospace vehicles for use in real-time structural health monitoring systems.
Probability distributions for multimeric systems.
Albert, Jaroslav; Rooman, Marianne
2016-01-01
We propose a fast and accurate method of obtaining the equilibrium mono-modal joint probability distributions for multimeric systems. The method necessitates only two assumptions: the copy number of all species of molecule may be treated as continuous; and, the probability density functions (pdf) are well-approximated by multivariate skew normal distributions (MSND). Starting from the master equation, we convert the problem into a set of equations for the statistical moments which are then expressed in terms of the parameters intrinsic to the MSND. Using an optimization package on Mathematica, we minimize a Euclidian distance function comprising of a sum of the squared difference between the left and the right hand sides of these equations. Comparison of results obtained via our method with those rendered by the Gillespie algorithm demonstrates our method to be highly accurate as well as efficient.
Airborne agent concentration analysis
Gelbard, Fred
2004-02-03
A method and system for inferring airborne contaminant concentrations in rooms without contaminant sensors, based on data collected by contaminant sensors in other rooms of a building, using known airflow interconnectivity data. The method solves a least squares problem that minimizes the difference between measured and predicted contaminant sensor concentrations with respect to an unknown contaminant release time. Solutions are constrained to providing non-negative initial contaminant concentrations in all rooms. The method can be used to identify a near-optimal distribution of sensors within the building, when then number of available sensors is less than the total number of rooms. This is achieved by having a system-sensor matrix that is non-singular, and by selecting that distribution which yields the lowest condition number of all the distributions considered. The method can predict one or more contaminant initial release points from the collected data.
Panel Flutter Emulation Using a Few Concentrated Forces
NASA Astrophysics Data System (ADS)
Dhital, Kailash; Han, Jae-Hung
2018-04-01
The objective of this paper is to study the feasibility of panel flutter emulation using a few concentrated forces. The concentrated forces are considered to be equivalent to aerodynamic forces. The equivalence is carried out using surface spline method and principle of virtual work. The structural modeling of the plate is based on the classical plate theory and the aerodynamic modeling is based on the piston theory. The present approach differs from the linear panel flutter analysis in scheming the modal aerodynamics forces with unchanged structural properties. The solutions for the flutter problem are obtained numerically using the standard eigenvalue procedure. A few concentrated forces were considered with an optimization effort to decide their optimal locations. The optimization process is based on minimizing the error between the flutter bounds from emulated and linear flutter analysis method. The emulated flutter results for the square plate of four different boundary conditions using six concentrated forces are obtained with minimal error to the reference value. The results demonstrated the workability and viability of using concentrated forces in emulating real panel flutter. In addition, the paper includes the parametric studies of linear panel flutter whose proper literatures are not available.
Rank preserving sparse learning for Kinect based scene classification.
Tao, Dapeng; Jin, Lianwen; Yang, Zhao; Li, Xuelong
2013-10-01
With the rapid development of the RGB-D sensors and the promptly growing population of the low-cost Microsoft Kinect sensor, scene classification, which is a hard, yet important, problem in computer vision, has gained a resurgence of interest recently. That is because the depth of information provided by the Kinect sensor opens an effective and innovative way for scene classification. In this paper, we propose a new scheme for scene classification, which applies locality-constrained linear coding (LLC) to local SIFT features for representing the RGB-D samples and classifies scenes through the cooperation between a new rank preserving sparse learning (RPSL) based dimension reduction and a simple classification method. RPSL considers four aspects: 1) it preserves the rank order information of the within-class samples in a local patch; 2) it maximizes the margin between the between-class samples on the local patch; 3) the L1-norm penalty is introduced to obtain the parsimony property; and 4) it models the classification error minimization by utilizing the least-squares error minimization. Experiments are conducted on the NYU Depth V1 dataset and demonstrate the robustness and effectiveness of RPSL for scene classification.
Averaging of random walks and shift-invariant measures on a Hilbert space
NASA Astrophysics Data System (ADS)
Sakbaev, V. Zh.
2017-06-01
We study random walks in a Hilbert space H and representations using them of solutions of the Cauchy problem for differential equations whose initial conditions are numerical functions on H. We construct a finitely additive analogue of the Lebesgue measure: a nonnegative finitely additive measure λ that is defined on a minimal subset ring of an infinite-dimensional Hilbert space H containing all infinite-dimensional rectangles with absolutely converging products of the side lengths and is invariant under shifts and rotations in H. We define the Hilbert space H of equivalence classes of complex-valued functions on H that are square integrable with respect to a shift-invariant measure λ. Using averaging of the shift operator in H over random vectors in H with a distribution given by a one-parameter semigroup (with respect to convolution) of Gaussian measures on H, we define a one-parameter semigroup of contracting self-adjoint transformations on H, whose generator is called the diffusion operator. We obtain a representation of solutions of the Cauchy problem for the Schrödinger equation whose Hamiltonian is the diffusion operator.
Fitting ordinary differential equations to short time course data.
Brewer, Daniel; Barenco, Martino; Callard, Robin; Hubank, Michael; Stark, Jaroslav
2008-02-28
Ordinary differential equations (ODEs) are widely used to model many systems in physics, chemistry, engineering and biology. Often one wants to compare such equations with observed time course data, and use this to estimate parameters. Surprisingly, practical algorithms for doing this are relatively poorly developed, particularly in comparison with the sophistication of numerical methods for solving both initial and boundary value problems for differential equations, and for locating and analysing bifurcations. A lack of good numerical fitting methods is particularly problematic in the context of systems biology where only a handful of time points may be available. In this paper, we present a survey of existing algorithms and describe the main approaches. We also introduce and evaluate a new efficient technique for estimating ODEs linear in parameters particularly suited to situations where noise levels are high and the number of data points is low. It employs a spline-based collocation scheme and alternates linear least squares minimization steps with repeated estimates of the noise-free values of the variables. This is reminiscent of expectation-maximization methods widely used for problems with nuisance parameters or missing data.
NASA Astrophysics Data System (ADS)
Cotar, Codina; Friesecke, Gero; Klüppelberg, Claudia
2018-06-01
We prove rigorously that the exact N-electron Hohenberg-Kohn density functional converges in the strongly interacting limit to the strictly correlated electrons (SCE) functional, and that the absolute value squared of the associated constrained search wavefunction tends weakly in the sense of probability measures to a minimizer of the multi-marginal optimal transport problem with Coulomb cost associated to the SCE functional. This extends our previous work for N = 2 ( Cotar etal. in Commun Pure Appl Math 66:548-599, 2013). The correct limit problem has been derived in the physics literature by Seidl (Phys Rev A 60 4387-4395, 1999) and Seidl, Gorigiorgi and Savin (Phys Rev A 75:042511 1-12, 2007); in these papers the lack of a rigorous proofwas pointed out.We also give amathematical counterexample to this type of result, by replacing the constraint of given one-body density—an infinite dimensional quadratic expression in the wavefunction—by an infinite-dimensional quadratic expression in the wavefunction and its gradient. Connections with the Lawrentiev phenomenon in the calculus of variations are indicated.
Elmo bumpy square plasma confinement device
Owen, L.W.
1985-01-01
The invention is an Elmo bumpy type plasma confinement device having a polygonal configuration of closed magnet field lines for improved plasma confinement. In the preferred embodiment, the device is of a square configuration which is referred to as an Elmo bumpy square (EBS). The EBS is formed by four linear magnetic mirror sections each comprising a plurality of axisymmetric assemblies connected in series and linked by 90/sup 0/ sections of a high magnetic field toroidal solenoid type field generating coils. These coils provide corner confinement with a minimum of radial dispersion of the confined plasma to minimize the detrimental effects of the toroidal curvature of the magnetic field. Each corner is formed by a plurality of circular or elliptical coils aligned about the corner radius to provide maximum continuity in the closing of the magnetic field lines about the square configuration confining the plasma within a vacuum vessel located within the various coils forming the square configuration confinement geometry.
Solving the Inverse-Square Problem with Complex Variables
ERIC Educational Resources Information Center
Gauthier, N.
2005-01-01
The equation of motion for a mass that moves under the influence of a central, inverse-square force is formulated and solved as a problem in complex variables. To find the solution, the constancy of angular momentum is first established using complex variables. Next, the complex position coordinate and complex velocity of the particle are assumed…
Three Perspectives on Teaching Least Squares
ERIC Educational Resources Information Center
Scariano, Stephen M.; Calzada, Maria
2004-01-01
The method of Least Squares is the most widely used technique for fitting a straight line to data, and it is typically discussed in several undergraduate courses. This article focuses on three developmentally different approaches for solving the Least Squares problem that are suitable for classroom exposition.
Liu, Xi; Qu, Hua; Zhao, Jihong; Yue, Pengcheng
2018-05-31
For a nonlinear system, the cubature Kalman filter (CKF) and its square-root version are useful methods to solve the state estimation problems, and both can obtain good performance in Gaussian noises. However, their performances often degrade significantly in the face of non-Gaussian noises, particularly when the measurements are contaminated by some heavy-tailed impulsive noises. By utilizing the maximum correntropy criterion (MCC) to improve the robust performance instead of traditional minimum mean square error (MMSE) criterion, a new square-root nonlinear filter is proposed in this study, named as the maximum correntropy square-root cubature Kalman filter (MCSCKF). The new filter not only retains the advantage of square-root cubature Kalman filter (SCKF), but also exhibits robust performance against heavy-tailed non-Gaussian noises. A judgment condition that avoids numerical problem is also given. The results of two illustrative examples, especially the SINS/GPS integrated systems, demonstrate the desirable performance of the proposed filter. Copyright © 2018 ISA. Published by Elsevier Ltd. All rights reserved.
Glycaemic index of selected foodstuffs in healthy persons.
Fajkusova, Zuzana; Jadviscokova, Tereza; Pallayova, Maria; Matuskova, Veronika; Luza, Jiri; Kuzmina, Galina
2007-12-01
The aim of this study was to determine glycaemic index (GI) of 10 popular foodstuffs/mixed meals in healthy persons. Ten tested foodstuffs and glucose standard were consumed in three replicates in the course of a defined 9-day meal plan: puffed rice squares with chocolate, dark chocolate, white bread, honey and glucose for breakfast (at 7 a.m.) and dinner (at 8 p.m.); pasta with meat, fried fish with mashed potatoes, and buttered apricot dumplings for lunch (at 12 a.m.); wafers, puffed spelt squares with chocolate, and tomato soup for snack (at 4 p.m.). Each portion contained 50 g of carbohydrates and was consumed within 30 minutes. Glucose concentrations were measured by means of the Continous Glucose Monitoring System (CGMS, Medtronic Minimed, Northridge, CA, USA). The results were processed by Solutions Software (Medtronic Minimed, Northridge, CA, USA) and DegifXL4 software, Palacký University, Olomouc, CZ. Twenty healthy persons aged 21.9 +/- 1.39 y (mean +/- SE), BMI 23.6 +/- 0.63 kg/m(2) completed the study. GI of tested foodstuffs ranged from 34.7 % (chocolate) to 105.3 % (puffed rice squares with chocolate). There were more than tenfold differences between minimal and maximal values of the GI for some foodstuffs. Significant interindividual differences were found between GIs of foodstuffs. In twenty healthy persons the glycaemic indexes of ten popular foodstuffs were determined, to be added to the nutritional labels in order to facilitate the optimum meal planning.
Huang, Chengqiang; Yang, Youchang; Wu, Bo; Yu, Weize
2018-06-01
The sub-pixel arrangement of the RGBG panel and the image with RGB format are different and the algorithm that converts RGB to RGBG is urgently needed to display an image with RGB arrangement on the RGBG panel. However, the information loss is still large although color fringing artifacts are weakened in the published papers that study this conversion. In this paper, an RGB-to-RGBG conversion algorithm with adaptive weighting factors based on edge detection and minimal square error (EDMSE) is proposed. The main points of innovation include the following: (1) the edge detection is first proposed to distinguish image details with serious color fringing artifacts and image details which are prone to be lost in the process of RGB-RGBG conversion; (2) for image details with serious color fringing artifacts, the weighting factor 0.5 is applied to weaken the color fringing artifacts; and (3) for image details that are prone to be lost in the process of RGB-RGBG conversion, a special mechanism to minimize square error is proposed. The experiment shows that the color fringing artifacts are slightly improved by EDMSE, and the values of MSE of the image processed are 19.6% and 7% smaller than those of the image processed by the direct assignment and weighting factor algorithm, respectively. The proposed algorithm is implemented on a field programmable gate array to enable the image display on the RGBG panel.
DOE Office of Scientific and Technical Information (OSTI.GOV)
Levi, Michele; Steinhoff, Jan, E-mail: michele.levi@upmc.fr, E-mail: jan.steinhoff@aei.mpg.de
2016-01-01
The next-to-next-to-leading order spin-squared interaction potential for generic compact binaries is derived for the first time via the effective field theory for gravitating spinning objects in the post-Newtonian scheme. The spin-squared sector is an intricate one, as it requires the consideration of the point particle action beyond minimal coupling, and mainly involves the spin-squared worldline couplings, which are quite complex, compared to the worldline couplings from the minimal coupling part of the action. This sector also involves the linear in spin couplings, as we go up in the nonlinearity of the interaction, and in the loop order. Hence, there ismore » an excessive increase in the number of Feynman diagrams, of which more are higher loop ones. We provide all the Feynman diagrams and their values. The beneficial ''nonrelativistic gravitational'' fields are employed in the computation. This spin-squared correction, which enters at the fourth post-Newtonian order for rapidly rotating compact objects, completes the conservative sector up to the fourth post-Newtonian accuracy. The robustness of the effective field theory for gravitating spinning objects is shown here once again, as demonstrated in a recent series of papers by the authors, which obtained all spin dependent sectors, required up to the fourth post-Newtonian accuracy. The effective field theory of spinning objects allows to directly obtain the equations of motion, and the Hamiltonians, and these will be derived for the potential obtained here in a forthcoming paper.« less
Darajeh, Negisa; Idris, Azni; Fard Masoumi, Hamid Reza; Nourani, Abolfazl; Truong, Paul; Rezania, Shahabaldin
2017-05-04
Artificial neural networks (ANNs) have been widely used to solve the problems because of their reliable, robust, and salient characteristics in capturing the nonlinear relationships between variables in complex systems. In this study, ANN was applied for modeling of Chemical Oxygen Demand (COD) and biodegradable organic matter (BOD) removal from palm oil mill secondary effluent (POMSE) by vetiver system. The independent variable, including POMSE concentration, vetiver slips density, and removal time, has been considered as input parameters to optimize the network, while the removal percentage of COD and BOD were selected as output. To determine the number of hidden layer nodes, the root mean squared error of testing set was minimized, and the topologies of the algorithms were compared by coefficient of determination and absolute average deviation. The comparison indicated that the quick propagation (QP) algorithm had minimum root mean squared error and absolute average deviation, and maximum coefficient of determination. The importance values of the variables was included vetiver slips density with 42.41%, time with 29.8%, and the POMSE concentration with 27.79%, which showed none of them, is negligible. Results show that the ANN has great potential ability in prediction of COD and BOD removal from POMSE with residual standard error (RSE) of less than 0.45%.
Lee, Jimin; Hustad, Katherine C.; Weismer, Gary
2014-01-01
Purpose Speech acoustic characteristics of children with cerebral palsy (CP) were examined with a multiple speech subsystem approach; speech intelligibility was evaluated using a prediction model in which acoustic measures were selected to represent three speech subsystems. Method Nine acoustic variables reflecting different subsystems, and speech intelligibility, were measured in 22 children with CP. These children included 13 with a clinical diagnosis of dysarthria (SMI), and nine judged to be free of dysarthria (NSMI). Data from children with CP were compared to data from age-matched typically developing children (TD). Results Multiple acoustic variables reflecting the articulatory subsystem were different in the SMI group, compared to the NSMI and TD groups. A significant speech intelligibility prediction model was obtained with all variables entered into the model (Adjusted R-squared = .801). The articulatory subsystem showed the most substantial independent contribution (58%) to speech intelligibility. Incremental R-squared analyses revealed that any single variable explained less than 9% of speech intelligibility variability. Conclusions Children in the SMI group have articulatory subsystem problems as indexed by acoustic measures. As in the adult literature, the articulatory subsystem makes the primary contribution to speech intelligibility variance in dysarthria, with minimal or no contribution from other systems. PMID:24824584
The influence of the uplink noise on the performance of satellite data transmission systems
NASA Astrophysics Data System (ADS)
Dewal, Vrinda P.
The problem of transmission of binary phase shift keying (BPSK) modulated digital data through a bandlimited nonlinear satellite channel in the presence of uplink, downlink Gaussian noise and intersymbol interface is examined. The satellite transponder is represented by a zero memory bandpass nonlinearity, with AM/AM conversion. The proposed optimum linear receiver structure consists of tapped-delay lines followed by a decision device. The linear receiver is designed to minimize the mean square error that is a function of the intersymbol interface, the uplink and the downlink noise. The minimum mean square error equalizer (MMSE) is derived using the Wiener-Kolmogorov theory. In this receiver, the decision about the transmitted signal is made by taking into account the received sequence of present sample, and the interfering past and future samples, which represent the intersymbol interference (ISI). Illustrative examples of the receiver structures are considered for the nonlinear channels with a symmetrical and asymmetrical frequency responses of the transmitter filter. The transponder nonlinearity is simulated by a polynomial using only the first and the third orders terms. A computer simulation determines the tap gain coefficients of the MMSE equalizer that adapt to the various uplink and downlink noise levels. The performance of the MMSE equalizer is evaluated in terms of an estimate of the average probability of error.
Least-squares/parabolized Navier-Stokes procedure for optimizing hypersonic wind tunnel nozzles
NASA Technical Reports Server (NTRS)
Korte, John J.; Kumar, Ajay; Singh, D. J.; Grossman, B.
1991-01-01
A new procedure is demonstrated for optimizing hypersonic wind-tunnel-nozzle contours. The procedure couples a CFD computer code to an optimization algorithm, and is applied to both conical and contoured hypersonic nozzles for the purpose of determining an optimal set of parameters to describe the surface geometry. A design-objective function is specified based on the deviation from the desired test-section flow-field conditions. The objective function is minimized by optimizing the parameters used to describe the nozzle contour based on the solution to a nonlinear least-squares problem. The effect of the changes in the nozzle wall parameters are evaluated by computing the nozzle flow using the parabolized Navier-Stokes equations. The advantage of the new procedure is that it directly takes into account the displacement effect of the boundary layer on the wall contour. The new procedure provides a method for optimizing hypersonic nozzles of high Mach numbers which have been designed by classical procedures, but are shown to produce poor flow quality due to the large boundary layers present in the test section. The procedure is demonstrated by finding the optimum design parameters for a Mach 10 conical nozzle and a Mach 6 and a Mach 15 contoured nozzle.
Space-time least-squares Petrov-Galerkin projection in nonlinear model reduction.
DOE Office of Scientific and Technical Information (OSTI.GOV)
Choi, Youngsoo; Carlberg, Kevin Thomas
Our work proposes a space-time least-squares Petrov-Galerkin (ST-LSPG) projection method for model reduction of nonlinear dynamical systems. In contrast to typical nonlinear model-reduction methods that first apply Petrov-Galerkin projection in the spatial dimension and subsequently apply time integration to numerically resolve the resulting low-dimensional dynamical system, the proposed method applies projection in space and time simultaneously. To accomplish this, the method first introduces a low-dimensional space-time trial subspace, which can be obtained by computing tensor decompositions of state-snapshot data. The method then computes discrete-optimal approximations in this space-time trial subspace by minimizing the residual arising after time discretization over allmore » space and time in a weighted ℓ 2-norm. This norm can be de ned to enable complexity reduction (i.e., hyper-reduction) in time, which leads to space-time collocation and space-time GNAT variants of the ST-LSPG method. Advantages of the approach relative to typical spatial-projection-based nonlinear model reduction methods such as Galerkin projection and least-squares Petrov-Galerkin projection include: (1) a reduction of both the spatial and temporal dimensions of the dynamical system, (2) the removal of spurious temporal modes (e.g., unstable growth) from the state space, and (3) error bounds that exhibit slower growth in time. Numerical examples performed on model problems in fluid dynamics demonstrate the ability of the method to generate orders-of-magnitude computational savings relative to spatial-projection-based reduced-order models without sacrificing accuracy.« less
Richards, Selena; Miller, Robert; Gemperline, Paul
2008-02-01
An extension to the penalty alternating least squares (P-ALS) method, called multi-way penalty alternating least squares (NWAY P-ALS), is presented. Optionally, hard constraints (no deviation from predefined constraints) or soft constraints (small deviations from predefined constraints) were applied through the application of a row-wise penalty least squares function. NWAY P-ALS was applied to the multi-batch near-infrared (NIR) data acquired from the base catalyzed esterification reaction of acetic anhydride in order to resolve the concentration and spectral profiles of l-butanol with the reaction constituents. Application of the NWAY P-ALS approach resulted in the reduction of the number of active constraints at the solution point, while the batch column-wise augmentation allowed hard constraints in the spectral profiles and resolved rank deficiency problems of the measurement matrix. The results were compared with the multi-way multivariate curve resolution (MCR)-ALS results using hard and soft constraints to determine whether any advantages had been gained through using the weighted least squares function of NWAY P-ALS over the MCR-ALS resolution.
Duarte, Belmiro P.M.; Wong, Weng Kee; Atkinson, Anthony C.
2016-01-01
T-optimum designs for model discrimination are notoriously difficult to find because of the computational difficulty involved in solving an optimization problem that involves two layers of optimization. Only a handful of analytical T-optimal designs are available for the simplest problems; the rest in the literature are found using specialized numerical procedures for a specific problem. We propose a potentially more systematic and general way for finding T-optimal designs using a Semi-Infinite Programming (SIP) approach. The strategy requires that we first reformulate the original minimax or maximin optimization problem into an equivalent semi-infinite program and solve it using an exchange-based method where lower and upper bounds produced by solving the outer and the inner programs, are iterated to convergence. A global Nonlinear Programming (NLP) solver is used to handle the subproblems, thus finding the optimal design and the least favorable parametric configuration that minimizes the residual sum of squares from the alternative or test models. We also use a nonlinear program to check the global optimality of the SIP-generated design and automate the construction of globally optimal designs. The algorithm is successfully used to produce results that coincide with several T-optimal designs reported in the literature for various types of model discrimination problems with normally distributed errors. However, our method is more general, merely requiring that the parameters of the model be estimated by a numerical optimization. PMID:27330230
Duarte, Belmiro P M; Wong, Weng Kee; Atkinson, Anthony C
2015-03-01
T-optimum designs for model discrimination are notoriously difficult to find because of the computational difficulty involved in solving an optimization problem that involves two layers of optimization. Only a handful of analytical T-optimal designs are available for the simplest problems; the rest in the literature are found using specialized numerical procedures for a specific problem. We propose a potentially more systematic and general way for finding T-optimal designs using a Semi-Infinite Programming (SIP) approach. The strategy requires that we first reformulate the original minimax or maximin optimization problem into an equivalent semi-infinite program and solve it using an exchange-based method where lower and upper bounds produced by solving the outer and the inner programs, are iterated to convergence. A global Nonlinear Programming (NLP) solver is used to handle the subproblems, thus finding the optimal design and the least favorable parametric configuration that minimizes the residual sum of squares from the alternative or test models. We also use a nonlinear program to check the global optimality of the SIP-generated design and automate the construction of globally optimal designs. The algorithm is successfully used to produce results that coincide with several T-optimal designs reported in the literature for various types of model discrimination problems with normally distributed errors. However, our method is more general, merely requiring that the parameters of the model be estimated by a numerical optimization.
Least Squares Computations in Science and Engineering
1994-02-01
iterative least squares deblurring procedure. Because of the ill-posed characteristics of the deconvolution problem, in the presence of noise , direct...optimization methods. Generally, the problems are accompanied by constraints, such as bound constraints, and the observations are corrupted by noise . The...engineering. This effort has involved interaction with researchers in closed-loop active noise (vibration) control at Phillips Air Force Laboratory
Frausto-Solis, Juan; Liñán-García, Ernesto; Sánchez-Hernández, Juan Paulo; González-Barbosa, J Javier; González-Flores, Carlos; Castilla-Valdez, Guadalupe
2016-01-01
A new hybrid Multiphase Simulated Annealing Algorithm using Boltzmann and Bose-Einstein distributions (MPSABBE) is proposed. MPSABBE was designed for solving the Protein Folding Problem (PFP) instances. This new approach has four phases: (i) Multiquenching Phase (MQP), (ii) Boltzmann Annealing Phase (BAP), (iii) Bose-Einstein Annealing Phase (BEAP), and (iv) Dynamical Equilibrium Phase (DEP). BAP and BEAP are simulated annealing searching procedures based on Boltzmann and Bose-Einstein distributions, respectively. DEP is also a simulated annealing search procedure, which is applied at the final temperature of the fourth phase, which can be seen as a second Bose-Einstein phase. MQP is a search process that ranges from extremely high to high temperatures, applying a very fast cooling process, and is not very restrictive to accept new solutions. However, BAP and BEAP range from high to low and from low to very low temperatures, respectively. They are more restrictive for accepting new solutions. DEP uses a particular heuristic to detect the stochastic equilibrium by applying a least squares method during its execution. MPSABBE parameters are tuned with an analytical method, which considers the maximal and minimal deterioration of problem instances. MPSABBE was tested with several instances of PFP, showing that the use of both distributions is better than using only the Boltzmann distribution on the classical SA.
NASA Astrophysics Data System (ADS)
Quy Muoi, Pham; Nho Hào, Dinh; Sahoo, Sujit Kumar; Tang, Dongliang; Cong, Nguyen Huu; Dang, Cuong
2018-05-01
In this paper, we study a gradient-type method and a semismooth Newton method for minimization problems in regularizing inverse problems with nonnegative and sparse solutions. We propose a special penalty functional forcing the minimizers of regularized minimization problems to be nonnegative and sparse, and then we apply the proposed algorithms in a practical the problem. The strong convergence of the gradient-type method and the local superlinear convergence of the semismooth Newton method are proven. Then, we use these algorithms for the phase retrieval problem and illustrate their efficiency in numerical examples, particularly in the practical problem of optical imaging through scattering media where all the noises from experiment are presented.
A decentralized square root information filter/smoother
NASA Technical Reports Server (NTRS)
Bierman, G. J.; Belzer, M. R.
1985-01-01
A number of developments has recently led to a considerable interest in the decentralization of linear least squares estimators. The developments are partly related to the impending emergence of VLSI technology, the realization of parallel processing, and the need for algorithmic ways to speed the solution of dynamically decoupled, high dimensional estimation problems. A new method is presented for combining Square Root Information Filters (SRIF) estimates obtained from independent data sets. The new method involves an orthogonal transformation, and an information matrix filter 'homework' problem discussed by Schweppe (1973) is generalized. The employed SRIF orthogonal transformation methodology has been described by Bierman (1977).
Sparse regularization for force identification using dictionaries
NASA Astrophysics Data System (ADS)
Qiao, Baijie; Zhang, Xingwu; Wang, Chenxi; Zhang, Hang; Chen, Xuefeng
2016-04-01
The classical function expansion method based on minimizing l2-norm of the response residual employs various basis functions to represent the unknown force. Its difficulty lies in determining the optimum number of basis functions. Considering the sparsity of force in the time domain or in other basis space, we develop a general sparse regularization method based on minimizing l1-norm of the coefficient vector of basis functions. The number of basis functions is adaptively determined by minimizing the number of nonzero components in the coefficient vector during the sparse regularization process. First, according to the profile of the unknown force, the dictionary composed of basis functions is determined. Second, a sparsity convex optimization model for force identification is constructed. Third, given the transfer function and the operational response, Sparse reconstruction by separable approximation (SpaRSA) is developed to solve the sparse regularization problem of force identification. Finally, experiments including identification of impact and harmonic forces are conducted on a cantilever thin plate structure to illustrate the effectiveness and applicability of SpaRSA. Besides the Dirac dictionary, other three sparse dictionaries including Db6 wavelets, Sym4 wavelets and cubic B-spline functions can also accurately identify both the single and double impact forces from highly noisy responses in a sparse representation frame. The discrete cosine functions can also successfully reconstruct the harmonic forces including the sinusoidal, square and triangular forces. Conversely, the traditional Tikhonov regularization method with the L-curve criterion fails to identify both the impact and harmonic forces in these cases.
Action-minimizing solutions of the one-dimensional N-body problem
NASA Astrophysics Data System (ADS)
Yu, Xiang; Zhang, Shiqing
2018-05-01
We supplement the following result of C. Marchal on the Newtonian N-body problem: A path minimizing the Lagrangian action functional between two given configurations is always a true (collision-free) solution when the dimension d of the physical space R^d satisfies d≥2. The focus of this paper is on the fixed-ends problem for the one-dimensional Newtonian N-body problem. We prove that a path minimizing the action functional in the set of paths joining two given configurations and having all the time the same order is always a true (collision-free) solution. Considering the one-dimensional N-body problem with equal masses, we prove that (i) collision instants are isolated for a path minimizing the action functional between two given configurations, (ii) if the particles at two endpoints have the same order, then the path minimizing the action functional is always a true (collision-free) solution and (iii) when the particles at two endpoints have different order, although there must be collisions for any path, we can prove that there are at most N! - 1 collisions for any action-minimizing path.
An adaptive control scheme for a flexible manipulator
NASA Technical Reports Server (NTRS)
Yang, T. C.; Yang, J. C. S.; Kudva, P.
1987-01-01
The problem of controlling a single link flexible manipulator is considered. A self-tuning adaptive control scheme is proposed which consists of a least squares on-line parameter identification of an equivalent linear model followed by a tuning of the gains of a pole placement controller using the parameter estimates. Since the initial parameter values for this model are assumed unknown, the use of arbitrarily chosen initial parameter estimates in the adaptive controller would result in undesirable transient effects. Hence, the initial stage control is carried out with a PID controller. Once the identified parameters have converged, control is transferred to the adaptive controller. Naturally, the relevant issues in this scheme are tests for parameter convergence and minimization of overshoots during control switch-over. To demonstrate the effectiveness of the proposed scheme, simulation results are presented with an analytical nonlinear dynamic model of a single link flexible manipulator.
Probabilistic Fatigue Damage Program (FATIG)
NASA Technical Reports Server (NTRS)
Michalopoulos, Constantine
2012-01-01
FATIG computes fatigue damage/fatigue life using the stress rms (root mean square) value, the total number of cycles, and S-N curve parameters. The damage is computed by the following methods: (a) traditional method using Miner s rule with stress cycles determined from a Rayleigh distribution up to 3*sigma; and (b) classical fatigue damage formula involving the Gamma function, which is derived from the integral version of Miner's rule. The integration is carried out over all stress amplitudes. This software solves the problem of probabilistic fatigue damage using the integral form of the Palmgren-Miner rule. The software computes fatigue life using an approach involving all stress amplitudes, up to N*sigma, as specified by the user. It can be used in the design of structural components subjected to random dynamic loading, or by any stress analyst with minimal training for fatigue life estimates of structural components.
Extrema principles of entrophy production and energy dissipation in fluid mechanics
NASA Technical Reports Server (NTRS)
Horne, W. Clifton; Karamcheti, Krishnamurty
1988-01-01
A survey is presented of several extrema principles of energy dissipation as applied to problems in fluid mechanics. An exact equation is derived for the dissipation function of a homogeneous, isotropic, Newtonian fluid, with terms associated with irreversible compression or expansion, wave radiation, and the square of the vorticity. By using entropy extrema principles, simple flows such as the incompressible channel flow and the cylindrical vortex are identified as minimal dissipative distributions. The principal notions of stability of parallel shear flows appears to be associated with a maximum dissipation condition. These different conditions are consistent with Prigogine's classification of thermodynamic states into categories of equilibrium, linear nonequilibrium, and nonlinear nonequilibrium thermodynamics; vortices and acoustic waves appear as examples of dissipative structures. The measurements of a typical periodic shear flow, the rectangular wall jet, show that direct measurements of the dissipative terms are possible.
Ginzburg-Landau Theory for Flux Phase and Superconductivity in t-J Model
NASA Astrophysics Data System (ADS)
Kuboki, Kazuhiro
2018-02-01
Ginzburg-Landau (GL) equations and GL free energy for flux phase and superconductivity are derived microscopically from the t-J model on a square lattice. Order parameter (OP) for the flux phase has direct coupling to a magnetic field, in contrast to the superconducting OP which has minimal coupling to a vector potential. Therefore, when the flux phase OP has unidirectional spatial variation, staggered currents would flow in a perpendicular direction. The derived GL theory can be used for various problems in high-Tc cuprate superconductors, e.g., states near a surface or impurities, and the effect of an external magnetic field. Since the GL theory derived microscopically directly reflects the electronic structure of the system, e.g., the shape of the Fermi surface that changes with doping, it can provide more useful information than that from phenomenological GL theories.
Outcome modelling strategies in epidemiology: traditional methods and basic alternatives
Greenland, Sander; Daniel, Rhian; Pearce, Neil
2016-01-01
Abstract Controlling for too many potential confounders can lead to or aggravate problems of data sparsity or multicollinearity, particularly when the number of covariates is large in relation to the study size. As a result, methods to reduce the number of modelled covariates are often deployed. We review several traditional modelling strategies, including stepwise regression and the ‘change-in-estimate’ (CIE) approach to deciding which potential confounders to include in an outcome-regression model for estimating effects of a targeted exposure. We discuss their shortcomings, and then provide some basic alternatives and refinements that do not require special macros or programming. Throughout, we assume the main goal is to derive the most accurate effect estimates obtainable from the data and commercial software. Allowing that most users must stay within standard software packages, this goal can be roughly approximated using basic methods to assess, and thereby minimize, mean squared error (MSE). PMID:27097747
Visco-acoustic wave-equation traveltime inversion and its sensitivity to attenuation errors
NASA Astrophysics Data System (ADS)
Yu, Han; Chen, Yuqing; Hanafy, Sherif M.; Huang, Jiangping
2018-04-01
A visco-acoustic wave-equation traveltime inversion method is presented that inverts for the shallow subsurface velocity distribution. Similar to the classical wave equation traveltime inversion, this method finds the velocity model that minimizes the squared sum of the traveltime residuals. Even though, wave-equation traveltime inversion can partly avoid the cycle skipping problem, a good initial velocity model is required for the inversion to converge to a reasonable tomogram with different attenuation profiles. When Q model is far away from the real model, the final tomogram is very sensitive to the starting velocity model. Nevertheless, a minor or moderate perturbation of the Q model from the true one does not strongly affect the inversion if the low wavenumber information of the initial velocity model is mostly correct. These claims are validated with numerical tests on both the synthetic and field data sets.
