Using Tensor Completion Method to Achieving Better Coverage of Traffic State Estimation from Sparse Floating Car Data.

PubMed

Ran, Bin; Song, Li; Zhang, Jian; Cheng, Yang; Tan, Huachun

2016-01-01

Traffic state estimation from the floating car system is a challenging problem. The low penetration rate and random distribution make available floating car samples usually cover part space and time points of the road networks. To obtain a wide range of traffic state from the floating car system, many methods have been proposed to estimate the traffic state for the uncovered links. However, these methods cannot provide traffic state of the entire road networks. In this paper, the traffic state estimation is transformed to solve a missing data imputation problem, and the tensor completion framework is proposed to estimate missing traffic state. A tensor is constructed to model traffic state in which observed entries are directly derived from floating car system and unobserved traffic states are modeled as missing entries of constructed tensor. The constructed traffic state tensor can represent spatial and temporal correlations of traffic data and encode the multi-way properties of traffic state. The advantage of the proposed approach is that it can fully mine and utilize the multi-dimensional inherent correlations of traffic state. We tested the proposed approach on a well calibrated simulation network. Experimental results demonstrated that the proposed approach yield reliable traffic state estimation from very sparse floating car data, particularly when dealing with the floating car penetration rate is below 1%.

Centralized Multi-Sensor Square Root Cubature Joint Probabilistic Data Association

PubMed Central

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

2017-01-01

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

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

PubMed

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

2017-11-05

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

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

NASA Astrophysics Data System (ADS)

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

2016-09-01

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

A meta-regression analysis of 41 Australian problem gambling prevalence estimates and their relationship to total spending on electronic gaming machines.

PubMed

Markham, Francis; Young, Martin; Doran, Bruce; Sugden, Mark

2017-05-23

Many jurisdictions regularly conduct surveys to estimate the prevalence of problem gambling in their adult populations. However, the comparison of such estimates is problematic due to methodological variations between studies. Total consumption theory suggests that an association between mean electronic gaming machine (EGM) and casino gambling losses and problem gambling prevalence estimates may exist. If this is the case, then changes in EGM losses may be used as a proxy indicator for changes in problem gambling prevalence. To test for this association this study examines the relationship between aggregated losses on electronic gaming machines (EGMs) and problem gambling prevalence estimates for Australian states and territories between 1994 and 2016. A Bayesian meta-regression analysis of 41 cross-sectional problem gambling prevalence estimates was undertaken using EGM gambling losses, year of survey and methodological variations as predictor variables. General population studies of adults in Australian states and territory published before 1 July 2016 were considered in scope. 41 studies were identified, with a total of 267,367 participants. Problem gambling prevalence, moderate-risk problem gambling prevalence, problem gambling screen, administration mode and frequency threshold were extracted from surveys. Administrative data on EGM and casino gambling loss data were extracted from government reports and expressed as the proportion of household disposable income lost. Money lost on EGMs is correlated with problem gambling prevalence. An increase of 1% of household disposable income lost on EGMs and in casinos was associated with problem gambling prevalence estimates that were 1.33 times higher [95% credible interval 1.04, 1.71]. There was no clear association between EGM losses and moderate-risk problem gambling prevalence estimates. Moderate-risk problem gambling prevalence estimates were not explained by the models (I 2  ≥ 0.97; R 2  ≤ 0.01). The present study adds to the weight of evidence that EGM losses are associated with the prevalence of problem gambling. No patterns were evident among moderate-risk problem gambling prevalence estimates, suggesting that this measure is either subject to pronounced measurement error or lacks construct validity. The high degree of residual heterogeneity raises questions about the validity of comparing problem gambling prevalence estimates, even after adjusting for methodological variations between studies.

Exponentially convergent state estimation for delayed switched recurrent neural networks.

PubMed

Ahn, Choon Ki

2011-11-01

This paper deals with the delay-dependent exponentially convergent state estimation problem for delayed switched neural networks. A set of delay-dependent criteria is derived under which the resulting estimation error system is exponentially stable. It is shown that the gain matrix of the proposed state estimator is characterised in terms of the solution to a set of linear matrix inequalities (LMIs), which can be checked readily by using some standard numerical packages. An illustrative example is given to demonstrate the effectiveness of the proposed state estimator.

Design of Linear Quadratic Regulators and Kalman Filters

NASA Technical Reports Server (NTRS)

Lehtinen, B.; Geyser, L.

1986-01-01

AESOP solves problems associated with design of controls and state estimators for linear time-invariant systems. Systems considered are modeled in state-variable form by set of linear differential and algebraic equations with constant coefficients. Two key problems solved by AESOP are linear quadratic regulator (LQR) design problem and steady-state Kalman filter design problem. AESOP is interactive. User solves design problems and analyzes solutions in single interactive session. Both numerical and graphical information available to user during the session.

Quantum State Tomography via Linear Regression Estimation

PubMed Central

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

2013-01-01

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

Diagnostic Inspection of Pipelines for Estimating the State of Stress in Them

NASA Astrophysics Data System (ADS)

Subbotin, V. A.; Kolotilov, Yu. V.; Smirnova, V. Yu.; Ivashko, S. K.

2017-12-01

The diagnostic inspection used to estimate the technical state of a pipeline is described. The problems of inspection works are listed, and a functional-structural scheme is developed to estimate the state of stress in a pipeline. Final conclusions regarding the actual loading of a pipeline section are drawn upon a cross analysis of the entire information obtained during pipeline inspection.

Dynamic State Estimation of Terrestrial and Solar Plasmas

NASA Astrophysics Data System (ADS)

Kamalabadi, Farzad

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

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

NASA Technical Reports Server (NTRS)

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

1983-01-01

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

An Empirical State Error Covariance Matrix for the Weighted Least Squares Estimation Method

NASA Technical Reports Server (NTRS)

Frisbee, Joseph H., Jr.

2011-01-01

State estimation techniques effectively provide mean state estimates. However, the theoretical state error covariance matrices provided as part of these techniques often suffer from a lack of confidence in their ability to describe the un-certainty in the estimated states. By a reinterpretation of the equations involved in the weighted least squares algorithm, it is possible to directly arrive at an empirical state error covariance matrix. This proposed empirical state error covariance matrix will contain the effect of all error sources, known or not. Results based on the proposed technique will be presented for a simple, two observer, measurement error only problem.

Delay-distribution-dependent H∞ state estimation for delayed neural networks with (x,v)-dependent noises and fading channels.

PubMed

Sheng, Li; Wang, Zidong; Tian, Engang; Alsaadi, Fuad E

2016-12-01

This paper deals with the H ∞ state estimation problem for a class of discrete-time neural networks with stochastic delays subject to state- and disturbance-dependent noises (also called (x,v)-dependent noises) and fading channels. The time-varying stochastic delay takes values on certain intervals with known probability distributions. The system measurement is transmitted through fading channels described by the Rice fading model. The aim of the addressed problem is to design a state estimator such that the estimation performance is guaranteed in the mean-square sense against admissible stochastic time-delays, stochastic noises as well as stochastic fading signals. By employing the stochastic analysis approach combined with the Kronecker product, several delay-distribution-dependent conditions are derived to ensure that the error dynamics of the neuron states is stochastically stable with prescribed H ∞ performance. Finally, a numerical example is provided to illustrate the effectiveness of the obtained results. Copyright © 2016 Elsevier Ltd. All rights reserved.

Observers for a class of systems with nonlinearities satisfying an incremental quadratic inequality

NASA Technical Reports Server (NTRS)

Acikmese, Ahmet Behcet; Martin, Corless

2004-01-01

We consider the problem of state estimation from nonlinear time-varying system whose nonlinearities satisfy an incremental quadratic inequality. Observers are presented which guarantee that the state estimation error exponentially converges to zero.

An Empirical State Error Covariance Matrix for Batch State Estimation

NASA Technical Reports Server (NTRS)

Frisbee, Joseph H., Jr.

2011-01-01

State estimation techniques serve effectively to provide mean state estimates. However, the state error covariance matrices provided as part of these techniques suffer from some degree of lack of confidence in their ability to adequately describe the uncertainty in the estimated states. A specific problem with the traditional form of state error covariance matrices is that they represent only a mapping of the assumed observation error characteristics into the state space. Any errors that arise from other sources (environment modeling, precision, etc.) are not directly represented in a traditional, theoretical state error covariance matrix. Consider that an actual observation contains only measurement error and that an estimated observation contains all other errors, known and unknown. It then follows that a measurement residual (the difference between expected and observed measurements) contains all errors for that measurement. Therefore, a direct and appropriate inclusion of the actual measurement residuals in the state error covariance matrix will result in an empirical state error covariance matrix. This empirical state error covariance matrix will fully account for the error in the state estimate. By way of a literal reinterpretation of the equations involved in the weighted least squares estimation algorithm, it is possible to arrive at an appropriate, and formally correct, empirical state error covariance matrix. The first specific step of the method is to use the average form of the weighted measurement residual variance performance index rather than its usual total weighted residual form. Next it is helpful to interpret the solution to the normal equations as the average of a collection of sample vectors drawn from a hypothetical parent population. From here, using a standard statistical analysis approach, it directly follows as to how to determine the standard empirical state error covariance matrix. This matrix will contain the total uncertainty in the state estimate, regardless as to the source of the uncertainty. Also, in its most straight forward form, the technique only requires supplemental calculations to be added to existing batch algorithms. The generation of this direct, empirical form of the state error covariance matrix is independent of the dimensionality of the observations. Mixed degrees of freedom for an observation set are allowed. As is the case with any simple, empirical sample variance problems, the presented approach offers an opportunity (at least in the case of weighted least squares) to investigate confidence interval estimates for the error covariance matrix elements. The diagonal or variance terms of the error covariance matrix have a particularly simple form to associate with either a multiple degree of freedom chi-square distribution (more approximate) or with a gamma distribution (less approximate). The off diagonal or covariance terms of the matrix are less clear in their statistical behavior. However, the off diagonal covariance matrix elements still lend themselves to standard confidence interval error analysis. The distributional forms associated with the off diagonal terms are more varied and, perhaps, more approximate than those associated with the diagonal terms. Using a simple weighted least squares sample problem, results obtained through use of the proposed technique are presented. The example consists of a simple, two observer, triangulation problem with range only measurements. Variations of this problem reflect an ideal case (perfect knowledge of the range errors) and a mismodeled case (incorrect knowledge of the range errors).

Sequential Monte Carlo filter for state estimation of LiFePO4 batteries based on an online updated model

NASA Astrophysics Data System (ADS)

Li, Jiahao; Klee Barillas, Joaquin; Guenther, Clemens; Danzer, Michael A.

2014-02-01

Battery state monitoring is one of the key techniques in battery management systems e.g. in electric vehicles. An accurate estimation can help to improve the system performance and to prolong the battery remaining useful life. Main challenges for the state estimation for LiFePO4 batteries are the flat characteristic of open-circuit-voltage over battery state of charge (SOC) and the existence of hysteresis phenomena. Classical estimation approaches like Kalman filtering show limitations to handle nonlinear and non-Gaussian error distribution problems. In addition, uncertainties in the battery model parameters must be taken into account to describe the battery degradation. In this paper, a novel model-based method combining a Sequential Monte Carlo filter with adaptive control to determine the cell SOC and its electric impedance is presented. The applicability of this dual estimator is verified using measurement data acquired from a commercial LiFePO4 cell. Due to a better handling of the hysteresis problem, results show the benefits of the proposed method against the estimation with an Extended Kalman filter.

Flexible resources for quantum metrology

NASA Astrophysics Data System (ADS)

Friis, Nicolai; Orsucci, Davide; Skotiniotis, Michalis; Sekatski, Pavel; Dunjko, Vedran; Briegel, Hans J.; Dür, Wolfgang

2017-06-01

Quantum metrology offers a quadratic advantage over classical approaches to parameter estimation problems by utilising entanglement and nonclassicality. However, the hurdle of actually implementing the necessary quantum probe states and measurements, which vary drastically for different metrological scenarios, is usually not taken into account. We show that for a wide range of tasks in metrology, 2D cluster states (a particular family of states useful for measurement-based quantum computation) can serve as flexible resources that allow one to efficiently prepare any required state for sensing, and perform appropriate (entangled) measurements using only single qubit operations. Crucially, the overhead in the number of qubits is less than quadratic, thus preserving the quantum scaling advantage. This is ensured by using a compression to a logarithmically sized space that contains all relevant information for sensing. We specifically demonstrate how our method can be used to obtain optimal scaling for phase and frequency estimation in local estimation problems, as well as for the Bayesian equivalents with Gaussian priors of varying widths. Furthermore, we show that in the paradigmatic case of local phase estimation 1D cluster states are sufficient for optimal state preparation and measurement.

Adaptive Importance Sampling for Control and Inference

NASA Astrophysics Data System (ADS)

Kappen, H. J.; Ruiz, H. C.

2016-03-01

Path integral (PI) control problems are a restricted class of non-linear control problems that can be solved formally as a Feynman-Kac PI and can be estimated using Monte Carlo sampling. In this contribution we review PI control theory in the finite horizon case. We subsequently focus on the problem how to compute and represent control solutions. We review the most commonly used methods in robotics and control. Within the PI theory, the question of how to compute becomes the question of importance sampling. Efficient importance samplers are state feedback controllers and the use of these requires an efficient representation. Learning and representing effective state-feedback controllers for non-linear stochastic control problems is a very challenging, and largely unsolved, problem. We show how to learn and represent such controllers using ideas from the cross entropy method. We derive a gradient descent method that allows to learn feed-back controllers using an arbitrary parametrisation. We refer to this method as the path integral cross entropy method or PICE. We illustrate this method for some simple examples. The PI control methods can be used to estimate the posterior distribution in latent state models. In neuroscience these problems arise when estimating connectivity from neural recording data using EM. We demonstrate the PI control method as an accurate alternative to particle filtering.

Estimation of Faults in DC Electrical Power System

NASA Technical Reports Server (NTRS)

Gorinevsky, Dimitry; Boyd, Stephen; Poll, Scott

2009-01-01

This paper demonstrates a novel optimization-based approach to estimating fault states in a DC power system. Potential faults changing the circuit topology are included along with faulty measurements. Our approach can be considered as a relaxation of the mixed estimation problem. We develop a linear model of the circuit and pose a convex problem for estimating the faults and other hidden states. A sparse fault vector solution is computed by using 11 regularization. The solution is computed reliably and efficiently, and gives accurate diagnostics on the faults. We demonstrate a real-time implementation of the approach for an instrumented electrical power system testbed, the ADAPT testbed at NASA ARC. The estimates are computed in milliseconds on a PC. The approach performs well despite unmodeled transients and other modeling uncertainties present in the system.

Fat water decomposition using globally optimal surface estimation (GOOSE) algorithm.

PubMed

Cui, Chen; Wu, Xiaodong; Newell, John D; Jacob, Mathews

2015-03-01

This article focuses on developing a novel noniterative fat water decomposition algorithm more robust to fat water swaps and related ambiguities. Field map estimation is reformulated as a constrained surface estimation problem to exploit the spatial smoothness of the field, thus minimizing the ambiguities in the recovery. Specifically, the differences in the field map-induced frequency shift between adjacent voxels are constrained to be in a finite range. The discretization of the above problem yields a graph optimization scheme, where each node of the graph is only connected with few other nodes. Thanks to the low graph connectivity, the problem is solved efficiently using a noniterative graph cut algorithm. The global minimum of the constrained optimization problem is guaranteed. The performance of the algorithm is compared with that of state-of-the-art schemes. Quantitative comparisons are also made against reference data. The proposed algorithm is observed to yield more robust fat water estimates with fewer fat water swaps and better quantitative results than other state-of-the-art algorithms in a range of challenging applications. The proposed algorithm is capable of considerably reducing the swaps in challenging fat water decomposition problems. The experiments demonstrate the benefit of using explicit smoothness constraints in field map estimation and solving the problem using a globally convergent graph-cut optimization algorithm. © 2014 Wiley Periodicals, Inc.

Conditioned invariant subspaces, disturbance decoupling and solutions of rational matrix equations

NASA Technical Reports Server (NTRS)

Li, Z.; Sastry, S. S.

1986-01-01

Conditioned invariant subspaces are introduced both in terms of output injection and in terms of state estimation. Various properties of these subspaces are explored and the problem of disturbance decoupling by output injection (OIP) is defined. It is then shown that OIP is equivalent to the problem of disturbance decoupled estimation as introduced in Willems (1982) and Willems and Commault (1980). Both solvability conditions and a description of solutions for a class of rational matrix equations of the form X(s)M(s) = Q(s) on several ways are given in state-space form. Finally, the problem of output stabilization with respect to a disturbance is briefly addressed.