Impact of LANDSAT MSS sensor differences on change detection analysis
NASA Technical Reports Server (NTRS)
Likens, W. C.; Wrigley, R. C.
1983-01-01
Some 512 by 512 pixel subwindows for simultaneously acquired scene pairs obtained by LANDSAT 2,3 and 4 multispectral band scanners were coregistered using LANDSAT 4 scenes as the base to which the other images were registered. Scattergrams between the coregistered scenes (a form of contingency analysis) were used to radiometrically compare data from the various sensors. Mode values were derived and used to visually fit a linear regression. Root mean square errors of the registration varied between .1 and 1.5 pixels. There appear to be no major problem preventing the use of LANDSAT 4 MSS with previous MSS sensors for change detection, provided the noise interference can be removed or minimized. Data normalizations for change detection should be based on the data rather than solely on calibration information. This allows simultaneous normalization of the atmosphere as well as the radiometry.
Spectroscopic approach for dynamic bioanalyte tracking with minimal concentration information
NASA Astrophysics Data System (ADS)
Spegazzini, Nicolas; Barman, Ishan; Dingari, Narahara Chari; Pandey, Rishikesh; Soares, Jaqueline S.; Ozaki, Yukihiro; Dasari, Ramachandra Rao
2014-11-01
Vibrational spectroscopy has emerged as a promising tool for non-invasive, multiplexed measurement of blood constituents - an outstanding problem in biophotonics. Here, we propose a novel analytical framework that enables spectroscopy-based longitudinal tracking of chemical concentration without necessitating extensive a priori concentration information. The principal idea is to employ a concentration space transformation acquired from the spectral information, where these estimates are used together with the concentration profiles generated from the system kinetic model. Using blood glucose monitoring by Raman spectroscopy as an illustrative example, we demonstrate the efficacy of the proposed approach as compared to conventional calibration methods. Specifically, our approach exhibits a 35% reduction in error over partial least squares regression when applied to a dataset acquired from human subjects undergoing glucose tolerance tests. This method offers a new route at screening gestational diabetes and opens doors for continuous process monitoring without sample perturbation at intermediate time points.
Calibration of Lévy Processes with American Options
NASA Astrophysics Data System (ADS)
Achdou, Yves
We study options on financial assets whose discounted prices are exponential of Lévy processes. The price of an American vanilla option as a function of the maturity and the strike satisfies a linear complementarity problem involving a non-local partial integro-differential operator. It leads to a variational inequality in a suitable weighted Sobolev space. Calibrating the Lévy process may be done by solving an inverse least square problem where the state variable satisfies the previously mentioned variational inequality. We first assume that the volatility is positive: after carefully studying the direct problem, we propose necessary optimality conditions for the least square inverse problem. We also consider the direct problem when the volatility is zero.
Canards in a minimal piecewise-linear square-wave burster
DOE Office of Scientific and Technical Information (OSTI.GOV)
Desroches, M.; Krupa, M.; Fernández-García, S., E-mail: soledad@us.es
We construct a piecewise-linear (PWL) approximation of the Hindmarsh-Rose (HR) neuron model that is minimal, in the sense that the vector field has the least number of linearity zones, in order to reproduce all the dynamics present in the original HR model with classical parameter values. This includes square-wave bursting and also special trajectories called canards, which possess long repelling segments and organise the transitions between stable bursting patterns with n and n + 1 spikes, also referred to as spike-adding canard explosions. We propose a first approximation of the smooth HR model, using a continuous PWL system, and show that itsmore » fast subsystem cannot possess a homoclinic bifurcation, which is necessary to obtain proper square-wave bursting. We then relax the assumption of continuity of the vector field across all zones, and we show that we can obtain a homoclinic bifurcation in the fast subsystem. We use the recently developed canard theory for PWL systems in order to reproduce the spike-adding canard explosion feature of the HR model as studied, e.g., in Desroches et al., Chaos 23(4), 046106 (2013).« less
Charge and energy minimization in electrical/magnetic stimulation of nervous tissue
NASA Astrophysics Data System (ADS)
Jezernik, Sašo; Sinkjaer, Thomas; Morari, Manfred
2010-08-01
In this work we address the problem of stimulating nervous tissue with the minimal necessary energy at reduced/minimal charge. Charge minimization is related to a valid safety concern (avoidance and reduction of stimulation-induced tissue and electrode damage). Energy minimization plays a role in battery-driven electrical or magnetic stimulation systems (increased lifetime, repetition rates, reduction of power requirements, thermal management). Extensive new theoretical results are derived by employing an optimal control theory framework. These results include derivation of the optimal electrical stimulation waveform for a mixed energy/charge minimization problem, derivation of the charge-balanced energy-minimal electrical stimulation waveform, solutions of a pure charge minimization problem with and without a constraint on the stimulation amplitude, and derivation of the energy-minimal magnetic stimulation waveform. Depending on the set stimulus pulse duration, energy and charge reductions of up to 80% are deemed possible. Results are verified in simulations with an active, mammalian-like nerve fiber model.
Charge and energy minimization in electrical/magnetic stimulation of nervous tissue.
Jezernik, Saso; Sinkjaer, Thomas; Morari, Manfred
2010-08-01
In this work we address the problem of stimulating nervous tissue with the minimal necessary energy at reduced/minimal charge. Charge minimization is related to a valid safety concern (avoidance and reduction of stimulation-induced tissue and electrode damage). Energy minimization plays a role in battery-driven electrical or magnetic stimulation systems (increased lifetime, repetition rates, reduction of power requirements, thermal management). Extensive new theoretical results are derived by employing an optimal control theory framework. These results include derivation of the optimal electrical stimulation waveform for a mixed energy/charge minimization problem, derivation of the charge-balanced energy-minimal electrical stimulation waveform, solutions of a pure charge minimization problem with and without a constraint on the stimulation amplitude, and derivation of the energy-minimal magnetic stimulation waveform. Depending on the set stimulus pulse duration, energy and charge reductions of up to 80% are deemed possible. Results are verified in simulations with an active, mammalian-like nerve fiber model.
ERIC Educational Resources Information Center
Bulcock, J. W.
The problem of model estimation when the data are collinear was examined. Though the ridge regression (RR) outperforms ordinary least squares (OLS) regression in the presence of acute multicollinearity, it is not a problem free technique for reducing the variance of the estimates. It is a stochastic procedure when it should be nonstochastic and it…
Total variation superiorized conjugate gradient method for image reconstruction
NASA Astrophysics Data System (ADS)
Zibetti, Marcelo V. W.; Lin, Chuan; Herman, Gabor T.
2018-03-01
The conjugate gradient (CG) method is commonly used for the relatively-rapid solution of least squares problems. In image reconstruction, the problem can be ill-posed and also contaminated by noise; due to this, approaches such as regularization should be utilized. Total variation (TV) is a useful regularization penalty, frequently utilized in image reconstruction for generating images with sharp edges. When a non-quadratic norm is selected for regularization, as is the case for TV, then it is no longer possible to use CG. Non-linear CG is an alternative, but it does not share the efficiency that CG shows with least squares and methods such as fast iterative shrinkage-thresholding algorithms (FISTA) are preferred for problems with TV norm. A different approach to including prior information is superiorization. In this paper it is shown that the conjugate gradient method can be superiorized. Five different CG variants are proposed, including preconditioned CG. The CG methods superiorized by the total variation norm are presented and their performance in image reconstruction is demonstrated. It is illustrated that some of the proposed variants of the superiorized CG method can produce reconstructions of superior quality to those produced by FISTA and in less computational time, due to the speed of the original CG for least squares problems. In the Appendix we examine the behavior of one of the superiorized CG methods (we call it S-CG); one of its input parameters is a positive number ɛ. It is proved that, for any given ɛ that is greater than the half-squared-residual for the least squares solution, S-CG terminates in a finite number of steps with an output for which the half-squared-residual is less than or equal to ɛ. Importantly, it is also the case that the output will have a lower value of TV than what would be provided by unsuperiorized CG for the same value ɛ of the half-squared residual.
Least-Squares Self-Calibration of Imaging Array Data
NASA Technical Reports Server (NTRS)
Arendt, R. G.; Moseley, S. H.; Fixsen, D. J.
2004-01-01
When arrays are used to collect multiple appropriately-dithered images of the same region of sky, the resulting data set can be calibrated using a least-squares minimization procedure that determines the optimal fit between the data and a model of that data. The model parameters include the desired sky intensities as well as instrument parameters such as pixel-to-pixel gains and offsets. The least-squares solution simultaneously provides the formal error estimates for the model parameters. With a suitable observing strategy, the need for separate calibration observations is reduced or eliminated. We show examples of this calibration technique applied to HST NICMOS observations of the Hubble Deep Fields and simulated SIRTF IRAC observations.
Semismooth Newton method for gradient constrained minimization problem
NASA Astrophysics Data System (ADS)
Anyyeva, Serbiniyaz; Kunisch, Karl
2012-08-01
In this paper we treat a gradient constrained minimization problem, particular case of which is the elasto-plastic torsion problem. In order to get the numerical approximation to the solution we have developed an algorithm in an infinite dimensional space framework using the concept of the generalized (Newton) differentiation. Regularization was done in order to approximate the problem with the unconstrained minimization problem and to make the pointwise maximum function Newton differentiable. Using semismooth Newton method, continuation method was developed in function space. For the numerical implementation the variational equations at Newton steps are discretized using finite elements method.
NASA Astrophysics Data System (ADS)
Meric, Ilker; Johansen, Geir A.; Holstad, Marie B.; Mattingly, John; Gardner, Robin P.
2012-05-01
Prompt gamma-ray neutron activation analysis (PGNAA) has been and still is one of the major methods of choice for the elemental analysis of various bulk samples. This is mostly due to the fact that PGNAA offers a rapid, non-destructive and on-line means of sample interrogation. The quantitative analysis of the prompt gamma-ray data could, on the other hand, be performed either through the single peak analysis or the so-called Monte Carlo library least-squares (MCLLS) approach, of which the latter has been shown to be more sensitive and more accurate than the former. The MCLLS approach is based on the assumption that the total prompt gamma-ray spectrum of any sample is a linear combination of the contributions from the individual constituents or libraries. This assumption leads to, through the minimization of the chi-square value, a set of linear equations which has to be solved to obtain the library multipliers, a process that involves the inversion of the covariance matrix. The least-squares solution may be extremely uncertain due to the ill-conditioning of the covariance matrix. The covariance matrix will become ill-conditioned whenever, in the subsequent calculations, two or more libraries are highly correlated. The ill-conditioning will also be unavoidable whenever the sample contains trace amounts of certain elements or elements with significantly low thermal neutron capture cross-sections. In this work, a new iterative approach, which can handle the ill-conditioning of the covariance matrix, is proposed and applied to a hydrocarbon multiphase flow problem in which the parameters of interest are the separate amounts of the oil, gas, water and salt phases. The results of the proposed method are also compared with the results obtained through the implementation of a well-known regularization method, the truncated singular value decomposition. Final calculations indicate that the proposed approach would be able to treat ill-conditioned cases appropriately.
A CFD-based aerodynamic design procedure for hypersonic wind-tunnel nozzles
NASA Technical Reports Server (NTRS)
Korte, John J.
1993-01-01
A new procedure which unifies the best of current classical design practices, computational fluid dynamics (CFD), and optimization procedures is demonstrated for designing the aerodynamic lines of hypersonic wind-tunnel nozzles. The new procedure can be used to design hypersonic wind tunnel nozzles with thick boundary layers where the classical design procedure has been shown to break down. An efficient CFD code, which solves the parabolized Navier-Stokes (PNS) equations using an explicit upwind algorithm, is coupled to a least-squares (LS) optimization procedure. A LS problem is formulated to minimize the difference between the computed flow field and the objective function, consisting of the centerline Mach number distribution and the exit Mach number and flow angle profiles. The aerodynamic lines of the nozzle are defined using a cubic spline, the slopes of which are optimized with the design procedure. The advantages of the new procedure are that it allows full use of powerful CFD codes in the design process, solves an optimization problem to determine the new contour, can be used to design new nozzles or improve sections of existing nozzles, and automatically compensates the nozzle contour for viscous effects as part of the unified design procedure. The new procedure is demonstrated by designing two Mach 15, a Mach 12, and a Mach 18 helium nozzles. The flexibility of the procedure is demonstrated by designing the two Mach 15 nozzles using different constraints, the first nozzle for a fixed length and exit diameter and the second nozzle for a fixed length and throat diameter. The computed flow field for the Mach 15 least squares parabolized Navier-Stokes (LS/PNS) designed nozzle is compared with the classically designed nozzle and demonstrates a significant improvement in the flow expansion process and uniform core region.
Replica analysis for the duality of the portfolio optimization problem
NASA Astrophysics Data System (ADS)
Shinzato, Takashi
2016-11-01
In the present paper, the primal-dual problem consisting of the investment risk minimization problem and the expected return maximization problem in the mean-variance model is discussed using replica analysis. As a natural extension of the investment risk minimization problem under only a budget constraint that we analyzed in a previous study, we herein consider a primal-dual problem in which the investment risk minimization problem with budget and expected return constraints is regarded as the primal problem, and the expected return maximization problem with budget and investment risk constraints is regarded as the dual problem. With respect to these optimal problems, we analyze a quenched disordered system involving both of these optimization problems using the approach developed in statistical mechanical informatics and confirm that both optimal portfolios can possess the primal-dual structure. Finally, the results of numerical simulations are shown to validate the effectiveness of the proposed method.
Replica analysis for the duality of the portfolio optimization problem.
Shinzato, Takashi
2016-11-01
In the present paper, the primal-dual problem consisting of the investment risk minimization problem and the expected return maximization problem in the mean-variance model is discussed using replica analysis. As a natural extension of the investment risk minimization problem under only a budget constraint that we analyzed in a previous study, we herein consider a primal-dual problem in which the investment risk minimization problem with budget and expected return constraints is regarded as the primal problem, and the expected return maximization problem with budget and investment risk constraints is regarded as the dual problem. With respect to these optimal problems, we analyze a quenched disordered system involving both of these optimization problems using the approach developed in statistical mechanical informatics and confirm that both optimal portfolios can possess the primal-dual structure. Finally, the results of numerical simulations are shown to validate the effectiveness of the proposed method.
Multicategory Composite Least Squares Classifiers
Park, Seo Young; Liu, Yufeng; Liu, Dacheng; Scholl, Paul
2010-01-01
Classification is a very useful statistical tool for information extraction. In particular, multicategory classification is commonly seen in various applications. Although binary classification problems are heavily studied, extensions to the multicategory case are much less so. In view of the increased complexity and volume of modern statistical problems, it is desirable to have multicategory classifiers that are able to handle problems with high dimensions and with a large number of classes. Moreover, it is necessary to have sound theoretical properties for the multicategory classifiers. In the literature, there exist several different versions of simultaneous multicategory Support Vector Machines (SVMs). However, the computation of the SVM can be difficult for large scale problems, especially for problems with large number of classes. Furthermore, the SVM cannot produce class probability estimation directly. In this article, we propose a novel efficient multicategory composite least squares classifier (CLS classifier), which utilizes a new composite squared loss function. The proposed CLS classifier has several important merits: efficient computation for problems with large number of classes, asymptotic consistency, ability to handle high dimensional data, and simple conditional class probability estimation. Our simulated and real examples demonstrate competitive performance of the proposed approach. PMID:21218128
Correlation between the norm and the geometry of minimal networks
NASA Astrophysics Data System (ADS)
Laut, I. L.
2017-05-01
The paper is concerned with the inverse problem of the minimal Steiner network problem in a normed linear space. Namely, given a normed space in which all minimal networks are known for any finite point set, the problem is to describe all the norms on this space for which the minimal networks are the same as for the original norm. We survey the available results and prove that in the plane a rotund differentiable norm determines a distinctive set of minimal Steiner networks. In a two-dimensional space with rotund differentiable norm the coordinates of interior vertices of a nondegenerate minimal parametric network are shown to vary continuously under small deformations of the boundary set, and the turn direction of the network is determined. Bibliography: 15 titles.
Light Like a Feather: A Fibrous Natural Composite with a Shape Changing from Round to Square.
Wang, Bin; Meyers, Marc André
2017-03-01
Only seldom are square/rectangular shapes found in nature. One notable exception is the bird feather rachis, which raises the question: why is the proximal base round but the distal end square? Herein, it is uncovered that, given the same area, square cross sections show higher bending rigidity and are superior in maintaining the original shape, whereas circular sections ovalize upon flexing. This circular-to-square shape change increases the ability of the flight feathers to resist flexure while minimizes the weight along the shaft length. The walls are themselves a heterogeneous composite with the fiber arrangements adjusted to the local stress requirements: the dorsal and ventral regions are composed of longitudinal and circumferential fibers, while lateral walls consist of crossed fibers. This natural avian design is ready to be reproduced, and it is anticipated that the knowledge gained from this work will inspire new materials and structures for, e.g., manned/unmanned aerial vehicles.
Light Like a Feather: A Fibrous Natural Composite with a Shape Changing from Round to Square
Wang, Bin
2016-01-01
Only seldom are square/rectangular shapes found in nature. One notable exception is the bird feather rachis, which raises the question: why is the proximal base round but the distal end square? Herein, it is uncovered that, given the same area, square cross sections show higher bending rigidity and are superior in maintaining the original shape, whereas circular sections ovalize upon flexing. This circular‐to‐square shape change increases the ability of the flight feathers to resist flexure while minimizes the weight along the shaft length. The walls are themselves a heterogeneous composite with the fiber arrangements adjusted to the local stress requirements: the dorsal and ventral regions are composed of longitudinal and circumferential fibers, while lateral walls consist of crossed fibers. This natural avian design is ready to be reproduced, and it is anticipated that the knowledge gained from this work will inspire new materials and structures for, e.g., manned/unmanned aerial vehicles. PMID:28331789
Thermal Considerations of Space Solar Power Concepts with 3.5 GW RF Output
NASA Technical Reports Server (NTRS)
Choi, Michael K.
2000-01-01
This paper presents the thermal challenge of the Space Solar Power (SSP) design concepts with a 3.5 GW radio-frequency (RF) output. High efficiency klystrons are thermally more favored than solid state (butterstick) to convert direct current (DC) electricity to radio-frequency (RF) energy at the transmitters in these concepts. Using klystrons, the heat dissipation is 0.72 GW. Using solid state, the heat dissipation is 2.33 GW. The heat dissipation of the klystrons is 85% at 500C, 10% at 300C, and 5% at 125C. All the heat dissipation of the solid state is at 100C. Using klystrons, the radiator area is 74,500 square m Using solid state, the radiator area is 2,362,200 square m Space constructable heat pipe radiators are assumed in the thermal analysis. Also, to make the SSP concepts feasible, the mass of the heat transport system must be minimized. The heat transport distance from the transmitters to the radiators must be minimized. It can be accomplished by dividing the radiator into a cluster of small radiators, so that the heat transport distances between the klystrons and radiators can be minimized. The area of each small radiator is on the order of 1 square m. Two concepts for accommodating a cluster of small radiators are presented. If the distance between the transmitters and radiators is 1.5 m or less, constant conductance heat pipes (CCHPs) are acceptable for heat transport. If the distance exceeds 1.5 m, loop heat pipes (LHPs) are needed.
A constrained robust least squares approach for contaminant release history identification
NASA Astrophysics Data System (ADS)
Sun, Alexander Y.; Painter, Scott L.; Wittmeyer, Gordon W.
2006-04-01
Contaminant source identification is an important type of inverse problem in groundwater modeling and is subject to both data and model uncertainty. Model uncertainty was rarely considered in the previous studies. In this work, a robust framework for solving contaminant source recovery problems is introduced. The contaminant source identification problem is first cast into one of solving uncertain linear equations, where the response matrix is constructed using a superposition technique. The formulation presented here is general and is applicable to any porous media flow and transport solvers. The robust least squares (RLS) estimator, which originated in the field of robust identification, directly accounts for errors arising from model uncertainty and has been shown to significantly reduce the sensitivity of the optimal solution to perturbations in model and data. In this work, a new variant of RLS, the constrained robust least squares (CRLS), is formulated for solving uncertain linear equations. CRLS allows for additional constraints, such as nonnegativity, to be imposed. The performance of CRLS is demonstrated through one- and two-dimensional test problems. When the system is ill-conditioned and uncertain, it is found that CRLS gave much better performance than its classical counterpart, the nonnegative least squares. The source identification framework developed in this work thus constitutes a reliable tool for recovering source release histories in real applications.
Tu, Yu-Kang; Krämer, Nicole; Lee, Wen-Chung
2012-07-01
In the analysis of trends in health outcomes, an ongoing issue is how to separate and estimate the effects of age, period, and cohort. As these 3 variables are perfectly collinear by definition, regression coefficients in a general linear model are not unique. In this tutorial, we review why identification is a problem, and how this problem may be tackled using partial least squares and principal components regression analyses. Both methods produce regression coefficients that fulfill the same collinearity constraint as the variables age, period, and cohort. We show that, because the constraint imposed by partial least squares and principal components regression is inherent in the mathematical relation among the 3 variables, this leads to more interpretable results. We use one dataset from a Taiwanese health-screening program to illustrate how to use partial least squares regression to analyze the trends in body heights with 3 continuous variables for age, period, and cohort. We then use another dataset of hepatocellular carcinoma mortality rates for Taiwanese men to illustrate how to use partial least squares regression to analyze tables with aggregated data. We use the second dataset to show the relation between the intrinsic estimator, a recently proposed method for the age-period-cohort analysis, and partial least squares regression. We also show that the inclusion of all indicator variables provides a more consistent approach. R code for our analyses is provided in the eAppendix.
On the Partitioning of Squared Euclidean Distance and Its Applications in Cluster Analysis.
ERIC Educational Resources Information Center
Carter, Randy L.; And Others
1989-01-01
The partitioning of squared Euclidean--E(sup 2)--distance between two vectors in M-dimensional space into the sum of squared lengths of vectors in mutually orthogonal subspaces is discussed. Applications to specific cluster analysis problems are provided (i.e., to design Monte Carlo studies for performance comparisons of several clustering methods…
On Roots and Squares--Estimation, Intuition and Creativity
ERIC Educational Resources Information Center
Patkin, Dorit; Gazit, Avikam
2013-01-01
The paper presents findings of a small scale study of a few items related to problem solving with squares and roots, for different teacher groups (pre-service and in-service mathematics teachers: elementary and junior high school). The research participants were asked to explain what would be the units digit of a natural number to be squared in…
Smoothness of In vivo Spectral Baseline Determined by Mean Squared Error
Zhang, Yan; Shen, Jun
2013-01-01
Purpose A nonparametric smooth line is usually added to spectral model to account for background signals in vivo magnetic resonance spectroscopy (MRS). The assumed smoothness of the baseline significantly influences quantitative spectral fitting. In this paper, a method is proposed to minimize baseline influences on estimated spectral parameters. Methods In this paper, the non-parametric baseline function with a given smoothness was treated as a function of spectral parameters. Its uncertainty was measured by root-mean-squared error (RMSE). The proposed method was demonstrated with a simulated spectrum and in vivo spectra of both short echo time (TE) and averaged echo times. The estimated in vivo baselines were compared with the metabolite-nulled spectra, and the LCModel-estimated baselines. The accuracies of estimated baseline and metabolite concentrations were further verified by cross-validation. Results An optimal smoothness condition was found that led to the minimal baseline RMSE. In this condition, the best fit was balanced against minimal baseline influences on metabolite concentration estimates. Conclusion Baseline RMSE can be used to indicate estimated baseline uncertainties and serve as the criterion for determining the baseline smoothness of in vivo MRS. PMID:24259436
A minimal dissipation type-based classification in irreversible thermodynamics and microeconomics
NASA Astrophysics Data System (ADS)
Tsirlin, A. M.; Kazakov, V.; Kolinko, N. A.
2003-10-01
We formulate the problem of finding classes of kinetic dependencies in irreversible thermodynamic and microeconomic systems for which minimal dissipation processes belong to the same type. We show that this problem is an inverse optimal control problem and solve it. The commonality of this problem in irreversible thermodynamics and microeconomics is emphasized.
Minimization In Digital Design As A Meta-Planning Problem
NASA Astrophysics Data System (ADS)
Ho, William P. C.; Wu, Jung-Gen
1987-05-01
In our model-based expert system for automatic digital system design, we formalize the design process into three sub-processes - compiling high-level behavioral specifications into primitive behavioral operations, grouping primitive operations into behavioral functions, and grouping functions into modules. Consideration of design minimization explicitly controls decision-making in the last two subprocesses. Design minimization, a key task in the automatic design of digital systems, is complicated by the high degree of interaction among the time sequence and content of design decisions. In this paper, we present an AI approach which directly addresses these interactions and their consequences by modeling the minimization prob-lem as a planning problem, and the management of design decision-making as a meta-planning problem.
Insight and search in Katona's five-square problem.
Ollinger, Michael; Jones, Gary; Knoblich, Günther
2014-01-01
Insights are often productive outcomes of human thinking. We provide a cognitive model that explains insight problem solving by the interplay of problem space search and representational change, whereby the problem space is constrained or relaxed based on the problem representation. By introducing different experimental conditions that either constrained the initial search space or helped solvers to initiate a representational change, we investigated the interplay of problem space search and representational change in Katona's five-square problem. Testing 168 participants, we demonstrated that independent hints relating to the initial search space and to representational change had little effect on solution rates. However, providing both hints caused a significant increase in solution rates. Our results show the interplay between problem space search and representational change in insight problem solving: The initial problem space can be so large that people fail to encounter impasse, but even when representational change is achieved the resulting problem space can still provide a major obstacle to finding the solution.
SIRF: Simultaneous Satellite Image Registration and Fusion in a Unified Framework.
Chen, Chen; Li, Yeqing; Liu, Wei; Huang, Junzhou
2015-11-01
In this paper, we propose a novel method for image fusion with a high-resolution panchromatic image and a low-resolution multispectral (Ms) image at the same geographical location. The fusion is formulated as a convex optimization problem which minimizes a linear combination of a least-squares fitting term and a dynamic gradient sparsity regularizer. The former is to preserve accurate spectral information of the Ms image, while the latter is to keep sharp edges of the high-resolution panchromatic image. We further propose to simultaneously register the two images during the fusing process, which is naturally achieved by virtue of the dynamic gradient sparsity property. An efficient algorithm is then devised to solve the optimization problem, accomplishing a linear computational complexity in the size of the output image in each iteration. We compare our method against six state-of-the-art image fusion methods on Ms image data sets from four satellites. Extensive experimental results demonstrate that the proposed method substantially outperforms the others in terms of both spatial and spectral qualities. We also show that our method can provide high-quality products from coarsely registered real-world IKONOS data sets. Finally, a MATLAB implementation is provided to facilitate future research.
Technical note: an R package for fitting sparse neural networks with application in animal breeding.
Wang, Yangfan; Mi, Xue; Rosa, Guilherme J M; Chen, Zhihui; Lin, Ping; Wang, Shi; Bao, Zhenmin
2018-05-04
Neural networks (NNs) have emerged as a new tool for genomic selection (GS) in animal breeding. However, the properties of NN used in GS for the prediction of phenotypic outcomes are not well characterized due to the problem of over-parameterization of NN and difficulties in using whole-genome marker sets as high-dimensional NN input. In this note, we have developed an R package called snnR that finds an optimal sparse structure of a NN by minimizing the square error subject to a penalty on the L1-norm of the parameters (weights and biases), therefore solving the problem of over-parameterization in NN. We have also tested some models fitted in the snnR package to demonstrate their feasibility and effectiveness to be used in several cases as examples. In comparison of snnR to the R package brnn (the Bayesian regularized single layer NNs), with both using the entries of a genotype matrix or a genomic relationship matrix as inputs, snnR has greatly improved the computational efficiency and the prediction ability for the GS in animal breeding because snnR implements a sparse NN with many hidden layers.
Least squares reverse time migration of controlled order multiples
NASA Astrophysics Data System (ADS)
Liu, Y.
2016-12-01
Imaging using the reverse time migration of multiples generates inherent crosstalk artifacts due to the interference among different order multiples. Traditionally, least-square fitting has been used to address this issue by seeking the best objective function to measure the amplitude differences between the predicted and observed data. We have developed an alternative objective function by decomposing multiples into different orders to minimize the difference between Born modeling predicted multiples and specific-order multiples from observational data in order to attenuate the crosstalk. This method is denoted as the least-squares reverse time migration of controlled order multiples (LSRTM-CM). Our numerical examples demonstrated that the LSRTM-CM can significantly improve image quality compared with reverse time migration of multiples and least-square reverse time migration of multiples. Acknowledgments This research was funded by the National Nature Science Foundation of China (Grant Nos. 41430321 and 41374138).
Minimization of deviations of gear real tooth surfaces determined by coordinate measurements
NASA Technical Reports Server (NTRS)
Litvin, F. L.; Kuan, C.; Wang, J.-C.; Handschuh, R. F.; Masseth, J.; Maruyama, N.
1992-01-01
The deviations of a gear's real tooth surface from the theoretical surface are determined by coordinate measurements at the grid of the surface. A method was developed to transform the deviations from Cartesian coordinates to those along the normal at the measurement locations. Equations are derived that relate the first order deviations with the adjustment to the manufacturing machine-tool settings. The deviations of the entire surface are minimized. The minimization is achieved by application of the least-square method for an overdetermined system of linear equations. The proposed method is illustrated with a numerical example for hypoid gear and pinion.
Optimal secondary source position in exterior spherical acoustical holophony
NASA Astrophysics Data System (ADS)
Pasqual, A. M.; Martin, V.
2012-02-01
Exterior spherical acoustical holophony is a branch of spatial audio reproduction that deals with the rendering of a given free-field radiation pattern (the primary field) by using a compact spherical loudspeaker array (the secondary source). More precisely, the primary field is known on a spherical surface surrounding the primary and secondary sources and, since the acoustic fields are described in spherical coordinates, they are naturally subjected to spherical harmonic analysis. Besides, the inverse problem of deriving optimal driving signals from a known primary field is ill-posed because the secondary source cannot radiate high-order spherical harmonics efficiently, especially in the low-frequency range. As a consequence, a standard least-squares solution will overload the transducers if the primary field contains such harmonics. Here, this is avoided by discarding the strongly decaying spherical waves, which are identified through inspection of the radiation efficiency curves of the secondary source. However, such an unavoidable regularization procedure increases the least-squares error, which also depends on the position of the secondary source. This paper deals with the above-mentioned questions in the context of far-field directivity reproduction at low and medium frequencies. In particular, an optimal secondary source position is sought, which leads to the lowest reproduction error in the least-squares sense without overloading the transducers. In order to address this issue, a regularization quality factor is introduced to evaluate the amount of regularization required. It is shown that the optimal position improves significantly the holophonic reconstruction and maximizes the regularization quality factor (minimizes the amount of regularization), which is the main general contribution of this paper. Therefore, this factor can also be used as a cost function to obtain the optimal secondary source position.
Graph cuts for curvature based image denoising.
Bae, Egil; Shi, Juan; Tai, Xue-Cheng
2011-05-01
Minimization of total variation (TV) is a well-known method for image denoising. Recently, the relationship between TV minimization problems and binary MRF models has been much explored. This has resulted in some very efficient combinatorial optimization algorithms for the TV minimization problem in the discrete setting via graph cuts. To overcome limitations, such as staircasing effects, of the relatively simple TV model, variational models based upon higher order derivatives have been proposed. The Euler's elastica model is one such higher order model of central importance, which minimizes the curvature of all level lines in the image. Traditional numerical methods for minimizing the energy in such higher order models are complicated and computationally complex. In this paper, we will present an efficient minimization algorithm based upon graph cuts for minimizing the energy in the Euler's elastica model, by simplifying the problem to that of solving a sequence of easy graph representable problems. This sequence has connections to the gradient flow of the energy function, and converges to a minimum point. The numerical experiments show that our new approach is more effective in maintaining smooth visual results while preserving sharp features better than TV models.
NASA Astrophysics Data System (ADS)
Kotchasarn, Chirawat; Saengudomlert, Poompat
We investigate the problem of joint transmitter and receiver power allocation with the minimax mean square error (MSE) criterion for uplink transmissions in a multi-carrier code division multiple access (MC-CDMA) system. The objective of power allocation is to minimize the maximum MSE among all users each of which has limited transmit power. This problem is a nonlinear optimization problem. Using the Lagrange multiplier method, we derive the Karush-Kuhn-Tucker (KKT) conditions which are necessary for a power allocation to be optimal. Numerical results indicate that, compared to the minimum total MSE criterion, the minimax MSE criterion yields a higher total MSE but provides a fairer treatment across the users. The advantages of the minimax MSE criterion are more evident when we consider the bit error rate (BER) estimates. Numerical results show that the minimax MSE criterion yields a lower maximum BER and a lower average BER. We also observe that, with the minimax MSE criterion, some users do not transmit at full power. For comparison, with the minimum total MSE criterion, all users transmit at full power. In addition, we investigate robust joint transmitter and receiver power allocation where the channel state information (CSI) is not perfect. The CSI error is assumed to be unknown but bounded by a deterministic value. This problem is formulated as a semidefinite programming (SDP) problem with bilinear matrix inequality (BMI) constraints. Numerical results show that, with imperfect CSI, the minimax MSE criterion also outperforms the minimum total MSE criterion in terms of the maximum and average BERs.
NASA Technical Reports Server (NTRS)
Jiang, Bo-Nan
1993-01-01
A comparative description is presented for the least-squares FEM (LSFEM) for 2D steady-state pure convection problems. In addition to exhibiting better control of the streamline derivative than the streamline upwinding Petrov-Galerkin method, numerical convergence rates are obtained which show the LSFEM to be virtually optimal. The LSFEM is used as a framework for an iteratively reweighted LSFEM yielding nonoscillatory and nondiffusive solutions for problems with contact discontinuities; this method is shown to convect contact discontinuities without error when using triangular and bilinear elements.
Applied Algebra: The Modeling Technique of Least Squares
ERIC Educational Resources Information Center
Zelkowski, Jeremy; Mayes, Robert
2008-01-01
The article focuses on engaging students in algebra through modeling real-world problems. The technique of least squares is explored, encouraging students to develop a deeper understanding of the method. (Contains 2 figures and a bibliography.)