Stochastic estimates of gradient from laser measurements for an autonomous Martian roving vehicle

NASA Technical Reports Server (NTRS)

Burger, P. A.

1973-01-01

The general problem of estimating the state vector x from the state equation h = Ax where h, A, and x are all stochastic, is presented. Specifically, the problem is for an autonomous Martian roving vehicle to utilize laser measurements in estimating the gradient of the terrain. Error exists due to two factors - surface roughness and instrumental measurements. The errors in slope depend on the standard deviations of these noise factors. Numerically, the error in gradient is expressed as a function of instrumental inaccuracies. Certain guidelines for the accuracy of permissable gradient must be set. It is found that present technology can meet these guidelines.

Inter-Industry Wage Differentials and the Gender Wage Gap: An Identification Problem.

ERIC Educational Resources Information Center

Horrace, William C.; Oaxaca, Ronald L.

2001-01-01

States that a method for estimating gender wage gaps by industry yields estimates that vary according to arbitrary choice of omitted reference groups. Suggests alternative methods not susceptible to this problem that can be applied to other contexts, such as racial, union/nonunion, and immigrant/native wage differences. (SK)

Empirical State Error Covariance Matrix for Batch Estimation

NASA Technical Reports Server (NTRS)

Frisbee, Joe

2015-01-01

State estimation techniques effectively provide mean state estimates. However, the theoretical state error covariance matrices provided as part of these techniques often suffer from a lack of confidence in their ability to describe the uncertainty in the estimated states. By a reinterpretation of the equations involved in the weighted batch least squares algorithm, it is possible to directly arrive at an empirical state error covariance matrix. The proposed empirical state error covariance matrix will contain the effect of all error sources, known or not. This empirical error covariance matrix may be calculated as a side computation for each unique batch solution. Results based on the proposed technique will be presented for a simple, two observer and measurement error only problem.

Constrained model predictive control, state estimation and coordination

NASA Astrophysics Data System (ADS)

Yan, Jun

In this dissertation, we study the interaction between the control performance and the quality of the state estimation in a constrained Model Predictive Control (MPC) framework for systems with stochastic disturbances. This consists of three parts: (i) the development of a constrained MPC formulation that adapts to the quality of the state estimation via constraints; (ii) the application of such a control law in a multi-vehicle formation coordinated control problem in which each vehicle operates subject to a no-collision constraint posed by others' imperfect prediction computed from finite bit-rate, communicated data; (iii) the design of the predictors and the communication resource assignment problem that satisfy the performance requirement from Part (ii). Model Predictive Control (MPC) is of interest because it is one of the few control design methods which preserves standard design variables and yet handles constraints. MPC is normally posed as a full-state feedback control and is implemented in a certainty-equivalence fashion with best estimates of the states being used in place of the exact state. However, if the state constraints were handled in the same certainty-equivalence fashion, the resulting control law could drive the real state to violate the constraints frequently. Part (i) focuses on exploring the inclusion of state estimates into the constraints. It does this by applying constrained MPC to a system with stochastic disturbances. The stochastic nature of the problem requires re-posing the constraints in a probabilistic form. In Part (ii), we consider applying constrained MPC as a local control law in a coordinated control problem of a group of distributed autonomous systems. Interactions between the systems are captured via constraints. First, we inspect the application of constrained MPC to a completely deterministic case. Formation stability theorems are derived for the subsystems and conditions on the local constraint set are derived in order to guarantee local stability or convergence to a target state. If these conditions are met for all subsystems, then this stability is inherited by the overall system. For the case when each subsystem suffers from disturbances in the dynamics, own self-measurement noises, and quantization errors on neighbors' information due to the finite-bit-rate channels, the constrained MPC strategy developed in Part (i) is appropriate to apply. In Part (iii), we discuss the local predictor design and bandwidth assignment problem in a coordinated vehicle formation context. The MPC controller used in Part (ii) relates the formation control performance and the information quality in the way that large standoff implies conservative performance. We first develop an LMI (Linear Matrix Inequality) formulation for cross-estimator design in a simple two-vehicle scenario with non-standard information: one vehicle does not have access to the other's exact control value applied at each sampling time, but to its known, pre-computed, coupling linear feedback control law. Then a similar LMI problem is formulated for the bandwidth assignment problem that minimizes the total number of bits by adjusting the prediction gain matrices and the number of bits assigned to each variable. (Abstract shortened by UMI.)

Distributed State Estimation Using a Modified Partitioned Moving Horizon Strategy for Power Systems.

PubMed

Chen, Tengpeng; Foo, Yi Shyh Eddy; Ling, K V; Chen, Xuebing

2017-10-11

In this paper, a distributed state estimation method based on moving horizon estimation (MHE) is proposed for the large-scale power system state estimation. The proposed method partitions the power systems into several local areas with non-overlapping states. Unlike the centralized approach where all measurements are sent to a processing center, the proposed method distributes the state estimation task to the local processing centers where local measurements are collected. Inspired by the partitioned moving horizon estimation (PMHE) algorithm, each local area solves a smaller optimization problem to estimate its own local states by using local measurements and estimated results from its neighboring areas. In contrast with PMHE, the error from the process model is ignored in our method. The proposed modified PMHE (mPMHE) approach can also take constraints on states into account during the optimization process such that the influence of the outliers can be further mitigated. Simulation results on the IEEE 14-bus and 118-bus systems verify that our method achieves comparable state estimation accuracy but with a significant reduction in the overall computation load.

State Estimation for Linear Systems Driven Simultaneously by Wiener and Poisson Processes.

DTIC Science & Technology

1978-12-01

The state estimation problem of linear stochastic systems driven simultaneously by Wiener and Poisson processes is considered, especially the case...where the incident intensities of the Poisson processes are low and the system is observed in an additive white Gaussian noise. The minimum mean squared

Asynchronous State Estimation for Discrete-Time Switched Complex Networks With Communication Constraints.

PubMed

Zhang, Dan; Wang, Qing-Guo; Srinivasan, Dipti; Li, Hongyi; Yu, Li

2018-05-01

This paper is concerned with the asynchronous state estimation for a class of discrete-time switched complex networks with communication constraints. An asynchronous estimator is designed to overcome the difficulty that each node cannot access to the topology/coupling information. Also, the event-based communication, signal quantization, and the random packet dropout problems are studied due to the limited communication resource. With the help of switched system theory and by resorting to some stochastic system analysis method, a sufficient condition is proposed to guarantee the exponential stability of estimation error system in the mean-square sense and a prescribed performance level is also ensured. The characterization of the desired estimator gains is derived in terms of the solution to a convex optimization problem. Finally, the effectiveness of the proposed design approach is demonstrated by a simulation example.

Performance and state-space analyses of systems using Petri nets

NASA Technical Reports Server (NTRS)

Watson, James Francis, III

1992-01-01

The goal of any modeling methodology is to develop a mathematical description of a system that is accurate in its representation and also permits analysis of structural and/or performance properties. Inherently, trade-offs exist between the level detail in the model and the ease with which analysis can be performed. Petri nets (PN's), a highly graphical modeling methodology for Discrete Event Dynamic Systems, permit representation of shared resources, finite capacities, conflict, synchronization, concurrency, and timing between state changes. By restricting the state transition time delays to the family of exponential density functions, Markov chain analysis of performance problems is possible. One major drawback of PN's is the tendency for the state-space to grow rapidly (exponential complexity) compared to increases in the PN constructs. It is the state space, or the Markov chain obtained from it, that is needed in the solution of many problems. The theory of state-space size estimation for PN's is introduced. The problem of state-space size estimation is defined, its complexities are examined, and estimation algorithms are developed. Both top-down and bottom-up approaches are pursued, and the advantages and disadvantages of each are described. Additionally, the author's research in non-exponential transition modeling for PN's is discussed. An algorithm for approximating non-exponential transitions is developed. Since only basic PN constructs are used in the approximation, theory already developed for PN's remains applicable. Comparison to results from entropy theory show the transition performance is close to the theoretic optimum. Inclusion of non-exponential transition approximations improves performance results at the expense of increased state-space size. The state-space size estimation theory provides insight and algorithms for evaluating this trade-off.

Distributed Damage Estimation for Prognostics based on Structural Model Decomposition

NASA Technical Reports Server (NTRS)

Daigle, Matthew; Bregon, Anibal; Roychoudhury, Indranil

2011-01-01

Model-based prognostics approaches capture system knowledge in the form of physics-based models of components, and how they fail. These methods consist of a damage estimation phase, in which the health state of a component is estimated, and a prediction phase, in which the health state is projected forward in time to determine end of life. However, the damage estimation problem is often multi-dimensional and computationally intensive. We propose a model decomposition approach adapted from the diagnosis community, called possible conflicts, in order to both improve the computational efficiency of damage estimation, and formulate a damage estimation approach that is inherently distributed. Local state estimates are combined into a global state estimate from which prediction is performed. Using a centrifugal pump as a case study, we perform a number of simulation-based experiments to demonstrate the approach.

Dynamic electrical impedance imaging with the interacting multiple model scheme.

PubMed

Kim, Kyung Youn; Kim, Bong Seok; Kim, Min Chan; Kim, Sin; Isaacson, David; Newell, Jonathan C

2005-04-01

In this paper, an effective dynamical EIT imaging scheme is presented for on-line monitoring of the abruptly changing resistivity distribution inside the object, based on the interacting multiple model (IMM) algorithm. The inverse problem is treated as a stochastic nonlinear state estimation problem with the time-varying resistivity (state) being estimated on-line with the aid of the IMM algorithm. In the design of the IMM algorithm multiple models with different process noise covariance are incorporated to reduce the modeling uncertainty. Simulations and phantom experiments are provided to illustrate the proposed algorithm.

Stochastic estimates of gradient from laser measurements for an autonomous Martian Roving Vehicle

NASA Technical Reports Server (NTRS)

Shen, C. N.; Burger, P.

1973-01-01

The general problem presented in this paper is one of estimating the state vector x from the state equation h = Ax, where h, A, and x are all stochastic. Specifically, the problem is for an autonomous Martian Roving Vehicle to utilize laser measurements in estimating the gradient of the terrain. Error exists due to two factors - surface roughness and instrumental measurements. The errors in slope depend on the standard deviations of these noise factors. Numerically, the error in gradient is expressed as a function of instrumental inaccuracies. Certain guidelines for the accuracy of permissable gradient must be set. It is found that present technology can meet these guidelines.-

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

USGS Publications Warehouse

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

2002-01-01

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

An Empirical State Error Covariance Matrix Orbit Determination Example

NASA Technical Reports Server (NTRS)

Frisbee, Joseph H., Jr.

2015-01-01

State estimation techniques serve effectively to provide mean state estimates. However, the state error covariance matrices provided as part of these techniques suffer from some degree of lack of confidence in their ability to adequately describe the uncertainty in the estimated states. A specific problem with the traditional form of state error covariance matrices is that they represent only a mapping of the assumed observation error characteristics into the state space. Any errors that arise from other sources (environment modeling, precision, etc.) are not directly represented in a traditional, theoretical state error covariance matrix. First, consider that an actual observation contains only measurement error and that an estimated observation contains all other errors, known and unknown. Then it follows that a measurement residual (the difference between expected and observed measurements) contains all errors for that measurement. Therefore, a direct and appropriate inclusion of the actual measurement residuals in the state error covariance matrix of the estimate will result in an empirical state error covariance matrix. This empirical state error covariance matrix will fully include all of the errors in the state estimate. The empirical error covariance matrix is determined from a literal reinterpretation of the equations involved in the weighted least squares estimation algorithm. It is a formally correct, empirical state error covariance matrix obtained through use of the average form of the weighted measurement residual variance performance index rather than the usual total weighted residual form. Based on its formulation, this matrix will contain the total uncertainty in the state estimate, regardless as to the source of the uncertainty and whether the source is anticipated or not. It is expected that the empirical error covariance matrix will give a better, statistical representation of the state error in poorly modeled systems or when sensor performance is suspect. In its most straight forward form, the technique only requires supplemental calculations to be added to existing batch estimation algorithms. In the current problem being studied a truth model making use of gravity with spherical, J2 and J4 terms plus a standard exponential type atmosphere with simple diurnal and random walk components is used. The ability of the empirical state error covariance matrix to account for errors is investigated under four scenarios during orbit estimation. These scenarios are: exact modeling under known measurement errors, exact modeling under corrupted measurement errors, inexact modeling under known measurement errors, and inexact modeling under corrupted measurement errors. For this problem a simple analog of a distributed space surveillance network is used. The sensors in this network make only range measurements and with simple normally distributed measurement errors. The sensors are assumed to have full horizon to horizon viewing at any azimuth. For definiteness, an orbit at the approximate altitude and inclination of the International Space Station is used for the study. The comparison analyses of the data involve only total vectors. No investigation of specific orbital elements is undertaken. The total vector analyses will look at the chisquare values of the error in the difference between the estimated state and the true modeled state using both the empirical and theoretical error covariance matrices for each of scenario.

Method and system for diagnostics of apparatus

NASA Technical Reports Server (NTRS)

Gorinevsky, Dimitry (Inventor)

2012-01-01

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

Minimax estimation of qubit states with Bures risk

NASA Astrophysics Data System (ADS)

Acharya, Anirudh; Guţă, Mădălin

2018-04-01

The central problem of quantum statistics is to devise measurement schemes for the estimation of an unknown state, given an ensemble of n independent identically prepared systems. For locally quadratic loss functions, the risk of standard procedures has the usual scaling of 1/n. However, it has been noticed that for fidelity based metrics such as the Bures distance, the risk of conventional (non-adaptive) qubit tomography schemes scales as 1/\\sqrt{n} for states close to the boundary of the Bloch sphere. Several proposed estimators appear to improve this scaling, and our goal is to analyse the problem from the perspective of the maximum risk over all states. We propose qubit estimation strategies based on separate adaptive measurements, and collective measurements, that achieve 1/n scalings for the maximum Bures risk. The estimator involving local measurements uses a fixed fraction of the available resource n to estimate the Bloch vector direction; the length of the Bloch vector is then estimated from the remaining copies by measuring in the estimator eigenbasis. The estimator based on collective measurements uses local asymptotic normality techniques which allows us to derive upper and lower bounds to its maximum Bures risk. We also discuss how to construct a minimax optimal estimator in this setup. Finally, we consider quantum relative entropy and show that the risk of the estimator based on collective measurements achieves a rate O(n-1log n) under this loss function. Furthermore, we show that no estimator can achieve faster rates, in particular the ‘standard’ rate n ‑1.

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

PubMed

Liu, Huabo; Yu, Haisheng

2018-03-01

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

Data and methodological problems in establishing state gasoline-conservation targets

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

Greene, D.L.; Walton, G.H.

The Emergency Energy Conservation Act of 1979 gives the President the authority to set gasoline-conservation targets for states in the event of a supply shortage. This paper examines data and methodological problems associated with setting state gasoline-conservation targets. The target-setting method currently used is examined and found to have some flaws. Ways of correcting these deficiencies through the use of Box-Jenkins time-series analysis are investigated. A successful estimation of Box-Jenkins models for all states included the estimation of the magnitude of the supply shortages of 1979 in each state and a preliminary estimation of state short-run price elasticities, which weremore » found to vary about a median value of -0.16. The time-series models identified were very simple in structure and lent support to the simple consumption growth model assumed by the current target method. The authors conclude that the flaws in the current method can be remedied either by replacing the current procedures with time-series models or by using the models in conjunction with minor modifications of the current method.« less

State Estimation Using Dependent Evidence Fusion: Application to Acoustic Resonance-Based Liquid Level Measurement.

PubMed

Xu, Xiaobin; Li, Zhenghui; Li, Guo; Zhou, Zhe

2017-04-21

Estimating the state of a dynamic system via noisy sensor measurement is a common problem in sensor methods and applications. Most state estimation methods assume that measurement noise and state perturbations can be modeled as random variables with known statistical properties. However in some practical applications, engineers can only get the range of noises, instead of the precise statistical distributions. Hence, in the framework of Dempster-Shafer (DS) evidence theory, a novel state estimatation method by fusing dependent evidence generated from state equation, observation equation and the actual observations of the system states considering bounded noises is presented. It can be iteratively implemented to provide state estimation values calculated from fusion results at every time step. Finally, the proposed method is applied to a low-frequency acoustic resonance level gauge to obtain high-accuracy measurement results.

Estimation and identification study for flexible vehicles

NASA Technical Reports Server (NTRS)

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

1973-01-01

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

Alcohol consumption, beverage prices and measurement error.

PubMed

Young, Douglas J; Bielinska-Kwapisz, Agnieszka

2003-03-01

Alcohol price data collected by the American Chamber of Commerce Researchers Association (ACCRA) have been widely used in studies of alcohol consumption and related behaviors. A number of problems with these data suggest that they contain substantial measurement error, which biases conventional statistical estimators toward a finding of little or no effect of prices on behavior. We test for measurement error, assess the magnitude of the bias and provide an alternative estimator that is likely to be superior. The study utilizes data on per capita alcohol consumption across U.S. states and the years 1982-1997. State and federal alcohol taxes are used as instrumental variables for prices. Formal tests strongly confim the hypothesis of measurement error. Instrumental variable estimates of the price elasticity of demand range from -0.53 to -1.24. These estimates are substantially larger in absolute value than ordinary least squares estimates, which sometimes are not significantly different from zero or even positive. The ACCRA price data are substantially contaminated with measurement error, but using state and federal taxes as instrumental variables mitigates the problem.

Discrete-time state estimation for stochastic polynomial systems over polynomial observations

NASA Astrophysics Data System (ADS)

Hernandez-Gonzalez, M.; Basin, M.; Stepanov, O.

2018-07-01

This paper presents a solution to the mean-square state estimation problem for stochastic nonlinear polynomial systems over polynomial observations confused with additive white Gaussian noises. The solution is given in two steps: (a) computing the time-update equations and (b) computing the measurement-update equations for the state estimate and error covariance matrix. A closed form of this filter is obtained by expressing conditional expectations of polynomial terms as functions of the state estimate and error covariance. As a particular case, the mean-square filtering equations are derived for a third-degree polynomial system with second-degree polynomial measurements. Numerical simulations show effectiveness of the proposed filter compared to the extended Kalman filter.

A MAP-based image interpolation method via Viterbi decoding of Markov chains of interpolation functions.

PubMed

Vedadi, Farhang; Shirani, Shahram

2014-01-01

A new method of image resolution up-conversion (image interpolation) based on maximum a posteriori sequence estimation is proposed. Instead of making a hard decision about the value of each missing pixel, we estimate the missing pixels in groups. At each missing pixel of the high resolution (HR) image, we consider an ensemble of candidate interpolation methods (interpolation functions). The interpolation functions are interpreted as states of a Markov model. In other words, the proposed method undergoes state transitions from one missing pixel position to the next. Accordingly, the interpolation problem is translated to the problem of estimating the optimal sequence of interpolation functions corresponding to the sequence of missing HR pixel positions. We derive a parameter-free probabilistic model for this to-be-estimated sequence of interpolation functions. Then, we solve the estimation problem using a trellis representation and the Viterbi algorithm. Using directional interpolation functions and sequence estimation techniques, we classify the new algorithm as an adaptive directional interpolation using soft-decision estimation techniques. Experimental results show that the proposed algorithm yields images with higher or comparable peak signal-to-noise ratios compared with some benchmark interpolation methods in the literature while being efficient in terms of implementation and complexity considerations.

Trajectory prediction for ballistic missiles based on boost-phase LOS measurements

NASA Astrophysics Data System (ADS)

Yeddanapudi, Murali; Bar-Shalom, Yaakov

1997-10-01

This paper addresses the problem of the estimation of the trajectory of a tactical ballistic missile using line of sight (LOS) measurements from one or more passive sensors (typically satellites). The major difficulties of this problem include: the estimation of the unknown time of launch, incorporation of (inaccurate) target thrust profiles to model the target dynamics during the boost phase and an overall ill-conditioning of the estimation problem due to poor observability of the target motion via the LOS measurements. We present a robust estimation procedure based on the Levenberg-Marquardt algorithm that provides both the target state estimate and error covariance taking into consideration the complications mentioned above. An important consideration in the defense against tactical ballistic missiles is the determination of the target position and error covariance at the acquisition range of a surveillance radar in the vicinity of the impact point. We present a systematic procedure to propagate the target state and covariance to a nominal time, when it is within the detection range of a surveillance radar to obtain a cueing volume. Mont Carlo simulation studies on typical single and two sensor scenarios indicate that the proposed algorithms are accurate in terms of the estimates and the estimator calculated covariances are consistent with the errors.

Practical Bayesian tomography

NASA Astrophysics Data System (ADS)

Granade, Christopher; Combes, Joshua; Cory, D. G.

2016-03-01

In recent years, Bayesian methods have been proposed as a solution to a wide range of issues in quantum state and process tomography. State-of-the-art Bayesian tomography solutions suffer from three problems: numerical intractability, a lack of informative prior distributions, and an inability to track time-dependent processes. Here, we address all three problems. First, we use modern statistical methods, as pioneered by Huszár and Houlsby (2012 Phys. Rev. A 85 052120) and by Ferrie (2014 New J. Phys. 16 093035), to make Bayesian tomography numerically tractable. Our approach allows for practical computation of Bayesian point and region estimators for quantum states and channels. Second, we propose the first priors on quantum states and channels that allow for including useful experimental insight. Finally, we develop a method that allows tracking of time-dependent states and estimates the drift and diffusion processes affecting a state. We provide source code and animated visual examples for our methods.

Nonlinear Inference in Partially Observed Physical Systems and Deep Neural Networks

NASA Astrophysics Data System (ADS)

Rozdeba, Paul J.

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

On the Error State Selection for Stationary SINS Alignment and Calibration Kalman Filters—Part II: Observability/Estimability Analysis

PubMed Central

Silva, Felipe O.; Hemerly, Elder M.; Leite Filho, Waldemar C.

2017-01-01

This paper presents the second part of a study aiming at the error state selection in Kalman filters applied to the stationary self-alignment and calibration (SSAC) problem of strapdown inertial navigation systems (SINS). The observability properties of the system are systematically investigated, and the number of unobservable modes is established. Through the analytical manipulation of the full SINS error model, the unobservable modes of the system are determined, and the SSAC error states (except the velocity errors) are proven to be individually unobservable. The estimability of the system is determined through the examination of the major diagonal terms of the covariance matrix and their eigenvalues/eigenvectors. Filter order reduction based on observability analysis is shown to be inadequate, and several misconceptions regarding SSAC observability and estimability deficiencies are removed. As the main contributions of this paper, we demonstrate that, except for the position errors, all error states can be minimally estimated in the SSAC problem and, hence, should not be removed from the filter. Corroborating the conclusions of the first part of this study, a 12-state Kalman filter is found to be the optimal error state selection for SSAC purposes. Results from simulated and experimental tests support the outlined conclusions. PMID:28241494

Parameter estimation for stiff deterministic dynamical systems via ensemble Kalman filter

NASA Astrophysics Data System (ADS)

Arnold, Andrea; Calvetti, Daniela; Somersalo, Erkki

2014-10-01

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

The link between judgments of comparative risk and own risk: further evidence.

PubMed

Gold, Ron S

2007-03-01

Individuals typically believe that they are less likely than the average person to experience negative events, a phenomenon termed "unrealistic optimism". The direct method of assessing unrealistic optimism employs a question of the form, "Compared with the average person, what is the chance that X will occur to you?". However, it has been proposed that responses to such a question (direct-estimates) are based essentially just on estimates that X will occur to the self (self-estimates). If this is so, any factors that affect one of these estimates should also affect the other. This prediction was tested in two experiments. In each, direct- and self-estimates for an unfamiliar health threat - homocysteine-related heart problems - were recorded. It was found that both types of estimate were affected in the same way by varying the stated probability of having unsafe levels of homocysteine (Study 1, N=149) and varying the stated probability that unsafe levels of homocysteine will lead to heart problems (Study 2, N=111). The results are consistent with the proposal that direct-estimates are constructed just from self-estimates.

Sensor selection cost optimisation for tracking structurally cyclic systems: a P-order solution

NASA Astrophysics Data System (ADS)

Doostmohammadian, M.; Zarrabi, H.; Rabiee, H. R.

2017-08-01

Measurements and sensing implementations impose certain cost in sensor networks. The sensor selection cost optimisation is the problem of minimising the sensing cost of monitoring a physical (or cyber-physical) system. Consider a given set of sensors tracking states of a dynamical system for estimation purposes. For each sensor assume different costs to measure different (realisable) states. The idea is to assign sensors to measure states such that the global cost is minimised. The number and selection of sensor measurements need to ensure the observability to track the dynamic state of the system with bounded estimation error. The main question we address is how to select the state measurements to minimise the cost while satisfying the observability conditions. Relaxing the observability condition for structurally cyclic systems, the main contribution is to propose a graph theoretic approach to solve the problem in polynomial time. Note that polynomial time algorithms are suitable for large-scale systems as their running time is upper-bounded by a polynomial expression in the size of input for the algorithm. We frame the problem as a linear sum assignment with solution complexity of ?.

Reinforcement learning state estimator.

PubMed

Morimoto, Jun; Doya, Kenji

2007-03-01

In this study, we propose a novel use of reinforcement learning for estimating hidden variables and parameters of nonlinear dynamical systems. A critical issue in hidden-state estimation is that we cannot directly observe estimation errors. However, by defining errors of observable variables as a delayed penalty, we can apply a reinforcement learning frame-work to state estimation problems. Specifically, we derive a method to construct a nonlinear state estimator by finding an appropriate feedback input gain using the policy gradient method. We tested the proposed method on single pendulum dynamics and show that the joint angle variable could be successfully estimated by observing only the angular velocity, and vice versa. In addition, we show that we could acquire a state estimator for the pendulum swing-up task in which a swing-up controller is also acquired by reinforcement learning simultaneously. Furthermore, we demonstrate that it is possible to estimate the dynamics of the pendulum itself while the hidden variables are estimated in the pendulum swing-up task. Application of the proposed method to a two-linked biped model is also presented.

Quantum systems as embarrassed colleagues: what do tax evasion and state tomography have in common?

NASA Astrophysics Data System (ADS)

Ferrie, Chris; Blume-Kohout, Robin

2011-03-01

Quantum state estimation (a.k.a. ``tomography'') plays a key role in designing quantum information processors. As a problem, it resembles probability estimation - e.g. for classical coins or dice - but with some subtle and important discrepancies. We demonstrate an improved classical analogue that captures many of these differences: the ``noisy coin.'' Observations on noisy coins are unreliable - much like soliciting sensitive information such as ones tax preparation habits. So, like a quantum system, it cannot be sampled directly. Unlike standard coins or dice, whose worst-case estimation risk scales as 1 / N for all states, noisy coins (and quantum states) have a worst-case risk that scales as 1 /√{ N } and is overwhelmingly dominated by nearly-pure states. The resulting optimal estimation strategies for noisy coins are surprising and counterintuitive. We demonstrate some important consequences for quantum state estimation - in particular, that adaptive tomography can recover the 1 / N risk scaling of classical probability estimation.

A Generalization of the Simultaneous Diagonalization of Hermitian Matrices and its Relation to Quantum Estimation Theory

NASA Astrophysics Data System (ADS)

Nagaoka, Hiroshi

We study the problem of minimizing a quadratic quantity defined for given two Hermitian matrices X, Y and a positive-definite Hermitian matrix. This problem is reduced to the simultaneous diagonalization of X, Y when XY = YX. We derive a lower bound for the quantity, and in some special cases solve the problem by showing that the lower bound is achievable. This problem is closely related to a simultaneous measurement of quantum mechanical observables which are not commuting and has an application in the theory of quantum state estimation.

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

NASA Technical Reports Server (NTRS)

Lisano, Michael E.

2007-01-01

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

State estimation improves prospects for ocean research

NASA Astrophysics Data System (ADS)

Stammer, Detlef; Wunsch, C.; Fukumori, I.; Marshall, J.

Rigorous global ocean state estimation methods can now be used to produce dynamically consistent time-varying model/data syntheses, the results of which are being used to study a variety of important scientific problems. Figure 1 shows a schematic of a complete ocean observing and synthesis system that includes global observations and state-of-the-art ocean general circulation models (OGCM) run on modern computer platforms. A global observing system is described in detail in Smith and Koblinsky [2001],and the present status of ocean modeling and anticipated improvements are addressed by Griffies et al. [2001]. Here, the focus is on the third component of state estimation: the synthesis of the observations and a model into a unified, dynamically consistent estimate.

Efficient data assimilation algorithm for bathymetry application

NASA Astrophysics Data System (ADS)

Ghorbanidehno, H.; Lee, J. H.; Farthing, M.; Hesser, T.; Kitanidis, P. K.; Darve, E. F.

2017-12-01

Information on the evolving state of the nearshore zone bathymetry is crucial to shoreline management, recreational safety, and naval operations. The high cost and complex logistics of using ship-based surveys for bathymetry estimation have encouraged the use of remote sensing techniques. Data assimilation methods combine the remote sensing data and nearshore hydrodynamic models to estimate the unknown bathymetry and the corresponding uncertainties. In particular, several recent efforts have combined Kalman Filter-based techniques such as ensembled-based Kalman filters with indirect video-based observations to address the bathymetry inversion problem. However, these methods often suffer from ensemble collapse and uncertainty underestimation. Here, the Compressed State Kalman Filter (CSKF) method is used to estimate the bathymetry based on observed wave celerity. In order to demonstrate the accuracy and robustness of the CSKF method, we consider twin tests with synthetic observations of wave celerity, while the bathymetry profiles are chosen based on surveys taken by the U.S. Army Corps of Engineer Field Research Facility (FRF) in Duck, NC. The first test case is a bathymetry estimation problem for a spatially smooth and temporally constant bathymetry profile. The second test case is a bathymetry estimation problem for a temporally evolving bathymetry from a smooth to a non-smooth profile. For both problems, we compare the results of CSKF with those obtained by the local ensemble transform Kalman filter (LETKF), which is a popular ensemble-based Kalman filter method.

A method and implementation for incorporating heuristic knowledge into a state estimator through the use of a fuzzy model

NASA Astrophysics Data System (ADS)

Swanson, Steven Roy

The objective of the dissertation is to improve state estimation performance, as compared to a Kalman filter, when non-constant, or changing, biases exist in the measurement data. The state estimation performance increase will come from the use of a fuzzy model to determine the position and velocity gains of a state estimator. A method is proposed for incorporating heuristic knowledge into a state estimator through the use of a fuzzy model. This method consists of using a fuzzy model to determine the gains of the state estimator, converting the heuristic knowledge into the fuzzy model, and then optimizing the fuzzy model with a genetic algorithm. This method is applied to the problem of state estimation of a cascaded global positioning system (GPS)/inertial reference unit (IRU) navigation system. The GPS position data contains two major sources for position bias. The first bias is due to satellite errors and the second is due to the time delay or lag from when the GPS position is calculated until it is used in the state estimator. When a change in the bias of the measurement data occurs, a state estimator will converge on the new measurement data solution. This will introduce errors into a Kalman filter's estimated state velocities, which in turn will cause a position overshoot as it converges. By using a fuzzy model to determine the gains of a state estimator, the velocity errors and their associated deficiencies can be reduced.

Sampling-based real-time motion planning under state uncertainty for autonomous micro-aerial vehicles in GPS-denied environments.

PubMed

Li, Dachuan; Li, Qing; Cheng, Nong; Song, Jingyan

2014-11-18

This paper presents a real-time motion planning approach for autonomous vehicles with complex dynamics and state uncertainty. The approach is motivated by the motion planning problem for autonomous vehicles navigating in GPS-denied dynamic environments, which involves non-linear and/or non-holonomic vehicle dynamics, incomplete state estimates, and constraints imposed by uncertain and cluttered environments. To address the above motion planning problem, we propose an extension of the closed-loop rapid belief trees, the closed-loop random belief trees (CL-RBT), which incorporates predictions of the position estimation uncertainty, using a factored form of the covariance provided by the Kalman filter-based estimator. The proposed motion planner operates by incrementally constructing a tree of dynamically feasible trajectories using the closed-loop prediction, while selecting candidate paths with low uncertainty using efficient covariance update and propagation. The algorithm can operate in real-time, continuously providing the controller with feasible paths for execution, enabling the vehicle to account for dynamic and uncertain environments. Simulation results demonstrate that the proposed approach can generate feasible trajectories that reduce the state estimation uncertainty, while handling complex vehicle dynamics and environment constraints.