Software For Least-Squares And Robust Estimation
NASA Technical Reports Server (NTRS)
Jeffreys, William H.; Fitzpatrick, Michael J.; Mcarthur, Barbara E.; Mccartney, James
1990-01-01
GAUSSFIT computer program includes full-featured programming language facilitating creation of mathematical models solving least-squares and robust-estimation problems. Programming language designed to make it easy to specify complex reduction models. Written in 100 percent C language.
New broadband square-law detector
NASA Technical Reports Server (NTRS)
Reid, M. S.; Gardner, R. A.; Stelzried, C. T.
1975-01-01
Compact device has wide dynamic range, accurate square-law response, good thermal stability, high-level dc output with immunity to ground-loop problems, ability to insert known time constants for radiometric applications, and fast response times compatible with computer systems.
ERIC Educational Resources Information Center
Eperson, D. B.
1991-01-01
This section includes eight problems to which the journal invites readers to respond. Problem topics include angles in alternate segments, pentominoes, a new triangle of numbers, cricket scores, symmetrical pentagons, inequalities, a pythagorean dissection, and magic squares. (MDH)
Optimal Tuner Selection for Kalman-Filter-Based Aircraft Engine Performance Estimation
NASA Technical Reports Server (NTRS)
Simon, Donald L.; Garg, Sanjay
2011-01-01
An emerging approach in the field of aircraft engine controls and system health management is the inclusion of real-time, onboard models for the inflight estimation of engine performance variations. This technology, typically based on Kalman-filter concepts, enables the estimation of unmeasured engine performance parameters that can be directly utilized by controls, prognostics, and health-management applications. A challenge that complicates this practice is the fact that an aircraft engine s performance is affected by its level of degradation, generally described in terms of unmeasurable health parameters such as efficiencies and flow capacities related to each major engine module. Through Kalman-filter-based estimation techniques, the level of engine performance degradation can be estimated, given that there are at least as many sensors as health parameters to be estimated. However, in an aircraft engine, the number of sensors available is typically less than the number of health parameters, presenting an under-determined estimation problem. A common approach to address this shortcoming is to estimate a subset of the health parameters, referred to as model tuning parameters. The problem/objective is to optimally select the model tuning parameters to minimize Kalman-filterbased estimation error. A tuner selection technique has been developed that specifically addresses the under-determined estimation problem, where there are more unknown parameters than available sensor measurements. A systematic approach is applied to produce a model tuning parameter vector of appropriate dimension to enable estimation by a Kalman filter, while minimizing the estimation error in the parameters of interest. Tuning parameter selection is performed using a multi-variable iterative search routine that seeks to minimize the theoretical mean-squared estimation error of the Kalman filter. This approach can significantly reduce the error in onboard aircraft engine parameter estimation applications such as model-based diagnostic, controls, and life usage calculations. The advantage of the innovation is the significant reduction in estimation errors that it can provide relative to the conventional approach of selecting a subset of health parameters to serve as the model tuning parameter vector. Because this technique needs only to be performed during the system design process, it places no additional computation burden on the onboard Kalman filter implementation. The technique has been developed for aircraft engine onboard estimation applications, as this application typically presents an under-determined estimation problem. However, this generic technique could be applied to other industries using gas turbine engine technology.
NASA Technical Reports Server (NTRS)
Liu, Kuojuey Ray
1990-01-01
Least-squares (LS) estimations and spectral decomposition algorithms constitute the heart of modern signal processing and communication problems. Implementations of recursive LS and spectral decomposition algorithms onto parallel processing architectures such as systolic arrays with efficient fault-tolerant schemes are the major concerns of this dissertation. There are four major results in this dissertation. First, we propose the systolic block Householder transformation with application to the recursive least-squares minimization. It is successfully implemented on a systolic array with a two-level pipelined implementation at the vector level as well as at the word level. Second, a real-time algorithm-based concurrent error detection scheme based on the residual method is proposed for the QRD RLS systolic array. The fault diagnosis, order degraded reconfiguration, and performance analysis are also considered. Third, the dynamic range, stability, error detection capability under finite-precision implementation, order degraded performance, and residual estimation under faulty situations for the QRD RLS systolic array are studied in details. Finally, we propose the use of multi-phase systolic algorithms for spectral decomposition based on the QR algorithm. Two systolic architectures, one based on triangular array and another based on rectangular array, are presented for the multiphase operations with fault-tolerant considerations. Eigenvectors and singular vectors can be easily obtained by using the multi-pase operations. Performance issues are also considered.
On Some Separated Algorithms for Separable Nonlinear Least Squares Problems.
Gan, Min; Chen, C L Philip; Chen, Guang-Yong; Chen, Long
2017-10-03
For a class of nonlinear least squares problems, it is usually very beneficial to separate the variables into a linear and a nonlinear part and take full advantage of reliable linear least squares techniques. Consequently, the original problem is turned into a reduced problem which involves only nonlinear parameters. We consider in this paper four separated algorithms for such problems. The first one is the variable projection (VP) algorithm with full Jacobian matrix of Golub and Pereyra. The second and third ones are VP algorithms with simplified Jacobian matrices proposed by Kaufman and Ruano et al. respectively. The fourth one only uses the gradient of the reduced problem. Monte Carlo experiments are conducted to compare the performance of these four algorithms. From the results of the experiments, we find that: 1) the simplified Jacobian proposed by Ruano et al. is not a good choice for the VP algorithm; moreover, it may render the algorithm hard to converge; 2) the fourth algorithm perform moderately among these four algorithms; 3) the VP algorithm with the full Jacobian matrix perform more stable than that of the VP algorithm with Kuafman's simplified one; and 4) the combination of VP algorithm and Levenberg-Marquardt method is more effective than the combination of VP algorithm and Gauss-Newton method.
Using Perturbed QR Factorizations To Solve Linear Least-Squares Problems
DOE Office of Scientific and Technical Information (OSTI.GOV)
Avron, Haim; Ng, Esmond G.; Toledo, Sivan
2008-03-21
We propose and analyze a new tool to help solve sparse linear least-squares problems min{sub x} {parallel}Ax-b{parallel}{sub 2}. Our method is based on a sparse QR factorization of a low-rank perturbation {cflx A} of A. More precisely, we show that the R factor of {cflx A} is an effective preconditioner for the least-squares problem min{sub x} {parallel}Ax-b{parallel}{sub 2}, when solved using LSQR. We propose applications for the new technique. When A is rank deficient we can add rows to ensure that the preconditioner is well-conditioned without column pivoting. When A is sparse except for a few dense rows we canmore » drop these dense rows from A to obtain {cflx A}. Another application is solving an updated or downdated problem. If R is a good preconditioner for the original problem A, it is a good preconditioner for the updated/downdated problem {cflx A}. We can also solve what-if scenarios, where we want to find the solution if a column of the original matrix is changed/removed. We present a spectral theory that analyzes the generalized spectrum of the pencil (A*A,R*R) and analyze the applications.« less
Graph cuts via l1 norm minimization.
Bhusnurmath, Arvind; Taylor, Camillo J
2008-10-01
Graph cuts have become an increasingly important tool for solving a number of energy minimization problems in computer vision and other fields. In this paper, the graph cut problem is reformulated as an unconstrained l1 norm minimization that can be solved effectively using interior point methods. This reformulation exposes connections between the graph cuts and other related continuous optimization problems. Eventually the problem is reduced to solving a sequence of sparse linear systems involving the Laplacian of the underlying graph. The proposed procedure exploits the structure of these linear systems in a manner that is easily amenable to parallel implementations. Experimental results obtained by applying the procedure to graphs derived from image processing problems are provided.
Robust penalty method for structural synthesis
NASA Technical Reports Server (NTRS)
Kamat, M. P.
1983-01-01
The Sequential Unconstrained Minimization Technique (SUMT) offers an easy way of solving nonlinearly constrained problems. However, this algorithm frequently suffers from the need to minimize an ill-conditioned penalty function. An ill-conditioned minimization problem can be solved very effectively by posing the problem as one of integrating a system of stiff differential equations utilizing concepts from singular perturbation theory. This paper evaluates the robustness and the reliability of such a singular perturbation based SUMT algorithm on two different problems of structural optimization of widely separated scales. The report concludes that whereas conventional SUMT can be bogged down by frequent ill-conditioning, especially in large scale problems, the singular perturbation SUMT has no such difficulty in converging to very accurate solutions.
Properties of wavelet discretization of Black-Scholes equation
NASA Astrophysics Data System (ADS)
Finěk, Václav
2017-07-01
Using wavelet methods, the continuous problem is transformed into a well-conditioned discrete problem. And once a non-symmetric problem is given, squaring yields a symmetric positive definite formulation. However squaring usually makes the condition number of discrete problems substantially worse. This note is concerned with a wavelet based numerical solution of the Black-Scholes equation for pricing European options. We show here that in wavelet coordinates a symmetric part of the discretized equation dominates over an unsymmetric part in the standard economic environment with low interest rates. It provides some justification for using a fractional step method with implicit treatment of the symmetric part of the weak form of the Black-Scholes operator and with explicit treatment of its unsymmetric part. Then a well-conditioned discrete problem is obtained.
Hydraulic Conductivity Estimation using Bayesian Model Averaging and Generalized Parameterization
NASA Astrophysics Data System (ADS)
Tsai, F. T.; Li, X.
2006-12-01
Non-uniqueness in parameterization scheme is an inherent problem in groundwater inverse modeling due to limited data. To cope with the non-uniqueness problem of parameterization, we introduce a Bayesian Model Averaging (BMA) method to integrate a set of selected parameterization methods. The estimation uncertainty in BMA includes the uncertainty in individual parameterization methods as the within-parameterization variance and the uncertainty from using different parameterization methods as the between-parameterization variance. Moreover, the generalized parameterization (GP) method is considered in the geostatistical framework in this study. The GP method aims at increasing the flexibility of parameterization through the combination of a zonation structure and an interpolation method. The use of BMP with GP avoids over-confidence in a single parameterization method. A normalized least-squares estimation (NLSE) is adopted to calculate the posterior probability for each GP. We employee the adjoint state method for the sensitivity analysis on the weighting coefficients in the GP method. The adjoint state method is also applied to the NLSE problem. The proposed methodology is implemented to the Alamitos Barrier Project (ABP) in California, where the spatially distributed hydraulic conductivity is estimated. The optimal weighting coefficients embedded in GP are identified through the maximum likelihood estimation (MLE) where the misfits between the observed and calculated groundwater heads are minimized. The conditional mean and conditional variance of the estimated hydraulic conductivity distribution using BMA are obtained to assess the estimation uncertainty.
Geodesic active fields--a geometric framework for image registration.
Zosso, Dominique; Bresson, Xavier; Thiran, Jean-Philippe
2011-05-01
In this paper we present a novel geometric framework called geodesic active fields for general image registration. In image registration, one looks for the underlying deformation field that best maps one image onto another. This is a classic ill-posed inverse problem, which is usually solved by adding a regularization term. Here, we propose a multiplicative coupling between the registration term and the regularization term, which turns out to be equivalent to embed the deformation field in a weighted minimal surface problem. Then, the deformation field is driven by a minimization flow toward a harmonic map corresponding to the solution of the registration problem. This proposed approach for registration shares close similarities with the well-known geodesic active contours model in image segmentation, where the segmentation term (the edge detector function) is coupled with the regularization term (the length functional) via multiplication as well. As a matter of fact, our proposed geometric model is actually the exact mathematical generalization to vector fields of the weighted length problem for curves and surfaces introduced by Caselles-Kimmel-Sapiro. The energy of the deformation field is measured with the Polyakov energy weighted by a suitable image distance, borrowed from standard registration models. We investigate three different weighting functions, the squared error and the approximated absolute error for monomodal images, and the local joint entropy for multimodal images. As compared to specialized state-of-the-art methods tailored for specific applications, our geometric framework involves important contributions. Firstly, our general formulation for registration works on any parametrizable, smooth and differentiable surface, including nonflat and multiscale images. In the latter case, multiscale images are registered at all scales simultaneously, and the relations between space and scale are intrinsically being accounted for. Second, this method is, to the best of our knowledge, the first reparametrization invariant registration method introduced in the literature. Thirdly, the multiplicative coupling between the registration term, i.e. local image discrepancy, and the regularization term naturally results in a data-dependent tuning of the regularization strength. Finally, by choosing the metric on the deformation field one can freely interpolate between classic Gaussian and more interesting anisotropic, TV-like regularization.
L{sup {infinity}} Variational Problems with Running Costs and Constraints
DOE Office of Scientific and Technical Information (OSTI.GOV)
Aronsson, G., E-mail: gunnar.aronsson@liu.se; Barron, E. N., E-mail: enbarron@math.luc.edu
2012-02-15
Various approaches are used to derive the Aronsson-Euler equations for L{sup {infinity}} calculus of variations problems with constraints. The problems considered involve holonomic, nonholonomic, isoperimetric, and isosupremic constraints on the minimizer. In addition, we derive the Aronsson-Euler equation for the basic L{sup {infinity}} problem with a running cost and then consider properties of an absolute minimizer. Many open problems are introduced for further study.
NASA Astrophysics Data System (ADS)
Ranaivomiarana, Narindra; Irisarri, François-Xavier; Bettebghor, Dimitri; Desmorat, Boris
2018-04-01
An optimization methodology to find concurrently material spatial distribution and material anisotropy repartition is proposed for orthotropic, linear and elastic two-dimensional membrane structures. The shape of the structure is parameterized by a density variable that determines the presence or absence of material. The polar method is used to parameterize a general orthotropic material by its elasticity tensor invariants by change of frame. A global structural stiffness maximization problem written as a compliance minimization problem is treated, and a volume constraint is applied. The compliance minimization can be put into a double minimization of complementary energy. An extension of the alternate directions algorithm is proposed to solve the double minimization problem. The algorithm iterates between local minimizations in each element of the structure and global minimizations. Thanks to the polar method, the local minimizations are solved explicitly providing analytical solutions. The global minimizations are performed with finite element calculations. The method is shown to be straightforward and efficient. Concurrent optimization of density and anisotropy distribution of a cantilever beam and a bridge are presented.
Identifing Atmospheric Pollutant Sources Using Artificial Neural Networks
NASA Astrophysics Data System (ADS)
Paes, F. F.; Campos, H. F.; Luz, E. P.; Carvalho, A. R.
2008-05-01
The estimation of the area source pollutant strength is a relevant issue for atmospheric environment. This characterizes an inverse problem in the atmospheric pollution dispersion. In the inverse analysis, an area source domain is considered, where the strength of such area source term is assumed unknown. The inverse problem is solved by using a supervised artificial neural network: multi-layer perceptron. The conection weights of the neural network are computed from delta rule - learning process. The neural network inversion is compared with results from standard inverse analysis (regularized inverse solution). In the regularization method, the inverse problem is formulated as a non-linear optimization approach, whose the objective function is given by the square difference between the measured pollutant concentration and the mathematical models, associated with a regularization operator. In our numerical experiments, the forward problem is addressed by a source-receptor scheme, where a regressive Lagrangian model is applied to compute the transition matrix. The second order maximum entropy regularization is used, and the regularization parameter is calculated by the L-curve technique. The objective function is minimized employing a deterministic scheme (a quasi-Newton algorithm) [1] and a stochastic technique (PSO: particle swarm optimization) [2]. The inverse problem methodology is tested with synthetic observational data, from six measurement points in the physical domain. The best inverse solutions were obtained with neural networks. References: [1] D. R. Roberti, D. Anfossi, H. F. Campos Velho, G. A. Degrazia (2005): Estimating Emission Rate and Pollutant Source Location, Ciencia e Natura, p. 131-134. [2] E.F.P. da Luz, H.F. de Campos Velho, J.C. Becceneri, D.R. Roberti (2007): Estimating Atmospheric Area Source Strength Through Particle Swarm Optimization. Inverse Problems, Desing and Optimization Symposium IPDO-2007, April 16-18, Miami (FL), USA, vol 1, p. 354-359.
NASA Astrophysics Data System (ADS)
Guo, Yujin; Zeng, Xiaoyu; Zhou, Huan-Song
2018-01-01
We consider a nonlinear Schrödinger system arising in a two-component Bose-Einstein condensate (BEC) with attractive intraspecies interactions and repulsive interspecies interactions in R2. We get ground states of this system by solving a constrained minimization problem. For some kinds of trapping potentials, we prove that the minimization problem has a minimizer if and only if the attractive interaction strength ai (i = 1 , 2) of each component of the BEC system is strictly less than a threshold a*. Furthermore, as (a1 ,a2) ↗ (a* ,a*), the asymptotical behavior for the minimizers of the minimization problem is discussed. Our results show that each component of the BEC system concentrates at a global minimum of the associated trapping potential.
ISOFIT - A PROGRAM FOR FITTING SORPTION ISOTHERMS TO EXPERIMENTAL DATA
Isotherm expressions are important for describing the partitioning of contaminants in environmental systems. ISOFIT (ISOtherm FItting Tool) is a software program that fits isotherm parameters to experimental data via the minimization of a weighted sum of squared error (WSSE) obje...
The incomplete inverse and its applications to the linear least squares problem
NASA Technical Reports Server (NTRS)
Morduch, G. E.
1977-01-01
A modified matrix product is explained, and it is shown that this product defiles a group whose inverse is called the incomplete inverse. It was proven that the incomplete inverse of an augmented normal matrix includes all the quantities associated with the least squares solution. An answer is provided to the problem that occurs when the data residuals are too large and when insufficient data to justify augmenting the model are available.
Support vector regression to predict porosity and permeability: Effect of sample size
NASA Astrophysics Data System (ADS)
Al-Anazi, A. F.; Gates, I. D.
2012-02-01
Porosity and permeability are key petrophysical parameters obtained from laboratory core analysis. Cores, obtained from drilled wells, are often few in number for most oil and gas fields. Porosity and permeability correlations based on conventional techniques such as linear regression or neural networks trained with core and geophysical logs suffer poor generalization to wells with only geophysical logs. The generalization problem of correlation models often becomes pronounced when the training sample size is small. This is attributed to the underlying assumption that conventional techniques employing the empirical risk minimization (ERM) inductive principle converge asymptotically to the true risk values as the number of samples increases. In small sample size estimation problems, the available training samples must span the complexity of the parameter space so that the model is able both to match the available training samples reasonably well and to generalize to new data. This is achieved using the structural risk minimization (SRM) inductive principle by matching the capability of the model to the available training data. One method that uses SRM is support vector regression (SVR) network. In this research, the capability of SVR to predict porosity and permeability in a heterogeneous sandstone reservoir under the effect of small sample size is evaluated. Particularly, the impact of Vapnik's ɛ-insensitivity loss function and least-modulus loss function on generalization performance was empirically investigated. The results are compared to the multilayer perception (MLP) neural network, a widely used regression method, which operates under the ERM principle. The mean square error and correlation coefficients were used to measure the quality of predictions. The results demonstrate that SVR yields consistently better predictions of the porosity and permeability with small sample size than the MLP method. Also, the performance of SVR depends on both kernel function type and loss functions used.
Centralized Multi-Sensor Square Root Cubature Joint Probabilistic Data Association
Liu, Jun; Li, Gang; Qi, Lin; Li, Yaowen; He, You
2017-01-01
This paper focuses on the tracking problem of multiple targets with multiple sensors in a nonlinear cluttered environment. To avoid Jacobian matrix computation and scaling parameter adjustment, improve numerical stability, and acquire more accurate estimated results for centralized nonlinear tracking, a novel centralized multi-sensor square root cubature joint probabilistic data association algorithm (CMSCJPDA) is proposed. Firstly, the multi-sensor tracking problem is decomposed into several single-sensor multi-target tracking problems, which are sequentially processed during the estimation. Then, in each sensor, the assignment of its measurements to target tracks is accomplished on the basis of joint probabilistic data association (JPDA), and a weighted probability fusion method with square root version of a cubature Kalman filter (SRCKF) is utilized to estimate the targets’ state. With the measurements in all sensors processed CMSCJPDA is derived and the global estimated state is achieved. Experimental results show that CMSCJPDA is superior to the state-of-the-art algorithms in the aspects of tracking accuracy, numerical stability, and computational cost, which provides a new idea to solve multi-sensor tracking problems. PMID:29113085
Centralized Multi-Sensor Square Root Cubature Joint Probabilistic Data Association.
Liu, Yu; Liu, Jun; Li, Gang; Qi, Lin; Li, Yaowen; He, You
2017-11-05
This paper focuses on the tracking problem of multiple targets with multiple sensors in a nonlinear cluttered environment. To avoid Jacobian matrix computation and scaling parameter adjustment, improve numerical stability, and acquire more accurate estimated results for centralized nonlinear tracking, a novel centralized multi-sensor square root cubature joint probabilistic data association algorithm (CMSCJPDA) is proposed. Firstly, the multi-sensor tracking problem is decomposed into several single-sensor multi-target tracking problems, which are sequentially processed during the estimation. Then, in each sensor, the assignment of its measurements to target tracks is accomplished on the basis of joint probabilistic data association (JPDA), and a weighted probability fusion method with square root version of a cubature Kalman filter (SRCKF) is utilized to estimate the targets' state. With the measurements in all sensors processed CMSCJPDA is derived and the global estimated state is achieved. Experimental results show that CMSCJPDA is superior to the state-of-the-art algorithms in the aspects of tracking accuracy, numerical stability, and computational cost, which provides a new idea to solve multi-sensor tracking problems.
Finite-element grid improvement by minimization of stiffness matrix trace
NASA Technical Reports Server (NTRS)
Kittur, Madan G.; Huston, Ronald L.; Oswald, Fred B.
1989-01-01
A new and simple method of finite-element grid improvement is presented. The objective is to improve the accuracy of the analysis. The procedure is based on a minimization of the trace of the stiffness matrix. For a broad class of problems this minimization is seen to be equivalent to minimizing the potential energy. The method is illustrated with the classical tapered bar problem examined earlier by Prager and Masur. Identical results are obtained.
Finite-element grid improvement by minimization of stiffness matrix trace
NASA Technical Reports Server (NTRS)
Kittur, Madan G.; Huston, Ronald L.; Oswald, Fred B.
1987-01-01
A new and simple method of finite-element grid improvement is presented. The objective is to improve the accuracy of the analysis. The procedure is based on a minimization of the trace of the stiffness matrix. For a broad class of problems this minimization is seen to be equivalent to minimizing the potential energy. The method is illustrated with the classical tapered bar problem examined earlier by Prager and Masur. Identical results are obtained.
2014-01-01
Berth allocation is the forefront operation performed when ships arrive at a port and is a critical task in container port optimization. Minimizing the time ships spend at berths constitutes an important objective of berth allocation problems. This study focuses on the discrete dynamic berth allocation problem (discrete DBAP), which aims to minimize total service time, and proposes an iterated greedy (IG) algorithm to solve it. The proposed IG algorithm is tested on three benchmark problem sets. Experimental results show that the proposed IG algorithm can obtain optimal solutions for all test instances of the first and second problem sets and outperforms the best-known solutions for 35 out of 90 test instances of the third problem set. PMID:25295295
NASA Astrophysics Data System (ADS)
Hawthorne, Bryant; Panchal, Jitesh H.
2014-07-01
A bilevel optimization formulation of policy design problems considering multiple objectives and incomplete preferences of the stakeholders is presented. The formulation is presented for Feed-in-Tariff (FIT) policy design for decentralized energy infrastructure. The upper-level problem is the policy designer's problem and the lower-level problem is a Nash equilibrium problem resulting from market interactions. The policy designer has two objectives: maximizing the quantity of energy generated and minimizing policy cost. The stakeholders decide on quantities while maximizing net present value and minimizing capital investment. The Nash equilibrium problem in the presence of incomplete preferences is formulated as a stochastic linear complementarity problem and solved using expected value formulation, expected residual minimization formulation, and the Monte Carlo technique. The primary contributions in this article are the mathematical formulation of the FIT policy, the extension of computational policy design problems to multiple objectives, and the consideration of incomplete preferences of stakeholders for policy design problems.
The Inverse Problem for Confined Aquifer Flow: Identification and Estimation With Extensions
NASA Astrophysics Data System (ADS)
Loaiciga, Hugo A.; MariñO, Miguel A.
1987-01-01
The contributions of this work are twofold. First, a methodology for estimating the elements of parameter matrices in the governing equation of flow in a confined aquifer is developed. The estimation techniques for the distributed-parameter inverse problem pertain to linear least squares and generalized least squares methods. The linear relationship among the known heads and unknown parameters of the flow equation provides the background for developing criteria for determining the identifiability status of unknown parameters. Under conditions of exact or overidentification it is possible to develop statistically consistent parameter estimators and their asymptotic distributions. The estimation techniques, namely, two-stage least squares and three stage least squares, are applied to a specific groundwater inverse problem and compared between themselves and with an ordinary least squares estimator. The three-stage estimator provides the closer approximation to the actual parameter values, but it also shows relatively large standard errors as compared to the ordinary and two-stage estimators. The estimation techniques provide the parameter matrices required to simulate the unsteady groundwater flow equation. Second, a nonlinear maximum likelihood estimation approach to the inverse problem is presented. The statistical properties of maximum likelihood estimators are derived, and a procedure to construct confidence intervals and do hypothesis testing is given. The relative merits of the linear and maximum likelihood estimators are analyzed. Other topics relevant to the identification and estimation methodologies, i.e., a continuous-time solution to the flow equation, coping with noise-corrupted head measurements, and extension of the developed theory to nonlinear cases are also discussed. A simulation study is used to evaluate the methods developed in this study.
NASA Astrophysics Data System (ADS)
Abo-Ezz, E. R.; Essa, K. S.
2016-04-01
A new linear least-squares approach is proposed to interpret magnetic anomalies of the buried structures by using a new magnetic anomaly formula. This approach depends on solving different sets of algebraic linear equations in order to invert the depth ( z), amplitude coefficient ( K), and magnetization angle ( θ) of buried structures using magnetic data. The utility and validity of the new proposed approach has been demonstrated through various reliable synthetic data sets with and without noise. In addition, the method has been applied to field data sets from USA and India. The best-fitted anomaly has been delineated by estimating the root-mean squared (rms). Judging satisfaction of this approach is done by comparing the obtained results with other available geological or geophysical information.
NASA Technical Reports Server (NTRS)
Muellerschoen, R. J.
1988-01-01
A unified method to permute vector-stored upper-triangular diagonal factorized covariance (UD) and vector stored upper-triangular square-root information filter (SRIF) arrays is presented. The method involves cyclical permutation of the rows and columns of the arrays and retriangularization with appropriate square-root-free fast Givens rotations or elementary slow Givens reflections. A minimal amount of computation is performed and only one scratch vector of size N is required, where N is the column dimension of the arrays. To make the method efficient for large SRIF arrays on a virtual memory machine, three additional scratch vectors each of size N are used to avoid expensive paging faults. The method discussed is compared with the methods and routines of Bierman's Estimation Subroutine Library (ESL).
ERIC Educational Resources Information Center
Eperson, D. B.
1987-01-01
Presents five puzzles or problems that may be used for mathematics enrichment. Ideas include magic squares, tests for divisibility, geometry, palindromic numbers, and a jigsaw puzzle. Solutions are included. (PK)
NASA Technical Reports Server (NTRS)
Choe, C. Y.; Tapley, B. D.
1975-01-01
A method proposed by Potter of applying the Kalman-Bucy filter to the problem of estimating the state of a dynamic system is described, in which the square root of the state error covariance matrix is used to process the observations. A new technique which propagates the covariance square root matrix in lower triangular form is given for the discrete observation case. The technique is faster than previously proposed algorithms and is well-adapted for use with the Carlson square root measurement algorithm.
Theoretical Bounds of Direct Binary Search Halftoning.
Liao, Jan-Ray
2015-11-01
Direct binary search (DBS) produces the images of the best quality among half-toning algorithms. The reason is that it minimizes the total squared perceived error instead of using heuristic approaches. The search for the optimal solution involves two operations: (1) toggle and (2) swap. Both operations try to find the binary states for each pixel to minimize the total squared perceived error. This error energy minimization leads to a conjecture that the absolute value of the filtered error after DBS converges is bounded by half of the peak value of the autocorrelation filter. However, a proof of the bound's existence has not yet been found. In this paper, we present a proof that shows the bound existed as conjectured under the condition that at least one swap occurs after toggle converges. The theoretical analysis also indicates that a swap with a pixel further away from the center of the autocorrelation filter results in a tighter bound. Therefore, we propose a new DBS algorithm which considers toggle and swap separately, and the swap operations are considered in the order from the edge to the center of the filter. Experimental results show that the new algorithm is more efficient than the previous algorithm and can produce half-toned images of the same quality as the previous algorithm.
NASA Astrophysics Data System (ADS)
Reiter, D. T.; Rodi, W. L.
2015-12-01
Constructing 3D Earth models through the joint inversion of large geophysical data sets presents numerous theoretical and practical challenges, especially when diverse types of data and model parameters are involved. Among the challenges are the computational complexity associated with large data and model vectors and the need to unify differing model parameterizations, forward modeling methods and regularization schemes within a common inversion framework. The challenges can be addressed in part by decomposing the inverse problem into smaller, simpler inverse problems that can be solved separately, providing one knows how to merge the separate inversion results into an optimal solution of the full problem. We have formulated an approach to the decomposition of large inverse problems based on the augmented Lagrangian technique from optimization theory. As commonly done, we define a solution to the full inverse problem as the Earth model minimizing an objective function motivated, for example, by a Bayesian inference formulation. Our decomposition approach recasts the minimization problem equivalently as the minimization of component objective functions, corresponding to specified data subsets, subject to the constraints that the minimizing models be equal. A standard optimization algorithm solves the resulting constrained minimization problems by alternating between the separate solution of the component problems and the updating of Lagrange multipliers that serve to steer the individual solution models toward a common model solving the full problem. We are applying our inversion method to the reconstruction of the·crust and upper-mantle seismic velocity structure across Eurasia.· Data for the inversion comprise a large set of P and S body-wave travel times·and fundamental and first-higher mode Rayleigh-wave group velocities.
Problem of quality assurance during metal constructions welding via robotic technological complexes
NASA Astrophysics Data System (ADS)
Fominykh, D. S.; Rezchikov, A. F.; Kushnikov, V. A.; Ivashchenko, V. A.; Bogomolov, A. S.; Filimonyuk, L. Yu; Dolinina, O. N.; Kushnikov, O. V.; Shulga, T. E.; Tverdokhlebov, V. A.
2018-05-01
The problem of minimizing the probability for critical combinations of events that lead to a loss in welding quality via robotic process automation is examined. The problem is formulated, models and algorithms for its solution are developed. The problem is solved by minimizing the criterion characterizing the losses caused by defective products. Solving the problem may enhance the quality and accuracy of operations performed and reduce the losses caused by defective product
Quadratic Optimization in the Problems of Active Control of Sound
NASA Technical Reports Server (NTRS)
Loncaric, J.; Tsynkov, S. V.; Bushnell, Dennis M. (Technical Monitor)
2002-01-01
We analyze the problem of suppressing the unwanted component of a time-harmonic acoustic field (noise) on a predetermined region of interest. The suppression is rendered by active means, i.e., by introducing the additional acoustic sources called controls that generate the appropriate anti-sound. Previously, we have obtained general solutions for active controls in both continuous and discrete formulations of the problem. We have also obtained optimal solutions that minimize the overall absolute acoustic source strength of active control sources. These optimal solutions happen to be particular layers of monopoles on the perimeter of the protected region. Mathematically, minimization of acoustic source strength is equivalent to minimization in the sense of L(sub 1). By contrast. in the current paper we formulate and study optimization problems that involve quadratic functions of merit. Specifically, we minimize the L(sub 2) norm of the control sources, and we consider both the unconstrained and constrained minimization. The unconstrained L(sub 2) minimization is certainly the easiest problem to address numerically. On the other hand, the constrained approach allows one to analyze sophisticated geometries. In a special case, we call compare our finite-difference optimal solutions to the continuous optimal solutions obtained previously using a semi-analytic technique. We also show that the optima obtained in the sense of L(sub 2) differ drastically from those obtained in the sense of L(sub 1).
The program LOPT for least-squares optimization of energy levels
NASA Astrophysics Data System (ADS)
Kramida, A. E.
2011-02-01
The article describes a program that solves the least-squares optimization problem for finding the energy levels of a quantum-mechanical system based on a set of measured energy separations or wavelengths of transitions between those energy levels, as well as determining the Ritz wavelengths of transitions and their uncertainties. The energy levels are determined by solving the matrix equation of the problem, and the uncertainties of the Ritz wavenumbers are determined from the covariance matrix of the problem. Program summaryProgram title: LOPT Catalogue identifier: AEHM_v1_0 Program summary URL:http://cpc.cs.qub.ac.uk/summaries/AEHM_v1_0.html Program obtainable from: CPC Program Library, Queen's University, Belfast, N. Ireland Licensing provisions: Standard CPC licence, http://cpc.cs.qub.ac.uk/licence/licence.html No. of lines in distributed program, including test data, etc.: 19 254 No. of bytes in distributed program, including test data, etc.: 427 839 Distribution format: tar.gz Programming language: Perl v.5 Computer: PC, Mac, Unix workstations Operating system: MS Windows (XP, Vista, 7), Mac OS X, Linux, Unix (AIX) RAM: 3 Mwords or more Word size: 32 or 64 Classification: 2.2 Nature of problem: The least-squares energy-level optimization problem, i.e., finding a set of energy level values that best fits the given set of transition intervals. Solution method: The solution of the least-squares problem is found by solving the corresponding linear matrix equation, where the matrix is constructed using a new method with variable substitution. Restrictions: A practical limitation on the size of the problem N is imposed by the execution time, which scales as N and depends on the computer. Unusual features: Properly rounds the resulting data and formats the output in a format suitable for viewing with spreadsheet editing software. Estimates numerical errors resulting from the limited machine precision. Running time: 1 s for N=100, or 60 s for N=400 on a typical PC.
Boyen, Peter; Van Dyck, Dries; Neven, Frank; van Ham, Roeland C H J; van Dijk, Aalt D J
2011-01-01
Correlated motif mining (cmm) is the problem of finding overrepresented pairs of patterns, called motifs, in sequences of interacting proteins. Algorithmic solutions for cmm thereby provide a computational method for predicting binding sites for protein interaction. In this paper, we adopt a motif-driven approach where the support of candidate motif pairs is evaluated in the network. We experimentally establish the superiority of the Chi-square-based support measure over other support measures. Furthermore, we obtain that cmm is an np-hard problem for a large class of support measures (including Chi-square) and reformulate the search for correlated motifs as a combinatorial optimization problem. We then present the generic metaheuristic slider which uses steepest ascent with a neighborhood function based on sliding motifs and employs the Chi-square-based support measure. We show that slider outperforms existing motif-driven cmm methods and scales to large protein-protein interaction networks. The slider-implementation and the data used in the experiments are available on http://bioinformatics.uhasselt.be.
Asymptotic Analysis Of The Total Least Squares ESPRIT Algorithm'
NASA Astrophysics Data System (ADS)
Ottersten, B. E.; Viberg, M.; Kailath, T.
1989-11-01
This paper considers the problem of estimating the parameters of multiple narrowband signals arriving at an array of sensors. Modern approaches to this problem often involve costly procedures for calculating the estimates. The ESPRIT (Estimation of Signal Parameters via Rotational Invariance Techniques) algorithm was recently proposed as a means for obtaining accurate estimates without requiring a costly search of the parameter space. This method utilizes an array invariance to arrive at a computationally efficient multidimensional estimation procedure. Herein, the asymptotic distribution of the estimation error is derived for the Total Least Squares (TLS) version of ESPRIT. The Cramer-Rao Bound (CRB) for the ESPRIT problem formulation is also derived and found to coincide with the variance of the asymptotic distribution through numerical examples. The method is also compared to least squares ESPRIT and MUSIC as well as to the CRB for a calibrated array. Simulations indicate that the theoretic expressions can be used to accurately predict the performance of the algorithm.
Yan, Zhengbing; Kuang, Te-Hui; Yao, Yuan
2017-09-01
In recent years, multivariate statistical monitoring of batch processes has become a popular research topic, wherein multivariate fault isolation is an important step aiming at the identification of the faulty variables contributing most to the detected process abnormality. Although contribution plots have been commonly used in statistical fault isolation, such methods suffer from the smearing effect between correlated variables. In particular, in batch process monitoring, the high autocorrelations and cross-correlations that exist in variable trajectories make the smearing effect unavoidable. To address such a problem, a variable selection-based fault isolation method is proposed in this research, which transforms the fault isolation problem into a variable selection problem in partial least squares discriminant analysis and solves it by calculating a sparse partial least squares model. As different from the traditional methods, the proposed method emphasizes the relative importance of each process variable. Such information may help process engineers in conducting root-cause diagnosis. Copyright © 2017 ISA. Published by Elsevier Ltd. All rights reserved.
NASA Technical Reports Server (NTRS)
Muellerschoen, R. J.
1988-01-01
A unified method to permute vector stored Upper triangular Diagonal factorized covariance and vector stored upper triangular Square Root Information arrays is presented. The method involves cyclic permutation of the rows and columns of the arrays and retriangularization with fast (slow) Givens rotations (reflections). Minimal computation is performed, and a one dimensional scratch array is required. To make the method efficient for large arrays on a virtual memory machine, computations are arranged so as to avoid expensive paging faults. This method is potentially important for processing large volumes of radio metric data in the Deep Space Network.
Energy minimization on manifolds for docking flexible molecules
Mirzaei, Hanieh; Zarbafian, Shahrooz; Villar, Elizabeth; Mottarella, Scott; Beglov, Dmitri; Vajda, Sandor; Paschalidis, Ioannis Ch.; Vakili, Pirooz; Kozakov, Dima
2015-01-01
In this paper we extend a recently introduced rigid body minimization algorithm, defined on manifolds, to the problem of minimizing the energy of interacting flexible molecules. The goal is to integrate moving the ligand in six dimensional rotational/translational space with internal rotations around rotatable bonds within the two molecules. We show that adding rotational degrees of freedom to the rigid moves of the ligand results in an overall optimization search space that is a manifold to which our manifold optimization approach can be extended. The effectiveness of the method is shown for three different docking problems of increasing complexity. First we minimize the energy of fragment-size ligands with a single rotatable bond as part of a protein mapping method developed for the identification of binding hot spots. Second, we consider energy minimization for docking a flexible ligand to a rigid protein receptor, an approach frequently used in existing methods. In the third problem we account for flexibility in both the ligand and the receptor. Results show that minimization using the manifold optimization algorithm is substantially more efficient than minimization using a traditional all-atom optimization algorithm while producing solutions of comparable quality. In addition to the specific problems considered, the method is general enough to be used in a large class of applications such as docking multidomain proteins with flexible hinges. The code is available under open source license (at http://cluspro.bu.edu/Code/Code_Rigtree.tar), and with minimal effort can be incorporated into any molecular modeling package. PMID:26478722
Fast and accurate fitting and filtering of noisy exponentials in Legendre space.
Bao, Guobin; Schild, Detlev
2014-01-01
The parameters of experimentally obtained exponentials are usually found by least-squares fitting methods. Essentially, this is done by minimizing the mean squares sum of the differences between the data, most often a function of time, and a parameter-defined model function. Here we delineate a novel method where the noisy data are represented and analyzed in the space of Legendre polynomials. This is advantageous in several respects. First, parameter retrieval in the Legendre domain is typically two orders of magnitude faster than direct fitting in the time domain. Second, data fitting in a low-dimensional Legendre space yields estimates for amplitudes and time constants which are, on the average, more precise compared to least-squares-fitting with equal weights in the time domain. Third, the Legendre analysis of two exponentials gives satisfactory estimates in parameter ranges where least-squares-fitting in the time domain typically fails. Finally, filtering exponentials in the domain of Legendre polynomials leads to marked noise removal without the phase shift characteristic for conventional lowpass filters.
HPC-NMF: A High-Performance Parallel Algorithm for Nonnegative Matrix Factorization
DOE Office of Scientific and Technical Information (OSTI.GOV)
Kannan, Ramakrishnan; Sukumar, Sreenivas R.; Ballard, Grey M.
NMF is a useful tool for many applications in different domains such as topic modeling in text mining, background separation in video analysis, and community detection in social networks. Despite its popularity in the data mining community, there is a lack of efficient distributed algorithms to solve the problem for big data sets. We propose a high-performance distributed-memory parallel algorithm that computes the factorization by iteratively solving alternating non-negative least squares (NLS) subproblems formore » $$\\WW$$ and $$\\HH$$. It maintains the data and factor matrices in memory (distributed across processors), uses MPI for interprocessor communication, and, in the dense case, provably minimizes communication costs (under mild assumptions). As opposed to previous implementation, our algorithm is also flexible: It performs well for both dense and sparse matrices, and allows the user to choose any one of the multiple algorithms for solving the updates to low rank factors $$\\WW$$ and $$\\HH$$ within the alternating iterations.« less
An Optimal Control Modification to Model-Reference Adaptive Control for Fast Adaptation
NASA Technical Reports Server (NTRS)
Nguyen, Nhan T.; Krishnakumar, Kalmanje; Boskovic, Jovan
2008-01-01
This paper presents a method that can achieve fast adaptation for a class of model-reference adaptive control. It is well-known that standard model-reference adaptive control exhibits high-gain control behaviors when a large adaptive gain is used to achieve fast adaptation in order to reduce tracking error rapidly. High gain control creates high-frequency oscillations that can excite unmodeled dynamics and can lead to instability. The fast adaptation approach is based on the minimization of the squares of the tracking error, which is formulated as an optimal control problem. The necessary condition of optimality is used to derive an adaptive law using the gradient method. This adaptive law is shown to result in uniform boundedness of the tracking error by means of the Lyapunov s direct method. Furthermore, this adaptive law allows a large adaptive gain to be used without causing undesired high-gain control effects. The method is shown to be more robust than standard model-reference adaptive control. Simulations demonstrate the effectiveness of the proposed method.
Scaling and entropy in p-median facility location along a line
NASA Astrophysics Data System (ADS)
Gastner, Michael T.
2011-09-01
The p-median problem is a common model for optimal facility location. The task is to place p facilities (e.g., warehouses or schools) in a heterogeneously populated space such that the average distance from a person's home to the nearest facility is minimized. Here we study the special case where the population lives along a line (e.g., a road or a river). If facilities are optimally placed, the length of the line segment served by a facility is inversely proportional to the square root of the population density. This scaling law is derived analytically and confirmed for concrete numerical examples of three US interstate highways and the Mississippi River. If facility locations are permitted to deviate from the optimum, the number of possible solutions increases dramatically. Using Monte Carlo simulations, we compute how scaling is affected by an increase in the average distance to the nearest facility. We find that the scaling exponents change and are most sensitive near the optimum facility distribution.
A method to investigate the diffusion properties of nuclear calcium.
Queisser, Gillian; Wittum, Gabriel
2011-10-01
Modeling biophysical processes in general requires knowledge about underlying biological parameters. The quality of simulation results is strongly influenced by the accuracy of these parameters, hence the identification of parameter values that the model includes is a major part of simulating biophysical processes. In many cases, secondary data can be gathered by experimental setups, which are exploitable by mathematical inverse modeling techniques. Here we describe a method for parameter identification of diffusion properties of calcium in the nuclei of rat hippocampal neurons. The method is based on a Gauss-Newton method for solving a least-squares minimization problem and was formulated in such a way that it is ideally implementable in the simulation platform uG. Making use of independently published space- and time-dependent calcium imaging data, generated from laser-assisted calcium uncaging experiments, here we could identify the diffusion properties of nuclear calcium and were able to validate a previously published model that describes nuclear calcium dynamics as a diffusion process.
NASA Technical Reports Server (NTRS)
Cooper, D. B.; Yalabik, N.
1975-01-01
Approximation of noisy data in the plane by straight lines or elliptic or single-branch hyperbolic curve segments arises in pattern recognition, data compaction, and other problems. The efficient search for and approximation of data by such curves were examined. Recursive least-squares linear curve-fitting was used, and ellipses and hyperbolas are parameterized as quadratic functions in x and y. The error minimized by the algorithm is interpreted, and central processing unit (CPU) times for estimating parameters for fitting straight lines and quadratic curves were determined and compared. CPU time for data search was also determined for the case of straight line fitting. Quadratic curve fitting is shown to require about six times as much CPU time as does straight line fitting, and curves relating CPU time and fitting error were determined for straight line fitting. Results are derived on early sequential determination of whether or not the underlying curve is a straight line.
Predicting Turbulent Convective Heat Transfer in Three-Dimensional Duct Flows
NASA Technical Reports Server (NTRS)
Rokni, M.; Gatski, T. B.
1999-01-01
The performance of an explicit algebraic stress model is assessed in predicting the turbulent flow and forced heat transfer in straight ducts, with square, rectangular, trapezoidal and triangular cross-sections, under fully developed conditions over a range of Reynolds numbers. Iso-thermal conditions are imposed on the duct walls and the turbulent heat fluxes are modeled by gradient-diffusion type models. At high Reynolds numbers (>/= 10(exp 5)), wall functions are used for the velocity and temperature fields; while at low Reynolds numbers damping functions are introduced into the models. Hydraulic parameters such as friction factor and Nusselt number are well predicted even when damping functions are used, and the present formulation imposes minimal demand on the number of grid points without any convergence or stability problems. Comparison between the models is presented in terms of the hydraulic parameters, friction factor and Nusselt number, as well as in terms of the secondary flow patterns occurring within the ducts.
NASA Astrophysics Data System (ADS)
Tangarife, Walter; Tobioka, Kohsaku; Ubaldi, Lorenzo; Volansky, Tomer
2018-02-01
The cosmological relaxation of the electroweak scale has been proposed as a mechanism to address the hierarchy problem of the Standard Model. A field, the relaxion, rolls down its potential and, in doing so, scans the squared mass parameter of the Higgs, relaxing it to a parametrically small value. In this work, we promote the relaxion to an inflaton. We couple it to Abelian gauge bosons, thereby introducing the necessary dissipation mechanism which slows down the field in the last stages. We describe a novel reheating mechanism, which relies on the gauge-boson production leading to strong electro-magnetic fields, and proceeds via the vacuum production of electron-positron pairs through the Schwinger effect. We refer to this mechanism as Schwinger reheating. We discuss the cosmological dynamics of the model and the phenomenological constraints from CMB and other experiments. We find that a cutoff close to the Planck scale may be achieved. In its minimal form, the model does not generate sufficient curvature perturbations and additional ingredients, such as a curvaton field, are needed.
Environment and air pollution: health services bequeath to grotesque menace.
Qureshi, Muhammad Imran; Rasli, Amran Md; Awan, Usama; Ma, Jian; Ali, Ghulam; Faridullah; Alam, Arif; Sajjad, Faiza; Zaman, Khalid
2015-03-01
The objective of the study is to establish the link between air pollution, fossil fuel energy consumption, industrialization, alternative and nuclear energy, combustible renewable and wastes, urbanization, and resulting impact on health services in Malaysia. The study employed two-stage least square regression technique on the time series data from 1975 to 2012 to possibly minimize the problem of endogeniety in the health services model. The results in general show that air pollution and environmental indicators act as a strong contributor to influence Malaysian health services. Urbanization and nuclear energy consumption both significantly increases the life expectancy in Malaysia, while fertility rate decreases along with the increasing urbanization in a country. Fossil fuel energy consumption and industrialization both have an indirect relationship with the infant mortality rate, whereas, carbon dioxide emissions have a direct relationship with the sanitation facility in a country. The results conclude that balancing the air pollution, environment, and health services needs strong policy vistas on the end of the government officials.
Placebo non-response measure in sequential parallel comparison design studies.
Rybin, Denis; Doros, Gheorghe; Pencina, Michael J; Fava, Maurizio
2015-07-10
The Sequential Parallel Comparison Design (SPCD) is one of the novel approaches addressing placebo response. The analysis of SPCD data typically classifies subjects as 'placebo responders' or 'placebo non-responders'. Most current methods employed for analysis of SPCD data utilize only a part of the data collected during the trial. A repeated measures model was proposed for analysis of continuous outcomes that permitted the inclusion of information from all subjects into the treatment effect estimation. We describe here a new approach using a weighted repeated measures model that further improves the utilization of data collected during the trial, allowing the incorporation of information that is relevant to the placebo response, and dealing with the problem of possible misclassification of subjects. Our simulations show that when compared to the unweighted repeated measures model method, our approach performs as well or, under certain conditions, better, in preserving the type I error, achieving adequate power and minimizing the mean squared error. Copyright © 2015 John Wiley & Sons, Ltd.
NASA Astrophysics Data System (ADS)
Borodachev, S. M.
2016-06-01
The simple derivation of recursive least squares (RLS) method equations is given as special case of Kalman filter estimation of a constant system state under changing observation conditions. A numerical example illustrates application of RLS to multicollinearity problem.
Fast Algorithms for Earth Mover’s Distance Based on Optimal Transport and L1 Type Regularization I
2016-09-01
which EMD can be reformulated as a familiar homogeneous degree 1 regularized minimization. The new minimization problem is very similar to problems which...which is also named the Monge problem or the Wasserstein metric, plays a central role in many applications, including image processing, computer vision
Inverse models: A necessary next step in ground-water modeling
Poeter, E.P.; Hill, M.C.
1997-01-01
Inverse models using, for example, nonlinear least-squares regression, provide capabilities that help modelers take full advantage of the insight available from ground-water models. However, lack of information about the requirements and benefits of inverse models is an obstacle to their widespread use. This paper presents a simple ground-water flow problem to illustrate the requirements and benefits of the nonlinear least-squares repression method of inverse modeling and discusses how these attributes apply to field problems. The benefits of inverse modeling include: (1) expedited determination of best fit parameter values; (2) quantification of the (a) quality of calibration, (b) data shortcomings and needs, and (c) confidence limits on parameter estimates and predictions; and (3) identification of issues that are easily overlooked during nonautomated calibration.Inverse models using, for example, nonlinear least-squares regression, provide capabilities that help modelers take full advantage of the insight available from ground-water models. However, lack of information about the requirements and benefits of inverse models is an obstacle to their widespread use. This paper presents a simple ground-water flow problem to illustrate the requirements and benefits of the nonlinear least-squares regression method of inverse modeling and discusses how these attributes apply to field problems. The benefits of inverse modeling include: (1) expedited determination of best fit parameter values; (2) quantification of the (a) quality of calibration, (b) data shortcomings and needs, and (c) confidence limits on parameter estimates and predictions; and (3) identification of issues that are easily overlooked during nonautomated calibration.
Joint design of large-tip-angle parallel RF pulses and blipped gradient trajectories.
Cao, Zhipeng; Donahue, Manus J; Ma, Jun; Grissom, William A
2016-03-01
To design multichannel large-tip-angle kT-points and spokes radiofrequency (RF) pulses and gradient waveforms for transmit field inhomogeneity compensation in high field magnetic resonance imaging. An algorithm to design RF subpulse weights and gradient blip areas is proposed to minimize a magnitude least-squares cost function that measures the difference between realized and desired state parameters in the spin domain, and penalizes integrated RF power. The minimization problem is solved iteratively with interleaved target phase updates, RF subpulse weights updates using the conjugate gradient method with optimal control-based derivatives, and gradient blip area updates using the conjugate gradient method. Two-channel parallel transmit simulations and experiments were conducted in phantoms and human subjects at 7 T to demonstrate the method and compare it to small-tip-angle-designed pulses and circularly polarized excitations. The proposed algorithm designed more homogeneous and accurate 180° inversion and refocusing pulses than other methods. It also designed large-tip-angle pulses on multiple frequency bands with independent and joint phase relaxation. Pulses designed by the method improved specificity and contrast-to-noise ratio in a finger-tapping spin echo blood oxygen level dependent functional magnetic resonance imaging study, compared with circularly polarized mode refocusing. A joint RF and gradient waveform design algorithm was proposed and validated to improve large-tip-angle inversion and refocusing at ultrahigh field. © 2015 Wiley Periodicals, Inc.
The historical bases of the Rayleigh and Ritz methods
NASA Astrophysics Data System (ADS)
Leissa, A. W.
2005-11-01
Rayleigh's classical book Theory of Sound was first published in 1877. In it are many examples of calculating fundamental natural frequencies of free vibration of continuum systems (strings, bars, beams, membranes, plates) by assuming the mode shape, and setting the maximum values of potential and kinetic energy in a cycle of motion equal to each other. This procedure is well known as "Rayleigh's Method." In 1908, Ritz laid out his famous method for determining frequencies and mode shapes, choosing multiple admissible displacement functions, and minimizing a functional involving both potential and kinetic energies. He then demonstrated it in detail in 1909 for the completely free square plate. In 1911, Rayleigh wrote a paper congratulating Ritz on his work, but stating that he himself had used Ritz's method in many places in his book and in another publication. Subsequently, hundreds of research articles and many books have appeared which use the method, some calling it the "Ritz method" and others the "Rayleigh-Ritz method." The present article examines the method in detail, as Ritz presented it, and as Rayleigh claimed to have used it. It concludes that, although Rayleigh did solve a few problems which involved minimization of a frequency, these solutions were not by the straightforward, direct method presented by Ritz and used subsequently by others. Therefore, Rayleigh's name should not be attached to the method.
Automatic Image Registration of Multimodal Remotely Sensed Data with Global Shearlet Features
NASA Technical Reports Server (NTRS)
Murphy, James M.; Le Moigne, Jacqueline; Harding, David J.
2015-01-01
Automatic image registration is the process of aligning two or more images of approximately the same scene with minimal human assistance. Wavelet-based automatic registration methods are standard, but sometimes are not robust to the choice of initial conditions. That is, if the images to be registered are too far apart relative to the initial guess of the algorithm, the registration algorithm does not converge or has poor accuracy, and is thus not robust. These problems occur because wavelet techniques primarily identify isotropic textural features and are less effective at identifying linear and curvilinear edge features. We integrate the recently developed mathematical construction of shearlets, which is more effective at identifying sparse anisotropic edges, with an existing automatic wavelet-based registration algorithm. Our shearlet features algorithm produces more distinct features than wavelet features algorithms; the separation of edges from textures is even stronger than with wavelets. Our algorithm computes shearlet and wavelet features for the images to be registered, then performs least squares minimization on these features to compute a registration transformation. Our algorithm is two-staged and multiresolution in nature. First, a cascade of shearlet features is used to provide a robust, though approximate, registration. This is then refined by registering with a cascade of wavelet features. Experiments across a variety of image classes show an improved robustness to initial conditions, when compared to wavelet features alone.
Automatic Image Registration of Multi-Modal Remotely Sensed Data with Global Shearlet Features
Murphy, James M.; Le Moigne, Jacqueline; Harding, David J.
2017-01-01
Automatic image registration is the process of aligning two or more images of approximately the same scene with minimal human assistance. Wavelet-based automatic registration methods are standard, but sometimes are not robust to the choice of initial conditions. That is, if the images to be registered are too far apart relative to the initial guess of the algorithm, the registration algorithm does not converge or has poor accuracy, and is thus not robust. These problems occur because wavelet techniques primarily identify isotropic textural features and are less effective at identifying linear and curvilinear edge features. We integrate the recently developed mathematical construction of shearlets, which is more effective at identifying sparse anisotropic edges, with an existing automatic wavelet-based registration algorithm. Our shearlet features algorithm produces more distinct features than wavelet features algorithms; the separation of edges from textures is even stronger than with wavelets. Our algorithm computes shearlet and wavelet features for the images to be registered, then performs least squares minimization on these features to compute a registration transformation. Our algorithm is two-staged and multiresolution in nature. First, a cascade of shearlet features is used to provide a robust, though approximate, registration. This is then refined by registering with a cascade of wavelet features. Experiments across a variety of image classes show an improved robustness to initial conditions, when compared to wavelet features alone. PMID:29123329
A Kullback-Leibler approach for 3D reconstruction of spectral CT data corrupted by Poisson noise
NASA Astrophysics Data System (ADS)
Hohweiller, Tom; Ducros, Nicolas; Peyrin, Françoise; Sixou, Bruno
2017-09-01
While standard computed tomography (CT) data do not depend on energy, spectral computed tomography (SPCT) acquire energy-resolved data, which allows material decomposition of the object of interest. Decompo- sitions in the projection domain allow creating projection mass density (PMD) per materials. From decomposed projections, a tomographic reconstruction creates 3D material density volume. The decomposition is made pos- sible by minimizing a cost function. The variational approach is preferred since this is an ill-posed non-linear inverse problem. Moreover, noise plays a critical role when decomposing data. That is why in this paper, a new data fidelity term is used to take into account of the photonic noise. In this work two data fidelity terms were investigated: a weighted least squares (WLS) term, adapted to Gaussian noise, and the Kullback-Leibler distance (KL), adapted to Poisson noise. A regularized Gauss-Newton algorithm minimizes the cost function iteratively. Both methods decompose materials from a numerical phantom of a mouse. Soft tissues and bones are decomposed in the projection domain; then a tomographic reconstruction creates a 3D material density volume for each material. Comparing relative errors, KL is shown to outperform WLS for low photon counts, in 2D and 3D. This new method could be of particular interest when low-dose acquisitions are performed.
Distributed Power Allocation for Wireless Sensor Network Localization: A Potential Game Approach.
Ke, Mingxing; Li, Ding; Tian, Shiwei; Zhang, Yuli; Tong, Kaixiang; Xu, Yuhua
2018-05-08
The problem of distributed power allocation in wireless sensor network (WSN) localization systems is investigated in this paper, using the game theoretic approach. Existing research focuses on the minimization of the localization errors of individual agent nodes over all anchor nodes subject to power budgets. When the service area and the distribution of target nodes are considered, finding the optimal trade-off between localization accuracy and power consumption is a new critical task. To cope with this issue, we propose a power allocation game where each anchor node minimizes the square position error bound (SPEB) of the service area penalized by its individual power. Meanwhile, it is proven that the power allocation game is an exact potential game which has one pure Nash equilibrium (NE) at least. In addition, we also prove the existence of an ϵ -equilibrium point, which is a refinement of NE and the better response dynamic approach can reach the end solution. Analytical and simulation results demonstrate that: (i) when prior distribution information is available, the proposed strategies have better localization accuracy than the uniform strategies; (ii) when prior distribution information is unknown, the performance of the proposed strategies outperforms power management strategies based on the second-order cone program (SOCP) for particular agent nodes after obtaining the estimated distribution of agent nodes. In addition, proposed strategies also provide an instructional trade-off between power consumption and localization accuracy.
On the accuracy of least squares methods in the presence of corner singularities
NASA Technical Reports Server (NTRS)
Cox, C. L.; Fix, G. J.
1985-01-01
Elliptic problems with corner singularities are discussed. Finite element approximations based on variational principles of the least squares type tend to display poor convergence properties in such contexts. Moreover, mesh refinement or the use of special singular elements do not appreciably improve matters. It is shown that if the least squares formulation is done in appropriately weighted space, then optimal convergence results in unweighted spaces like L(2).
A Christoffel function weighted least squares algorithm for collocation approximations
DOE Office of Scientific and Technical Information (OSTI.GOV)
Narayan, Akil; Jakeman, John D.; Zhou, Tao
Here, we propose, theoretically investigate, and numerically validate an algorithm for the Monte Carlo solution of least-squares polynomial approximation problems in a collocation framework. Our investigation is motivated by applications in the collocation approximation of parametric functions, which frequently entails construction of surrogates via orthogonal polynomials. A standard Monte Carlo approach would draw samples according to the density defining the orthogonal polynomial family. Our proposed algorithm instead samples with respect to the (weighted) pluripotential equilibrium measure of the domain, and subsequently solves a weighted least-squares problem, with weights given by evaluations of the Christoffel function. We present theoretical analysis tomore » motivate the algorithm, and numerical results that show our method is superior to standard Monte Carlo methods in many situations of interest.« less
Lim, Jun-Seok; Pang, Hee-Suk
2016-01-01
In this paper an [Formula: see text]-regularized recursive total least squares (RTLS) algorithm is considered for the sparse system identification. Although recursive least squares (RLS) has been successfully applied in sparse system identification, the estimation performance in RLS based algorithms becomes worse, when both input and output are contaminated by noise (the error-in-variables problem). We proposed an algorithm to handle the error-in-variables problem. The proposed [Formula: see text]-RTLS algorithm is an RLS like iteration using the [Formula: see text] regularization. The proposed algorithm not only gives excellent performance but also reduces the required complexity through the effective inversion matrix handling. Simulations demonstrate the superiority of the proposed [Formula: see text]-regularized RTLS for the sparse system identification setting.
A Christoffel function weighted least squares algorithm for collocation approximations
Narayan, Akil; Jakeman, John D.; Zhou, Tao
2016-11-28
Here, we propose, theoretically investigate, and numerically validate an algorithm for the Monte Carlo solution of least-squares polynomial approximation problems in a collocation framework. Our investigation is motivated by applications in the collocation approximation of parametric functions, which frequently entails construction of surrogates via orthogonal polynomials. A standard Monte Carlo approach would draw samples according to the density defining the orthogonal polynomial family. Our proposed algorithm instead samples with respect to the (weighted) pluripotential equilibrium measure of the domain, and subsequently solves a weighted least-squares problem, with weights given by evaluations of the Christoffel function. We present theoretical analysis tomore » motivate the algorithm, and numerical results that show our method is superior to standard Monte Carlo methods in many situations of interest.« less
Shotorban, Babak
2010-04-01
The dynamic least-squares kernel density (LSQKD) model [C. Pantano and B. Shotorban, Phys. Rev. E 76, 066705 (2007)] is used to solve the Fokker-Planck equations. In this model the probability density function (PDF) is approximated by a linear combination of basis functions with unknown parameters whose governing equations are determined by a global least-squares approximation of the PDF in the phase space. In this work basis functions are set to be Gaussian for which the mean, variance, and covariances are governed by a set of partial differential equations (PDEs) or ordinary differential equations (ODEs) depending on what phase-space variables are approximated by Gaussian functions. Three sample problems of univariate double-well potential, bivariate bistable neurodynamical system [G. Deco and D. Martí, Phys. Rev. E 75, 031913 (2007)], and bivariate Brownian particles in a nonuniform gas are studied. The LSQKD is verified for these problems as its results are compared against the results of the method of characteristics in nondiffusive cases and the stochastic particle method in diffusive cases. For the double-well potential problem it is observed that for low to moderate diffusivity the dynamic LSQKD well predicts the stationary PDF for which there is an exact solution. A similar observation is made for the bistable neurodynamical system. In both these problems least-squares approximation is made on all phase-space variables resulting in a set of ODEs with time as the independent variable for the Gaussian function parameters. In the problem of Brownian particles in a nonuniform gas, this approximation is made only for the particle velocity variable leading to a set of PDEs with time and particle position as independent variables. Solving these PDEs, a very good performance by LSQKD is observed for a wide range of diffusivities.
Power-law modeling based on least-squares minimization criteria.
Hernández-Bermejo, B; Fairén, V; Sorribas, A
1999-10-01
The power-law formalism has been successfully used as a modeling tool in many applications. The resulting models, either as Generalized Mass Action or as S-systems models, allow one to characterize the target system and to simulate its dynamical behavior in response to external perturbations and parameter changes. The power-law formalism was first derived as a Taylor series approximation in logarithmic space for kinetic rate-laws. The especial characteristics of this approximation produce an extremely useful systemic representation that allows a complete system characterization. Furthermore, their parameters have a precise interpretation as local sensitivities of each of the individual processes and as rate-constants. This facilitates a qualitative discussion and a quantitative estimation of their possible values in relation to the kinetic properties. Following this interpretation, parameter estimation is also possible by relating the systemic behavior to the underlying processes. Without leaving the general formalism, in this paper we suggest deriving the power-law representation in an alternative way that uses least-squares minimization. The resulting power-law mimics the target rate-law in a wider range of concentration values than the classical power-law. Although the implications of this alternative approach remain to be established, our results show that the predicted steady-state using the least-squares power-law is closest to the actual steady-state of the target system.
Computational Issues in Damping Identification for Large Scale Problems
NASA Technical Reports Server (NTRS)
Pilkey, Deborah L.; Roe, Kevin P.; Inman, Daniel J.
1997-01-01
Two damping identification methods are tested for efficiency in large-scale applications. One is an iterative routine, and the other a least squares method. Numerical simulations have been performed on multiple degree-of-freedom models to test the effectiveness of the algorithm and the usefulness of parallel computation for the problems. High Performance Fortran is used to parallelize the algorithm. Tests were performed using the IBM-SP2 at NASA Ames Research Center. The least squares method tested incurs high communication costs, which reduces the benefit of high performance computing. This method's memory requirement grows at a very rapid rate meaning that larger problems can quickly exceed available computer memory. The iterative method's memory requirement grows at a much slower pace and is able to handle problems with 500+ degrees of freedom on a single processor. This method benefits from parallelization, and significant speedup can he seen for problems of 100+ degrees-of-freedom.
Can Television Enhance Children's Mathematical Problem Solving?
ERIC Educational Resources Information Center
Fisch, Shalom M.; And Others
1994-01-01
A summative evaluation of "Square One TV," an educational mathematics series produced by the Children's Television Workshop, shows that children who regularly viewed the program showed significant improvement in solving unfamiliar, complex mathematical problems, and viewers showed improvement in their mathematical problem-solving ability…
CARS Spectral Fitting with Multiple Resonant Species using Sparse Libraries
NASA Technical Reports Server (NTRS)
Cutler, Andrew D.; Magnotti, Gaetano
2010-01-01
The dual pump CARS technique is often used in the study of turbulent flames. Fast and accurate algorithms are needed for fitting dual-pump CARS spectra for temperature and multiple chemical species. This paper describes the development of such an algorithm. The algorithm employs sparse libraries, whose size grows much more slowly with number of species than a conventional library. The method was demonstrated by fitting synthetic "experimental" spectra containing 4 resonant species (N2, O2, H2 and CO2), both with noise and without it, and by fitting experimental spectra from a H2-air flame produced by a Hencken burner. In both studies, weighted least squares fitting of signal, as opposed to least squares fitting signal or square-root signal, was shown to produce the least random error and minimize bias error in the fitted parameters.
Geodesic least squares regression for scaling studies in magnetic confinement fusion
DOE Office of Scientific and Technical Information (OSTI.GOV)
Verdoolaege, Geert
In regression analyses for deriving scaling laws that occur in various scientific disciplines, usually standard regression methods have been applied, of which ordinary least squares (OLS) is the most popular. However, concerns have been raised with respect to several assumptions underlying OLS in its application to scaling laws. We here discuss a new regression method that is robust in the presence of significant uncertainty on both the data and the regression model. The method, which we call geodesic least squares regression (GLS), is based on minimization of the Rao geodesic distance on a probabilistic manifold. We demonstrate the superiority ofmore » the method using synthetic data and we present an application to the scaling law for the power threshold for the transition to the high confinement regime in magnetic confinement fusion devices.« less
Application of quadratic optimization to supersonic inlet control
NASA Technical Reports Server (NTRS)
Lehtinen, B.; Zeller, J. R.
1971-01-01
The application of linear stochastic optimal control theory to the design of the control system for the air intake (inlet) of a supersonic air-breathing propulsion system is discussed. The controls must maintain a stable inlet shock position in the presence of random airflow disturbances and prevent inlet unstart. Two different linear time invariant control systems are developed. One is designed to minimize a nonquadratic index, the expected frequency of inlet unstart, and the other is designed to minimize the mean square value of inlet shock motion. The quadratic equivalence principle is used to obtain the best linear controller that minimizes the nonquadratic performance index. The two systems are compared on the basis of unstart prevention, control effort requirements, and sensitivity to parameter variations.
A class of least-squares filtering and identification algorithms with systolic array architectures
NASA Technical Reports Server (NTRS)
Kalson, Seth Z.; Yao, Kung
1991-01-01
A unified approach is presented for deriving a large class of new and previously known time- and order-recursive least-squares algorithms with systolic array architectures, suitable for high-throughput-rate and VLSI implementations of space-time filtering and system identification problems. The geometrical derivation given is unique in that no assumption is made concerning the rank of the sample data correlation matrix. This method utilizes and extends the concept of oblique projections, as used previously in the derivations of the least-squares lattice algorithms. Exponentially weighted least-squares criteria are considered for both sliding and growing memory.
NASA Astrophysics Data System (ADS)
Bayón, L.; Grau, J. M.; Ruiz, M. M.; Suárez, P. M.
2012-12-01
One of the most well-known problems in the field of Microeconomics is the Firm's Cost-Minimization Problem. In this paper we establish the analytical expression for the cost function using the Cobb-Douglas model and considering maximum constraints for the inputs. Moreover we prove that it belongs to the class C1.