Sampling-Based Real-Time Motion Planning under State Uncertainty for Autonomous Micro-Aerial Vehicles in GPS-Denied Environments

PubMed Central

Li, Dachuan; Li, Qing; Cheng, Nong; Song, Jingyan

2014-01-01

This paper presents a real-time motion planning approach for autonomous vehicles with complex dynamics and state uncertainty. The approach is motivated by the motion planning problem for autonomous vehicles navigating in GPS-denied dynamic environments, which involves non-linear and/or non-holonomic vehicle dynamics, incomplete state estimates, and constraints imposed by uncertain and cluttered environments. To address the above motion planning problem, we propose an extension of the closed-loop rapid belief trees, the closed-loop random belief trees (CL-RBT), which incorporates predictions of the position estimation uncertainty, using a factored form of the covariance provided by the Kalman filter-based estimator. The proposed motion planner operates by incrementally constructing a tree of dynamically feasible trajectories using the closed-loop prediction, while selecting candidate paths with low uncertainty using efficient covariance update and propagation. The algorithm can operate in real-time, continuously providing the controller with feasible paths for execution, enabling the vehicle to account for dynamic and uncertain environments. Simulation results demonstrate that the proposed approach can generate feasible trajectories that reduce the state estimation uncertainty, while handling complex vehicle dynamics and environment constraints. PMID:25412217

Multiparameter Estimation in Networked Quantum Sensors

NASA Astrophysics Data System (ADS)

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

2018-02-01

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

Approximation of state variables for discrete-time stochastic genetic regulatory networks with leakage, distributed, and probabilistic measurement delays: a robust stability problem.

PubMed

Pandiselvi, S; Raja, R; Cao, Jinde; Rajchakit, G; Ahmad, Bashir

2018-01-01

This work predominantly labels the problem of approximation of state variables for discrete-time stochastic genetic regulatory networks with leakage, distributed, and probabilistic measurement delays. Here we design a linear estimator in such a way that the absorption of mRNA and protein can be approximated via known measurement outputs. By utilizing a Lyapunov-Krasovskii functional and some stochastic analysis execution, we obtain the stability formula of the estimation error systems in the structure of linear matrix inequalities under which the estimation error dynamics is robustly exponentially stable. Further, the obtained conditions (in the form of LMIs) can be effortlessly solved by some available software packages. Moreover, the specific expression of the desired estimator is also shown in the main section. Finally, two mathematical illustrative examples are accorded to show the advantage of the proposed conceptual results.

Joint estimation of phase and phase diffusion for quantum metrology.

PubMed

Vidrighin, Mihai D; Donati, Gaia; Genoni, Marco G; Jin, Xian-Min; Kolthammer, W Steven; Kim, M S; Datta, Animesh; Barbieri, Marco; Walmsley, Ian A

2014-04-14

Phase estimation, at the heart of many quantum metrology and communication schemes, can be strongly affected by noise, whose amplitude may not be known, or might be subject to drift. Here we investigate the joint estimation of a phase shift and the amplitude of phase diffusion at the quantum limit. For several relevant instances, this multiparameter estimation problem can be effectively reshaped as a two-dimensional Hilbert space model, encompassing the description of an interferometer phase probed with relevant quantum states--split single-photons, coherent states or N00N states. For these cases, we obtain a trade-off bound on the statistical variances for the joint estimation of phase and phase diffusion, as well as optimum measurement schemes. We use this bound to quantify the effectiveness of an actual experimental set-up for joint parameter estimation for polarimetry. We conclude by discussing the form of the trade-off relations for more general states and measurements.

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.

Dynamic dual-tracer PET reconstruction.

PubMed

Gao, Fei; Liu, Huafeng; Jian, Yiqiang; Shi, Pengcheng

2009-01-01

Although of important medical implications, simultaneous dual-tracer positron emission tomography reconstruction remains a challenging problem, primarily because the photon measurements from dual tracers are overlapped. In this paper, we propose a simultaneous dynamic dual-tracer reconstruction of tissue activity maps based on guidance from tracer kinetics. The dual-tracer reconstruction problem is formulated in a state-space representation, where parallel compartment models serve as continuous-time system equation describing the tracer kinetic processes of dual tracers, and the imaging data is expressed as discrete sampling of the system states in measurement equation. The image reconstruction problem has therefore become a state estimation problem in a continuous-discrete hybrid paradigm, and H infinity filtering is adopted as the estimation strategy. As H infinity filtering makes no assumptions on the system and measurement statistics, robust reconstruction results can be obtained for the dual-tracer PET imaging system where the statistical properties of measurement data and system uncertainty are not available a priori, even when there are disturbances in the kinetic parameters. Experimental results on digital phantoms, Monte Carlo simulations and physical phantoms have demonstrated the superior performance.

An Inertial Dual-State State Estimator for Precision Planetary Landing with Hazard Detection and Avoidance

NASA Technical Reports Server (NTRS)

Bishop, Robert H.; DeMars, Kyle; Trawny, Nikolas; Crain, Tim; Hanak, Chad; Carson, John M.; Christian, John

2016-01-01

The navigation filter architecture successfully deployed on the Morpheus flight vehicle is presented. The filter was developed as a key element of the NASA Autonomous Landing and Hazard Avoidance Technology (ALHAT) project and over the course of 15 free fights was integrated into the Morpheus vehicle, operations, and flight control loop. Flight testing completed by demonstrating autonomous hazard detection and avoidance, integration of an altimeter, surface relative velocity (velocimeter) and hazard relative navigation (HRN) measurements into the onboard dual-state inertial estimator Kalman flter software, and landing within 2 meters of the vertical testbed GPS-based navigation solution at the safe landing site target. Morpheus followed a trajectory that included an ascent phase followed by a partial descent-to-landing, although the proposed filter architecture is applicable to more general planetary precision entry, descent, and landings. The main new contribution is the incorporation of a sophisticated hazard relative navigation sensor-originally intended to locate safe landing sites-into the navigation system and employed as a navigation sensor. The formulation of a dual-state inertial extended Kalman filter was designed to address the precision planetary landing problem when viewed as a rendezvous problem with an intended landing site. For the required precision navigation system that is capable of navigating along a descent-to-landing trajectory to a precise landing, the impact of attitude errors on the translational state estimation are included in a fully integrated navigation structure in which translation state estimation is combined with attitude state estimation. The map tie errors are estimated as part of the process, thereby creating a dual-state filter implementation. Also, the filter is implemented using inertial states rather than states relative to the target. External measurements include altimeter, velocimeter, star camera, terrain relative navigation sensor, and a hazard relative navigation sensor providing information regarding hazards on a map generated on-the-fly.

Airborne data measurement system errors reduction through state estimation and control optimization

NASA Astrophysics Data System (ADS)

Sebryakov, G. G.; Muzhichek, S. M.; Pavlov, V. I.; Ermolin, O. V.; Skrinnikov, A. A.

2018-02-01

The paper discusses the problem of airborne data measurement system errors reduction through state estimation and control optimization. The approaches are proposed based on the methods of experiment design and the theory of systems with random abrupt structure variation. The paper considers various control criteria as applied to an aircraft data measurement system. The physics of criteria is explained, the mathematical description and the sequence of steps for each criterion application is shown. The formula is given for airborne data measurement system state vector posterior estimation based for systems with structure variations.

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

NASA Technical Reports Server (NTRS)

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

1980-01-01

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

Differences in the Rates of Reading Problems in the United States and Japan: A Search for Causes.

ERIC Educational Resources Information Center

Furukawa, James M.; Sakamoto, Takahiko

It is estimated that approximately 15% of the school children in the United States have reading problems, while only about 1% of students in Japan have such difficulties. A joint study was conducted by researchers in the two countries to identify possible causes for this difference. Subjects were 61 Japanese kindergarten students in an urban…

Stochastic Adaptive Estimation and Control.

DTIC Science & Technology

1994-10-26

Marcus, "Language Stability and Stabilizability of Discrete Event Dynamical Systems ," SIAM Journal on Control and Optimization, 31, September 1993...in the hierarchical control of flexible manufacturing systems ; in this problem, the model involves a hybrid process in continuous time whose state is...of the average cost control problem for discrete- time Markov processes. Our exposition covers from finite to Borel state and action spaces and

Behavior Problem Syndromes in Educable Mentally Handicapped Greek Children: A Parent and Teacher Estimation.

ERIC Educational Resources Information Center

Stasinos, Demetrios P.

This study examines, first, the problem behavior syndrome in 58 educable mentally handicapped (EMH) children attending special state schools in Greece, and secondly the relationship between those syndromes and sex and special schooling of these individuals. Children's four problem behavior syndromes, i.e., antisocial behavior, excessive…

Heterogeneous Costs of Alcohol and Drug Problems Across Cities and Counties in California

PubMed Central

Miller, Ted R.; Nygaard, Peter; Gaidus, Andrew; Grube, Joel W.; Ponicki, William R.; Lawrence, Bruce A.; Gruenewald, Paul J.

2017-01-01

Background Estimates of economic and social costs related to alcohol and other drug (AOD) use and abuse are usually made at state and national levels. Ecological analyses demonstrate, however, that substantial variations exist in the incidence and prevalence of AOD use and problems including impaired driving, violence, and chronic disease between smaller geopolitical units like counties and cities. This study examines the ranges of these costs across counties and cities in California. Methods We used estimates of the incidence and prevalence of AOD use, abuse and related problems to calculate costs in 2010 dollars for all 58 counties and an ecological sample of 50 cities with populations between 50,000 and 500,000 persons in California. The estimates were built from archival and public-use survey data collected at state, county and city-levels over the years from 2009 to 2010. Results Costs related to alcohol use and related problems exceeded those related to illegal drugs across all counties and most cities in the study. Substantial heterogeneities in costs were observed between cities within counties. Conclusions AOD costs are heterogeneously distributed across counties and cities, reflecting the degree to which different populations are engaged in use and abuse across the state. These findings provide a strong argument for the distribution of treatment and prevention resources proportional to need. PMID:28208210

Integrated detection, estimation, and guidance in pursuit of a maneuvering target

NASA Astrophysics Data System (ADS)

Dionne, Dany

The thesis focuses on efficient solutions of non-cooperative pursuit-evasion games with imperfect information on the state of the system. This problem is important in the context of interception of future maneuverable ballistic missiles. However, the theoretical developments are expected to find application to a broad class of hybrid control and estimation problems in industry. The validity of the results is nevertheless confirmed using a benchmark problem in the area of terminal guidance. A specific interception scenario between an incoming target with no information and a single interceptor missile with noisy measurements is analyzed in the form of a linear hybrid system subject to additive abrupt changes. The general research is aimed to achieve improved homing accuracy by integrating ideas from detection theory, state estimation theory and guidance. The results achieved can be summarized as follows. (i) Two novel maneuver detectors are developed to diagnose abrupt changes in a class of hybrid systems (detection and isolation of evasive maneuvers): a new implementation of the GLR detector and the novel adaptive- H0 GLR detector. (ii) Two novel state estimators for target tracking are derived using the novel maneuver detectors. The state estimators employ parameterized family of functions to described possible evasive maneuvers. (iii) A novel adaptive Bayesian multiple model predictor of the ballistic miss is developed which employs semi-Markov models and ideas from detection theory. (iv) A novel integrated estimation and guidance scheme that significantly improves the homing accuracy is also presented. The integrated scheme employs banks of estimators and guidance laws, a maneuver detector, and an on-line governor; the scheme is adaptive with respect to the uncertainty affecting the probability density function of the filtered state. (v) A novel discretization technique for the family of continuous-time, game theoretic, bang-bang guidance laws is introduced. The performance of the novel algorithms is assessed for the scenario of a pursuit-evasion engagement between a randomly maneuvering ballistic missile and an interceptor. Extensive Monte Carlo simulations are employed to evaluate the main statistical properties of the algorithms. (Abstract shortened by UMI.)

Economic evaluation of interventions for problem drinking and alcohol dependence: cost per QALY estimates.

PubMed

Mortimer, Duncan; Segal, Leonie

2005-01-01

To compare the performance of competing and complementary interventions for prevention or treatment of problem drinking and alcohol dependence. To provide an example of how health maximising decision-makers might use performance measures such as cost per quality adjusted life year (QALY) league tables to formulate an optimal package of interventions for problem drinking and alcohol dependence. A time-dependent state-transition model was used to estimate QALYs gained per person for each intervention as compared to usual care in the relevant target population. Cost per QALY estimates for each of the interventions fall below any putative funding threshold for developed economies. Interventions for problem drinkers appear to offer better value than interventions targeted at those with a history of severe physical dependence. Formularies such as Australia's Medicare should include a comprehensive package of interventions for problem drinking and alcohol dependence.

A hierarchical framework for air traffic control

NASA Astrophysics Data System (ADS)

Roy, Kaushik

Air travel in recent years has been plagued by record delays, with over $8 billion in direct operating costs being attributed to 100 million flight delay minutes in 2007. Major contributing factors to delay include weather, congestion, and aging infrastructure; the Next Generation Air Transportation System (NextGen) aims to alleviate these delays through an upgrade of the air traffic control system. Changes to large-scale networked systems such as air traffic control are complicated by the need for coordinated solutions over disparate temporal and spatial scales. Individual air traffic controllers must ensure aircraft maintain safe separation locally with a time horizon of seconds to minutes, whereas regional plans are formulated to efficiently route flows of aircraft around weather and congestion on the order of every hour. More efficient control algorithms that provide a coordinated solution are required to safely handle a larger number of aircraft in a fixed amount of airspace. Improved estimation algorithms are also needed to provide accurate aircraft state information and situational awareness for human controllers. A hierarchical framework is developed to simultaneously solve the sometimes conflicting goals of regional efficiency and local safety. Careful attention is given in defining the interactions between the layers of this hierarchy. In this way, solutions to individual air traffic problems can be targeted and implemented as needed. First, the regional traffic flow management problem is posed as an optimization problem and shown to be NP-Hard. Approximation methods based on aggregate flow models are developed to enable real-time implementation of algorithms that reduce the impact of congestion and adverse weather. Second, the local trajectory design problem is solved using a novel slot-based sector model. This model is used to analyze sector capacity under varying traffic patterns, providing a more comprehensive understanding of how increased automation in NextGen will affect the overall performance of air traffic control. The dissertation also provides solutions to several key estimation problems that support corresponding control tasks. Throughout the development of these estimation algorithms, aircraft motion is modeled using hybrid systems, which encapsulate both the discrete flight mode of an aircraft and the evolution of continuous states such as position and velocity. The target-tracking problem is posed as one of hybrid state estimation, and two new algorithms are developed to exploit structure specific to aircraft motion, especially near airports. First, discrete mode evolution is modeled using state-dependent transitions, in which the likelihood of changing flight modes is dependent on aircraft state. Second, an estimator is designed for systems with limited mode changes, including arrival aircraft. Improved target tracking facilitates increased safety in collision avoidance and trajectory design problems. A multiple-target tracking and identity management algorithm is developed to improve situational awareness for controllers about multiple maneuvering targets in a congested region. Finally, tracking algorithms are extended to predict aircraft landing times; estimated time of arrival prediction is one example of important decision support information for air traffic control.

Weighted Optimization-Based Distributed Kalman Filter for Nonlinear Target Tracking in Collaborative Sensor Networks.

PubMed

Chen, Jie; Li, Jiahong; Yang, Shuanghua; Deng, Fang

2017-11-01

The identification of the nonlinearity and coupling is crucial in nonlinear target tracking problem in collaborative sensor networks. According to the adaptive Kalman filtering (KF) method, the nonlinearity and coupling can be regarded as the model noise covariance, and estimated by minimizing the innovation or residual errors of the states. However, the method requires large time window of data to achieve reliable covariance measurement, making it impractical for nonlinear systems which are rapidly changing. To deal with the problem, a weighted optimization-based distributed KF algorithm (WODKF) is proposed in this paper. The algorithm enlarges the data size of each sensor by the received measurements and state estimates from its connected sensors instead of the time window. A new cost function is set as the weighted sum of the bias and oscillation of the state to estimate the "best" estimate of the model noise covariance. The bias and oscillation of the state of each sensor are estimated by polynomial fitting a time window of state estimates and measurements of the sensor and its neighbors weighted by the measurement noise covariance. The best estimate of the model noise covariance is computed by minimizing the weighted cost function using the exhaustive method. The sensor selection method is in addition to the algorithm to decrease the computation load of the filter and increase the scalability of the sensor network. The existence, suboptimality and stability analysis of the algorithm are given. The local probability data association method is used in the proposed algorithm for the multitarget tracking case. The algorithm is demonstrated in simulations on tracking examples for a random signal, one nonlinear target, and four nonlinear targets. Results show the feasibility and superiority of WODKF against other filtering algorithms for a large class of systems.