Algorithms for Nonlinear Least-Squares Problems
1988-09-01
O -,i(x) 2 , where each -,(x) is a smooth function mapping Rn to R. J - The m x n Jacobian matrix of f. ... x g - The gradient of the nonlinear least...V211f(X*)I112~ l~ l) J(xk)T J(xk) 2 + O(k - X*) For more convergence results and detailed convergence analysis for the Gauss-Newton method, see, e. g ...for a class of nonlinear least-squares problems that includes zero-residual prob- lems. The function Jt is the pseudo-inverse of Jk (see, e. g
Chen, Bo; Bian, Zhaoying; Zhou, Xiaohui; Chen, Wensheng; Ma, Jianhua; Liang, Zhengrong
2018-04-12
Total variation (TV) minimization for the sparse-view x-ray computer tomography (CT) reconstruction has been widely explored to reduce radiation dose. However, due to the piecewise constant assumption for the TV model, the reconstructed images often suffer from over-smoothness on the image edges. To mitigate this drawback of TV minimization, we present a Mumford-Shah total variation (MSTV) minimization algorithm in this paper. The presented MSTV model is derived by integrating TV minimization and Mumford-Shah segmentation. Subsequently, a penalized weighted least-squares (PWLS) scheme with MSTV is developed for the sparse-view CT reconstruction. For simplicity, the proposed algorithm is named as 'PWLS-MSTV.' To evaluate the performance of the present PWLS-MSTV algorithm, both qualitative and quantitative studies were conducted by using a digital XCAT phantom and a physical phantom. Experimental results show that the present PWLS-MSTV algorithm has noticeable gains over the existing algorithms in terms of noise reduction, contrast-to-ratio measure and edge-preservation.
NASA Astrophysics Data System (ADS)
Barone, Alessandro; Fenton, Flavio; Veneziani, Alessandro
2017-09-01
An accurate estimation of cardiac conductivities is critical in computational electro-cardiology, yet experimental results in the literature significantly disagree on the values and ratios between longitudinal and tangential coefficients. These are known to have a strong impact on the propagation of potential particularly during defibrillation shocks. Data assimilation is a procedure for merging experimental data and numerical simulations in a rigorous way. In particular, variational data assimilation relies on the least-square minimization of the misfit between simulations and experiments, constrained by the underlying mathematical model, which in this study is represented by the classical Bidomain system, or its common simplification given by the Monodomain problem. Operating on the conductivity tensors as control variables of the minimization, we obtain a parameter estimation procedure. As the theory of this approach currently provides only an existence proof and it is not informative for practical experiments, we present here an extensive numerical simulation campaign to assess practical critical issues such as the size and the location of the measurement sites needed for in silico test cases of potential experimental and realistic settings. This will be finalized with a real validation of the variational data assimilation procedure. Results indicate the presence of lower and upper bounds for the number of sites which guarantee an accurate and minimally redundant parameter estimation, the location of sites being generally non critical for properly designed experiments. An effective combination of parameter estimation based on the Monodomain and Bidomain models is tested for the sake of computational efficiency. Parameter estimation based on the Monodomain equation potentially leads to the accurate computation of the transmembrane potential in real settings.
A Systematic Approach for Model-Based Aircraft Engine Performance Estimation
NASA Technical Reports Server (NTRS)
Simon, Donald L.; Garg, Sanjay
2010-01-01
A requirement for effective aircraft engine performance estimation is the ability to account for engine degradation, generally described in terms of unmeasurable health parameters such as efficiencies and flow capacities related to each major engine module. This paper presents a linear point design methodology for minimizing the degradation-induced error in model-based aircraft engine performance estimation applications. The technique specifically focuses on the underdetermined estimation problem, where there are more unknown health parameters than available sensor measurements. A condition for Kalman filter-based estimation is that the number of health parameters estimated cannot exceed the number of sensed measurements. In this paper, the estimated health parameter vector will be replaced by a reduced order tuner vector whose dimension is equivalent to the sensed measurement vector. The reduced order tuner vector is systematically selected to minimize the theoretical mean squared estimation error of a maximum a posteriori estimator formulation. This paper derives theoretical estimation errors at steady-state operating conditions, and presents the tuner selection routine applied to minimize these values. Results from the application of the technique to an aircraft engine simulation are presented and compared to the estimation accuracy achieved through conventional maximum a posteriori and Kalman filter estimation approaches. Maximum a posteriori estimation results demonstrate that reduced order tuning parameter vectors can be found that approximate the accuracy of estimating all health parameters directly. Kalman filter estimation results based on the same reduced order tuning parameter vectors demonstrate that significantly improved estimation accuracy can be achieved over the conventional approach of selecting a subset of health parameters to serve as the tuner vector. However, additional development is necessary to fully extend the methodology to Kalman filter-based estimation applications.
NASA Astrophysics Data System (ADS)
Landsman, Zinoviy
2008-10-01
We present an explicit closed form solution of the problem of minimizing the root of a quadratic functional subject to a system of affine constraints. The result generalizes Z. Landsman, Minimization of the root of a quadratic functional under an affine equality constraint, J. Comput. Appl. Math. 2007, to appear, see
Least-mean-square spatial filter for IR sensors.
Takken, E H; Friedman, D; Milton, A F; Nitzberg, R
1979-12-15
A new least-mean-square filter is defined for signal-detection problems. The technique is proposed for scanning IR surveillance systems operating in poorly characterized but primarily low-frequency clutter interference. Near-optimal detection of point-source targets is predicted both for continuous-time and sampled-data systems.
Partial least squares (PLS) analysis offers a number of advantages over the more traditionally used regression analyses applied in landscape ecology to study the associations among constituents of surface water and landscapes. Common data problems in ecological studies include: s...
2016-08-05
technique which used unobserved ”intermediate” variables to break a high-dimensional estimation problem such as least- squares (LS) optimization of a large...Least Squares (GEM-LS). The estimator is iterative and the work in this time period focused on characterizing the convergence properties of this...ap- proach by relaxing the statistical assumptions which is termed the Relaxed Approximate Graph-Structured Recursive Least Squares (RAGS-RLS). This
Subsite mapping of enzymes. Depolymerase computer modelling.
Allen, J D; Thoma, J A
1976-01-01
We have developed a depolymerase computer model that uses a minimization routine. The model is designed so that, given experimental bond-cleavage frequencies for oligomeric substrates and experimental Michaelis parameters as a function of substrate chain length, the optimum subsite map is generated. The minimized sum of the weighted-squared residuals of the experimental and calculated data is used as a criterion of the goodness-of-fit for the optimized subsite map. The application of the minimization procedure to subsite mapping is explored through the use of simulated data. A procedure is developed whereby the minimization model can be used to determine the number of subsites in the enzymic binding region and to locate the position of the catalytic amino acids among these subsites. The degree of propagation of experimental variance into the subsite-binding energies is estimated. The question of whether hydrolytic rate coefficients are constant or a function of the number of filled subsites is examined. PMID:999629
Analytic semigroups: Applications to inverse problems for flexible structures
NASA Technical Reports Server (NTRS)
Banks, H. T.; Rebnord, D. A.
1990-01-01
Convergence and stability results for least squares inverse problems involving systems described by analytic semigroups are presented. The practical importance of these results is demonstrated by application to several examples from problems of estimation of material parameters in flexible structures using accelerometer data.
NASA Astrophysics Data System (ADS)
Repetti, Audrey; Birdi, Jasleen; Dabbech, Arwa; Wiaux, Yves
2017-10-01
Radio interferometric imaging aims to estimate an unknown sky intensity image from degraded observations, acquired through an antenna array. In the theoretical case of a perfectly calibrated array, it has been shown that solving the corresponding imaging problem by iterative algorithms based on convex optimization and compressive sensing theory can be competitive with classical algorithms such as clean. However, in practice, antenna-based gains are unknown and have to be calibrated. Future radio telescopes, such as the Square Kilometre Array, aim at improving imaging resolution and sensitivity by orders of magnitude. At this precision level, the direction-dependency of the gains must be accounted for, and radio interferometric imaging can be understood as a blind deconvolution problem. In this context, the underlying minimization problem is non-convex, and adapted techniques have to be designed. In this work, leveraging recent developments in non-convex optimization, we propose the first joint calibration and imaging method in radio interferometry, with proven convergence guarantees. Our approach, based on a block-coordinate forward-backward algorithm, jointly accounts for visibilities and suitable priors on both the image and the direction-dependent effects (DDEs). As demonstrated in recent works, sparsity remains the prior of choice for the image, while DDEs are modelled as smooth functions of the sky, I.e. spatially band-limited. Finally, we show through simulations the efficiency of our method, for the reconstruction of both images of point sources and complex extended sources. matlab code is available on GitHub.
Comparing implementations of penalized weighted least-squares sinogram restoration.
Forthmann, Peter; Koehler, Thomas; Defrise, Michel; La Riviere, Patrick
2010-11-01
A CT scanner measures the energy that is deposited in each channel of a detector array by x rays that have been partially absorbed on their way through the object. The measurement process is complex and quantitative measurements are always and inevitably associated with errors, so CT data must be preprocessed prior to reconstruction. In recent years, the authors have formulated CT sinogram preprocessing as a statistical restoration problem in which the goal is to obtain the best estimate of the line integrals needed for reconstruction from the set of noisy, degraded measurements. The authors have explored both penalized Poisson likelihood (PL) and penalized weighted least-squares (PWLS) objective functions. At low doses, the authors found that the PL approach outperforms PWLS in terms of resolution-noise tradeoffs, but at standard doses they perform similarly. The PWLS objective function, being quadratic, is more amenable to computational acceleration than the PL objective. In this work, the authors develop and compare two different methods for implementing PWLS sinogram restoration with the hope of improving computational performance relative to PL in the standard-dose regime. Sinogram restoration is still significant in the standard-dose regime since it can still outperform standard approaches and it allows for correction of effects that are not usually modeled in standard CT preprocessing. The authors have explored and compared two implementation strategies for PWLS sinogram restoration: (1) A direct matrix-inversion strategy based on the closed-form solution to the PWLS optimization problem and (2) an iterative approach based on the conjugate-gradient algorithm. Obtaining optimal performance from each strategy required modifying the naive off-the-shelf implementations of the algorithms to exploit the particular symmetry and sparseness of the sinogram-restoration problem. For the closed-form approach, the authors subdivided the large matrix inversion into smaller coupled problems and exploited sparseness to minimize matrix operations. For the conjugate-gradient approach, the authors exploited sparseness and preconditioned the problem to speed up convergence. All methods produced qualitatively and quantitatively similar images as measured by resolution-variance tradeoffs and difference images. Despite the acceleration strategies, the direct matrix-inversion approach was found to be uncompetitive with iterative approaches, with a computational burden higher by an order of magnitude or more. The iterative conjugate-gradient approach, however, does appear promising, with computation times half that of the authors' previous penalized-likelihood implementation. Iterative conjugate-gradient based PWLS sinogram restoration with careful matrix optimizations has computational advantages over direct matrix PWLS inversion and over penalized-likelihood sinogram restoration and can be considered a good alternative in standard-dose regimes.
Application of boundary integral equations to elastoplastic problems
NASA Technical Reports Server (NTRS)
Mendelson, A.; Albers, L. U.
1975-01-01
The application of boundary integral equations to elastoplastic problems is reviewed. Details of the analysis as applied to torsion problems and to plane problems is discussed. Results are presented for the elastoplastic torsion of a square cross section bar and for the plane problem of notched beams. A comparison of different formulations as well as comparisons with experimental results are presented.
An Inverse Problem for a Class of Conditional Probability Measure-Dependent Evolution Equations
Mirzaev, Inom; Byrne, Erin C.; Bortz, David M.
2016-01-01
We investigate the inverse problem of identifying a conditional probability measure in measure-dependent evolution equations arising in size-structured population modeling. We formulate the inverse problem as a least squares problem for the probability measure estimation. Using the Prohorov metric framework, we prove existence and consistency of the least squares estimates and outline a discretization scheme for approximating a conditional probability measure. For this scheme, we prove general method stability. The work is motivated by Partial Differential Equation (PDE) models of flocculation for which the shape of the post-fragmentation conditional probability measure greatly impacts the solution dynamics. To illustrate our methodology, we apply the theory to a particular PDE model that arises in the study of population dynamics for flocculating bacterial aggregates in suspension, and provide numerical evidence for the utility of the approach. PMID:28316360
Algorithm 937: MINRES-QLP for Symmetric and Hermitian Linear Equations and Least-Squares Problems.
Choi, Sou-Cheng T; Saunders, Michael A
2014-02-01
We describe algorithm MINRES-QLP and its FORTRAN 90 implementation for solving symmetric or Hermitian linear systems or least-squares problems. If the system is singular, MINRES-QLP computes the unique minimum-length solution (also known as the pseudoinverse solution), which generally eludes MINRES. In all cases, it overcomes a potential instability in the original MINRES algorithm. A positive-definite pre-conditioner may be supplied. Our FORTRAN 90 implementation illustrates a design pattern that allows users to make problem data known to the solver but hidden and secure from other program units. In particular, we circumvent the need for reverse communication. Example test programs input and solve real or complex problems specified in Matrix Market format. While we focus here on a FORTRAN 90 implementation, we also provide and maintain MATLAB versions of MINRES and MINRES-QLP.
DQM: Decentralized Quadratically Approximated Alternating Direction Method of Multipliers
NASA Astrophysics Data System (ADS)
Mokhtari, Aryan; Shi, Wei; Ling, Qing; Ribeiro, Alejandro
2016-10-01
This paper considers decentralized consensus optimization problems where nodes of a network have access to different summands of a global objective function. Nodes cooperate to minimize the global objective by exchanging information with neighbors only. A decentralized version of the alternating directions method of multipliers (DADMM) is a common method for solving this category of problems. DADMM exhibits linear convergence rate to the optimal objective but its implementation requires solving a convex optimization problem at each iteration. This can be computationally costly and may result in large overall convergence times. The decentralized quadratically approximated ADMM algorithm (DQM), which minimizes a quadratic approximation of the objective function that DADMM minimizes at each iteration, is proposed here. The consequent reduction in computational time is shown to have minimal effect on convergence properties. Convergence still proceeds at a linear rate with a guaranteed constant that is asymptotically equivalent to the DADMM linear convergence rate constant. Numerical results demonstrate advantages of DQM relative to DADMM and other alternatives in a logistic regression problem.
From least squares to multilevel modeling: A graphical introduction to Bayesian inference
NASA Astrophysics Data System (ADS)
Loredo, Thomas J.
2016-01-01
This tutorial presentation will introduce some of the key ideas and techniques involved in applying Bayesian methods to problems in astrostatistics. The focus will be on the big picture: understanding the foundations (interpreting probability, Bayes's theorem, the law of total probability and marginalization), making connections to traditional methods (propagation of errors, least squares, chi-squared, maximum likelihood, Monte Carlo simulation), and highlighting problems where a Bayesian approach can be particularly powerful (Poisson processes, density estimation and curve fitting with measurement error). The "graphical" component of the title reflects an emphasis on pictorial representations of some of the math, but also on the use of graphical models (multilevel or hierarchical models) for analyzing complex data. Code for some examples from the talk will be available to participants, in Python and in the Stan probabilistic programming language.
Minimal norm constrained interpolation. Ph.D. Thesis
NASA Technical Reports Server (NTRS)
Irvine, L. D.
1985-01-01
In computational fluid dynamics and in CAD/CAM, a physical boundary is usually known only discreetly and most often must be approximated. An acceptable approximation preserves the salient features of the data such as convexity and concavity. In this dissertation, a smooth interpolant which is locally concave where the data are concave and is locally convex where the data are convex is described. The interpolant is found by posing and solving a minimization problem whose solution is a piecewise cubic polynomial. The problem is solved indirectly by using the Peano Kernal theorem to recast it into an equivalent minimization problem having the second derivative of the interpolant as the solution. This approach leads to the solution of a nonlinear system of equations. It is shown that Newton's method is an exceptionally attractive and efficient method for solving the nonlinear system of equations. Examples of shape-preserving interpolants, as well as convergence results obtained by using Newton's method are also shown. A FORTRAN program to compute these interpolants is listed. The problem of computing the interpolant of minimal norm from a convex cone in a normal dual space is also discussed. An extension of de Boor's work on minimal norm unconstrained interpolation is presented.
Penalized weighted least-squares approach for low-dose x-ray computed tomography
NASA Astrophysics Data System (ADS)
Wang, Jing; Li, Tianfang; Lu, Hongbing; Liang, Zhengrong
2006-03-01
The noise of low-dose computed tomography (CT) sinogram follows approximately a Gaussian distribution with nonlinear dependence between the sample mean and variance. The noise is statistically uncorrelated among detector bins at any view angle. However the correlation coefficient matrix of data signal indicates a strong signal correlation among neighboring views. Based on above observations, Karhunen-Loeve (KL) transform can be used to de-correlate the signal among the neighboring views. In each KL component, a penalized weighted least-squares (PWLS) objective function can be constructed and optimal sinogram can be estimated by minimizing the objective function, followed by filtered backprojection (FBP) for CT image reconstruction. In this work, we compared the KL-PWLS method with an iterative image reconstruction algorithm, which uses the Gauss-Seidel iterative calculation to minimize the PWLS objective function in image domain. We also compared the KL-PWLS with an iterative sinogram smoothing algorithm, which uses the iterated conditional mode calculation to minimize the PWLS objective function in sinogram space, followed by FBP for image reconstruction. Phantom experiments show a comparable performance of these three PWLS methods in suppressing the noise-induced artifacts and preserving resolution in reconstructed images. Computer simulation concurs with the phantom experiments in terms of noise-resolution tradeoff and detectability in low contrast environment. The KL-PWLS noise reduction may have the advantage in computation for low-dose CT imaging, especially for dynamic high-resolution studies.
Shaw, Calvin B; Prakash, Jaya; Pramanik, Manojit; Yalavarthy, Phaneendra K
2013-08-01
A computationally efficient approach that computes the optimal regularization parameter for the Tikhonov-minimization scheme is developed for photoacoustic imaging. This approach is based on the least squares-QR decomposition which is a well-known dimensionality reduction technique for a large system of equations. It is shown that the proposed framework is effective in terms of quantitative and qualitative reconstructions of initial pressure distribution enabled via finding an optimal regularization parameter. The computational efficiency and performance of the proposed method are shown using a test case of numerical blood vessel phantom, where the initial pressure is exactly known for quantitative comparison.
Neutrino masses in the minimal gauged (B -L ) supersymmetry
NASA Astrophysics Data System (ADS)
Yan, Yu-Li; Feng, Tai-Fu; Yang, Jin-Lei; Zhang, Hai-Bin; Zhao, Shu-Min; Zhu, Rong-Fei
2018-03-01
We present the radiative corrections to neutrino masses in a minimal supersymmetric extension of the standard model with local U (1 )B -L symmetry. At tree level, three tiny active neutrinos and two nearly massless sterile neutrinos can be obtained through the seesaw mechanism. Considering the one-loop corrections to the neutrino masses, the numerical results indicate that two sterile neutrinos obtain KeV masses and the small active-sterile neutrino mixing angles. The lighter sterile neutrino is a very interesting dark matter candidate in cosmology. Meanwhile, the active neutrinos mixing angles and mass squared differences agree with present experimental data.
Estimated spectrum adaptive postfilter and the iterative prepost filtering algirighms
NASA Technical Reports Server (NTRS)
Linares, Irving (Inventor)
2004-01-01
The invention presents The Estimated Spectrum Adaptive Postfilter (ESAP) and the Iterative Prepost Filter (IPF) algorithms. These algorithms model a number of image-adaptive post-filtering and pre-post filtering methods. They are designed to minimize Discrete Cosine Transform (DCT) blocking distortion caused when images are highly compressed with the Joint Photographic Expert Group (JPEG) standard. The ESAP and the IPF techniques of the present invention minimize the mean square error (MSE) to improve the objective and subjective quality of low-bit-rate JPEG gray-scale images while simultaneously enhancing perceptual visual quality with respect to baseline JPEG images.
NASA Astrophysics Data System (ADS)
Braides, Andrea; Causin, Andrea; Piatnitski, Andrey; Solci, Margherita
2018-06-01
We consider randomly distributed mixtures of bonds of ferromagnetic and antiferromagnetic type in a two-dimensional square lattice with probability 1-p and p, respectively, according to an i.i.d. random variable. We study minimizers of the corresponding nearest-neighbour spin energy on large domains in Z^2. We prove that there exists p_0 such that for p≤ p_0 such minimizers are characterized by a majority phase; i.e., they take identically the value 1 or - 1 except for small disconnected sets. A deterministic analogue is also proved.
NASA Astrophysics Data System (ADS)
Braides, Andrea; Causin, Andrea; Piatnitski, Andrey; Solci, Margherita
2018-04-01
We consider randomly distributed mixtures of bonds of ferromagnetic and antiferromagnetic type in a two-dimensional square lattice with probability 1-p and p, respectively, according to an i.i.d. random variable. We study minimizers of the corresponding nearest-neighbour spin energy on large domains in Z^2 . We prove that there exists p_0 such that for p≤p_0 such minimizers are characterized by a majority phase; i.e., they take identically the value 1 or - 1 except for small disconnected sets. A deterministic analogue is also proved.
Least Squares Shadowing sensitivity analysis of chaotic limit cycle oscillations
DOE Office of Scientific and Technical Information (OSTI.GOV)
Wang, Qiqi, E-mail: qiqi@mit.edu; Hu, Rui, E-mail: hurui@mit.edu; Blonigan, Patrick, E-mail: blonigan@mit.edu
2014-06-15
The adjoint method, among other sensitivity analysis methods, can fail in chaotic dynamical systems. The result from these methods can be too large, often by orders of magnitude, when the result is the derivative of a long time averaged quantity. This failure is known to be caused by ill-conditioned initial value problems. This paper overcomes this failure by replacing the initial value problem with the well-conditioned “least squares shadowing (LSS) problem”. The LSS problem is then linearized in our sensitivity analysis algorithm, which computes a derivative that converges to the derivative of the infinitely long time average. We demonstrate ourmore » algorithm in several dynamical systems exhibiting both periodic and chaotic oscillations.« less
ERIC Educational Resources Information Center
Yan, Jie
2010-01-01
In this study, the effectiveness of worked examples that emphasizes problem features (data type, number of groups, purpose of analysis) associated with specific problem types (t-test, chi-square, correlation) were examined on students' construction of problem schemata compared to traditional solution-only worked examples. A sample of 96 students…
Classifying galaxy spectra at 0.5 < z < 1 with self-organizing maps
NASA Astrophysics Data System (ADS)
Rahmani, S.; Teimoorinia, H.; Barmby, P.
2018-05-01
The spectrum of a galaxy contains information about its physical properties. Classifying spectra using templates helps elucidate the nature of a galaxy's energy sources. In this paper, we investigate the use of self-organizing maps in classifying galaxy spectra against templates. We trained semi-supervised self-organizing map networks using a set of templates covering the wavelength range from far ultraviolet to near infrared. The trained networks were used to classify the spectra of a sample of 142 galaxies with 0.5 < z < 1 and the results compared to classifications performed using K-means clustering, a supervised neural network, and chi-squared minimization. Spectra corresponding to quiescent galaxies were more likely to be classified similarly by all methods while starburst spectra showed more variability. Compared to classification using chi-squared minimization or the supervised neural network, the galaxies classed together by the self-organizing map had more similar spectra. The class ordering provided by the one-dimensional self-organizing maps corresponds to an ordering in physical properties, a potentially important feature for the exploration of large datasets.
Optimal apodization design for medical ultrasound using constrained least squares part I: theory.
Guenther, Drake A; Walker, William F
2007-02-01
Aperture weighting functions are critical design parameters in the development of ultrasound systems because beam characteristics affect the contrast and point resolution of the final output image. In previous work by our group, we developed a metric that quantifies a broadband imaging system's contrast resolution performance. We now use this metric to formulate a novel general ultrasound beamformer design method. In our algorithm, we use constrained least squares (CLS) techniques and a linear algebra formulation to describe the system point spread function (PSF) as a function of the aperture weightings. In one approach, we minimize the energy of the PSF outside a certain boundary and impose a linear constraint on the aperture weights. In a second approach, we minimize the energy of the PSF outside a certain boundary while imposing a quadratic constraint on the energy of the PSF inside the boundary. We present detailed analysis for an arbitrary ultrasound imaging system and discuss several possible applications of the CLS techniques, such as designing aperture weightings to maximize contrast resolution and improve the system depth of field.
Approximate error conjugation gradient minimization methods
Kallman, Jeffrey S
2013-05-21
In one embodiment, a method includes selecting a subset of rays from a set of all rays to use in an error calculation for a constrained conjugate gradient minimization problem, calculating an approximate error using the subset of rays, and calculating a minimum in a conjugate gradient direction based on the approximate error. In another embodiment, a system includes a processor for executing logic, logic for selecting a subset of rays from a set of all rays to use in an error calculation for a constrained conjugate gradient minimization problem, logic for calculating an approximate error using the subset of rays, and logic for calculating a minimum in a conjugate gradient direction based on the approximate error. In other embodiments, computer program products, methods, and systems are described capable of using approximate error in constrained conjugate gradient minimization problems.
The Construction of a Square through Multiple Approaches to Foster Learners' Mathematical Thinking
ERIC Educational Resources Information Center
Reyes-Rodriguez, Aaron; Santos-Trigo, Manuel; Barrera-Mora, Fernando
2017-01-01
The task of constructing a square is used to argue that looking for and pursuing several solution routes is a powerful principle to identify and analyse properties of mathematical objects, to understand problem statements and to engage in mathematical thinking activities. Developing mathematical understanding requires that students delve into…
The Problems of Multiple Feedback Estimation.
ERIC Educational Resources Information Center
Bulcock, Jeffrey W.
The use of two-stage least squares (2SLS) for the estimation of feedback linkages is inappropriate for nonorthogonal data sets because 2SLS is extremely sensitive to multicollinearity. It is argued that what is needed is use of a different estimating criterion than the least squares criterion. Theoretically the variance normalization criterion has…
Fast and stable algorithms for computing the principal square root of a complex matrix
NASA Technical Reports Server (NTRS)
Shieh, Leang S.; Lian, Sui R.; Mcinnis, Bayliss C.
1987-01-01
This note presents recursive algorithms that are rapidly convergent and more stable for finding the principal square root of a complex matrix. Also, the developed algorithms are utilized to derive the fast and stable matrix sign algorithms which are useful in developing applications to control system problems.
Least-Squares Approximation of an Improper Correlation Matrix by a Proper One.
ERIC Educational Resources Information Center
Knol, Dirk L.; ten Berge, Jos M. F.
1989-01-01
An algorithm, based on a solution for C. I. Mosier's oblique Procrustes rotation problem, is presented for the best least-squares fitting correlation matrix approximating a given missing value or improper correlation matrix. Results are of interest for missing value and tetrachoric correlation, indefinite matrix correlation, and constrained…
Using Disks as Models for Proofs of Series
ERIC Educational Resources Information Center
Somchaipeng, Tongta; Kruatong, Tussatrin; Panijpan, Bhinyo
2012-01-01
Exploring and deriving proofs of closed-form expressions for series can be fun for students. However, for some students, a physical representation of such problems is more meaningful. Various approaches have been designed to help students visualize squares of sums and sums of squares; these approaches may be arithmetic-algebraic or combinatorial…
A Least-Squares-Based Weak Galerkin Finite Element Method for Second Order Elliptic Equations
DOE Office of Scientific and Technical Information (OSTI.GOV)
Mu, Lin; Wang, Junping; Ye, Xiu
Here, in this article, we introduce a least-squares-based weak Galerkin finite element method for the second order elliptic equation. This new method is shown to provide very accurate numerical approximations for both the primal and the flux variables. In contrast to other existing least-squares finite element methods, this new method allows us to use discontinuous approximating functions on finite element partitions consisting of arbitrary polygon/polyhedron shapes. We also develop a Schur complement algorithm for the resulting discretization problem by eliminating all the unknowns that represent the solution information in the interior of each element. Optimal order error estimates for bothmore » the primal and the flux variables are established. An extensive set of numerical experiments are conducted to demonstrate the robustness, reliability, flexibility, and accuracy of the least-squares-based weak Galerkin finite element method. Finally, the numerical examples cover a wide range of applied problems, including singularly perturbed reaction-diffusion equations and the flow of fluid in porous media with strong anisotropy and heterogeneity.« less
A Least-Squares-Based Weak Galerkin Finite Element Method for Second Order Elliptic Equations
Mu, Lin; Wang, Junping; Ye, Xiu
2017-08-17
Here, in this article, we introduce a least-squares-based weak Galerkin finite element method for the second order elliptic equation. This new method is shown to provide very accurate numerical approximations for both the primal and the flux variables. In contrast to other existing least-squares finite element methods, this new method allows us to use discontinuous approximating functions on finite element partitions consisting of arbitrary polygon/polyhedron shapes. We also develop a Schur complement algorithm for the resulting discretization problem by eliminating all the unknowns that represent the solution information in the interior of each element. Optimal order error estimates for bothmore » the primal and the flux variables are established. An extensive set of numerical experiments are conducted to demonstrate the robustness, reliability, flexibility, and accuracy of the least-squares-based weak Galerkin finite element method. Finally, the numerical examples cover a wide range of applied problems, including singularly perturbed reaction-diffusion equations and the flow of fluid in porous media with strong anisotropy and heterogeneity.« less
Least Squares Neural Network-Based Wireless E-Nose System Using an SnO₂ Sensor Array.
Shahid, Areej; Choi, Jong-Hyeok; Rana, Abu Ul Hassan Sarwar; Kim, Hyun-Seok
2018-05-06
Over the last few decades, the development of the electronic nose (E-nose) for detection and quantification of dangerous and odorless gases, such as methane (CH₄) and carbon monoxide (CO), using an array of SnO₂ gas sensors has attracted considerable attention. This paper addresses sensor cross sensitivity by developing a classifier and estimator using an artificial neural network (ANN) and least squares regression (LSR), respectively. Initially, the ANN was implemented using a feedforward pattern recognition algorithm to learn the collective behavior of an array as the signature of a particular gas. In the second phase, the classified gas was quantified by minimizing the mean square error using LSR. The combined approach produced 98.7% recognition probability, with 95.5 and 94.4% estimated gas concentration accuracies for CH₄ and CO, respectively. The classifier and estimator parameters were deployed in a remote microcontroller for the actualization of a wireless E-nose system.
NASA Astrophysics Data System (ADS)
Hajicek, Joshua J.; Selesnick, Ivan W.; Henin, Simon; Talmadge, Carrick L.; Long, Glenis R.
2018-05-01
Stimulus frequency otoacoustic emissions (SFOAEs) were evoked and estimated using swept-frequency tones with and without the use of swept suppressor tones. SFOAEs were estimated using a least-squares fitting procedure. The estimated SFOAEs for the two paradigms (with- and without-suppression) were similar in amplitude and phase. The fitting procedure minimizes the square error between a parametric model of total ear-canal pressure (with unknown amplitudes and phases) and ear-canal pressure acquired during each paradigm. Modifying the parametric model to allow SFOAE amplitude and phase to vary over time revealed additional amplitude and phase fine structure in the without-suppressor, but not the with-suppressor paradigm. The use of a time-varying parametric model to estimate SFOAEs without-suppression may provide additional information about cochlear mechanics not available when using a with-suppressor paradigm.
Aerodynamic coefficient identification package dynamic data accuracy determinations: Lessons learned
NASA Technical Reports Server (NTRS)
Heck, M. L.; Findlay, J. T.; Compton, H. R.
1983-01-01
The errors in the dynamic data output from the Aerodynamic Coefficient Identification Packages (ACIP) flown on Shuttle flights 1, 3, 4, and 5 were determined using the output from the Inertial Measurement Units (IMU). A weighted least-squares batch algorithm was empolyed. Using an averaging technique, signal detection was enhanced; this allowed improved calibration solutions. Global errors as large as 0.04 deg/sec for the ACIP gyros, 30 mg for linear accelerometers, and 0.5 deg/sec squared in the angular accelerometer channels were detected and removed with a combination is bias, scale factor, misalignment, and g-sensitive calibration constants. No attempt was made to minimize local ACIP dynamic data deviations representing sensed high-frequency vibration or instrument noise. Resulting 1sigma calibrated ACIP global accuracies were within 0.003 eg/sec, 1.0 mg, and 0.05 deg/sec squared for the gyros, linear accelerometers, and angular accelerometers, respectively.
NASA Astrophysics Data System (ADS)
Narang, H. K.; Mahapatra, M. M.; Jha, P. K.; Biswas, P.
2014-05-01
Autogenous arc welds with minimum upper weld bead depression and lower weld bead bulging are desired as such welds do not require a second welding pass for filling up the upper bead depressions (UBDs) and characterized with minimum angular distortion. The present paper describes optimization and prediction of angular distortion and weldment characteristics such as upper weld bead depression and lower weld bead bulging of TIG-welded structural steel square butt joints. Full factorial design of experiment was utilized for selecting the combinations of welding process parameter to produce the square butts. A mathematical model was developed to establish the relationship between TIG welding process parameters and responses such as upper bead width, lower bead width, UBD, lower bead height (bulging), weld cross-sectional area, and angular distortions. The optimal welding condition to minimize UBD and lower bead bulging of the TIG butt joints was identified.
On multiple crack identification by ultrasonic scanning
NASA Astrophysics Data System (ADS)
Brigante, M.; Sumbatyan, M. A.
2018-04-01
The present work develops an approach which reduces operator equations arising in the engineering problems to the problem of minimizing the discrepancy functional. For this minimization, an algorithm of random global search is proposed, which is allied to some genetic algorithms. The efficiency of the method is demonstrated by the solving problem of simultaneous identification of several linear cracks forming an array in an elastic medium by using the circular Ultrasonic scanning.
Analysis of counting data: Development of the SATLAS Python package
NASA Astrophysics Data System (ADS)
Gins, W.; de Groote, R. P.; Bissell, M. L.; Granados Buitrago, C.; Ferrer, R.; Lynch, K. M.; Neyens, G.; Sels, S.
2018-01-01
For the analysis of low-statistics counting experiments, a traditional nonlinear least squares minimization routine may not always provide correct parameter and uncertainty estimates due to the assumptions inherent in the algorithm(s). In response to this, a user-friendly Python package (SATLAS) was written to provide an easy interface between the data and a variety of minimization algorithms which are suited for analyzinglow, as well as high, statistics data. The advantage of this package is that it allows the user to define their own model function and then compare different minimization routines to determine the optimal parameter values and their respective (correlated) errors. Experimental validation of the different approaches in the package is done through analysis of hyperfine structure data of 203Fr gathered by the CRIS experiment at ISOLDE, CERN.
Improving Automated Endmember Identification for Linear Unmixing of HyspIRI Spectral Data.
NASA Astrophysics Data System (ADS)
Gader, P.
2016-12-01
The size of data sets produced by imaging spectrometers is increasing rapidly. There is already a processing bottleneck. Part of the reason for this bottleneck is the need for expert input using interactive software tools. This process can be very time consuming and laborious but is currently crucial to ensuring the quality of the analysis. Automated algorithms can mitigate this problem. Although it is unlikely that processing systems can become completely automated, there is an urgent need to increase the level of automation. Spectral unmixing is a key component to processing HyspIRI data. Algorithms such as MESMA have been demonstrated to achieve results but require carefully, expert construction of endmember libraries. Unfortunately, many endmembers found by automated algorithms for finding endmembers are deemed unsuitable by experts because they are not physically reasonable. Unfortunately, endmembers that are not physically reasonable can achieve very low errors between the linear mixing model with those endmembers and the original data. Therefore, this error is not a reasonable way to resolve the problem on "non-physical" endmembers. There are many potential approaches for resolving these issues, including using Bayesian priors, but very little attention has been given to this problem. The study reported on here considers a modification of the Sparsity Promoting Iterated Constrained Endmember (SPICE) algorithm. SPICE finds endmembers and abundances and estimates the number of endmembers. The SPICE algorithm seeks to minimize a quadratic objective function with respect to endmembers E and fractions P. The modified SPICE algorithm, which we refer to as SPICED, is obtained by adding the term D to the objective function. The term D pressures the algorithm to minimize sum of the squared differences between each endmember and a weighted sum of the data. By appropriately modifying the, the endmembers are pushed towards a subset of the data with the potential for becoming exactly equal to the data points. The algorithm has been applied to spectral data and the differences between the endmembers resulting from ecorded. The results so far are that the endmembers found SPICED are approximately 25% closer to the data with indistinguishable reconstruction error compared to those found using SPICE.
Supersymmetry models and phenomenology
NASA Astrophysics Data System (ADS)
Carpenter, Linda M.
We present several models of supersymmetry breaking and explore their phenomenological consequences. First, we build models utilizing the supersymmetry breaking formalism of anomaly mediation. Our first model consists of the minimal supersymmetric standard model plus a singlet, anomaly-mediated soft masses and a Dirac mass which marries the bino to the singlet. The Dirac mass does not affect the so-called "UV insensitivity" of the other soft parameters to running or supersymmetric thresholds and thus flavor physics at intermediate scales would not reintroduce the flavor problem. The Dirac bino is integrated out at a few TeV and produces finite and positive contributions to all hyper-charged scalars at one loop thus producing positive squared slepton masses. Our second model approaches anomaly mediation from the point of view of the mu problem. We present a minimal method for generating a mu term while still generating a viable spectrum. We introduce a new operator involving a hidden sector U(1) gauge field which is then canceled against a Giudice-Masiero-like mu term. No new flavor violating operators are allowed. This procedure produces viable electroweak symmetry breaking in the Higgs sector. Only a single pair of new vector-like messenger fields is needed to correct the slepton masses by deflecting them from their anomaly mediated trajectories. Finally we attempt to solve the Higgs mass tuning problem in the MSSM; both electroweak precision measurements and simple supersymmetric extensions of the standard model prefer the mass of the Higgs boson to be around the Z mass. However, LEP II rules out a standard model-like Higgs lighter than 114.4 GeV. We show that supersymmetric models with R parity violation have a large range of parameter space in which the Higgs effectively decays to six jets (for Baryon number violation) or four jets plus taus and/or missing energy (for Lepton number violation). These decays are much more weakly constrained by current LEP analyses and could be probed by new exclusive channel analyses as well as a combined "model independent" Higgs search analysis by all experiments.
Development of sinkholes resulting from man's activities in the Eastern United States
Newton, John G.
1987-01-01
Alternatives that allow avoiding or minimizing sinkhole hazards are most numerous when a problem or potential problem is recognized during site evaluation. The number of alternatives declines after the beginning of site development. Where sinkhole development is predictable, zoning of land use can minimize hazards.
Zhao, Zhenguo; Shi, Wenbo
2014-01-01
Probabilistic signature scheme has been widely used in modern electronic commerce since it could provide integrity, authenticity, and nonrepudiation. Recently, Wu and Lin proposed a novel probabilistic signature (PS) scheme using the bilinear square Diffie-Hellman (BSDH) problem. They also extended it to a universal designated verifier signature (UDVS) scheme. In this paper, we analyze the security of Wu et al.'s PS scheme and UDVS scheme. Through concrete attacks, we demonstrate both of their schemes are not unforgeable. The security analysis shows that their schemes are not suitable for practical applications.
Accumulated energy norm for full waveform inversion of marine data
NASA Astrophysics Data System (ADS)
Shin, Changsoo; Ha, Wansoo
2017-12-01
Macro-velocity models are important for imaging the subsurface structure. However, the conventional objective functions of full waveform inversion in the time and the frequency domain have a limited ability to recover the macro-velocity model because of the absence of low-frequency information. In this study, we propose new objective functions that can recover the macro-velocity model by minimizing the difference between the zero-frequency components of the square of seismic traces. Instead of the seismic trace itself, we use the square of the trace, which contains low-frequency information. We apply several time windows to the trace and obtain zero-frequency information of the squared trace for each time window. The shape of the new objective functions shows that they are suitable for local optimization methods. Since we use the acoustic wave equation in this study, this method can be used for deep-sea marine data, in which elastic effects can be ignored. We show that the zero-frequency components of the square of the seismic traces can be used to recover macro-velocities from synthetic and field data.
Fast and Accurate Fitting and Filtering of Noisy Exponentials in Legendre Space
Bao, Guobin; Schild, Detlev
2014-01-01
The parameters of experimentally obtained exponentials are usually found by least-squares fitting methods. Essentially, this is done by minimizing the mean squares sum of the differences between the data, most often a function of time, and a parameter-defined model function. Here we delineate a novel method where the noisy data are represented and analyzed in the space of Legendre polynomials. This is advantageous in several respects. First, parameter retrieval in the Legendre domain is typically two orders of magnitude faster than direct fitting in the time domain. Second, data fitting in a low-dimensional Legendre space yields estimates for amplitudes and time constants which are, on the average, more precise compared to least-squares-fitting with equal weights in the time domain. Third, the Legendre analysis of two exponentials gives satisfactory estimates in parameter ranges where least-squares-fitting in the time domain typically fails. Finally, filtering exponentials in the domain of Legendre polynomials leads to marked noise removal without the phase shift characteristic for conventional lowpass filters. PMID:24603904
Algorithm 937: MINRES-QLP for Symmetric and Hermitian Linear Equations and Least-Squares Problems
Choi, Sou-Cheng T.; Saunders, Michael A.
2014-01-01
We describe algorithm MINRES-QLP and its FORTRAN 90 implementation for solving symmetric or Hermitian linear systems or least-squares problems. If the system is singular, MINRES-QLP computes the unique minimum-length solution (also known as the pseudoinverse solution), which generally eludes MINRES. In all cases, it overcomes a potential instability in the original MINRES algorithm. A positive-definite pre-conditioner may be supplied. Our FORTRAN 90 implementation illustrates a design pattern that allows users to make problem data known to the solver but hidden and secure from other program units. In particular, we circumvent the need for reverse communication. Example test programs input and solve real or complex problems specified in Matrix Market format. While we focus here on a FORTRAN 90 implementation, we also provide and maintain MATLAB versions of MINRES and MINRES-QLP. PMID:25328255
NASA Astrophysics Data System (ADS)
Miehe, Christian; Mauthe, Steffen; Teichtmeister, Stephan
2015-09-01
This work develops new minimization and saddle point principles for the coupled problem of Darcy-Biot-type fluid transport in porous media at fracture. It shows that the quasi-static problem of elastically deforming, fluid-saturated porous media is related to a minimization principle for the evolution problem. This two-field principle determines the rate of deformation and the fluid mass flux vector. It provides a canonically compact model structure, where the stress equilibrium and the inverse Darcy's law appear as the Euler equations of a variational statement. A Legendre transformation of the dissipation potential relates the minimization principle to a characteristic three field saddle point principle, whose Euler equations determine the evolutions of deformation and fluid content as well as Darcy's law. A further geometric assumption results in modified variational principles for a simplified theory, where the fluid content is linked to the volumetric deformation. The existence of these variational principles underlines inherent symmetries of Darcy-Biot theories of porous media. This can be exploited in the numerical implementation by the construction of time- and space-discrete variational principles, which fully determine the update problems of typical time stepping schemes. Here, the proposed minimization principle for the coupled problem is advantageous with regard to a new unconstrained stable finite element design, while space discretizations of the saddle point principles are constrained by the LBB condition. The variational principles developed provide the most fundamental approach to the discretization of nonlinear fluid-structure interactions, showing symmetric systems in algebraic update procedures. They also provide an excellent starting point for extensions towards more complex problems. This is demonstrated by developing a minimization principle for a phase field description of fracture in fluid-saturated porous media. It is designed for an incorporation of alternative crack driving forces, such as a convenient criterion in terms of the effective stress. The proposed setting provides a modeling framework for the analysis of complex problems such as hydraulic fracture. This is demonstrated by a spectrum of model simulations.
NASA Astrophysics Data System (ADS)
Belyaev, V. A.; Shapeev, V. P.
2017-10-01
New versions of the collocations and least squares method of high-order accuracy are proposed and implemented for the numerical solution of the boundary value problems for the biharmonic equation in non-canonical domains. The solution of the biharmonic equation is used for simulating the stress-strain state of an isotropic plate under the action of transverse load. The differential problem is projected into a space of fourth-degree polynomials by the CLS method. The boundary conditions for the approximate solution are put down exactly on the boundary of the computational domain. The versions of the CLS method are implemented on the grids which are constructed in two different ways. It is shown that the approximate solution of problems converges with high order. Thus it matches with high accuracy with the analytical solution of the test problems in the case of known solution in the numerical experiments on the convergence of the solution of various problems on a sequence of grids.
Minimizing distortion and internal forces in truss structures by simulated annealing
NASA Technical Reports Server (NTRS)
Kincaid, Rex K.; Padula, Sharon L.
1990-01-01
Inaccuracies in the length of members and the diameters of joints of large space structures may produce unacceptable levels of surface distortion and internal forces. Here, two discrete optimization problems are formulated, one to minimize surface distortion (DSQRMS) and the other to minimize internal forces (FSQRMS). Both of these problems are based on the influence matrices generated by a small-deformation linear analysis. Good solutions are obtained for DSQRMS and FSQRMS through the use of a simulated annealing heuristic.
DOE Office of Scientific and Technical Information (OSTI.GOV)
Kolda, Christopher
In this talk, I review recent work on using a generalization of the Next-to-Minimal Supersymmetric Standard Model (NMSSM), called the Singlet-extended Minimal Supersymmetric Standard Model (SMSSM), to raise the mass of the Standard Model-like Higgs boson without requiring extremely heavy top squarks or large stop mixing. In so doing, this model solves the little hierarchy problem of the minimal model (MSSM), at the expense of leaving the {mu}-problem of the MSSM unresolved. This talk is based on work published in Refs. [1, 2, 3].
Does finite-temperature decoding deliver better optima for noisy Hamiltonians?
NASA Astrophysics Data System (ADS)
Ochoa, Andrew J.; Nishimura, Kohji; Nishimori, Hidetoshi; Katzgraber, Helmut G.
The minimization of an Ising spin-glass Hamiltonian is an NP-hard problem. Because many problems across disciplines can be mapped onto this class of Hamiltonian, novel efficient computing techniques are highly sought after. The recent development of quantum annealing machines promises to minimize these difficult problems more efficiently. However, the inherent noise found in these analog devices makes the minimization procedure difficult. While the machine might be working correctly, it might be minimizing a different Hamiltonian due to the inherent noise. This means that, in general, the ground-state configuration that correctly minimizes a noisy Hamiltonian might not minimize the noise-less Hamiltonian. Inspired by rigorous results that the energy of the noise-less ground-state configuration is equal to the expectation value of the energy of the noisy Hamiltonian at the (nonzero) Nishimori temperature [J. Phys. Soc. Jpn., 62, 40132930 (1993)], we numerically study the decoding probability of the original noise-less ground state with noisy Hamiltonians in two space dimensions, as well as the D-Wave Inc. Chimera topology. Our results suggest that thermal fluctuations might be beneficial during the optimization process in analog quantum annealing machines.
Isomorphism of dimer configurations and spanning trees on finite square lattices
NASA Astrophysics Data System (ADS)
Brankov, J. G.
1995-09-01
One-to-one mappings of the close-packed dimer configurations on a finite square lattice with free boundaries L onto the spanning trees of a related graph (or two-graph) G are found. The graph (two-graph) G can be constructed from L by: (1) deleting all the vertices of L with arbitrarily fixed parity of the row and column numbers; (2) suppressing all the vertices of degree 2 except those of degree 2 in L; (3) merging all the vertices of degree 1 into a single vertex g. The matrix Kirchhoff theorem reduces the enumeration problem for the spanning trees on G to the eigenvalue problem for the discrete Laplacian on the square lattice L'=G g with mixed Dirichlet-Neumann boundary conditions in at least one direction. That fact explains some of the unusual finite-size properties of the dimer model.
NASA Astrophysics Data System (ADS)
Chvetsov, Alevei V.; Sandison, George A.; Schwartz, Jeffrey L.; Rengan, Ramesh
2015-11-01
The main objective of this article is to improve the stability of reconstruction algorithms for estimation of radiobiological parameters using serial tumor imaging data acquired during radiation therapy. Serial images of tumor response to radiation therapy represent a complex summation of several exponential processes as treatment induced cell inactivation, tumor growth rates, and the rate of cell loss. Accurate assessment of treatment response would require separation of these processes because they define radiobiological determinants of treatment response and, correspondingly, tumor control probability. However, the estimation of radiobiological parameters using imaging data can be considered an inverse ill-posed problem because a sum of several exponentials would produce the Fredholm integral equation of the first kind which is ill posed. Therefore, the stability of reconstruction of radiobiological parameters presents a problem even for the simplest models of tumor response. To study stability of the parameter reconstruction problem, we used a set of serial CT imaging data for head and neck cancer and a simplest case of a two-level cell population model of tumor response. Inverse reconstruction was performed using a simulated annealing algorithm to minimize a least squared objective function. Results show that the reconstructed values of cell surviving fractions and cell doubling time exhibit significant nonphysical fluctuations if no stabilization algorithms are applied. However, after applying a stabilization algorithm based on variational regularization, the reconstruction produces statistical distributions for survival fractions and doubling time that are comparable to published in vitro data. This algorithm is an advance over our previous work where only cell surviving fractions were reconstructed. We conclude that variational regularization allows for an increase in the number of free parameters in our model which enables development of more-advanced parameter reconstruction algorithms.
Distance majorization and its applications.
Chi, Eric C; Zhou, Hua; Lange, Kenneth
2014-08-01
The problem of minimizing a continuously differentiable convex function over an intersection of closed convex sets is ubiquitous in applied mathematics. It is particularly interesting when it is easy to project onto each separate set, but nontrivial to project onto their intersection. Algorithms based on Newton's method such as the interior point method are viable for small to medium-scale problems. However, modern applications in statistics, engineering, and machine learning are posing problems with potentially tens of thousands of parameters or more. We revisit this convex programming problem and propose an algorithm that scales well with dimensionality. Our proposal is an instance of a sequential unconstrained minimization technique and revolves around three ideas: the majorization-minimization principle, the classical penalty method for constrained optimization, and quasi-Newton acceleration of fixed-point algorithms. The performance of our distance majorization algorithms is illustrated in several applications.
Intersections of a Circle and a Square: An Investigation
ERIC Educational Resources Information Center
Canada, Dan; Blair, Stephen
2007-01-01
The investigation of how a circle and square lying in the same plane could intersect each other is an excellent example of geometric problem-solving. This paper explores three facets of the investigation: (1) finding out how many points of intersection are possible, (2) classifying the different ways of intersection, and (3) determining which ways…
Foundations for estimation by the method of least squares
NASA Technical Reports Server (NTRS)
Hauck, W. W., Jr.
1971-01-01
Least squares estimation is discussed from the point of view of a statistician. Much of the emphasis is on problems encountered in application and, more specifically, on questions involving assumptions: what assumptions are needed, when are they needed, what happens if they are not valid, and if they are invalid, how that fact can be detected.
SQUARE ONE TV Content Analysis and Show Rundowns through Season Four.
ERIC Educational Resources Information Center
Schneider, Joel; And Others
This report summarizes the mathematical and pedagogical content of the SQUARE ONE TV library after four seasons of production, relating that content to the series' three goals: (1) to promote positive attitudes toward, and enthusiasm for, mathematics; (2) to encourage the use and application of problem-solving processes; and (3) to present sound…
Hillslope soil movement in the oak savannas of the Southwestern Borderlands Region
Aaron Kauffman
2009-01-01
Oak woodlands and savannas comprise more than 31,000 square miles (80,290 square kilometers) in the southwestern United States and northern Mexico and provide various resources including forage for livestock, wildlife habitat, fuelwood, and recreational areas. Increased woody-plant encroachment into the more open savanna ecosystems has presented a problem to managers...
Sample Size Calculation for Estimating or Testing a Nonzero Squared Multiple Correlation Coefficient
ERIC Educational Resources Information Center
Krishnamoorthy, K.; Xia, Yanping
2008-01-01
The problems of hypothesis testing and interval estimation of the squared multiple correlation coefficient of a multivariate normal distribution are considered. It is shown that available one-sided tests are uniformly most powerful, and the one-sided confidence intervals are uniformly most accurate. An exact method of calculating sample size to…
DOE Office of Scientific and Technical Information (OSTI.GOV)
Vubangsi, M.; Tchoffo, M.; Fai, L. C.
The problem of a particle with position and time-dependent effective mass in a one-dimensional infinite square well is treated by means of a quantum canonical formalism. The dynamics of a launched wave packet of the system reveals a peculiar revival pattern that is discussed. .
ERIC Educational Resources Information Center
Brusco, Michael J.; Stahl, Stephanie
2005-01-01
There are two well-known methods for obtaining a guaranteed globally optimal solution to the problem of least-squares unidimensional scaling of a symmetric dissimilarity matrix: (a) dynamic programming, and (b) branch-and-bound. Dynamic programming is generally more efficient than branch-and-bound, but the former is limited to matrices with…
Looking at Perspective Pictures from Too Far, Too Close, and Just Right
ERIC Educational Resources Information Center
Juricevic, Igor; Kennedy, John M.
2006-01-01
A central problem for psychology is vision's reaction to perspective. In the present studies, observers looked at perspective pictures projected by square tiles on a ground plane. They judged the tile dimensions while positioned at the correct distance, farther or nearer. In some pictures, many tiles appeared too short to be squares, many too…
Cognitive radio adaptation for power consumption minimization using biogeography-based optimization
NASA Astrophysics Data System (ADS)
Qi, Pei-Han; Zheng, Shi-Lian; Yang, Xiao-Niu; Zhao, Zhi-Jin
2016-12-01
Adaptation is one of the key capabilities of cognitive radio, which focuses on how to adjust the radio parameters to optimize the system performance based on the knowledge of the radio environment and its capability and characteristics. In this paper, we consider the cognitive radio adaptation problem for power consumption minimization. The problem is formulated as a constrained power consumption minimization problem, and the biogeography-based optimization (BBO) is introduced to solve this optimization problem. A novel habitat suitability index (HSI) evaluation mechanism is proposed, in which both the power consumption minimization objective and the quality of services (QoS) constraints are taken into account. The results show that under different QoS requirement settings corresponding to different types of services, the algorithm can minimize power consumption while still maintaining the QoS requirements. Comparison with particle swarm optimization (PSO) and cat swarm optimization (CSO) reveals that BBO works better, especially at the early stage of the search, which means that the BBO is a better choice for real-time applications. Project supported by the National Natural Science Foundation of China (Grant No. 61501356), the Fundamental Research Funds of the Ministry of Education, China (Grant No. JB160101), and the Postdoctoral Fund of Shaanxi Province, China.
Kernel-based least squares policy iteration for reinforcement learning.
Xu, Xin; Hu, Dewen; Lu, Xicheng
2007-07-01
In this paper, we present a kernel-based least squares policy iteration (KLSPI) algorithm for reinforcement learning (RL) in large or continuous state spaces, which can be used to realize adaptive feedback control of uncertain dynamic systems. By using KLSPI, near-optimal control policies can be obtained without much a priori knowledge on dynamic models of control plants. In KLSPI, Mercer kernels are used in the policy evaluation of a policy iteration process, where a new kernel-based least squares temporal-difference algorithm called KLSTD-Q is proposed for efficient policy evaluation. To keep the sparsity and improve the generalization ability of KLSTD-Q solutions, a kernel sparsification procedure based on approximate linear dependency (ALD) is performed. Compared to the previous works on approximate RL methods, KLSPI makes two progresses to eliminate the main difficulties of existing results. One is the better convergence and (near) optimality guarantee by using the KLSTD-Q algorithm for policy evaluation with high precision. The other is the automatic feature selection using the ALD-based kernel sparsification. Therefore, the KLSPI algorithm provides a general RL method with generalization performance and convergence guarantee for large-scale Markov decision problems (MDPs). Experimental results on a typical RL task for a stochastic chain problem demonstrate that KLSPI can consistently achieve better learning efficiency and policy quality than the previous least squares policy iteration (LSPI) algorithm. Furthermore, the KLSPI method was also evaluated on two nonlinear feedback control problems, including a ship heading control problem and the swing up control of a double-link underactuated pendulum called acrobot. Simulation results illustrate that the proposed method can optimize controller performance using little a priori information of uncertain dynamic systems. It is also demonstrated that KLSPI can be applied to online learning control by incorporating an initial controller to ensure online performance.
Adaptation of a Fast Optimal Interpolation Algorithm to the Mapping of Oceangraphic Data
NASA Technical Reports Server (NTRS)
Menemenlis, Dimitris; Fieguth, Paul; Wunsch, Carl; Willsky, Alan
1997-01-01
A fast, recently developed, multiscale optimal interpolation algorithm has been adapted to the mapping of hydrographic and other oceanographic data. This algorithm produces solution and error estimates which are consistent with those obtained from exact least squares methods, but at a small fraction of the computational cost. Problems whose solution would be completely impractical using exact least squares, that is, problems with tens or hundreds of thousands of measurements and estimation grid points, can easily be solved on a small workstation using the multiscale algorithm. In contrast to methods previously proposed for solving large least squares problems, our approach provides estimation error statistics while permitting long-range correlations, using all measurements, and permitting arbitrary measurement locations. The multiscale algorithm itself, published elsewhere, is not the focus of this paper. However, the algorithm requires statistical models having a very particular multiscale structure; it is the development of a class of multiscale statistical models, appropriate for oceanographic mapping problems, with which we concern ourselves in this paper. The approach is illustrated by mapping temperature in the northeastern Pacific. The number of hydrographic stations is kept deliberately small to show that multiscale and exact least squares results are comparable. A portion of the data were not used in the analysis; these data serve to test the multiscale estimates. A major advantage of the present approach is the ability to repeat the estimation procedure a large number of times for sensitivity studies, parameter estimation, and model testing. We have made available by anonymous Ftp a set of MATLAB-callable routines which implement the multiscale algorithm and the statistical models developed in this paper.
The First-Born Child: Toddlers' Problems.
ERIC Educational Resources Information Center
Ounsted, M. K.; Simons, C. D.
1978-01-01
Behavioral patterns and problems of 159 first-born infants and their mothers were studied at birth, 2-months, and again at the age of 18 months. Journal availability: J. B. Lippincott co., E. Washington Square, Philadelphia, Pennsylvania 19105. (Author/PHR)
Promoting College Students' Problem Understanding Using Schema-Emphasizing Worked Examples
ERIC Educational Resources Information Center
Yan, Jie; Lavigne, Nancy C.
2014-01-01
Statistics learners often bypass the critical step of understanding a problem before executing solutions. Worked-out examples that identify problem information (e.g., data type, number of groups, purpose of analysis) key to determining a solution (e.g., "t" test, chi-square, correlation) can address this concern. The authors examined the…
SAR Speckle Noise Reduction Using Wiener Filter
NASA Technical Reports Server (NTRS)
Joo, T. H.; Held, D. N.
1983-01-01
Synthetic aperture radar (SAR) images are degraded by speckle. A multiplicative speckle noise model for SAR images is presented. Using this model, a Wiener filter is derived by minimizing the mean-squared error using the known speckle statistics. Implementation of the Wiener filter is discussed and experimental results are presented. Finally, possible improvements to this method are explored.
NASA Astrophysics Data System (ADS)
Xu, Yu-Lin
The problem of computing the orbit of a visual binary from a set of observed positions is reconsidered. It is a least squares adjustment problem, if the observational errors follow a bias-free multivariate Gaussian distribution and the covariance matrix of the observations is assumed to be known. The condition equations are constructed to satisfy both the conic section equation and the area theorem, which are nonlinear in both the observations and the adjustment parameters. The traditional least squares algorithm, which employs condition equations that are solved with respect to the uncorrelated observations and either linear in the adjustment parameters or linearized by developing them in Taylor series by first-order approximation, is inadequate in our orbit problem. D.C. Brown proposed an algorithm solving a more general least squares adjustment problem in which the scalar residual function, however, is still constructed by first-order approximation. Not long ago, a completely general solution was published by W.H Jefferys, who proposed a rigorous adjustment algorithm for models in which the observations appear nonlinearly in the condition equations and may be correlated, and in which construction of the normal equations and the residual function involves no approximation. This method was successfully applied in our problem. The normal equations were first solved by Newton's scheme. Practical examples show that this converges fast if the observational errors are sufficiently small and the initial approximate solution is sufficiently accurate, and that it fails otherwise. Newton's method was modified to yield a definitive solution in the case the normal approach fails, by combination with the method of steepest descent and other sophisticated algorithms. Practical examples show that the modified Newton scheme can always lead to a final solution. The weighting of observations, the orthogonal parameters and the efficiency of a set of adjustment parameters are also considered. The definition of efficiency is revised.
Jan, Show-Li; Shieh, Gwowen
2016-08-31
The 2 × 2 factorial design is widely used for assessing the existence of interaction and the extent of generalizability of two factors where each factor had only two levels. Accordingly, research problems associated with the main effects and interaction effects can be analyzed with the selected linear contrasts. To correct for the potential heterogeneity of variance structure, the Welch-Satterthwaite test is commonly used as an alternative to the t test for detecting the substantive significance of a linear combination of mean effects. This study concerns the optimal allocation of group sizes for the Welch-Satterthwaite test in order to minimize the total cost while maintaining adequate power. The existing method suggests that the optimal ratio of sample sizes is proportional to the ratio of the population standard deviations divided by the square root of the ratio of the unit sampling costs. Instead, a systematic approach using optimization technique and screening search is presented to find the optimal solution. Numerical assessments revealed that the current allocation scheme generally does not give the optimal solution. Alternatively, the suggested approaches to power and sample size calculations give accurate and superior results under various treatment and cost configurations. The proposed approach improves upon the current method in both its methodological soundness and overall performance. Supplementary algorithms are also developed to aid the usefulness and implementation of the recommended technique in planning 2 × 2 factorial designs.
NASA Astrophysics Data System (ADS)
Stefanucci, G.; Pavlyukh, Y.; Uimonen, A.-M.; van Leeuwen, R.
2014-09-01
We present a diagrammatic approach to construct self-energy approximations within many-body perturbation theory with positive spectral properties. The method cures the problem of negative spectral functions which arises from a straightforward inclusion of vertex diagrams beyond the GW approximation. Our approach consists of a two-step procedure: We first express the approximate many-body self-energy as a product of half-diagrams and then identify the minimal number of half-diagrams to add in order to form a perfect square. The resulting self-energy is an unconventional sum of self-energy diagrams in which the internal lines of half a diagram are time-ordered Green's functions, whereas those of the other half are anti-time-ordered Green's functions, and the lines joining the two halves are either lesser or greater Green's functions. The theory is developed using noninteracting Green's functions and subsequently extended to self-consistent Green's functions. Issues related to the conserving properties of diagrammatic approximations with positive spectral functions are also addressed. As a major application of the formalism we derive the minimal set of additional diagrams to make positive the spectral function of the GW approximation with lowest-order vertex corrections and screened interactions. The method is then applied to vertex corrections in the three-dimensional homogeneous electron gas by using a combination of analytical frequency integrations and numerical Monte Carlo momentum integrations to evaluate the diagrams.
Reconnaissance On Chi-Square Test Procedure For Determining Two Species Association
NASA Astrophysics Data System (ADS)
Marisa, Hanifa
2008-01-01
Determining the assosiation of two species by using chi-square test has been published. Utility of this procedure to plants species at certain location, shows that the procedure could not find "ecologically" association. Tens sampling units have been made to record some weeds species in Indralaya, South Sumatera. Chi square test; Xt2 = N[|(ad)-(bc)|-(N/2)]2/mnrs (Eq:1) on two species (Cleome sp and Eleusine indica) of the weeds shows positive assosiation; while ecologically in nature, there is no relationship between them. Some alternatives are proposed to this problem; simplified chi-square test steps, make further study to find out ecologically association, or at last, ignore it.
Number Partitioning via Quantum Adiabatic Computation
NASA Technical Reports Server (NTRS)
Smelyanskiy, Vadim N.; Toussaint, Udo
2002-01-01
We study both analytically and numerically the complexity of the adiabatic quantum evolution algorithm applied to random instances of combinatorial optimization problems. We use as an example the NP-complete set partition problem and obtain an asymptotic expression for the minimal gap separating the ground and exited states of a system during the execution of the algorithm. We show that for computationally hard problem instances the size of the minimal gap scales exponentially with the problem size. This result is in qualitative agreement with the direct numerical simulation of the algorithm for small instances of the set partition problem. We describe the statistical properties of the optimization problem that are responsible for the exponential behavior of the algorithm.
Linear Least Squares for Correlated Data
NASA Technical Reports Server (NTRS)
Dean, Edwin B.
1988-01-01
Throughout the literature authors have consistently discussed the suspicion that regression results were less than satisfactory when the independent variables were correlated. Camm, Gulledge, and Womer, and Womer and Marcotte provide excellent applied examples of these concerns. Many authors have obtained partial solutions for this problem as discussed by Womer and Marcotte and Wonnacott and Wonnacott, which result in generalized least squares algorithms to solve restrictive cases. This paper presents a simple but relatively general multivariate method for obtaining linear least squares coefficients which are free of the statistical distortion created by correlated independent variables.
Exact recovery of sparse multiple measurement vectors by [Formula: see text]-minimization.
Wang, Changlong; Peng, Jigen
2018-01-01
The joint sparse recovery problem is a generalization of the single measurement vector problem widely studied in compressed sensing. It aims to recover a set of jointly sparse vectors, i.e., those that have nonzero entries concentrated at a common location. Meanwhile [Formula: see text]-minimization subject to matrixes is widely used in a large number of algorithms designed for this problem, i.e., [Formula: see text]-minimization [Formula: see text] Therefore the main contribution in this paper is two theoretical results about this technique. The first one is proving that in every multiple system of linear equations there exists a constant [Formula: see text] such that the original unique sparse solution also can be recovered from a minimization in [Formula: see text] quasi-norm subject to matrixes whenever [Formula: see text]. The other one is showing an analytic expression of such [Formula: see text]. Finally, we display the results of one example to confirm the validity of our conclusions, and we use some numerical experiments to show that we increase the efficiency of these algorithms designed for [Formula: see text]-minimization by using our results.
Nuclear Matter Properties with the Re-evaluated Coefficients of Liquid Drop Model
NASA Astrophysics Data System (ADS)
Chowdhury, P. Roy; Basu, D. N.
2006-06-01
The coefficients of the volume, surface, Coulomb, asymmetry and pairing energy terms of the semiempirical liquid drop model mass formula have been determined by furnishing best fit to the observed mass excesses. Slightly different sets of the weighting parameters for liquid drop model mass formula have been obtained from minimizations of \\chi 2 and mean square deviation. The most recent experimental and estimated mass excesses from Audi-Wapstra-Thibault atomic mass table have been used for the least square fitting procedure. Equation of state, nuclear incompressibility, nuclear mean free path and the most stable nuclei for corresponding atomic numbers, all are in good agreement with the experimental results.
Joint inversion of regional and teleseismic earthquake waveforms
NASA Astrophysics Data System (ADS)
Baker, Mark R.; Doser, Diane I.
1988-03-01
A least squares joint inversion technique for regional and teleseismic waveforms is presented. The mean square error between seismograms and synthetics is minimized using true amplitudes. Matching true amplitudes in modeling requires meaningful estimates of modeling uncertainties and of seismogram signal-to-noise ratios. This also permits calculating linearized uncertainties on the solution based on accuracy and resolution. We use a priori estimates of earthquake parameters to stabilize unresolved parameters, and for comparison with a posteriori uncertainties. We verify the technique on synthetic data, and on the 1983 Borah Peak, Idaho (M = 7.3), earthquake. We demonstrate the inversion on the August 1954 Rainbow Mountain, Nevada (M = 6.8), earthquake and find parameters consistent with previous studies.
Numerical Optimization Using Computer Experiments
NASA Technical Reports Server (NTRS)
Trosset, Michael W.; Torczon, Virginia
1997-01-01
Engineering design optimization often gives rise to problems in which expensive objective functions are minimized by derivative-free methods. We propose a method for solving such problems that synthesizes ideas from the numerical optimization and computer experiment literatures. Our approach relies on kriging known function values to construct a sequence of surrogate models of the objective function that are used to guide a grid search for a minimizer. Results from numerical experiments on a standard test problem are presented.
NASA Astrophysics Data System (ADS)
Zhang, Xingong; Yin, Yunqiang; Wu, Chin-Chia
2017-01-01
There is a situation found in many manufacturing systems, such as steel rolling mills, fire fighting or single-server cycle-queues, where a job that is processed later consumes more time than that same job when processed earlier. The research finds that machine maintenance can improve the worsening of processing conditions. After maintenance activity, the machine will be restored. The maintenance duration is a positive and non-decreasing differentiable convex function of the total processing times of the jobs between maintenance activities. Motivated by this observation, the makespan and the total completion time minimization problems in the scheduling of jobs with non-decreasing rates of job processing time on a single machine are considered in this article. It is shown that both the makespan and the total completion time minimization problems are NP-hard in the strong sense when the number of maintenance activities is arbitrary, while the makespan minimization problem is NP-hard in the ordinary sense when the number of maintenance activities is fixed. If the deterioration rates of the jobs are identical and the maintenance duration is a linear function of the total processing times of the jobs between maintenance activities, then this article shows that the group balance principle is satisfied for the makespan minimization problem. Furthermore, two polynomial-time algorithms are presented for solving the makespan problem and the total completion time problem under identical deterioration rates, respectively.