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.

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

PubMed Central

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

2012-01-01

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

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

NASA Astrophysics Data System (ADS)

Abhinav, S.; Manohar, C. S.

2018-03-01

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

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

PubMed

Leander, Jacob; Lundh, Torbjörn; Jirstrand, Mats

2014-05-01

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

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

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

Fan, Rui; Huang, Zhenyu; Wang, Shaobu

2015-07-30

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

State estimation of spatio-temporal phenomena

NASA Astrophysics Data System (ADS)

Yu, Dan

This dissertation addresses the state estimation problem of spatio-temporal phenomena which can be modeled by partial differential equations (PDEs), such as pollutant dispersion in the atmosphere. After discretizing the PDE, the dynamical system has a large number of degrees of freedom (DOF). State estimation using Kalman Filter (KF) is computationally intractable, and hence, a reduced order model (ROM) needs to be constructed first. Moreover, the nonlinear terms, external disturbances or unknown boundary conditions can be modeled as unknown inputs, which leads to an unknown input filtering problem. Furthermore, the performance of KF could be improved by placing sensors at feasible locations. Therefore, the sensor scheduling problem to place multiple mobile sensors is of interest. The first part of the dissertation focuses on model reduction for large scale systems with a large number of inputs/outputs. A commonly used model reduction algorithm, the balanced proper orthogonal decomposition (BPOD) algorithm, is not computationally tractable for large systems with a large number of inputs/outputs. Inspired by the BPOD and randomized algorithms, we propose a randomized proper orthogonal decomposition (RPOD) algorithm and a computationally optimal RPOD (RPOD*) algorithm, which construct an ROM to capture the input-output behaviour of the full order model, while reducing the computational cost of BPOD by orders of magnitude. It is demonstrated that the proposed RPOD* algorithm could construct the ROM in real-time, and the performance of the proposed algorithms on different advection-diffusion equations. Next, we consider the state estimation problem of linear discrete-time systems with unknown inputs which can be treated as a wide-sense stationary process with rational power spectral density, while no other prior information needs to be known. We propose an autoregressive (AR) model based unknown input realization technique which allows us to recover the input statistics from the output data by solving an appropriate least squares problem, then fit an AR model to the recovered input statistics and construct an innovations model of the unknown inputs using the eigensystem realization algorithm. The proposed algorithm outperforms the augmented two-stage Kalman Filter (ASKF) and the unbiased minimum-variance (UMV) algorithm are shown in several examples. Finally, we propose a framework to place multiple mobile sensors to optimize the long-term performance of KF in the estimation of the state of a PDE. The major challenges are that placing multiple sensors is an NP-hard problem, and the optimization problem is non-convex in general. In this dissertation, first, we construct an ROM using RPOD* algorithm, and then reduce the feasible sensor locations into a subset using the ROM. The Information Space Receding Horizon Control (I-RHC) approach and a modified Monte Carlo Tree Search (MCTS) approach are applied to solve the sensor scheduling problem using the subset. Various applications have been provided to demonstrate the performance of the proposed approach.

Multiparameter Estimation in Networked Quantum Sensors

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

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

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

Multiparameter Estimation in Networked Quantum Sensors

DOE PAGES

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

2018-02-21

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

Two self-test methods applied to an inertial system problem. [estimating gyroscope and accelerometer bias

NASA Technical Reports Server (NTRS)

Willsky, A. S.; Deyst, J. J.; Crawford, B. S.

1975-01-01

The paper describes two self-test procedures applied to the problem of estimating the biases in accelerometers and gyroscopes on an inertial platform. The first technique is the weighted sum-squared residual (WSSR) test, with which accelerator bias jumps are easily isolated, but gyro bias jumps are difficult to isolate. The WSSR method does not take full advantage of the knowledge of system dynamics. The other technique is a multiple hypothesis method developed by Buxbaum and Haddad (1969). It has the advantage of directly providing jump isolation information, but suffers from computational problems. It might be possible to use the WSSR to detect state jumps and then switch to the BH system for jump isolation and estimate compensation.

An Optimization-Based State Estimatioin Framework for Large-Scale Natural Gas Networks

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

Jalving, Jordan; Zavala, Victor M.

We propose an optimization-based state estimation framework to track internal spacetime flow and pressure profiles of natural gas networks during dynamic transients. We find that the estimation problem is ill-posed (because of the infinite-dimensional nature of the states) and that this leads to instability of the estimator when short estimation horizons are used. To circumvent this issue, we propose moving horizon strategies that incorporate prior information. In particular, we propose a strategy that initializes the prior using steady-state information and compare its performance against a strategy that does not initialize the prior. We find that both strategies are capable ofmore » tracking the state profiles but we also find that superior performance is obtained with steady-state prior initialization. We also find that, under the proposed framework, pressure sensor information at junctions is sufficient to track the state profiles. We also derive approximate transport models and show that some of these can be used to achieve significant computational speed-ups without sacrificing estimation performance. We show that the estimator can be easily implemented in the graph-based modeling framework Plasmo.jl and use a multipipeline network study to demonstrate the developments.« less

Augmented switching linear dynamical system model for gas concentration estimation with MOX sensors in an open sampling system.

PubMed

Di Lello, Enrico; Trincavelli, Marco; Bruyninckx, Herman; De Laet, Tinne

2014-07-11

In this paper, we introduce a Bayesian time series model approach for gas concentration estimation using Metal Oxide (MOX) sensors in Open Sampling System (OSS). Our approach focuses on the compensation of the slow response of MOX sensors, while concurrently solving the problem of estimating the gas concentration in OSS. The proposed Augmented Switching Linear System model allows to include all the sources of uncertainty arising at each step of the problem in a single coherent probabilistic formulation. In particular, the problem of detecting on-line the current sensor dynamical regime and estimating the underlying gas concentration under environmental disturbances and noisy measurements is formulated and solved as a statistical inference problem. Our model improves, with respect to the state of the art, where system modeling approaches have been already introduced, but only provided an indirect relative measures proportional to the gas concentration and the problem of modeling uncertainty was ignored. Our approach is validated experimentally and the performances in terms of speed of and quality of the gas concentration estimation are compared with the ones obtained using a photo-ionization detector.

Augmented Switching Linear Dynamical System Model for Gas Concentration Estimation with MOX Sensors in an Open Sampling System

PubMed Central

Di Lello, Enrico; Trincavelli, Marco; Bruyninckx, Herman; De Laet, Tinne

2014-01-01

In this paper, we introduce a Bayesian time series model approach for gas concentration estimation using Metal Oxide (MOX) sensors in Open Sampling System (OSS). Our approach focuses on the compensation of the slow response of MOX sensors, while concurrently solving the problem of estimating the gas concentration in OSS. The proposed Augmented Switching Linear System model allows to include all the sources of uncertainty arising at each step of the problem in a single coherent probabilistic formulation. In particular, the problem of detecting on-line the current sensor dynamical regime and estimating the underlying gas concentration under environmental disturbances and noisy measurements is formulated and solved as a statistical inference problem. Our model improves, with respect to the state of the art, where system modeling approaches have been already introduced, but only provided an indirect relative measures proportional to the gas concentration and the problem of modeling uncertainty was ignored. Our approach is validated experimentally and the performances in terms of speed of and quality of the gas concentration estimation are compared with the ones obtained using a photo-ionization detector. PMID:25019637

Some Considerations on the Problem of Non-Steady State Traffic Flow Optimization

DOT National Transportation Integrated Search

2007-01-01

Poor traffic signal timing accounts for an estimated 10 percent of all traffic delay about 300 million vehicle-hours on major roadways alone. Americans agree that this is a problem: one U.S. Department of Transportation (DOT) survey found tha...

Optimal post-experiment estimation of poorly modeled dynamic systems

NASA Technical Reports Server (NTRS)

Mook, D. Joseph

1988-01-01

Recently, a novel strategy for post-experiment state estimation of discretely-measured dynamic systems has been developed. The method accounts for errors in the system dynamic model equations in a more general and rigorous manner than do filter-smoother algorithms. The dynamic model error terms do not require the usual process noise assumptions of zero-mean, symmetrically distributed random disturbances. Instead, the model error terms require no prior assumptions other than piecewise continuity. The resulting state estimates are more accurate than filters for applications in which the dynamic model error clearly violates the typical process noise assumptions, and the available measurements are sparse and/or noisy. Estimates of the dynamic model error, in addition to the states, are obtained as part of the solution of a two-point boundary value problem, and may be exploited for numerous reasons. In this paper, the basic technique is explained, and several example applications are given. Included among the examples are both state estimation and exploitation of the model error estimates.

Hypersonic entry vehicle state estimation using nonlinearity-based adaptive cubature Kalman filters

NASA Astrophysics Data System (ADS)

Sun, Tao; Xin, Ming

2017-05-01

Guidance, navigation, and control of a hypersonic vehicle landing on the Mars rely on precise state feedback information, which is obtained from state estimation. The high uncertainty and nonlinearity of the entry dynamics make the estimation a very challenging problem. In this paper, a new adaptive cubature Kalman filter is proposed for state trajectory estimation of a hypersonic entry vehicle. This new adaptive estimation strategy is based on the measure of nonlinearity of the stochastic system. According to the severity of nonlinearity along the trajectory, the high degree cubature rule or the conventional third degree cubature rule is adaptively used in the cubature Kalman filter. This strategy has the benefit of attaining higher estimation accuracy only when necessary without causing excessive computation load. The simulation results demonstrate that the proposed adaptive filter exhibits better performance than the conventional third-degree cubature Kalman filter while maintaining the same performance as the uniform high degree cubature Kalman filter but with lower computation complexity.

Simultaneous estimation of multiple phases in digital holographic interferometry using state space analysis

NASA Astrophysics Data System (ADS)

Kulkarni, Rishikesh; Rastogi, Pramod

2018-05-01

A new approach is proposed for the multiple phase estimation from a multicomponent exponential phase signal recorded in multi-beam digital holographic interferometry. It is capable of providing multidimensional measurements in a simultaneous manner from a single recording of the exponential phase signal encoding multiple phases. Each phase within a small window around each pixel is appproximated with a first order polynomial function of spatial coordinates. The problem of accurate estimation of polynomial coefficients, and in turn the unwrapped phases, is formulated as a state space analysis wherein the coefficients and signal amplitudes are set as the elements of a state vector. The state estimation is performed using the extended Kalman filter. An amplitude discrimination criterion is utilized in order to unambiguously estimate the coefficients associated with the individual signal components. The performance of proposed method is stable over a wide range of the ratio of signal amplitudes. The pixelwise phase estimation approach of the proposed method allows it to handle the fringe patterns that may contain invalid regions.

Accuracy assessment: The statistical approach to performance evaluation in LACIE. [Great Plains corridor, United States

NASA Technical Reports Server (NTRS)

Houston, A. G.; Feiveson, A. H.; Chhikara, R. S.; Hsu, E. M. (Principal Investigator)

1979-01-01

A statistical methodology was developed to check the accuracy of the products of the experimental operations throughout crop growth and to determine whether the procedures are adequate to accomplish the desired accuracy and reliability goals. It has allowed the identification and isolation of key problems in wheat area yield estimation, some of which have been corrected and some of which remain to be resolved. The major unresolved problem in accuracy assessment is that of precisely estimating the bias of the LACIE production estimator. Topics covered include: (1) evaluation techniques; (2) variance and bias estimation for the wheat production estimate; (3) the 90/90 evaluation; (4) comparison of the LACIE estimate with reference standards; and (5) first and second order error source investigations.

Statistical inference with quantum measurements: methodologies for nitrogen vacancy centers in diamond

NASA Astrophysics Data System (ADS)

Hincks, Ian; Granade, Christopher; Cory, David G.

2018-01-01

The analysis of photon count data from the standard nitrogen vacancy (NV) measurement process is treated as a statistical inference problem. This has applications toward gaining better and more rigorous error bars for tasks such as parameter estimation (e.g. magnetometry), tomography, and randomized benchmarking. We start by providing a summary of the standard phenomenological model of the NV optical process in terms of Lindblad jump operators. This model is used to derive random variables describing emitted photons during measurement, to which finite visibility, dark counts, and imperfect state preparation are added. NV spin-state measurement is then stated as an abstract statistical inference problem consisting of an underlying biased coin obstructed by three Poisson rates. Relevant frequentist and Bayesian estimators are provided, discussed, and quantitatively compared. We show numerically that the risk of the maximum likelihood estimator is well approximated by the Cramér-Rao bound, for which we provide a simple formula. Of the estimators, we in particular promote the Bayes estimator, owing to its slightly better risk performance, and straightforward error propagation into more complex experiments. This is illustrated on experimental data, where quantum Hamiltonian learning is performed and cross-validated in a fully Bayesian setting, and compared to a more traditional weighted least squares fit.

Recursive least squares method of regression coefficients estimation as a special case of Kalman filter

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.

Nonlinear Thermal Instability in Compressible Viscous Flows Without Heat Conductivity

NASA Astrophysics Data System (ADS)

Jiang, Fei

2018-04-01

We investigate the thermal instability of a smooth equilibrium state, in which the density function satisfies Schwarzschild's (instability) condition, to a compressible heat-conducting viscous flow without heat conductivity in the presence of a uniform gravitational field in a three-dimensional bounded domain. We show that the equilibrium state is linearly unstable by a modified variational method. Then, based on the constructed linearly unstable solutions and a local well-posedness result of classical solutions to the original nonlinear problem, we further construct the initial data of linearly unstable solutions to be the one of the original nonlinear problem, and establish an appropriate energy estimate of Gronwall-type. With the help of the established energy estimate, we finally show that the equilibrium state is nonlinearly unstable in the sense of Hadamard by a careful bootstrap instability argument.

Search-based optimization

NASA Technical Reports Server (NTRS)

Wheeler, Ward C.

2003-01-01

The problem of determining the minimum cost hypothetical ancestral sequences for a given cladogram is known to be NP-complete (Wang and Jiang, 1994). Traditionally, point estimations of hypothetical ancestral sequences have been used to gain heuristic, upper bounds on cladogram cost. These include procedures with such diverse approaches as non-additive optimization of multiple sequence alignment, direct optimization (Wheeler, 1996), and fixed-state character optimization (Wheeler, 1999). A method is proposed here which, by extending fixed-state character optimization, replaces the estimation process with a search. This form of optimization examines a diversity of potential state solutions for cost-efficient hypothetical ancestral sequences and can result in greatly more parsimonious cladograms. Additionally, such an approach can be applied to other NP-complete phylogenetic optimization problems such as genomic break-point analysis. c2003 The Willi Hennig Society. Published by Elsevier Science (USA). All rights reserved.

Digital program for solving the linear stochastic optimal control and estimation problem

NASA Technical Reports Server (NTRS)

Geyser, L. C.; Lehtinen, B.

1975-01-01

A computer program is described which solves the linear stochastic optimal control and estimation (LSOCE) problem by using a time-domain formulation. The LSOCE problem is defined as that of designing controls for a linear time-invariant system which is disturbed by white noise in such a way as to minimize a performance index which is quadratic in state and control variables. The LSOCE problem and solution are outlined; brief descriptions are given of the solution algorithms, and complete descriptions of each subroutine, including usage information and digital listings, are provided. A test case is included, as well as information on the IBM 7090-7094 DCS time and storage requirements.

Quantifying incident-induced travel delays on freeways using traffic sensor data

DOT National Transportation Integrated Search

2008-02-01

Traffic congestion is a major operational problem for freeways in Washington State. Recent studies have estimated that more than 50% of freeway congestion is caused by traffic incidents. To help the Washington State Department of Transportation (WSDO...

Quantifying incident-induced travel delays on freeways using traffic sensor data

DOT National Transportation Integrated Search

2008-05-01

Traffic congestion is a major operational problem for freeways in Washington State. Recent studies have estimated that more than 50 percent of freeway congestion is caused by traffic incidents. To help the Washington State Department of Transportatio...

Implicit Particle Filter for Power System State Estimation with Large Scale Renewable Power Integration.