2017-01-01
This work focuses on the design of transmitting coils in weakly coupled magnetic induction communication systems. We propose several optimization methods that reduce the active, reactive and apparent power consumption of the coil. These problems are formulated as minimization problems, in which the power consumed by the transmitting coil is minimized, under the constraint of providing a required magnetic field at the receiver location. We develop efficient numeric and analytic methods to solve the resulting problems, which are of high dimension, and in certain cases non-convex. For the objective of minimal reactive power an analytic solution for the optimal current distribution in flat disc transmitting coils is provided. This problem is extended to general three-dimensional coils, for which we develop an expression for the optimal current distribution. Considering the objective of minimal apparent power, a method is developed to reduce the computational complexity of the problem by transforming it to an equivalent problem of lower dimension, allowing a quick and accurate numeric solution. These results are verified experimentally by testing a number of coil geometries. The results obtained allow reduced power consumption and increased performances in magnetic induction communication systems. Specifically, for wideband systems, an optimal design of the transmitter coil reduces the peak instantaneous power provided by the transmitter circuitry, and thus reduces its size, complexity and cost. PMID:28192463
Exploration of Objective Functions for Optimal Placement of Weather Stations
NASA Astrophysics Data System (ADS)
Snyder, A.; Dietterich, T.; Selker, J. S.
2016-12-01
Many regions of Earth lack ground-based sensing of weather variables. For example, most countries in Sub-Saharan Africa do not have reliable weather station networks. This absence of sensor data has many consequences ranging from public safety (poor prediction and detection of severe weather events), to agriculture (lack of crop insurance), to science (reduced quality of world-wide weather forecasts, climate change measurement, etc.). The Trans-African Hydro-Meteorological Observatory (TAHMO.org) project seeks to address these problems by deploying and operating a large network of weather stations throughout Sub-Saharan Africa. To design the TAHMO network, we must determine where to locate each weather station. We can formulate this as the following optimization problem: Determine a set of N sites that jointly optimize the value of an objective function. The purpose of this poster is to propose and assess several objective functions. In addition to standard objectives (e.g., minimizing the summed squared error of interpolated values over the entire region), we consider objectives that minimize the maximum error over the region and objectives that optimize the detection of extreme events. An additional issue is that each station measures more than 10 variables—how should we balance the accuracy of our interpolated maps for each variable? Weather sensors inevitably drift out of calibration or fail altogether. How can we incorporate robustness to failed sensors into our network design? Another important requirement is that the network should make it possible to detect failed sensors by comparing their readings with those of other stations. How can this requirement be met? Finally, we provide an initial assessment of the computational cost of optimizing these various objective functions. We invite everyone to join the discussion at our poster by proposing additional objectives, identifying additional issues to consider, and expanding our bibliography of relevant papers. A prize (derived from grapes grown in Oregon) will be awarded for the most insightful contribution to the discussion!
The Normals to a Parabola and the Real Roots of a Cubic
ERIC Educational Resources Information Center
Bains, Majinder S.; Thoo, J. B.
2007-01-01
The geometric problem of finding the number of normals to the parabola y = x[squared] through a given point is equivalent to the algebraic problem of finding the number of distinct real roots of a cubic equation. Apollonius solved the former problem, and Cardano gave a solution to the latter. The two problems are bridged by Neil's (semi-cubical)…
NEWSUMT: A FORTRAN program for inequality constrained function minimization, users guide
NASA Technical Reports Server (NTRS)
Miura, H.; Schmit, L. A., Jr.
1979-01-01
A computer program written in FORTRAN subroutine form for the solution of linear and nonlinear constrained and unconstrained function minimization problems is presented. The algorithm is the sequence of unconstrained minimizations using the Newton's method for unconstrained function minimizations. The use of NEWSUMT and the definition of all parameters are described.
Inference regarding multiple structural changes in linear models with endogenous regressors☆
Hall, Alastair R.; Han, Sanggohn; Boldea, Otilia
2012-01-01
This paper considers the linear model with endogenous regressors and multiple changes in the parameters at unknown times. It is shown that minimization of a Generalized Method of Moments criterion yields inconsistent estimators of the break fractions, but minimization of the Two Stage Least Squares (2SLS) criterion yields consistent estimators of these parameters. We develop a methodology for estimation and inference of the parameters of the model based on 2SLS. The analysis covers the cases where the reduced form is either stable or unstable. The methodology is illustrated via an application to the New Keynesian Phillips Curve for the US. PMID:23805021
NASA Astrophysics Data System (ADS)
Mansor, Zakwan; Zakaria, Mohd Zakimi; Nor, Azuwir Mohd; Saad, Mohd Sazli; Ahmad, Robiah; Jamaluddin, Hishamuddin
2017-09-01
This paper presents the black-box modelling of palm oil biodiesel engine (POB) using multi-objective optimization differential evolution (MOODE) algorithm. Two objective functions are considered in the algorithm for optimization; minimizing the number of term of a model structure and minimizing the mean square error between actual and predicted outputs. The mathematical model used in this study to represent the POB system is nonlinear auto-regressive moving average with exogenous input (NARMAX) model. Finally, model validity tests are applied in order to validate the possible models that was obtained from MOODE algorithm and lead to select an optimal model.
Minimizing the Diameter of a Network Using Shortcut Edges
NASA Astrophysics Data System (ADS)
Demaine, Erik D.; Zadimoghaddam, Morteza
We study the problem of minimizing the diameter of a graph by adding k shortcut edges, for speeding up communication in an existing network design. We develop constant-factor approximation algorithms for different variations of this problem. We also show how to improve the approximation ratios using resource augmentation to allow more than k shortcut edges. We observe a close relation between the single-source version of the problem, where we want to minimize the largest distance from a given source vertex, and the well-known k-median problem. First we show that our constant-factor approximation algorithms for the general case solve the single-source problem within a constant factor. Then, using a linear-programming formulation for the single-source version, we find a (1 + ɛ)-approximation using O(klogn) shortcut edges. To show the tightness of our result, we prove that any ({3 over 2}-ɛ)-approximation for the single-source version must use Ω(klogn) shortcut edges assuming P ≠ NP.
Iguacel, Isabel; Michels, Nathalie; Fernández-Alvira, Juan M; Bammann, Karin; De Henauw, Stefaan; Felső, Regina; Gwozdz, Wencke; Hunsberger, Monica; Reisch, Lucia; Russo, Paola; Tornaritis, Michael; Thumann, Barbara Franziska; Veidebaum, Toomas; Börnhorst, Claudia; Moreno, Luis A
2017-09-01
The effect of socioeconomic inequalities on children's mental health remains unclear. This study aims to explore the cross-sectional and longitudinal associations between social vulnerabilities and psychosocial problems, and the association between accumulation of vulnerabilities and psychosocial problems. 5987 children aged 2-9 years from eight European countries were assessed at baseline and 2-year follow-up. Two different instruments were employed to assess children's psychosocial problems: the KINDL (Questionnaire for Measuring Health-Related Quality of Life in Children and Adolescents) was used to evaluate children's well-being and the Strengths and Difficulties Questionnaire (SDQ) was used to evaluate children's internalising problems. Vulnerable groups were defined as follows: children whose parents had minimal social networks, children from non-traditional families, children of migrant origin or children with unemployed parents. Logistic mixed-effects models were used to assess the associations between social vulnerabilities and psychosocial problems. After adjusting for classical socioeconomic and lifestyle indicators, children whose parents had minimal social networks were at greater risk of presenting internalising problems at baseline and follow-up (OR 1.53, 99% CI 1.11-2.11). The highest risk for psychosocial problems was found in children whose status changed from traditional families at T0 to non-traditional families at T1 (OR 1.60, 99% CI 1.07-2.39) and whose parents had minimal social networks at both time points (OR 1.97, 99% CI 1.26-3.08). Children with one or more vulnerabilities accumulated were at a higher risk of developing psychosocial problems at baseline and follow-up. Therefore, policy makers should implement measures to strengthen the social support for parents with a minimal social network.
Zhao, Zhenguo; Shi, Wenbo
2014-01-01
Probabilistic signature scheme has been widely used in modern electronic commerce since it could provide integrity, authenticity, and nonrepudiation. Recently, Wu and Lin proposed a novel probabilistic signature (PS) scheme using the bilinear square Diffie-Hellman (BSDH) problem. They also extended it to a universal designated verifier signature (UDVS) scheme. In this paper, we analyze the security of Wu et al.'s PS scheme and UDVS scheme. Through concrete attacks, we demonstrate both of their schemes are not unforgeable. The security analysis shows that their schemes are not suitable for practical applications. PMID:25025083
NASA Astrophysics Data System (ADS)
Kasiviswanathan, Shiva Prasad; Pan, Feng
In the matrix interdiction problem, a real-valued matrix and an integer k is given. The objective is to remove a set of k matrix columns that minimizes in the residual matrix the sum of the row values, where the value of a row is defined to be the largest entry in that row. This combinatorial problem is closely related to bipartite network interdiction problem that can be applied to minimize the probability that an adversary can successfully smuggle weapons. After introducing the matrix interdiction problem, we study the computational complexity of this problem. We show that the matrix interdiction problem is NP-hard and that there exists a constant γ such that it is even NP-hard to approximate this problem within an n γ additive factor. We also present an algorithm for this problem that achieves an (n - k) multiplicative approximation ratio.
Barnette, Daniel W.
2002-01-01
The present invention provides a method of grid generation that uses the geometry of the problem space and the governing relations to generate a grid. The method can generate a grid with minimized discretization errors, and with minimal user interaction. The method of the present invention comprises assigning grid cell locations so that, when the governing relations are discretized using the grid, at least some of the discretization errors are substantially zero. Conventional grid generation is driven by the problem space geometry; grid generation according to the present invention is driven by problem space geometry and by governing relations. The present invention accordingly can provide two significant benefits: more efficient and accurate modeling since discretization errors are minimized, and reduced cost grid generation since less human interaction is required.
NASA Technical Reports Server (NTRS)
Shkarayev, S.; Krashantisa, R.; Tessler, A.
2004-01-01
An important and challenging technology aimed at the next generation of aerospace vehicles is that of structural health monitoring. The key problem is to determine accurately, reliably, and in real time the applied loads, stresses, and displacements experienced in flight, with such data establishing an information database for structural health monitoring. The present effort is aimed at developing a finite element-based methodology involving an inverse formulation that employs measured surface strains to recover the applied loads, stresses, and displacements in an aerospace vehicle in real time. The computational procedure uses a standard finite element model (i.e., "direct analysis") of a given airframe, with the subsequent application of the inverse interpolation approach. The inverse interpolation formulation is based on a parametric approximation of the loading and is further constructed through a least-squares minimization of calculated and measured strains. This procedure results in the governing system of linear algebraic equations, providing the unknown coefficients that accurately define the load approximation. Numerical simulations are carried out for problems involving various levels of structural approximation. These include plate-loading examples and an aircraft wing box. Accuracy and computational efficiency of the proposed method are discussed in detail. The experimental validation of the methodology by way of structural testing of an aircraft wing is also discussed.
Optimal digital filtering for tremor suppression.
Gonzalez, J G; Heredia, E A; Rahman, T; Barner, K E; Arce, G R
2000-05-01
Remote manually operated tasks such as those found in teleoperation, virtual reality, or joystick-based computer access, require the generation of an intermediate electrical signal which is transmitted to the controlled subsystem (robot arm, virtual environment, or a cursor in a computer screen). When human movements are distorted, for instance, by tremor, performance can be improved by digitally filtering the intermediate signal before it reaches the controlled device. This paper introduces a novel tremor filtering framework in which digital equalizers are optimally designed through pursuit tracking task experiments. Due to inherent properties of the man-machine system, the design of tremor suppression equalizers presents two serious problems: 1) performance criteria leading to optimizations that minimize mean-squared error are not efficient for tremor elimination and 2) movement signals show ill-conditioned autocorrelation matrices, which often result in useless or unstable solutions. To address these problems, a new performance indicator in the context of tremor is introduced, and the optimal equalizer according to this new criterion is developed. Ill-conditioning of the autocorrelation matrix is overcome using a novel method which we call pulled-optimization. Experiments performed with artificially induced vibrations and a subject with Parkinson's disease show significant improvement in performance. Additional results, along with MATLAB source code of the algorithms, and a customizable demo for PC joysticks, are available on the Internet at http:¿tremor-suppression.com.
Guided wave localization of damage via sparse reconstruction
NASA Astrophysics Data System (ADS)
Levine, Ross M.; Michaels, Jennifer E.; Lee, Sang Jun
2012-05-01
Ultrasonic guided waves are frequently applied for structural health monitoring and nondestructive evaluation of plate-like metallic and composite structures. Spatially distributed arrays of fixed piezoelectric transducers can be used to detect damage by recording and analyzing all pairwise signal combinations. By subtracting pre-recorded baseline signals, the effects due to scatterer interactions can be isolated. Given these residual signals, techniques such as delay-and-sum imaging are capable of detecting flaws, but do not exploit the expected sparse nature of damage. It is desired to determine the location of a possible flaw by leveraging the anticipated sparsity of damage; i.e., most of the structure is assumed to be damage-free. Unlike least-squares methods, L1-norm minimization techniques favor sparse solutions to inverse problems such as the one considered here of locating damage. Using this type of method, it is possible to exploit sparsity of damage by formulating the imaging process as an optimization problem. A model-based damage localization method is presented that simultaneously decomposes all scattered signals into location-based signal components. The method is first applied to simulated data to investigate sensitivity to both model mismatch and additive noise, and then to experimental data recorded from an aluminum plate with artificial damage. Compared to delay-and-sum imaging, results exhibit a significant reduction in both spot size and imaging artifacts when the model is reasonably well-matched to the data.
A Computational Approach for Model Update of an LS-DYNA Energy Absorbing Cell
NASA Technical Reports Server (NTRS)
Horta, Lucas G.; Jackson, Karen E.; Kellas, Sotiris
2008-01-01
NASA and its contractors are working on structural concepts for absorbing impact energy of aerospace vehicles. Recently, concepts in the form of multi-cell honeycomb-like structures designed to crush under load have been investigated for both space and aeronautics applications. Efforts to understand these concepts are progressing from tests of individual cells to tests of systems with hundreds of cells. Because of fabrication irregularities, geometry irregularities, and material properties uncertainties, the problem of reconciling analytical models, in particular LS-DYNA models, with experimental data is a challenge. A first look at the correlation results between single cell load/deflection data with LS-DYNA predictions showed problems which prompted additional work in this area. This paper describes a computational approach that uses analysis of variance, deterministic sampling techniques, response surface modeling, and genetic optimization to reconcile test with analysis results. Analysis of variance provides a screening technique for selection of critical parameters used when reconciling test with analysis. In this study, complete ignorance of the parameter distribution is assumed and, therefore, the value of any parameter within the range that is computed using the optimization procedure is considered to be equally likely. Mean values from tests are matched against LS-DYNA solutions by minimizing the square error using a genetic optimization. The paper presents the computational methodology along with results obtained using this approach.
Distance majorization and its applications
Chi, Eric C.; Zhou, Hua; Lange, Kenneth
2014-01-01
The problem of minimizing a continuously differentiable convex function over an intersection of closed convex sets is ubiquitous in applied mathematics. It is particularly interesting when it is easy to project onto each separate set, but nontrivial to project onto their intersection. Algorithms based on Newton’s method such as the interior point method are viable for small to medium-scale problems. However, modern applications in statistics, engineering, and machine learning are posing problems with potentially tens of thousands of parameters or more. We revisit this convex programming problem and propose an algorithm that scales well with dimensionality. Our proposal is an instance of a sequential unconstrained minimization technique and revolves around three ideas: the majorization-minimization principle, the classical penalty method for constrained optimization, and quasi-Newton acceleration of fixed-point algorithms. The performance of our distance majorization algorithms is illustrated in several applications. PMID:25392563
NASA Astrophysics Data System (ADS)
Tam, Kai-Chung; Lau, Siu-Kit; Tang, Shiu-Keung
2016-07-01
A microphone array signal processing method for locating a stationary point source over a locally reactive ground and for estimating ground impedance is examined in detail in the present study. A non-linear least square approach using the Levenberg-Marquardt method is proposed to overcome the problem of unknown ground impedance. The multiple signal classification method (MUSIC) is used to give the initial estimation of the source location, while the technique of forward backward spatial smoothing is adopted as a pre-processer of the source localization to minimize the effects of source coherence. The accuracy and robustness of the proposed signal processing method are examined. Results show that source localization in the horizontal direction by MUSIC is satisfactory. However, source coherence reduces drastically the accuracy in estimating the source height. The further application of Levenberg-Marquardt method with the results from MUSIC as the initial inputs improves significantly the accuracy of source height estimation. The present proposed method provides effective and robust estimation of the ground surface impedance.
NASA Astrophysics Data System (ADS)
Cordier, G.; Choi, J.; Raguin, L. G.
2008-11-01
Skin microcirculation plays an important role in diseases such as chronic venous insufficiency and diabetes. Magnetic resonance imaging (MRI) can provide quantitative information with a better penetration depth than other noninvasive methods, such as laser Doppler flowmetry or optical coherence tomography. Moreover, successful MRI skin studies have recently been reported. In this article, we investigate three potential inverse models to quantify skin microcirculation using diffusion-weighted MRI (DWI), also known as q-space MRI. The model parameters are estimated based on nonlinear least-squares (NLS). For each of the three models, an optimal DWI sampling scheme is proposed based on D-optimality in order to minimize the size of the confidence region of the NLS estimates and thus the effect of the experimental noise inherent to DWI. The resulting covariance matrices of the NLS estimates are predicted by asymptotic normality and compared to the ones computed by Monte-Carlo simulations. Our numerical results demonstrate the effectiveness of the proposed models and corresponding DWI sampling schemes as compared to conventional approaches.
Statistical mechanics of image processing by digital halftoning
NASA Astrophysics Data System (ADS)
Inoue, Jun-Ichi; Norimatsu, Wataru; Saika, Yohei; Okada, Masato
2009-03-01
We consider the problem of digital halftoning (DH). The DH is an image processing representing each grayscale in images in terms of black and white dots, and it is achieved by making use of the threshold dither mask, namely, each pixel is determined as black if the grayscale pixel is greater than or equal to the mask value and as white vice versa. To determine the mask for a given grayscale image, we assume that human-eyes might recognize the BW dots as the corresponding grayscale by linear filters. Then, the Hamiltonian is constructed as a distance between the original and recognized images which is written in terms of the mask. Finding the ground state of the Hamiltonian via deterministic annealing, we obtain the optimal mask and the BW dots simultaneously. From the spectrum analysis, we find that the BW dots are desirable from the view point of human-eyes modulation properties. We also show that the lower bound of the mean square error for the inverse process of the DH is minimized on the Nishimori line which is well-known in the research field of spin glasses.
Adaptive OFDM Radar Waveform Design for Improved Micro-Doppler Estimation
DOE Office of Scientific and Technical Information (OSTI.GOV)
Sen, Satyabrata
Here we analyze the performance of a wideband orthogonal frequency division multiplexing (OFDM) signal in estimating the micro-Doppler frequency of a rotating target having multiple scattering centers. The use of a frequency-diverse OFDM signal enables us to independently analyze the micro-Doppler characteristics with respect to a set of orthogonal subcarrier frequencies. We characterize the accuracy of micro-Doppler frequency estimation by computing the Cramer-Rao bound (CRB) on the angular-velocity estimate of the target. Additionally, to improve the accuracy of the estimation procedure, we formulate and solve an optimization problem by minimizing the CRB on the angular-velocity estimate with respect to themore » OFDM spectral coefficients. We present several numerical examples to demonstrate the CRB variations with respect to the signal-to-noise ratios, number of temporal samples, and number of OFDM subcarriers. We also analysed numerically the improvement in estimation accuracy due to the adaptive waveform design. A grid-based maximum likelihood estimation technique is applied to evaluate the corresponding mean-squared error performance.« less
NASA Astrophysics Data System (ADS)
Sammouda, Rachid; Niki, Noboru; Nishitani, Hiroshi; Nakamura, S.; Mori, Shinichiro
1997-04-01
The paper presents a method for automatic segmentation of sputum cells with color images, to develop an efficient algorithm for lung cancer diagnosis based on a Hopfield neural network. We formulate the segmentation problem as a minimization of an energy function constructed with two terms, the cost-term as a sum of squared errors, and the second term a temporary noise added to the network as an excitation to escape certain local minima with the result of being closer to the global minimum. To increase the accuracy in segmenting the regions of interest, a preclassification technique is used to extract the sputum cell regions within the color image and remove those of the debris cells. The former is then given with the raw image to the input of Hopfield neural network to make a crisp segmentation by assigning each pixel to label such as background, cytoplasm, and nucleus. The proposed technique has yielded correct segmentation of complex scene of sputum prepared by ordinary manual staining method in most of the tested images selected from our database containing thousands of sputum color images.
Research on AHP decision algorithms based on BP algorithm
NASA Astrophysics Data System (ADS)
Ma, Ning; Guan, Jianhe
2017-10-01
Decision making is the thinking activity that people choose or judge, and scientific decision-making has always been a hot issue in the field of research. Analytic Hierarchy Process (AHP) is a simple and practical multi-criteria and multi-objective decision-making method that combines quantitative and qualitative and can show and calculate the subjective judgment in digital form. In the process of decision analysis using AHP method, the rationality of the two-dimensional judgment matrix has a great influence on the decision result. However, in dealing with the real problem, the judgment matrix produced by the two-dimensional comparison is often inconsistent, that is, it does not meet the consistency requirements. BP neural network algorithm is an adaptive nonlinear dynamic system. It has powerful collective computing ability and learning ability. It can perfect the data by constantly modifying the weights and thresholds of the network to achieve the goal of minimizing the mean square error. In this paper, the BP algorithm is used to deal with the consistency of the two-dimensional judgment matrix of the AHP.
Using optimal transport theory to estimate transition probabilities in metapopulation dynamics
Nichols, Jonathan M.; Spendelow, Jeffrey A.; Nichols, James D.
2017-01-01
This work considers the estimation of transition probabilities associated with populations moving among multiple spatial locations based on numbers of individuals at each location at two points in time. The problem is generally underdetermined as there exists an extremely large number of ways in which individuals can move from one set of locations to another. A unique solution therefore requires a constraint. The theory of optimal transport provides such a constraint in the form of a cost function, to be minimized in expectation over the space of possible transition matrices. We demonstrate the optimal transport approach on marked bird data and compare to the probabilities obtained via maximum likelihood estimation based on marked individuals. It is shown that by choosing the squared Euclidean distance as the cost, the estimated transition probabilities compare favorably to those obtained via maximum likelihood with marked individuals. Other implications of this cost are discussed, including the ability to accurately interpolate the population's spatial distribution at unobserved points in time and the more general relationship between the cost and minimum transport energy.
Recent Advances in Source Localisation Using Range Measurements
2015-10-01
Range Weighted SR- LS ............................................................................................ 5 GEOLOCATION USING SEMIDEFINITE... LS ) and the squared range least squares (SR- LS ) [3]. The R- LS -based formulation is of great interest and has been known for its optimal performance...to efficiently compute an R- LS position estimate. A number of optimization tools may be applied to globally solve the R- LS problem and are usually
Parallel Nonnegative Least Squares Solvers for Model Order Reduction
2016-03-01
NNLS problems that arise when the Energy Conserving Sampling and Weighting hyper -reduction procedure is used when constructing a reduced-order model...ScaLAPACK and performance results are presented. nonnegative least squares, model order reduction, hyper -reduction, Energy Conserving Sampling and...optimal solution. ........................................ 20 Table 6 Reduced mesh sizes produced for each solver in the ECSW hyper -reduction step
NASA Astrophysics Data System (ADS)
Wu, Fang-Xiang; Mu, Lei; Shi, Zhong-Ke
2010-01-01
The models of gene regulatory networks are often derived from statistical thermodynamics principle or Michaelis-Menten kinetics equation. As a result, the models contain rational reaction rates which are nonlinear in both parameters and states. It is challenging to estimate parameters nonlinear in a model although there have been many traditional nonlinear parameter estimation methods such as Gauss-Newton iteration method and its variants. In this article, we develop a two-step method to estimate the parameters in rational reaction rates of gene regulatory networks via weighted linear least squares. This method takes the special structure of rational reaction rates into consideration. That is, in the rational reaction rates, the numerator and the denominator are linear in parameters. By designing a special weight matrix for the linear least squares, parameters in the numerator and the denominator can be estimated by solving two linear least squares problems. The main advantage of the developed method is that it can produce the analytical solutions to the estimation of parameters in rational reaction rates which originally is nonlinear parameter estimation problem. The developed method is applied to a couple of gene regulatory networks. The simulation results show the superior performance over Gauss-Newton method.
Sparse Regression as a Sparse Eigenvalue Problem
NASA Technical Reports Server (NTRS)
Moghaddam, Baback; Gruber, Amit; Weiss, Yair; Avidan, Shai
2008-01-01
We extend the l0-norm "subspectral" algorithms for sparse-LDA [5] and sparse-PCA [6] to general quadratic costs such as MSE in linear (kernel) regression. The resulting "Sparse Least Squares" (SLS) problem is also NP-hard, by way of its equivalence to a rank-1 sparse eigenvalue problem (e.g., binary sparse-LDA [7]). Specifically, for a general quadratic cost we use a highly-efficient technique for direct eigenvalue computation using partitioned matrix inverses which leads to dramatic x103 speed-ups over standard eigenvalue decomposition. This increased efficiency mitigates the O(n4) scaling behaviour that up to now has limited the previous algorithms' utility for high-dimensional learning problems. Moreover, the new computation prioritizes the role of the less-myopic backward elimination stage which becomes more efficient than forward selection. Similarly, branch-and-bound search for Exact Sparse Least Squares (ESLS) also benefits from partitioned matrix inverse techniques. Our Greedy Sparse Least Squares (GSLS) generalizes Natarajan's algorithm [9] also known as Order-Recursive Matching Pursuit (ORMP). Specifically, the forward half of GSLS is exactly equivalent to ORMP but more efficient. By including the backward pass, which only doubles the computation, we can achieve lower MSE than ORMP. Experimental comparisons to the state-of-the-art LARS algorithm [3] show forward-GSLS is faster, more accurate and more flexible in terms of choice of regularization
NASA Astrophysics Data System (ADS)
Adavi, Zohre; Mashhadi-Hossainali, Masoud
2015-04-01
Water vapor is considered as one of the most important weather parameter in meteorology. Its non-uniform distribution, which is due to the atmospheric phenomena above the surface of the earth, depends both on space and time. Due to the limited spatial and temporal coverage of observations, estimating water vapor is still a challenge in meteorology and related fields such as positioning and geodetic techniques. Tomography is a method for modeling the spatio-temporal variations of this parameter. By analyzing the impact of troposphere on the Global Navigation Satellite (GNSS) signals, inversion techniques are used for modeling the water vapor in this approach. Non-uniqueness and instability of solution are the two characteristic features of this problem. Horizontal and/or vertical constraints are usually used to compute a unique solution for this problem. Here, a hybrid regularization method is used for computing a regularized solution. The adopted method is based on the Least-Square QR (LSQR) and Tikhonov regularization techniques. This method benefits from the advantages of both the iterative and direct techniques. Moreover, it is independent of initial values. Based on this property and using an appropriate resolution for the model, firstly the number of model elements which are not constrained by GPS measurement are minimized and then; water vapor density is only estimated at the voxels which are constrained by these measurements. In other words, no constraint is added to solve the problem. Reconstructed profiles of water vapor are validated using radiosonde measurements.
NASA Astrophysics Data System (ADS)
Assi, Kondo Claude; Gay, Etienne; Chnafa, Christophe; Mendez, Simon; Nicoud, Franck; Abascal, Juan F. P. J.; Lantelme, Pierre; Tournoux, François; Garcia, Damien
2017-09-01
We propose a regularized least-squares method for reconstructing 2D velocity vector fields within the left ventricular cavity from single-view color Doppler echocardiographic images. Vector flow mapping is formulated as a quadratic optimization problem based on an {{\\ell }2} -norm minimization of a cost function composed of a Doppler data-fidelity term and a regularizer. The latter contains three physically interpretable expressions related to 2D mass conservation, Dirichlet boundary conditions, and smoothness. A finite difference discretization of the continuous problem was adopted in a polar coordinate system, leading to a sparse symmetric positive-definite system. The three regularization parameters were determined automatically by analyzing the L-hypersurface, a generalization of the L-curve. The performance of the proposed method was numerically evaluated using (1) a synthetic flow composed of a mixture of divergence-free and curl-free flow fields and (2) simulated flow data from a patient-specific CFD (computational fluid dynamics) model of a human left heart. The numerical evaluations showed that the vector flow fields reconstructed from the Doppler components were in good agreement with the original velocities, with a relative error less than 20%. It was also demonstrated that a perturbation of the domain contour has little effect on the rebuilt velocity fields. The capability of our intraventricular vector flow mapping (iVFM) algorithm was finally illustrated on in vivo echocardiographic color Doppler data acquired in patients. The vortex that forms during the rapid filling was clearly deciphered. This improved iVFM algorithm is expected to have a significant clinical impact in the assessment of diastolic function.
ERIC Educational Resources Information Center
Rocconi, Louis M.
2011-01-01
Hierarchical linear models (HLM) solve the problems associated with the unit of analysis problem such as misestimated standard errors, heterogeneity of regression and aggregation bias by modeling all levels of interest simultaneously. Hierarchical linear modeling resolves the problem of misestimated standard errors by incorporating a unique random…
A Unified Approach to Optimization
2014-10-02
employee scheduling, ad placement, latin squares, disjunctions of linear systems, temporal modeling with interval variables, and traveling salesman problems ...integrating technologies. A key to integrated modeling is to formulate a problem with high-levelmetaconstraints, which are inspired by the “global... problem substructure to the solver. This contrasts with the atomistic modeling style of mixed integer programming (MIP) and satisfiability (SAT) solvers
Lohmann, C P; Fitzke, F W; O'Brart, D; Muir, M K; Marshall, J
1993-01-01
After photorefractive keratectomy (PRK) using excimer lasers (193 nm) many patients report the presence of halos around light sources at night. However, halos are not unique to PRK patients, as they are a common observation in myopic contact lens wearers. We present an objective measurement of the halos using a computerized technique. The patient fixated on a red cross within a white circle in the center of a video monitor which served as the halo source. The screen surrounding the circle was not illuminated. The operator controlled the movement of the white spot and moved the spot toward the halo source until the subject indicated when the cursor was at the outer parameter of the halo. Measurements were made at 30 degree intervals around the halo source and expressed as square degrees. The study found that spectacles, soft contact lenses, and excimer laser surgery were superior to hard contact lenses in terms of the size of the halo. A mean value of 2.51 square degrees was obtained for spectacles wearers compared with 3.18 square degrees for soft contact lenses, 3.14 square degrees for excimer laser patients with 4-millimeter ablation zone, 2.76 square degrees for excimer laser patients with a 5-millimeter ablation zone, and 89.5 square degrees for hard contact lenses. It appears that this device is very useful for measuring the halo size after excimer laser PRK. We concluded that halos were not a problem for our patients after excimer laser photorefractive keratectomy.
Optimal Dynamic Strategies for Index Tracking and Algorithmic Trading
NASA Astrophysics Data System (ADS)
Ward, Brian
In this thesis we study dynamic strategies for index tracking and algorithmic trading. Tracking problems have become ever more important in Financial Engineering as investors seek to precisely control their portfolio risks and exposures over different time horizons. This thesis analyzes various tracking problems and elucidates the tracking errors and strategies one can employ to minimize those errors and maximize profit. In Chapters 2 and 3, we study the empirical tracking properties of exchange traded funds (ETFs), leveraged ETFs (LETFs), and futures products related to spot gold and the Chicago Board Option Exchange (CBOE) Volatility Index (VIX), respectively. These two markets provide interesting and differing examples for understanding index tracking. We find that static strategies work well in the nonleveraged case for gold, but fail to track well in the corresponding leveraged case. For VIX, tracking via neither ETFs, nor futures\\ portfolios succeeds, even in the nonleveraged case. This motivates the need for dynamic strategies, some of which we construct in these two chapters and further expand on in Chapter 4. There, we analyze a framework for index tracking and risk exposure control through financial derivatives. We derive a tracking condition that restricts our exposure choices and also define a slippage process that characterizes the deviations from the index over longer horizons. The framework is applied to a number of models, for example, Black Scholes model and Heston model for equity index tracking, as well as the Square Root (SQR) model and the Concatenated Square Root (CSQR) model for VIX tracking. By specifying how each of these models fall into our framework, we are able to understand the tracking errors in each of these models. Finally, Chapter 5 analyzes a tracking problem of a different kind that arises in algorithmic trading: schedule following for optimal execution. We formulate and solve a stochastic control problem to obtain the optimal trading rates using both market and limit orders. There is a quadratic terminal penalty to ensure complete liquidation as well as a trade speed limiter and trader director to provide better control on the trading rates. The latter two penalties allow the trader to tailor the magnitude and sign (respectively) of the optimal trading rates. We demonstrate the applicability of the model to following a benchmark schedule. In addition, we identify conditions on the model parameters to ensure optimality of the controls and finiteness of the associated value functions. Throughout the chapter, numerical simulations are provided to demonstrate the properties of the optimal trading rates.
NASA Technical Reports Server (NTRS)
White, Warren; Cayan, Daniel R.; Lindstrom, Eric (Technical Monitor)
2002-01-01
This study quantifies uncertainties in closing the seasonal cycle of diabatic heat storage over the Pacific Ocean from 20 degrees S to 60 degrees N through the synthesis of World Ocean Circulation Experiment (WOCE) products over 7 years from 1993-1999. We utilize WOCE reanalysis products from the following sources: diabatic heat storage (DHS) from the Scripps Institution of Oceanography (SIO); near-surface geostrophic and Ekman currents from the Earth and Space Research (ESR); and air-sea heat fluxes from Comprehensive Ocean-Atmosphere Data Set (COADS), National Centers for Environmental Prediction (NCEP), and European Center for Mid-Range Weather Forecasts (ECMWF). We interpolate these products onto a common grid, allowing the seasonal cycle of DHS to be modeled for comparison with that observed. Everywhere latent heat flux residuals dominate sensible heat flux residuals and shortwave heat flux residuals dominate longwave heat flux residuals, both comparable in magnitude to the residual horizontal heat advection. We find the root-mean-square (RMS) of the differences between observed and model residual DHS tendencies to be less than 15 W per square meters everywhere except in the Kuroshio extension. Comparable COADS and NCEP products perform better than ECMWF products in the extra-tropics, while the NCEP product performs best in the tropics. Radiative and turbulent air-sea heat flux residuals computed from ship-born measurements perform better than those computed from satellite cloud and wind measurements. Since the RMS differences derive largely from biases in measured wind speed and cloud fraction, least-squares minimization is used to correct the residual Ekman heat advection and air-sea heat flux. Minimization reduces RMS differences less than 5 W per square meters except in the Kuroshio extension, suggesting how winds, clouds, and exchange coefficients in the NCEP, ECMWF, and ESR products can be improved.