NASA Astrophysics Data System (ADS)

Uzunoglu, B.; Hussaini, Y.

2017-12-01

Implicit Particle Filter is a sequential Monte Carlo method for data assimilation that guides the particles to the high-probability by an implicit step . It optimizes a nonlinear cost function which can be inherited from legacy assimilation routines . Dynamic state estimation for almost real-time applications in power systems are becomingly increasingly more important with integration of variable wind and solar power generation. New advanced state estimation tools that will replace the old generation state estimation in addition to having a general framework of complexities should be able to address the legacy software and able to integrate the old software in a mathematical framework while allowing the power industry need for a cautious and evolutionary change in comparison to a complete revolutionary approach while addressing nonlinearity and non-normal behaviour. This work implements implicit particle filter as a state estimation tool for the estimation of the states of a power system and presents the first implicit particle filter application study on a power system state estimation. The implicit particle filter is introduced into power systems and the simulations are presented for a three-node benchmark power system . The performance of the filter on the presented problem is analyzed and the results are presented.

Constrained State Estimation for Individual Localization in Wireless Body Sensor Networks

PubMed Central

Feng, Xiaoxue; Snoussi, Hichem; Liang, Yan; Jiao, Lianmeng

2014-01-01

Wireless body sensor networks based on ultra-wideband radio have recently received much research attention due to its wide applications in health-care, security, sports and entertainment. Accurate localization is a fundamental problem to realize the development of effective location-aware applications above. In this paper the problem of constrained state estimation for individual localization in wireless body sensor networks is addressed. Priori knowledge about geometry among the on-body nodes as additional constraint is incorporated into the traditional filtering system. The analytical expression of state estimation with linear constraint to exploit the additional information is derived. Furthermore, for nonlinear constraint, first-order and second-order linearizations via Taylor series expansion are proposed to transform the nonlinear constraint to the linear case. Examples between the first-order and second-order nonlinear constrained filters based on interacting multiple model extended kalman filter (IMM-EKF) show that the second-order solution for higher order nonlinearity as present in this paper outperforms the first-order solution, and constrained IMM-EKF obtains superior estimation than IMM-EKF without constraint. Another brownian motion individual localization example also illustrates the effectiveness of constrained nonlinear iterative least square (NILS), which gets better filtering performance than NILS without constraint. PMID:25390408

Cloud cover and solar disk state estimation using all-sky images: deep neural networks approach compared to routine methods

NASA Astrophysics Data System (ADS)

Krinitskiy, Mikhail; Sinitsyn, Alexey

2017-04-01

Shortwave radiation is an important component of surface heat budget over sea and land. To estimate them accurate observations of cloud conditions are needed including total cloud cover, spatial and temporal cloud structure. While massively observed visually, for building accurate SW radiation parameterizations cloud structure needs also to be quantified using precise instrumental measurements. While there already exist several state of the art land-based cloud-cameras that satisfy researchers needs, their major disadvantages are associated with inaccuracy of all-sky images processing algorithms which typically result in the uncertainties of 2-4 octa of cloud cover estimates with the resulting true-scoring cloud cover accuracy of about 7%. Moreover, none of these algorithms determine cloud types. We developed an approach for cloud cover and structure estimating, which provides much more accurate estimates and also allows for measuring additional characteristics. This method is based on the synthetic controlling index, namely the "grayness rate index", that we introduced in 2014. Since then this index has already demonstrated high efficiency being used along with the technique namely the "background sunburn effect suppression", to detect thin clouds. This made it possible to significantly increase the accuracy of total cloud cover estimation in various sky image states using this extension of routine algorithm type. Errors for the cloud cover estimates significantly decreased down resulting the mean squared error of about 1.5 octa. Resulting true-scoring accuracy is more than 38%. The main source of this approach uncertainties is the solar disk state determination errors. While the deep neural networks approach lets us to estimate solar disk state with 94% accuracy, the final result of total cloud estimation still isn`t satisfying. To solve this problem completely we applied the set of machine learning algorithms to the problem of total cloud cover estimation directly. The accuracy of this approach varies depending on algorithm choice. Deep neural networks demonstrated the best accuracy of more than 96%. We will demonstrate some approaches and the most influential statistical features of all-sky images that lets the algorithm reach that high accuracy. With the use of our new optical package a set of over 480`000 samples has been collected in several sea missions in 2014-2016 along with concurrent standard human observed and instrumentally recorded meteorological parameters. We will demonstrate the results of the field measurements and will discuss some still remaining problems and the potential of the further developments of machine learning approach.

Covariance Matrix Estimation for the Cryo-EM Heterogeneity Problem*

PubMed Central

Katsevich, E.; Katsevich, A.; Singer, A.

2015-01-01

In cryo-electron microscopy (cryo-EM), a microscope generates a top view of a sample of randomly oriented copies of a molecule. The problem of single particle reconstruction (SPR) from cryo-EM is to use the resulting set of noisy two-dimensional projection images taken at unknown directions to reconstruct the three-dimensional (3D) structure of the molecule. In some situations, the molecule under examination exhibits structural variability, which poses a fundamental challenge in SPR. The heterogeneity problem is the task of mapping the space of conformational states of a molecule. It has been previously suggested that the leading eigenvectors of the covariance matrix of the 3D molecules can be used to solve the heterogeneity problem. Estimating the covariance matrix is challenging, since only projections of the molecules are observed, but not the molecules themselves. In this paper, we formulate a general problem of covariance estimation from noisy projections of samples. This problem has intimate connections with matrix completion problems and high-dimensional principal component analysis. We propose an estimator and prove its consistency. When there are finitely many heterogeneity classes, the spectrum of the estimated covariance matrix reveals the number of classes. The estimator can be found as the solution to a certain linear system. In the cryo-EM case, the linear operator to be inverted, which we term the projection covariance transform, is an important object in covariance estimation for tomographic problems involving structural variation. Inverting it involves applying a filter akin to the ramp filter in tomography. We design a basis in which this linear operator is sparse and thus can be tractably inverted despite its large size. We demonstrate via numerical experiments on synthetic datasets the robustness of our algorithm to high levels of noise. PMID:25699132

An Examination of Physical and Mental Health Problems of the Homeless.

ERIC Educational Resources Information Center

Solarz, Andrea; Mowbray, Carol

Homelessness is a significant social problem in the United States and it has been estimated that there may be as many as 2.5 million homeless people in this country today. For these people, poverty, substance abuse, and harsh living conditions may further contribute to the development of physical and mental health problems. A study was conducted…

Combining facial dynamics with appearance for age estimation.

PubMed

Dibeklioglu, Hamdi; Alnajar, Fares; Ali Salah, Albert; Gevers, Theo

2015-06-01

Estimating the age of a human from the captured images of his/her face is a challenging problem. In general, the existing approaches to this problem use appearance features only. In this paper, we show that in addition to appearance information, facial dynamics can be leveraged in age estimation. We propose a method to extract and use dynamic features for age estimation, using a person's smile. Our approach is tested on a large, gender-balanced database with 400 subjects, with an age range between 8 and 76. In addition, we introduce a new database on posed disgust expressions with 324 subjects in the same age range, and evaluate the reliability of the proposed approach when used with another expression. State-of-the-art appearance-based age estimation methods from the literature are implemented as baseline. We demonstrate that for each of these methods, the addition of the proposed dynamic features results in statistically significant improvement. We further propose a novel hierarchical age estimation architecture based on adaptive age grouping. We test our approach extensively, including an exploration of spontaneous versus posed smile dynamics, and gender-specific age estimation. We show that using spontaneity information reduces the mean absolute error by up to 21%, advancing the state of the art for facial age estimation.

Kalman filters for fractional discrete-time stochastic systems along with time-delay in the observation signal

NASA Astrophysics Data System (ADS)

Torabi, H.; Pariz, N.; Karimpour, A.

2016-02-01

This paper investigates fractional Kalman filters when time-delay is entered in the observation signal in the discrete-time stochastic fractional order state-space representation. After investigating the common fractional Kalman filter, we try to derive a fractional Kalman filter for time-delay fractional systems. A detailed derivation is given. Fractional Kalman filters will be used to estimate recursively the states of fractional order state-space systems based on minimizing the cost function when there is a constant time delay (d) in the observation signal. The problem will be solved by converting the filtering problem to a usual d-step prediction problem for delay-free fractional systems.

Accounting for randomness in measurement and sampling in studying cancer cell population dynamics.

PubMed

Ghavami, Siavash; Wolkenhauer, Olaf; Lahouti, Farshad; Ullah, Mukhtar; Linnebacher, Michael

2014-10-01

Knowing the expected temporal evolution of the proportion of different cell types in sample tissues gives an indication about the progression of the disease and its possible response to drugs. Such systems have been modelled using Markov processes. We here consider an experimentally realistic scenario in which transition probabilities are estimated from noisy cell population size measurements. Using aggregated data of FACS measurements, we develop MMSE and ML estimators and formulate two problems to find the minimum number of required samples and measurements to guarantee the accuracy of predicted population sizes. Our numerical results show that the convergence mechanism of transition probabilities and steady states differ widely from the real values if one uses the standard deterministic approach for noisy measurements. This provides support for our argument that for the analysis of FACS data one should consider the observed state as a random variable. The second problem we address is about the consequences of estimating the probability of a cell being in a particular state from measurements of small population of cells. We show how the uncertainty arising from small sample sizes can be captured by a distribution for the state probability.

A recursive solution for a fading memory filter derived from Kalman filter theory

NASA Technical Reports Server (NTRS)

Statman, J. I.

1986-01-01

A simple recursive solution for a class of fading memory tracking filters is presented. A fading memory filter provides estimates of filter states based on past measurements, similar to a traditional Kalman filter. Unlike a Kalman filter, an exponentially decaying weight is applied to older measurements, discounting their effect on present state estimates. It is shown that Kalman filters and fading memory filters are closely related solutions to a general least squares estimator problem. Closed form filter transfer functions are derived for a time invariant, steady state, fading memory filter. These can be applied in loop filter implementation of the Deep Space Network (DSN) Advanced Receiver carrier phase locked loop (PLL).

Output feedback control for a class of nonlinear systems with actuator degradation and sensor noise.

PubMed

Ai, Weiqing; Lu, Zhenli; Li, Bin; Fei, Shumin

2016-11-01

This paper investigates the output feedback control problem of a class of nonlinear systems with sensor noise and actuator degradation. Firstly, by using the descriptor observer approach, the origin system is transformed into a descriptor system. On the basis of the descriptor system, a novel Proportional Derivative (PD) observer is developed to asymptotically estimate sensor noise and system state simultaneously. Then, by designing an adaptive law to estimate the effectiveness of actuator, an adaptive observer-based controller is constructed to ensure that system state can be regulated to the origin asymptotically. Finally, the design scheme is applied to address a flexible joint robot link problem. Copyright © 2016 ISA. Published by Elsevier Ltd. All rights reserved.

On a strong solution of the non-stationary Navier-Stokes equations under slip or leak boundary conditions of friction type

NASA Astrophysics Data System (ADS)

Kashiwabara, Takahito

Strong solutions of the non-stationary Navier-Stokes equations under non-linearized slip or leak boundary conditions are investigated. We show that the problems are formulated by a variational inequality of parabolic type, to which uniqueness is established. Using Galerkin's method and deriving a priori estimates, we prove global and local existence for 2D and 3D slip problems respectively. For leak problems, under no-leak assumption at t=0 we prove local existence in 2D and 3D cases. Compatibility conditions for initial states play a significant role in the estimates.

Selectively active markers for solving of the partial occlusion problem in matchmoving and chromakeying workflow

NASA Astrophysics Data System (ADS)

Mazurek, Przemysław

2013-09-01

Matchmoving (Match Moving) is the process used for the estimation of camera movements for further integration of acquired video image with computer graphics. The estimation of movements is possible using pattern recognition, 2D and 3D tracking algorithms. The main problem for the workflow is the partial occlusion of markers by the actor, because manual rotoscoping is necessary for fixing of the chroma-keyed footage. In the paper, the partial occlusion problem is solved using the invented, selectively active electronic markers. The sensor network with multiple infrared links detects occlusion state (no-occlusion, partial, full) and switch LED's based markers.

Evaluation of the vehicle state with vibration-based diagnostics methods

NASA Astrophysics Data System (ADS)

Gai, V. E.; Polyakov, I. V.; Krasheninnikov, M. S.; Koshurina, A. A.; Dorofeev, R. A.

2017-02-01

Timely detection of a trouble in the mechanisms work is a guarantee of the stable operation of the entire machine complex. It allows minimizing unexpected losses, and avoiding any injuries inflicted on working people. The solution of the problem is the most important for vehicles and machines, working in remote areas of the infrastructure. All-terrain vehicles can be referred to such type of transport. The potential object of application of the described methodology is the multipurpose rotary-screw amphibious vehicle for rescue; reconnaissance; transport and technological operations. At the present time, there is no information on the use of these kinds of systems in ground-based vehicles. The present paper is devoted to the state estimation of a mechanism based on the analysis of vibration signals produced by the mechanism, in particular, the vibration signals of rolling bearings. The theory of active perception was used for the solution of the problem of the state estimation.

Estimation of nonlinear pilot model parameters including time delay.

NASA Technical Reports Server (NTRS)

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

1972-01-01

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

Efficient Learning of Continuous-Time Hidden Markov Models for Disease Progression

PubMed Central

Liu, Yu-Ying; Li, Shuang; Li, Fuxin; Song, Le; Rehg, James M.

2016-01-01

The Continuous-Time Hidden Markov Model (CT-HMM) is an attractive approach to modeling disease progression due to its ability to describe noisy observations arriving irregularly in time. However, the lack of an efficient parameter learning algorithm for CT-HMM restricts its use to very small models or requires unrealistic constraints on the state transitions. In this paper, we present the first complete characterization of efficient EM-based learning methods for CT-HMM models. We demonstrate that the learning problem consists of two challenges: the estimation of posterior state probabilities and the computation of end-state conditioned statistics. We solve the first challenge by reformulating the estimation problem in terms of an equivalent discrete time-inhomogeneous hidden Markov model. The second challenge is addressed by adapting three approaches from the continuous time Markov chain literature to the CT-HMM domain. We demonstrate the use of CT-HMMs with more than 100 states to visualize and predict disease progression using a glaucoma dataset and an Alzheimer’s disease dataset. PMID:27019571

Robustness enhancement of neurocontroller and state estimator

NASA Technical Reports Server (NTRS)

Troudet, Terry

1993-01-01

The feasibility of enhancing neurocontrol robustness, through training of the neurocontroller and state estimator in the presence of system uncertainties, is investigated on the example of a multivariable aircraft control problem. The performance and robustness of the newly trained neurocontroller are compared to those for an existing neurocontrol design scheme. The newly designed dynamic neurocontroller exhibits a better trade-off between phase and gain stability margins, and it is significantly more robust to degradations of the plant dynamics.

Observers for Systems with Nonlinearities Satisfying an Incremental Quadratic Inequality

NASA Technical Reports Server (NTRS)

Acikmese, Ahmet Behcet; Corless, Martin

2004-01-01

We consider the problem of state estimation for nonlinear time-varying systems whose nonlinearities satisfy an incremental quadratic inequality. These observer results unifies earlier results in the literature; and extend it to some additional classes of nonlinearities. Observers are presented which guarantee that the state estimation error exponentially converges to zero. Observer design involves solving linear matrix inequalities for the observer gain matrices. Results are illustrated by application to a simple model of an underwater.

Towards Real-Time Maneuver Detection: Automatic State and Dynamics Estimation with the Adaptive Optimal Control Based Estimator

NASA Astrophysics Data System (ADS)

Lubey, D.; Scheeres, D.