Image-based topology for sensor gridlocking and association
NASA Astrophysics Data System (ADS)
Stanek, Clay J.; Javidi, Bahram; Yanni, Philip
2002-07-01
Correlation engines have been evolving since the implementation of radar. In modern sensor fusion architectures, correlation and gridlock filtering are required to produce common, continuous, and unambiguous tracks of all objects in the surveillance area. The objective is to provide a unified picture of the theatre or area of interest to battlefield decision makers, ultimately enabling them to make better inferences for future action and eliminate fratricide by reducing ambiguities. Here, correlation refers to association, which in this context is track-to-track association. A related process, gridlock filtering or gridlocking, refers to the reduction in navigation errors and sensor misalignment errors so that one sensor's track data can be accurately transformed into another sensor's coordinate system. As platforms gain multiple sensors, the correlation and gridlocking of tracks become significantly more difficult. Much of the existing correlation technology revolves around various interpretations of the generalized Bayesian decision rule: choose the action that minimizes conditional risk. One implementation of this principle equates the risk minimization statement to the comparison of ratios of a priori probability distributions to thresholds. The binary decision problem phrased in terms of likelihood ratios is also known as the famed Neyman-Pearson hypothesis test. Using another restatement of the principle for a symmetric loss function, risk minimization leads to a decision that maximizes the a posteriori probability distribution. Even for deterministic decision rules, situations can arise in correlation where there are ambiguities. For these situations, a common algorithm used is a sparse assignment technique such as the Munkres or JVC algorithm. Furthermore, associated tracks may be combined with the hope of reducing the positional uncertainty of a target or object identified by an existing track from the information of several fused/correlated tracks. Gridlocking is typically accomplished with some type of least-squares algorithm, such as the Kalman filtering technique, which attempts to locate the best bias error vector estimate from a set of correlated/fused track pairs. Here, we will introduce a new approach to this longstanding problem by adapting many of the familiar concepts from pattern recognition, ones certainly familiar to target recognition applications. Furthermore, we will show how this technique can lend itself to specialized processing, such as that available through an optical or hybrid correlator.
Diagnosing and dealing with multicollinearity.
Schroeder, M A
1990-04-01
The purpose of this article was to increase nurse researchers' awareness of the effects of collinear data in developing theoretical models for nursing practice. Collinear data distort the true value of the estimates generated from ordinary least-squares analysis. Theoretical models developed to provide the underpinnings of nursing practice need not be abandoned, however, because they fail to produce consistent estimates over repeated applications. It is also important to realize that multicollinearity is a data problem, not a problem associated with misspecification of a theorectical model. An investigator must first be aware of the problem, and then it is possible to develop an educated solution based on the degree of multicollinearity, theoretical considerations, and sources of error associated with alternative, biased, least-square regression techniques. Decisions based on theoretical and statistical considerations will further the development of theory-based nursing practice.
Random Matrix Approach for Primal-Dual Portfolio Optimization Problems
NASA Astrophysics Data System (ADS)
Tada, Daichi; Yamamoto, Hisashi; Shinzato, Takashi
2017-12-01
In this paper, we revisit the portfolio optimization problems of the minimization/maximization of investment risk under constraints of budget and investment concentration (primal problem) and the maximization/minimization of investment concentration under constraints of budget and investment risk (dual problem) for the case that the variances of the return rates of the assets are identical. We analyze both optimization problems by the Lagrange multiplier method and the random matrix approach. Thereafter, we compare the results obtained from our proposed approach with the results obtained in previous work. Moreover, we use numerical experiments to validate the results obtained from the replica approach and the random matrix approach as methods for analyzing both the primal and dual portfolio optimization problems.
Modeling of tool path for the CNC sheet cutting machines
NASA Astrophysics Data System (ADS)
Petunin, Aleksandr A.
2015-11-01
In the paper the problem of tool path optimization for CNC (Computer Numerical Control) cutting machines is considered. The classification of the cutting techniques is offered. We also propose a new classification of toll path problems. The tasks of cost minimization and time minimization for standard cutting technique (Continuous Cutting Problem, CCP) and for one of non-standard cutting techniques (Segment Continuous Cutting Problem, SCCP) are formalized. We show that the optimization tasks can be interpreted as discrete optimization problem (generalized travel salesman problem with additional constraints, GTSP). Formalization of some constraints for these tasks is described. For the solution GTSP we offer to use mathematical model of Prof. Chentsov based on concept of a megalopolis and dynamic programming.
Greedy algorithms in disordered systems
NASA Astrophysics Data System (ADS)
Duxbury, P. M.; Dobrin, R.
1999-08-01
We discuss search, minimal path and minimal spanning tree algorithms and their applications to disordered systems. Greedy algorithms solve these problems exactly, and are related to extremal dynamics in physics. Minimal cost path (Dijkstra) and minimal cost spanning tree (Prim) algorithms provide extremal dynamics for a polymer in a random medium (the KPZ universality class) and invasion percolation (without trapping) respectively.
Interactive Visual Least Absolutes Method: Comparison with the Least Squares and the Median Methods
ERIC Educational Resources Information Center
Kim, Myung-Hoon; Kim, Michelle S.
2016-01-01
A visual regression analysis using the least absolutes method (LAB) was developed, utilizing an interactive approach of visually minimizing the sum of the absolute deviations (SAB) using a bar graph in Excel; the results agree very well with those obtained from nonvisual LAB using a numerical Solver in Excel. These LAB results were compared with…
Parametrization of electron impact ionization cross sections for CO, CO2, NH3 and SO2
NASA Technical Reports Server (NTRS)
Srivastava, Santosh K.; Nguyen, Hung P.
1987-01-01
The electron impact ionization and dissociative ionization cross section data of CO, CO2, CH4, NH3, and SO2, measured in the laboratory, were parameterized utilizing an empirical formula based on the Born approximation. For this purpose an chi squared minimization technique was employed which provided an excellent fit to the experimental data.
Past observable dynamics of a continuously monitored qubit
NASA Astrophysics Data System (ADS)
García-Pintos, Luis Pedro; Dressel, Justin
2017-12-01
Monitoring a quantum observable continuously in time produces a stochastic measurement record that noisily tracks the observable. For a classical process, such noise may be reduced to recover an average signal by minimizing the mean squared error between the noisy record and a smooth dynamical estimate. We show that for a monitored qubit, this usual procedure returns unusual results. While the record seems centered on the expectation value of the observable during causal generation, examining the collected past record reveals that it better approximates a moving-mean Gaussian stochastic process centered at a distinct (smoothed) observable estimate. We show that this shifted mean converges to the real part of a generalized weak value in the time-continuous limit without additional postselection. We verify that this smoothed estimate minimizes the mean squared error even for individual measurement realizations. We go on to show that if a second observable is weakly monitored concurrently, then that second record is consistent with the smoothed estimate of the second observable based solely on the information contained in the first observable record. Moreover, we show that such a smoothed estimate made from incomplete information can still outperform estimates made using full knowledge of the causal quantum state.
NASA Astrophysics Data System (ADS)
Postnov, Sergey
2017-11-01
Two kinds of optimal control problem are investigated for linear time-invariant fractional-order systems with lumped parameters which dynamics described by equations with Hadamard-type derivative: the problem of control with minimal norm and the problem of control with minimal time at given restriction on control norm. The problem setting with nonlocal initial conditions studied. Admissible controls allowed to be the p-integrable functions (p > 1) at half-interval. The optimal control problem studied by moment method. The correctness and solvability conditions for the corresponding moment problem are derived. For several special cases the optimal control problems stated are solved analytically. Some analogies pointed for results obtained with the results which are known for integer-order systems and fractional-order systems describing by equations with Caputo- and Riemann-Liouville-type derivatives.
Spherical Harmonic Solutions to the 3D Kobayashi Benchmark Suite
DOE Office of Scientific and Technical Information (OSTI.GOV)
Brown, P.N.; Chang, B.; Hanebutte, U.R.
1999-12-29
Spherical harmonic solutions of order 5, 9 and 21 on spatial grids containing up to 3.3 million cells are presented for the Kobayashi benchmark suite. This suite of three problems with simple geometry of pure absorber with large void region was proposed by Professor Kobayashi at an OECD/NEA meeting in 1996. Each of the three problems contains a source, a void and a shield region. Problem 1 can best be described as a box in a box problem, where a source region is surrounded by a square void region which itself is embedded in a square shield region. Problems 2more » and 3 represent a shield with a void duct. Problem 2 having a straight and problem 3 a dog leg shaped duct. A pure absorber and a 50% scattering case are considered for each of the three problems. The solutions have been obtained with Ardra, a scalable, parallel neutron transport code developed at Lawrence Livermore National Laboratory (LLNL). The Ardra code takes advantage of a two-level parallelization strategy, which combines message passing between processing nodes and thread based parallelism amongst processors on each node. All calculations were performed on the IBM ASCI Blue-Pacific computer at LLNL.« less
Optimal Rate Schedules with Data Sharing in Energy Harvesting Communication Systems.
Wu, Weiwei; Li, Huafan; Shan, Feng; Zhao, Yingchao
2017-12-20
Despite the abundant research on energy-efficient rate scheduling polices in energy harvesting communication systems, few works have exploited data sharing among multiple applications to further enhance the energy utilization efficiency, considering that the harvested energy from environments is limited and unstable. In this paper, to overcome the energy shortage of wireless devices at transmitting data to a platform running multiple applications/requesters, we design rate scheduling policies to respond to data requests as soon as possible by encouraging data sharing among data requests and reducing the redundancy. We formulate the problem as a transmission completion time minimization problem under constraints of dynamical data requests and energy arrivals. We develop offline and online algorithms to solve this problem. For the offline setting, we discover the relationship between two problems: the completion time minimization problem and the energy consumption minimization problem with a given completion time. We first derive the optimal algorithm for the min-energy problem and then adopt it as a building block to compute the optimal solution for the min-completion-time problem. For the online setting without future information, we develop an event-driven online algorithm to complete the transmission as soon as possible. Simulation results validate the efficiency of the proposed algorithm.
Optimal Rate Schedules with Data Sharing in Energy Harvesting Communication Systems
Wu, Weiwei; Li, Huafan; Shan, Feng; Zhao, Yingchao
2017-01-01
Despite the abundant research on energy-efficient rate scheduling polices in energy harvesting communication systems, few works have exploited data sharing among multiple applications to further enhance the energy utilization efficiency, considering that the harvested energy from environments is limited and unstable. In this paper, to overcome the energy shortage of wireless devices at transmitting data to a platform running multiple applications/requesters, we design rate scheduling policies to respond to data requests as soon as possible by encouraging data sharing among data requests and reducing the redundancy. We formulate the problem as a transmission completion time minimization problem under constraints of dynamical data requests and energy arrivals. We develop offline and online algorithms to solve this problem. For the offline setting, we discover the relationship between two problems: the completion time minimization problem and the energy consumption minimization problem with a given completion time. We first derive the optimal algorithm for the min-energy problem and then adopt it as a building block to compute the optimal solution for the min-completion-time problem. For the online setting without future information, we develop an event-driven online algorithm to complete the transmission as soon as possible. Simulation results validate the efficiency of the proposed algorithm. PMID:29261135
Castillo, Edward; Castillo, Richard; White, Benjamin; Rojo, Javier; Guerrero, Thomas
2012-01-01
Compressible flow based image registration operates under the assumption that the mass of the imaged material is conserved from one image to the next. Depending on how the mass conservation assumption is modeled, the performance of existing compressible flow methods is limited by factors such as image quality, noise, large magnitude voxel displacements, and computational requirements. The Least Median of Squares Filtered Compressible Flow (LFC) method introduced here is based on a localized, nonlinear least squares, compressible flow model that describes the displacement of a single voxel that lends itself to a simple grid search (block matching) optimization strategy. Spatially inaccurate grid search point matches, corresponding to erroneous local minimizers of the nonlinear compressible flow model, are removed by a novel filtering approach based on least median of squares fitting and the forward search outlier detection method. The spatial accuracy of the method is measured using ten thoracic CT image sets and large samples of expert determined landmarks (available at www.dir-lab.com). The LFC method produces an average error within the intra-observer error on eight of the ten cases, indicating that the method is capable of achieving a high spatial accuracy for thoracic CT registration. PMID:22797602
ERIC Educational Resources Information Center
Stores, Rebecca; Stores, Gregory
2004-01-01
Background: The study concerns the unknown value of group instruction for mothers of young children with Down syndrome (DS) in preventing or minimizing sleep problems. Method: (1) Children with DS were randomly allocated to an Instruction group (given basic information about children's sleep) and a Control group for later comparison including…
ERIC Educational Resources Information Center
Levin, Michael E.; Krafft, Jennifer; Levin, Crissa
2018-01-01
Objective: This study examined whether self-help (books, websites, mobile apps) increases help seeking for mental health problems among college students by minimizing stigma as a barrier. Participants and Methods: A survey was conducted with 200 college students reporting elevated distress from February to April 2017. Results: Intentions to use…
Matrix Completion Optimization for Localization in Wireless Sensor Networks for Intelligent IoT
Nguyen, Thu L. N.; Shin, Yoan
2016-01-01
Localization in wireless sensor networks (WSNs) is one of the primary functions of the intelligent Internet of Things (IoT) that offers automatically discoverable services, while the localization accuracy is a key issue to evaluate the quality of those services. In this paper, we develop a framework to solve the Euclidean distance matrix completion problem, which is an important technical problem for distance-based localization in WSNs. The sensor network localization problem is described as a low-rank dimensional Euclidean distance completion problem with known nodes. The task is to find the sensor locations through recovery of missing entries of a squared distance matrix when the dimension of the data is small compared to the number of data points. We solve a relaxation optimization problem using a modification of Newton’s method, where the cost function depends on the squared distance matrix. The solution obtained in our scheme achieves a lower complexity and can perform better if we use it as an initial guess for an interactive local search of other higher precision localization scheme. Simulation results show the effectiveness of our approach. PMID:27213378
Fast Algorithms for Designing Unimodular Waveform(s) With Good Correlation Properties
NASA Astrophysics Data System (ADS)
Li, Yongzhe; Vorobyov, Sergiy A.
2018-03-01
In this paper, we develop new fast and efficient algorithms for designing single/multiple unimodular waveforms/codes with good auto- and cross-correlation or weighted correlation properties, which are highly desired in radar and communication systems. The waveform design is based on the minimization of the integrated sidelobe level (ISL) and weighted ISL (WISL) of waveforms. As the corresponding optimization problems can quickly grow to large scale with increasing the code length and number of waveforms, the main issue turns to be the development of fast large-scale optimization techniques. The difficulty is also that the corresponding optimization problems are non-convex, but the required accuracy is high. Therefore, we formulate the ISL and WISL minimization problems as non-convex quartic optimization problems in frequency domain, and then simplify them into quadratic problems by utilizing the majorization-minimization technique, which is one of the basic techniques for addressing large-scale and/or non-convex optimization problems. While designing our fast algorithms, we find out and use inherent algebraic structures in the objective functions to rewrite them into quartic forms, and in the case of WISL minimization, to derive additionally an alternative quartic form which allows to apply the quartic-quadratic transformation. Our algorithms are applicable to large-scale unimodular waveform design problems as they are proved to have lower or comparable computational burden (analyzed theoretically) and faster convergence speed (confirmed by comprehensive simulations) than the state-of-the-art algorithms. In addition, the waveforms designed by our algorithms demonstrate better correlation properties compared to their counterparts.
Distributed query plan generation using multiobjective genetic algorithm.
Panicker, Shina; Kumar, T V Vijay
2014-01-01
A distributed query processing strategy, which is a key performance determinant in accessing distributed databases, aims to minimize the total query processing cost. One way to achieve this is by generating efficient distributed query plans that involve fewer sites for processing a query. In the case of distributed relational databases, the number of possible query plans increases exponentially with respect to the number of relations accessed by the query and the number of sites where these relations reside. Consequently, computing optimal distributed query plans becomes a complex problem. This distributed query plan generation (DQPG) problem has already been addressed using single objective genetic algorithm, where the objective is to minimize the total query processing cost comprising the local processing cost (LPC) and the site-to-site communication cost (CC). In this paper, this DQPG problem is formulated and solved as a biobjective optimization problem with the two objectives being minimize total LPC and minimize total CC. These objectives are simultaneously optimized using a multiobjective genetic algorithm NSGA-II. Experimental comparison of the proposed NSGA-II based DQPG algorithm with the single objective genetic algorithm shows that the former performs comparatively better and converges quickly towards optimal solutions for an observed crossover and mutation probability.
Distributed Query Plan Generation Using Multiobjective Genetic Algorithm
Panicker, Shina; Vijay Kumar, T. V.
2014-01-01
A distributed query processing strategy, which is a key performance determinant in accessing distributed databases, aims to minimize the total query processing cost. One way to achieve this is by generating efficient distributed query plans that involve fewer sites for processing a query. In the case of distributed relational databases, the number of possible query plans increases exponentially with respect to the number of relations accessed by the query and the number of sites where these relations reside. Consequently, computing optimal distributed query plans becomes a complex problem. This distributed query plan generation (DQPG) problem has already been addressed using single objective genetic algorithm, where the objective is to minimize the total query processing cost comprising the local processing cost (LPC) and the site-to-site communication cost (CC). In this paper, this DQPG problem is formulated and solved as a biobjective optimization problem with the two objectives being minimize total LPC and minimize total CC. These objectives are simultaneously optimized using a multiobjective genetic algorithm NSGA-II. Experimental comparison of the proposed NSGA-II based DQPG algorithm with the single objective genetic algorithm shows that the former performs comparatively better and converges quickly towards optimal solutions for an observed crossover and mutation probability. PMID:24963513
Comparing implementations of penalized weighted least-squares sinogram restoration
Forthmann, Peter; Koehler, Thomas; Defrise, Michel; La Riviere, Patrick
2010-01-01
Purpose: A CT scanner measures the energy that is deposited in each channel of a detector array by x rays that have been partially absorbed on their way through the object. The measurement process is complex and quantitative measurements are always and inevitably associated with errors, so CT data must be preprocessed prior to reconstruction. In recent years, the authors have formulated CT sinogram preprocessing as a statistical restoration problem in which the goal is to obtain the best estimate of the line integrals needed for reconstruction from the set of noisy, degraded measurements. The authors have explored both penalized Poisson likelihood (PL) and penalized weighted least-squares (PWLS) objective functions. At low doses, the authors found that the PL approach outperforms PWLS in terms of resolution-noise tradeoffs, but at standard doses they perform similarly. The PWLS objective function, being quadratic, is more amenable to computational acceleration than the PL objective. In this work, the authors develop and compare two different methods for implementing PWLS sinogram restoration with the hope of improving computational performance relative to PL in the standard-dose regime. Sinogram restoration is still significant in the standard-dose regime since it can still outperform standard approaches and it allows for correction of effects that are not usually modeled in standard CT preprocessing. Methods: The authors have explored and compared two implementation strategies for PWLS sinogram restoration: (1) A direct matrix-inversion strategy based on the closed-form solution to the PWLS optimization problem and (2) an iterative approach based on the conjugate-gradient algorithm. Obtaining optimal performance from each strategy required modifying the naive off-the-shelf implementations of the algorithms to exploit the particular symmetry and sparseness of the sinogram-restoration problem. For the closed-form approach, the authors subdivided the large matrix inversion into smaller coupled problems and exploited sparseness to minimize matrix operations. For the conjugate-gradient approach, the authors exploited sparseness and preconditioned the problem to speed up convergence. Results: All methods produced qualitatively and quantitatively similar images as measured by resolution-variance tradeoffs and difference images. Despite the acceleration strategies, the direct matrix-inversion approach was found to be uncompetitive with iterative approaches, with a computational burden higher by an order of magnitude or more. The iterative conjugate-gradient approach, however, does appear promising, with computation times half that of the authors’ previous penalized-likelihood implementation. Conclusions: Iterative conjugate-gradient based PWLS sinogram restoration with careful matrix optimizations has computational advantages over direct matrix PWLS inversion and over penalized-likelihood sinogram restoration and can be considered a good alternative in standard-dose regimes. PMID:21158306
DOE Office of Scientific and Technical Information (OSTI.GOV)
Shrestha, S; Vedantham, S; Karellas, A
Purpose: Detectors with hexagonal pixels require resampling to square pixels for distortion-free display of acquired images. In this work, the presampling modulation transfer function (MTF) of a hexagonal pixel array photon-counting CdTe detector for region-of-interest fluoroscopy was measured and the optimal square pixel size for resampling was determined. Methods: A 0.65mm thick CdTe Schottky sensor capable of concurrently acquiring up to 3 energy-windowed images was operated in a single energy-window mode to include ≥10 KeV photons. The detector had hexagonal pixels with apothem of 30 microns resulting in pixel spacing of 60 and 51.96 microns along the two orthogonal directions.more » Images of a tungsten edge test device acquired under IEC RQA5 conditions were double Hough transformed to identify the edge and numerically differentiated. The presampling MTF was determined from the finely sampled line spread function that accounted for the hexagonal sampling. The optimal square pixel size was determined in two ways; the square pixel size for which the aperture function evaluated at the Nyquist frequencies along the two orthogonal directions matched that from the hexagonal pixel aperture functions, and the square pixel size for which the mean absolute difference between the square and hexagonal aperture functions was minimized over all frequencies up to the Nyquist limit. Results: Evaluation of the aperture functions over the entire frequency range resulted in square pixel size of 53 microns with less than 2% difference from the hexagonal pixel. Evaluation of the aperture functions at Nyquist frequencies alone resulted in 54 microns square pixels. For the photon-counting CdTe detector and after resampling to 53 microns square pixels using quadratic interpolation, the presampling MTF at Nyquist frequency of 9.434 cycles/mm along the two directions were 0.501 and 0.507. Conclusion: Hexagonal pixel array photon-counting CdTe detector after resampling to square pixels provides high-resolution imaging suitable for fluoroscopy.« less
NASA Technical Reports Server (NTRS)
Finley, Tom D.; Wong, Douglas T.; Tripp, John S.
1993-01-01
A newly developed technique for enhanced data reduction provides an improved procedure that allows least squares minimization to become possible between data sets with an unequal number of data points. This technique was applied in the Crew and Equipment Translation Aid (CETA) experiment on the STS-37 Shuttle flight in April 1991 to obtain the velocity profile from the acceleration data. The new technique uses a least-squares method to estimate the initial conditions and calibration constants. These initial conditions are estimated by least-squares fitting the displacements indicated by the Hall-effect sensor data to the corresponding displacements obtained from integrating the acceleration data. The velocity and displacement profiles can then be recalculated from the corresponding acceleration data using the estimated parameters. This technique, which enables instantaneous velocities to be obtained from the test data instead of only average velocities at varying discrete times, offers more detailed velocity information, particularly during periods of large acceleration or deceleration.
Nonlinear least-squares data fitting in Excel spreadsheets.
Kemmer, Gerdi; Keller, Sandro
2010-02-01
We describe an intuitive and rapid procedure for analyzing experimental data by nonlinear least-squares fitting (NLSF) in the most widely used spreadsheet program. Experimental data in x/y form and data calculated from a regression equation are inputted and plotted in a Microsoft Excel worksheet, and the sum of squared residuals is computed and minimized using the Solver add-in to obtain the set of parameter values that best describes the experimental data. The confidence of best-fit values is then visualized and assessed in a generally applicable and easily comprehensible way. Every user familiar with the most basic functions of Excel will be able to implement this protocol, without previous experience in data fitting or programming and without additional costs for specialist software. The application of this tool is exemplified using the well-known Michaelis-Menten equation characterizing simple enzyme kinetics. Only slight modifications are required to adapt the protocol to virtually any other kind of dataset or regression equation. The entire protocol takes approximately 1 h.
Two-dimensional wavefront reconstruction based on double-shearing and least squares fitting
NASA Astrophysics Data System (ADS)
Liang, Peiying; Ding, Jianping; Zhu, Yangqing; Dong, Qian; Huang, Yuhua; Zhu, Zhen
2017-06-01
The two-dimensional wavefront reconstruction method based on double-shearing and least squares fitting is proposed in this paper. Four one-dimensional phase estimates of the measured wavefront, which correspond to the two shears and the two orthogonal directions, could be calculated from the differential phase, which solves the problem of the missing spectrum, and then by using the least squares method the two-dimensional wavefront reconstruction could be done. The numerical simulations of the proposed algorithm are carried out to verify the feasibility of this method. The influence of noise generated from different shear amount and different intensity on the accuracy of the reconstruction is studied and compared with the results from the algorithm based on single-shearing and least squares fitting. Finally, a two-grating lateral shearing interference experiment is carried out to verify the wavefront reconstruction algorithm based on doubleshearing and least squares fitting.
On roots and squares - estimation, intuition and creativity
NASA Astrophysics Data System (ADS)
Patkin, Dorit; Gazit, Avikam
2013-12-01
The paper presents findings of a small scale study of a few items related to problem solving with squares and roots, for different teacher groups (pre-service and in-service mathematics teachers: elementary and junior high school). The research participants were asked to explain what would be the units digit of a natural number to be squared in order to obtain a certain units digit as a result. They were also asked to formulate a rule - an algorithm for calculating the square of a 2-digit number which is a multiple of 5. Based on this knowledge and estimation capability, they were required to find, without using calculators, the square roots of given natural numbers. The findings show that most of the participants had only partial intuition regarding the units' digit of a number which is squared when the units' digit of the square is known. At the same time, the participants manifested some evidence of creativity and flow of ideas in identifying the rule for calculating the square of a natural number whose units digit is 5. However, when asked to identify, by means of estimation and based on knowledge from previous items, the square roots of three natural numbers, only few of them managed to find the three roots by estimation.
A videoscope for use in minimally invasive periodontal surgery.
Harrel, Stephen K; Wilson, Thomas G; Rivera-Hidalgo, Francisco
2013-09-01
Minimally invasive periodontal procedures have been reported to produce excellent clinical results. Visualization during minimally invasive procedures has traditionally been obtained by the use of surgical telescopes, surgical microscopes, glass fibre endoscopes or a combination of these devices. All of these methods for visualization are less than fully satisfactory due to problems with access, magnification and blurred imaging. A videoscope for use with minimally invasive periodontal procedures has been developed to overcome some of the difficulties that exist with current visualization approaches. This videoscope incorporates a gas shielding technology that eliminates the problems of fogging and fouling of the optics of the videoscope that has previously prevented the successful application of endoscopic visualization to periodontal surgery. In addition, as part of the gas shielding technology the videoscope also includes a moveable retractor specifically adapted for minimally invasive surgery. The clinical use of the videoscope during minimally invasive periodontal surgery is demonstrated and discussed. The videoscope with gas shielding alleviates many of the difficulties associated with visualization during minimally invasive periodontal surgery. © 2013 John Wiley & Sons A/S. Published by John Wiley & Sons Ltd.
Optimal Sampling to Provide User-Specific Climate Information.
NASA Astrophysics Data System (ADS)
Panturat, Suwanna
The types of weather-related world problems which are of socio-economic importance selected in this study as representative of three different levels of user groups include: (i) a regional problem concerned with air pollution plumes which lead to acid rain in the north eastern United States, (ii) a state-level problem in the form of winter wheat production in Oklahoma, and (iii) an individual-level problem involving reservoir management given errors in rainfall estimation at Lake Ellsworth, upstream from Lawton, Oklahoma. The study is aimed at designing optimal sampling networks which are based on customer value systems and also abstracting from data sets that information which is most cost-effective in reducing the climate-sensitive aspects of a given user problem. Three process models being used in this study to interpret climate variability in terms of the variables of importance to the user comprise: (i) the HEFFTER-SAMSON diffusion model as the climate transfer function for acid rain, (ii) the CERES-MAIZE plant process model for winter wheat production and (iii) the AGEHYD streamflow model selected as "a black box" for reservoir management. A state-of-the-art Non Linear Program (NLP) algorithm for minimizing an objective function is employed to determine the optimal number and location of various sensors. Statistical quantities considered in determining sensor locations including Bayes Risk, the chi-squared value, the probability of the Type I error (alpha) and the probability of the Type II error (beta) and the noncentrality parameter delta^2. Moreover, the number of years required to detect a climate change resulting in a given bushel per acre change in mean wheat production is determined; the number of seasons of observations required to reduce the standard deviation of the error variance of the ambient sulfur dioxide to less than a certain percent of the mean is found; and finally the policy of maintaining pre-storm flood pools at selected levels is examined given information from the optimal sampling network as defined by the study.
NASA Astrophysics Data System (ADS)
Cerpa, Nestor; Hassani, Riad; Gerbault, Muriel
2014-05-01
A large variety of geodynamical problems can be viewed as a solid/fluid interaction problem coupling two bodies with different physics. In particular the lithosphere/asthenosphere mechanical interaction in subduction zones belongs to this kind of problem, where the solid lithosphere is embedded in the asthenospheric viscous fluid. In many fields (Industry, Civil Engineering,etc.), in which deformations of solid and fluid are "small", numerical modelers consider the exact discretization of both domains and fit as well as possible the shape of the interface between the two domains, solving the discretized physic problems by the Finite Element Method (FEM). Although, in a context of subduction, the lithosphere is submitted to large deformation, and can evolve into a complex geometry, thus leading to important deformation of the surrounding asthenosphere. To alleviate the precise meshing of complex geometries, numerical modelers have developed non-matching interface methods called Fictitious Domain Methods (FDM). The main idea of these methods is to extend the initial problem to a bigger (and simpler) domain. In our version of FDM, we determine the forces at the immersed solid boundary required to minimize (at the least square sense) the difference between fluid and solid velocities at this interface. This method is first-order accurate and the stability depends on the ratio between the fluid background mesh size and the interface discretization. We present the formulation and provide benchmarks and examples showing the potential of the method : 1) A comparison with an analytical solution of a viscous flow around a rigid body. 2) An experiment of a rigid sphere sinking in a viscous fluid (in two and three dimensional cases). 3) A comparison with an analog subduction experiment. Another presentation aims at describing the geodynamical application of this method to Andean subduction dynamics, studying cyclic slab folding on the 660 km discontinuity, and its relationship with flat subduction.
NASA Astrophysics Data System (ADS)
Marinoni, Marianna; Delay, Frederick; Ackerer, Philippe; Riva, Monica; Guadagnini, Alberto
2016-08-01
We investigate the effect of considering reciprocal drawdown curves for the characterization of hydraulic properties of aquifer systems through inverse modeling based on interference well testing. Reciprocity implies that drawdown observed in a well B when pumping takes place from well A should strictly coincide with the drawdown observed in A when pumping in B with the same flow rate as in A. In this context, a critical point related to applications of hydraulic tomography is the assessment of the number of available independent drawdown data and their impact on the solution of the inverse problem. The issue arises when inverse modeling relies upon mathematical formulations of the classical single-continuum approach to flow in porous media grounded on Darcy's law. In these cases, introducing reciprocal drawdown curves in the database of an inverse problem is equivalent to duplicate some information, to a certain extent. We present a theoretical analysis of the way a Least-Square objective function and a Levenberg-Marquardt minimization algorithm are affected by the introduction of reciprocal information in the inverse problem. We also investigate the way these reciprocal data, eventually corrupted by measurement errors, influence model parameter identification in terms of: (a) the convergence of the inverse model, (b) the optimal values of parameter estimates, and (c) the associated estimation uncertainty. Our theoretical findings are exemplified through a suite of computational examples focused on block-heterogeneous systems with increased complexity level. We find that the introduction of noisy reciprocal information in the objective function of the inverse problem has a very limited influence on the optimal parameter estimates. Convergence of the inverse problem improves when adding diverse (nonreciprocal) drawdown series, but does not improve when reciprocal information is added to condition the flow model. The uncertainty on optimal parameter estimates is influenced by the strength of measurement errors and it is not significantly diminished or increased by adding noisy reciprocal information.
Optimal mistuning for enhanced aeroelastic stability of transonic fans
NASA Technical Reports Server (NTRS)
Hall, K. C.; Crawley, E. F.
1983-01-01
An inverse design procedure was developed for the design of a mistuned rotor. The design requirements are that the stability margin of the eigenvalues of the aeroelastic system be greater than or equal to some minimum stability margin, and that the mass added to each blade be positive. The objective was to achieve these requirements with a minimal amount of mistuning. Hence, the problem was posed as a constrained optimization problem. The constrained minimization problem was solved by the technique of mathematical programming via augmented Lagrangians. The unconstrained minimization phase of this technique was solved by the variable metric method. The bladed disk was modelled as being composed of a rigid disk mounted on a rigid shaft. Each of the blades were modelled with a single tosional degree of freedom.
Minimizing communication cost among distributed controllers in software defined networks
NASA Astrophysics Data System (ADS)
Arlimatti, Shivaleela; Elbreiki, Walid; Hassan, Suhaidi; Habbal, Adib; Elshaikh, Mohamed
2016-08-01
Software Defined Networking (SDN) is a new paradigm to increase the flexibility of today's network by promising for a programmable network. The fundamental idea behind this new architecture is to simplify network complexity by decoupling control plane and data plane of the network devices, and by making the control plane centralized. Recently controllers have distributed to solve the problem of single point of failure, and to increase scalability and flexibility during workload distribution. Even though, controllers are flexible and scalable to accommodate more number of network switches, yet the problem of intercommunication cost between distributed controllers is still challenging issue in the Software Defined Network environment. This paper, aims to fill the gap by proposing a new mechanism, which minimizes intercommunication cost with graph partitioning algorithm, an NP hard problem. The methodology proposed in this paper is, swapping of network elements between controller domains to minimize communication cost by calculating communication gain. The swapping of elements minimizes inter and intra communication cost among network domains. We validate our work with the OMNeT++ simulation environment tool. Simulation results show that the proposed mechanism minimizes the inter domain communication cost among controllers compared to traditional distributed controllers.