Tracking objects in Earth orbit is fraught with complications. This is due to the large population of orbiting spacecraft and debris that continues to grow, passive (i.e. no direct communication) and data-sparse observations, and the presence of maneuvers and dynamics mismodeling. Accurate orbit determination in this environment requires an algorithm to capture both a system's state and its state dynamics in order to account for mismodelings. Previous studies by the authors yielded an algorithm called the Optimal Control Based Estimator (OCBE) - an algorithm that simultaneously estimates a system's state and optimal control policies that represent dynamic mismodeling in the system for an arbitrary orbit-observer setup. The stochastic properties of these estimated controls are then used to determine the presence of mismodelings (maneuver detection), as well as characterize and reconstruct the mismodelings. The purpose of this paper is to develop the OCBE into an accurate real-time orbit tracking and maneuver detection algorithm by automating the algorithm and removing its linear assumptions. This results in a nonlinear adaptive estimator. In its original form the OCBE had a parameter called the assumed dynamic uncertainty, which is selected by the user with each new measurement to reflect the level of dynamic mismodeling in the system. This human-in-the-loop approach precludes real-time application to orbit tracking problems due to their complexity. This paper focuses on the Adaptive OCBE, a version of the estimator where the assumed dynamic uncertainty is chosen automatically with each new measurement using maneuver detection results to ensure that state uncertainties are properly adjusted to account for all dynamic mismodelings. The paper also focuses on a nonlinear implementation of the estimator. Originally, the OCBE was derived from a nonlinear cost function then linearized about a nominal trajectory, which is assumed to be ballistic (i.e. the nominal optimal control policy is zero for all times). In this paper, we relax this assumption on the nominal trajectory in order to allow for controlled nominal trajectories. This allows the estimator to be iterated to obtain a more accurate nonlinear solution for both the state and control estimates. Beyond these developments to the estimator, this paper also introduces a modified distance metric for maneuver detection. The original metric used in the OCBE only accounted for the estimated control and its uncertainty. This new metric accounts for measurement deviation and a priori state deviations, such that it accounts for all three major forms of uncertainty in orbit determination. This allows the user to understand the contributions of each source of uncertainty toward the total system mismodeling so that the user can properly account for them. Together these developments create an accurate orbit determination algorithm that is automated, robust to mismodeling, and capable of detecting and reconstructing the presence of mismodeling. These qualities make this algorithm a good foundation from which to approach the problem of real-time maneuver detection and reconstruction for Space Situational Awareness applications. This is further strengthened by the algorithm's general formulation that allows it to be applied to problems with an arbitrary target and observer.

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

NASA Astrophysics Data System (ADS)

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

2016-11-01

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

Estimating rare events in biochemical systems using conditional sampling.

PubMed

Sundar, V S

2017-01-28

The paper focuses on development of variance reduction strategies to estimate rare events in biochemical systems. Obtaining this probability using brute force Monte Carlo simulations in conjunction with the stochastic simulation algorithm (Gillespie's method) is computationally prohibitive. To circumvent this, important sampling tools such as the weighted stochastic simulation algorithm and the doubly weighted stochastic simulation algorithm have been proposed. However, these strategies require an additional step of determining the important region to sample from, which is not straightforward for most of the problems. In this paper, we apply the subset simulation method, developed as a variance reduction tool in the context of structural engineering, to the problem of rare event estimation in biochemical systems. The main idea is that the rare event probability is expressed as a product of more frequent conditional probabilities. These conditional probabilities are estimated with high accuracy using Monte Carlo simulations, specifically the Markov chain Monte Carlo method with the modified Metropolis-Hastings algorithm. Generating sample realizations of the state vector using the stochastic simulation algorithm is viewed as mapping the discrete-state continuous-time random process to the standard normal random variable vector. This viewpoint opens up the possibility of applying more sophisticated and efficient sampling schemes developed elsewhere to problems in stochastic chemical kinetics. The results obtained using the subset simulation method are compared with existing variance reduction strategies for a few benchmark problems, and a satisfactory improvement in computational time is demonstrated.

Maximum Correntropy Unscented Kalman Filter for Spacecraft Relative State Estimation.

PubMed

Liu, Xi; Qu, Hua; Zhao, Jihong; Yue, Pengcheng; Wang, Meng

2016-09-20

A new algorithm called maximum correntropy unscented Kalman filter (MCUKF) is proposed and applied to relative state estimation in space communication networks. As is well known, the unscented Kalman filter (UKF) provides an efficient tool to solve the non-linear state estimate problem. However, the UKF usually plays well in Gaussian noises. Its performance may deteriorate substantially in the presence of non-Gaussian noises, especially when the measurements are disturbed by some heavy-tailed impulsive noises. By making use of the maximum correntropy criterion (MCC), the proposed algorithm can enhance the robustness of UKF against impulsive noises. In the MCUKF, the unscented transformation (UT) is applied to obtain a predicted state estimation and covariance matrix, and a nonlinear regression method with the MCC cost is then used to reformulate the measurement information. Finally, the UT is adopted to the measurement equation to obtain the filter state and covariance matrix. Illustrative examples demonstrate the superior performance of the new algorithm.

Maximum Correntropy Unscented Kalman Filter for Spacecraft Relative State Estimation

PubMed Central

Liu, Xi; Qu, Hua; Zhao, Jihong; Yue, Pengcheng; Wang, Meng

2016-01-01

A new algorithm called maximum correntropy unscented Kalman filter (MCUKF) is proposed and applied to relative state estimation in space communication networks. As is well known, the unscented Kalman filter (UKF) provides an efficient tool to solve the non-linear state estimate problem. However, the UKF usually plays well in Gaussian noises. Its performance may deteriorate substantially in the presence of non-Gaussian noises, especially when the measurements are disturbed by some heavy-tailed impulsive noises. By making use of the maximum correntropy criterion (MCC), the proposed algorithm can enhance the robustness of UKF against impulsive noises. In the MCUKF, the unscented transformation (UT) is applied to obtain a predicted state estimation and covariance matrix, and a nonlinear regression method with the MCC cost is then used to reformulate the measurement information. Finally, the UT is adopted to the measurement equation to obtain the filter state and covariance matrix. Illustrative examples demonstrate the superior performance of the new algorithm. PMID:27657069

Optimal parameter estimation with a fixed rate of abstention

NASA Astrophysics Data System (ADS)

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

2013-07-01

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

Single-shot quantum state estimation via a continuous measurement in the strong backaction regime

NASA Astrophysics Data System (ADS)

Cook, Robert L.; Riofrío, Carlos A.; Deutsch, Ivan H.

2014-09-01

We study quantum tomography based on a stochastic continuous-time measurement record obtained from a probe field collectively interacting with an ensemble of identically prepared systems. In comparison to previous studies, we consider here the case in which the measurement-induced backaction has a non-negligible effect on the dynamical evolution of the ensemble. We formulate a maximum likelihood estimate for the initial quantum state given only a single instance of the continuous diffusive measurement record. We apply our estimator to the simplest problem: state tomography of a single pure qubit, which, during the course of the measurement, is also subjected to dynamical control. We identify a regime where the many-body system is well approximated at all times by a separable pure spin coherent state, whose Bloch vector undergoes a conditional stochastic evolution. We simulate the results of our estimator and show that we can achieve close to the upper bound of fidelity set by the optimal generalized measurement. This estimate is compared to, and significantly outperforms, an equivalent estimator that ignores measurement backaction.

Support vector machines for nuclear reactor state estimation

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

Zavaljevski, N.; Gross, K. C.

2000-02-14

Validation of nuclear power reactor signals is often performed by comparing signal prototypes with the actual reactor signals. The signal prototypes are often computed based on empirical data. The implementation of an estimation algorithm which can make predictions on limited data is an important issue. A new machine learning algorithm called support vector machines (SVMS) recently developed by Vladimir Vapnik and his coworkers enables a high level of generalization with finite high-dimensional data. The improved generalization in comparison with standard methods like neural networks is due mainly to the following characteristics of the method. The input data space is transformedmore » into a high-dimensional feature space using a kernel function, and the learning problem is formulated as a convex quadratic programming problem with a unique solution. In this paper the authors have applied the SVM method for data-based state estimation in nuclear power reactors. In particular, they implemented and tested kernels developed at Argonne National Laboratory for the Multivariate State Estimation Technique (MSET), a nonlinear, nonparametric estimation technique with a wide range of applications in nuclear reactors. The methodology has been applied to three data sets from experimental and commercial nuclear power reactor applications. The results are promising. The combination of MSET kernels with the SVM method has better noise reduction and generalization properties than the standard MSET algorithm.« less

Parameter estimation of qubit states with unknown phase parameter

NASA Astrophysics Data System (ADS)

Suzuki, Jun

2015-02-01

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

Estimation in Linear Systems Featuring Correlated Uncertain Observations Coming from Multiple Sensors

NASA Astrophysics Data System (ADS)

Caballero-Águila, R.; Hermoso-Carazo, A.; Linares-Pérez, J.

2009-08-01

In this paper, the state least-squares linear estimation problem from correlated uncertain observations coming from multiple sensors is addressed. It is assumed that, at each sensor, the state is measured in the presence of additive white noise and that the uncertainty in the observations is characterized by a set of Bernoulli random variables which are only correlated at consecutive time instants. Assuming that the statistical properties of such variables are not necessarily the same for all the sensors, a recursive filtering algorithm is proposed, and the performance of the estimators is illustrated by a numerical simulation example wherein a signal is estimated from correlated uncertain observations coming from two sensors with different uncertainty characteristics.

Event triggered state estimation techniques for power systems with integrated variable energy resources.

PubMed

Francy, Reshma C; Farid, Amro M; Youcef-Toumi, Kamal

2015-05-01

For many decades, state estimation (SE) has been a critical technology for energy management systems utilized by power system operators. Over time, it has become a mature technology that provides an accurate representation of system state under fairly stable and well understood system operation. The integration of variable energy resources (VERs) such as wind and solar generation, however, introduces new fast frequency dynamics and uncertainties into the system. Furthermore, such renewable energy is often integrated into the distribution system thus requiring real-time monitoring all the way to the periphery of the power grid topology and not just the (central) transmission system. The conventional solution is two fold: solve the SE problem (1) at a faster rate in accordance with the newly added VER dynamics and (2) for the entire power grid topology including the transmission and distribution systems. Such an approach results in exponentially growing problem sets which need to be solver at faster rates. This work seeks to address these two simultaneous requirements and builds upon two recent SE methods which incorporate event-triggering such that the state estimator is only called in the case of considerable novelty in the evolution of the system state. The first method incorporates only event-triggering while the second adds the concept of tracking. Both SE methods are demonstrated on the standard IEEE 14-bus system and the results are observed for a specific bus for two difference scenarios: (1) a spike in the wind power injection and (2) ramp events with higher variability. Relative to traditional state estimation, the numerical case studies showed that the proposed methods can result in computational time reductions of 90%. These results were supported by a theoretical discussion of the computational complexity of three SE techniques. The work concludes that the proposed SE techniques demonstrate practical improvements to the computational complexity of classical state estimation. In such a way, state estimation can continue to support the necessary control actions to mitigate the imbalances resulting from the uncertainties in renewables. Copyright © 2014 ISA. Published by Elsevier Ltd. All rights reserved.

Childhood Vision: What the Research Tells Us

ERIC Educational Resources Information Center

Center for Health and Health Care in Schools, 2004

2004-01-01

While a nationwide study of vision problems in children has not been conducted in over 30 years, the most recent NHIS (National Health Interview Survey) study shows vision problems are common in children, with an estimated 13.5 million children ages 0-17 affected. As of 2002, 30 states plus the District of Columbia "required" vision…

Assuring Software Cost Estimates: Is it an Oxymoron?

NASA Technical Reports Server (NTRS)

Hihn, Jarius; Tregre, Grant

2013-01-01

The software industry repeatedly observes cost growth of well over 100% even after decades of cost estimation research and well-known best practices, so "What's the problem?" In this paper we will provide an overview of the current state oj software cost estimation best practice. We then explore whether applying some of the methods used in software assurance might improve the quality of software cost estimates. This paper especially focuses on issues associated with model calibration, estimate review, and the development and documentation of estimates as part alan integrated plan.

Design of a two-level power system linear state estimator

NASA Astrophysics Data System (ADS)

Yang, Tao

The availability of synchro-phasor data has raised the possibility of a linear state estimator if the inputs are only complex currents and voltages and if there are enough such measurements to meet observability and redundancy requirements. Moreover, the new digital substations can perform some of the computation at the substation itself resulting in a more accurate two-level state estimator. The objective of this research is to develop a two-level linear state estimator processing synchro-phasor data and estimating the states at both the substation level and the control center level. Both the mathematical algorithms that are different from those in the present state estimation procedure and the layered architecture of databases, communications and application programs that are required to support this two-level linear state estimator are described in this dissertation. Besides, as the availability of phasor measurements at substations will increase gradually, this research also describes how the state estimator can be enhanced to handle both the traditional state estimator and the proposed linear state estimator simultaneously. This provides a way to immediately utilize the benefits in those parts of the system where such phasor measurements become available and provides a pathway to transition to the smart grid of the future. The design procedure of the two-level state estimator is applied to two study systems. The first study system is the IEEE-14 bus system. The second one is the 179 bus Western Electricity Coordinating Council (WECC) system. The static database for the substations is constructed from the power flow data of these systems and the real-time measurement database is produced by a power system dynamic simulating tool (TSAT). Time-skew problems that may be caused by communication delays are also considered and simulated. We used the Network Simulator (NS) tool to simulate a simple communication system and analyse its time delay performance. These time delays were too small to affect the results especially since the measurement data is time-stamped and the state estimator for these small systems could be run with subseconf frequency. Keywords: State Estimation, Synchro-Phasor Measurement, Distributed System, Energy Control Center, Substation, Time-skew

A biased filter for linear discrete dynamic systems.

NASA Technical Reports Server (NTRS)

Chang, J. W.; Hoerl, A. E.; Leathrum, J. F.

1972-01-01

A recursive estimator, the ridge filter, was developed for the linear discrete dynamic estimation problem. Theorems were established to show that the ridge filter can be, on the average, closer to the expected value of the system state than the Kalman filter. On the other hand, Kalman filter, on the average, is closer to the instantaneous system state than the ridge filter. The ridge filter has been formulated in such a way that the computational features of the Kalman filter are preserved.

Computational methods for estimation of parameters in hyperbolic systems

NASA Technical Reports Server (NTRS)

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

1983-01-01

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

Attention control learning in the decision space using state estimation

NASA Astrophysics Data System (ADS)

Gharaee, Zahra; Fatehi, Alireza; Mirian, Maryam S.; Nili Ahmadabadi, Majid

2016-05-01

The main goal of this paper is modelling attention while using it in efficient path planning of mobile robots. The key challenge in concurrently aiming these two goals is how to make an optimal, or near-optimal, decision in spite of time and processing power limitations, which inherently exist in a typical multi-sensor real-world robotic application. To efficiently recognise the environment under these two limitations, attention of an intelligent agent is controlled by employing the reinforcement learning framework. We propose an estimation method using estimated mixture-of-experts task and attention learning in perceptual space. An agent learns how to employ its sensory resources, and when to stop observing, by estimating its perceptual space. In this paper, static estimation of the state space in a learning task problem, which is examined in the WebotsTM simulator, is performed. Simulation results show that a robot learns how to achieve an optimal policy with a controlled cost by estimating the state space instead of continually updating sensory information.

On robust parameter estimation in brain-computer interfacing

NASA Astrophysics Data System (ADS)

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

2017-12-01

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

Estimating Angle-of-Arrival and Time-of-Flight for Multipath Components Using WiFi Channel State Information.

PubMed

Ahmed, Afaz Uddin; Arablouei, Reza; Hoog, Frank de; Kusy, Branislav; Jurdak, Raja; Bergmann, Neil

2018-05-29

Channel state information (CSI) collected during WiFi packet transmissions can be used for localization of commodity WiFi devices in indoor environments with multipath propagation. To this end, the angle of arrival (AoA) and time of flight (ToF) for all dominant multipath components need to be estimated. A two-dimensional (2D) version of the multiple signal classification (MUSIC) algorithm has been shown to solve this problem using 2D grid search, which is computationally expensive and is therefore not suited for real-time localisation. In this paper, we propose using a modified matrix pencil (MMP) algorithm instead. Specifically, we show that the AoA and ToF estimates can be found independently of each other using the one-dimensional (1D) MMP algorithm and the results can be accurately paired to obtain the AoA⁻ToF pairs for all multipath components. Thus, the 2D estimation problem reduces to running 1D estimation multiple times, substantially reducing the computational complexity. We identify and resolve the problem of degenerate performance when two or more multipath components have the same AoA. In addition, we propose a packet aggregation model that uses the CSI data from multiple packets to improve the performance under noisy conditions. Simulation results show that our algorithm achieves two orders of magnitude reduction in the computational time over the 2D MUSIC algorithm while achieving similar accuracy. High accuracy and low computation complexity of our approach make it suitable for applications that require location estimation to run on resource-constrained embedded devices in real time.

Homeless Mentally Ill: Problems and Options in Estimating Numbers and Trends. Report to the Chairman, Committee on Labor and Human Resources, U.S. Senate.

ERIC Educational Resources Information Center

General Accounting Office, Washington, DC. Program Evaluation and Methodology Div.

In response to a request by the United States Senate Committee on Labor and Human Resources, the General Accounting Office (GAO) examined the methodological soundness of current population estimates of the number of homeless chronically mentally ill persons, and proposed several options for estimating the size of this population. The GAO reviewed…

A Unified Estimation Framework for State-Related Changes in Effective Brain Connectivity.

PubMed

Samdin, S Balqis; Ting, Chee-Ming; Ombao, Hernando; Salleh, Sh-Hussain

2017-04-01

This paper addresses the critical problem of estimating time-evolving effective brain connectivity. Current approaches based on sliding window analysis or time-varying coefficient models do not simultaneously capture both slow and abrupt changes in causal interactions between different brain regions. To overcome these limitations, we develop a unified framework based on a switching vector autoregressive (SVAR) model. Here, the dynamic connectivity regimes are uniquely characterized by distinct vector autoregressive (VAR) processes and allowed to switch between quasi-stationary brain states. The state evolution and the associated directed dependencies are defined by a Markov process and the SVAR parameters. We develop a three-stage estimation algorithm for the SVAR model: 1) feature extraction using time-varying VAR (TV-VAR) coefficients, 2) preliminary regime identification via clustering of the TV-VAR coefficients, 3) refined regime segmentation by Kalman smoothing and parameter estimation via expectation-maximization algorithm under a state-space formulation, using initial estimates from the previous two stages. The proposed framework is adaptive to state-related changes and gives reliable estimates of effective connectivity. Simulation results show that our method provides accurate regime change-point detection and connectivity estimates. In real applications to brain signals, the approach was able to capture directed connectivity state changes in functional magnetic resonance imaging data linked with changes in stimulus conditions, and in epileptic electroencephalograms, differentiating ictal from nonictal periods. The proposed framework accurately identifies state-dependent changes in brain network and provides estimates of connectivity strength and directionality. The proposed approach is useful in neuroscience studies that investigate the dynamics of underlying brain states.

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

NASA Astrophysics Data System (ADS)

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

2018-07-01

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

A Vision-Based Relative Navigation Approach for Autonomous Multirotor Aircraft

NASA Astrophysics Data System (ADS)

Leishman, Robert C.

Autonomous flight in unstructured, confined, and unknown GPS-denied environments is a challenging problem. Solutions could be tremendously beneficial for scenarios that require information about areas that are difficult to access and that present a great amount of risk. The goal of this research is to develop a new framework that enables improved solutions to this problem and to validate the approach with experiments using a hardware prototype. In Chapter 2 we examine the consequences and practical aspects of using an improved dynamic model for multirotor state estimation, using only IMU measurements. The improved model correctly explains the measurements available from the accelerometers on a multirotor. We provide hardware results demonstrating the improved attitude, velocity and even position estimates that can be achieved through the use of this model. We propose a new architecture to simplify some of the challenges that constrain GPS-denied aerial flight in Chapter 3. At the core, the approach combines visual graph-SLAM with a multiplicative extended Kalman filter (MEKF). More importantly, we depart from the common practice of estimating global states and instead keep the position and yaw states of the MEKF relative to the current node in the map. This relative navigation approach provides a tremendous benefit compared to maintaining estimates with respect to a single global coordinate frame. We discuss the architecture of this new system and provide important details for each component. We verify the approach with goal-directed autonomous flight-test results. The MEKF is the basis of the new relative navigation approach and is detailed in Chapter 4. We derive the relative filter and show how the states must be augmented and marginalized each time a new node is declared. The relative estimation approach is verified using hardware flight test results accompanied by comparisons to motion capture truth. Additionally, flight results with estimates in the control loop are provided. We believe that the relative, vision-based framework described in this work is an important step in furthering the capabilities of indoor aerial navigation in confined, unknown environments. Current approaches incur challenging problems by requiring globally referenced states. Utilizing a relative approach allows more flexibility as the critical, real-time processes of localization and control do not depend on computationally-demanding optimization and loop-closure processes.

A prefiltering version of the Kalman filter with new numerical integration formulas for Riccati equations

NASA Technical Reports Server (NTRS)

Womble, M. E.; Potter, J. E.

1975-01-01

A prefiltering version of the Kalman filter is derived for both discrete and continuous measurements. The derivation consists of determining a single discrete measurement that is equivalent to either a time segment of continuous measurements or a set of discrete measurements. This prefiltering version of the Kalman filter easily handles numerical problems associated with rapid transients and ill-conditioned Riccati matrices. Therefore, the derived technique for extrapolating the Riccati matrix from one time to the next constitutes a new set of integration formulas which alleviate ill-conditioning problems associated with continuous Riccati equations. Furthermore, since a time segment of continuous measurements is converted into a single discrete measurement, Potter's square root formulas can be used to update the state estimate and its error covariance matrix. Therefore, if having the state estimate and its error covariance matrix at discrete times is acceptable, the prefilter extends square root filtering with all its advantages, to continuous measurement problems.

Non-linear Parameter Estimates from Non-stationary MEG Data

PubMed Central

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

2016-01-01

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

State of charge estimation in Ni-MH rechargeable batteries

NASA Astrophysics Data System (ADS)

Milocco, R. H.; Castro, B. E.

In this work we estimate the state of charge (SOC) of Ni-MH rechargeable batteries using the Kalman filter based on a simplified electrochemical model. First, we derive the complete electrochemical model of the battery which includes diffusional processes and kinetic reactions in both Ni and MH electrodes. The full model is further reduced in a cascade of two parts, a linear time invariant dynamical sub-model followed by a static nonlinearity. Both parts are identified using the current and potential measured at the terminals of the battery with a simple 1-D minimization procedure. The inverse of the static nonlinearity together with a Kalman filter provide the SOC estimation as a linear estimation problem. Experimental results with commercial batteries are provided to illustrate the estimation procedure and to show the performance.

Signal Conditioning for the Kalman Filter: Application to Satellite Attitude Estimation with Magnetometer and Sun Sensors

PubMed Central

Esteban, Segundo; Girón-Sierra, Jose M.; Polo, Óscar R.; Angulo, Manuel

2016-01-01

Most satellites use an on-board attitude estimation system, based on available sensors. In the case of low-cost satellites, which are of increasing interest, it is usual to use magnetometers and Sun sensors. A Kalman filter is commonly recommended for the estimation, to simultaneously exploit the information from sensors and from a mathematical model of the satellite motion. It would be also convenient to adhere to a quaternion representation. This article focuses on some problems linked to this context. The state of the system should be represented in observable form. Singularities due to alignment of measured vectors cause estimation problems. Accommodation of the Kalman filter originates convergence difficulties. The article includes a new proposal that solves these problems, not needing changes in the Kalman filter algorithm. In addition, the article includes assessment of different errors, initialization values for the Kalman filter; and considers the influence of the magnetic dipole moment perturbation, showing how to handle it as part of the Kalman filter framework. PMID:27809250

Signal Conditioning for the Kalman Filter: Application to Satellite Attitude Estimation with Magnetometer and Sun Sensors.

PubMed

Esteban, Segundo; Girón-Sierra, Jose M; Polo, Óscar R; Angulo, Manuel

2016-10-31

Most satellites use an on-board attitude estimation system, based on available sensors. In the case of low-cost satellites, which are of increasing interest, it is usual to use magnetometers and Sun sensors. A Kalman filter is commonly recommended for the estimation, to simultaneously exploit the information from sensors and from a mathematical model of the satellite motion. It would be also convenient to adhere to a quaternion representation. This article focuses on some problems linked to this context. The state of the system should be represented in observable form. Singularities due to alignment of measured vectors cause estimation problems. Accommodation of the Kalman filter originates convergence difficulties. The article includes a new proposal that solves these problems, not needing changes in the Kalman filter algorithm. In addition, the article includes assessment of different errors, initialization values for the Kalman filter; and considers the influence of the magnetic dipole moment perturbation, showing how to handle it as part of the Kalman filter framework.

On the estimation of the domain of attraction for discrete-time switched and hybrid nonlinear systems

NASA Astrophysics Data System (ADS)

Kit Luk, Chuen; Chesi, Graziano

2015-11-01

This paper addresses the estimation of the domain of attraction for discrete-time nonlinear systems where the vector field is subject to changes. First, the paper considers the case of switched systems, where the vector field is allowed to arbitrarily switch among the elements of a finite family. Second, the paper considers the case of hybrid systems, where the state space is partitioned into several regions described by polynomial inequalities, and the vector field is defined on each region independently from the other ones. In both cases, the problem consists of computing the largest sublevel set of a Lyapunov function included in the domain of attraction. An approach is proposed for solving this problem based on convex programming, which provides a guaranteed inner estimate of the sought sublevel set. The conservatism of the provided estimate can be decreased by increasing the size of the optimisation problem. Some numerical examples illustrate the proposed approach.

Kalman Filtering with Inequality Constraints for Turbofan Engine Health Estimation

NASA Technical Reports Server (NTRS)

Simon, Dan; Simon, Donald L.

2003-01-01

Kalman filters are often used to estimate the state variables of a dynamic system. However, in the application of Kalman filters some known signal information is often either ignored or dealt with heuristically. For instance, state variable constraints (which may be based on physical considerations) are often neglected because they do not fit easily into the structure of the Kalman filter. This paper develops two analytic methods of incorporating state variable inequality constraints in the Kalman filter. The first method is a general technique of using hard constraints to enforce inequalities on the state variable estimates. The resultant filter is a combination of a standard Kalman filter and a quadratic programming problem. The second method uses soft constraints to estimate state variables that are known to vary slowly with time. (Soft constraints are constraints that are required to be approximately satisfied rather than exactly satisfied.) The incorporation of state variable constraints increases the computational effort of the filter but significantly improves its estimation accuracy. The improvement is proven theoretically and shown via simulation results. The use of the algorithm is demonstrated on a linearized simulation of a turbofan engine to estimate health parameters. The turbofan engine model contains 16 state variables, 12 measurements, and 8 component health parameters. It is shown that the new algorithms provide improved performance in this example over unconstrained Kalman filtering.

Current state of traffic pollution in Bangladesh and metropolitan Dhaka

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

Karim, Masud; Matsui, Hiroshi; Ohno, Takashi

1997-12-31

Limited resources, invested for the development of transport facilities, such as infrastructure and vehicles, coupled with the rapid rise in transport demand, existence of a huge number of non-motorized vehicles on roads, lack of application of adequate and proper traffic management schemes are producing severe transport problems in almost all the urban areas of Bangladesh. Worsening situation of traffic congestion in the streets and sufferings of the inhabitants from vehicle emissions demand extensive research in this field. However, no detailed study concerning traffic congestion and pollution problems for urban areas of Bangladesh has yet been done. Therefore, it has becomemore » increasingly important to examine the present state of the problem. This research is a preliminary evaluation of the current situation of traffic pollution problem in Bangladesh. The daily total emissions of NO{sub x}, HC, CO, PM, and SO{sub x} are estimated using the daily fuel consumption and total traffic flows in Dhaka city. Estimated daily emissions are 42, 39, 314, 14, and 42 t/d for NO{sub x}, HC, CO, PM, and SO{sub x}, respectively. The emissions estimated using two different methods revealed good correlation. Daily average concentration of NO{sub x} (NO{sub 2}, NO) were measured at 30 street locations in Dhaka city during September and November, 1996. The results showed extremely high concentrations of NO{sub 2} and NO in these locations.« less

Adult Literacy in the United States Today.

ERIC Educational Resources Information Center

Forlizzi, Lori A.

This document addresses issues related to the problem that many U.S. citizens do not have literacy skills adequate to meet their needs and ambitions. The first section of the paper provides an overview of the problem, discussing how to define literacy, how it has been measured, some estimates of how many people are illiterate, who they are and…

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

NASA Astrophysics Data System (ADS)

Lange, Natascha; Erdal, Daniel; Neuweiler, Insa

2017-04-01

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

Estimation for the Linear Model With Uncertain Covariance Matrices

NASA Astrophysics Data System (ADS)

Zachariah, Dave; Shariati, Nafiseh; Bengtsson, Mats; Jansson, Magnus; Chatterjee, Saikat

2014-03-01

We derive a maximum a posteriori estimator for the linear observation model, where the signal and noise covariance matrices are both uncertain. The uncertainties are treated probabilistically by modeling the covariance matrices with prior inverse-Wishart distributions. The nonconvex problem of jointly estimating the signal of interest and the covariance matrices is tackled by a computationally efficient fixed-point iteration as well as an approximate variational Bayes solution. The statistical performance of estimators is compared numerically to state-of-the-art estimators from the literature and shown to perform favorably.

Assimilating a synthetic Kalman filter leaf area index series into the WOFOST model to improve regional winter wheat yield estimation

USDA-ARS?s Scientific Manuscript database

The scale mismatch between remotely sensed observations and crop growth models simulated state variables decreases the reliability of crop yield estimates. To overcome this problem, we used a two-step data assimilation phases: first we generated a complete leaf area index (LAI) time series by combin...

Path Flow Estimation Using Time Varying Coefficient State Space Model

NASA Astrophysics Data System (ADS)

Jou, Yow-Jen; Lan, Chien-Lun

2009-08-01

The dynamic path flow information is very crucial in the field of transportation operation and management, i.e., dynamic traffic assignment, scheduling plan, and signal timing. Time-dependent path information, which is important in many aspects, is nearly impossible to be obtained. Consequently, researchers have been seeking estimation methods for deriving valuable path flow information from less expensive traffic data, primarily link traffic counts of surveillance systems. This investigation considers a path flow estimation problem involving the time varying coefficient state space model, Gibbs sampler, and Kalman filter. Numerical examples with part of a real network of the Taipei Mass Rapid Transit with real O-D matrices is demonstrated to address the accuracy of proposed model. Results of this study show that this time-varying coefficient state space model is very effective in the estimation of path flow compared to time-invariant model.

A Robust Adaptive Unscented Kalman Filter for Nonlinear Estimation with Uncertain Noise Covariance.

PubMed

Zheng, Binqi; Fu, Pengcheng; Li, Baoqing; Yuan, Xiaobing

2018-03-07

The Unscented Kalman filter (UKF) may suffer from performance degradation and even divergence while mismatch between the noise distribution assumed as a priori by users and the actual ones in a real nonlinear system. To resolve this problem, this paper proposes a robust adaptive UKF (RAUKF) to improve the accuracy and robustness of state estimation with uncertain noise covariance. More specifically, at each timestep, a standard UKF will be implemented first to obtain the state estimations using the new acquired measurement data. Then an online fault-detection mechanism is adopted to judge if it is necessary to update current noise covariance. If necessary, innovation-based method and residual-based method are used to calculate the estimations of current noise covariance of process and measurement, respectively. By utilizing a weighting factor, the filter will combine the last noise covariance matrices with the estimations as the new noise covariance matrices. Finally, the state estimations will be corrected according to the new noise covariance matrices and previous state estimations. Compared with the standard UKF and other adaptive UKF algorithms, RAUKF converges faster to the actual noise covariance and thus achieves a better performance in terms of robustness, accuracy, and computation for nonlinear estimation with uncertain noise covariance, which is demonstrated by the simulation results.

A Robust Adaptive Unscented Kalman Filter for Nonlinear Estimation with Uncertain Noise Covariance

PubMed Central

Zheng, Binqi; Yuan, Xiaobing

2018-01-01

The Unscented Kalman filter (UKF) may suffer from performance degradation and even divergence while mismatch between the noise distribution assumed as a priori by users and the actual ones in a real nonlinear system. To resolve this problem, this paper proposes a robust adaptive UKF (RAUKF) to improve the accuracy and robustness of state estimation with uncertain noise covariance. More specifically, at each timestep, a standard UKF will be implemented first to obtain the state estimations using the new acquired measurement data. Then an online fault-detection mechanism is adopted to judge if it is necessary to update current noise covariance. If necessary, innovation-based method and residual-based method are used to calculate the estimations of current noise covariance of process and measurement, respectively. By utilizing a weighting factor, the filter will combine the last noise covariance matrices with the estimations as the new noise covariance matrices. Finally, the state estimations will be corrected according to the new noise covariance matrices and previous state estimations. Compared with the standard UKF and other adaptive UKF algorithms, RAUKF converges faster to the actual noise covariance and thus achieves a better performance in terms of robustness, accuracy, and computation for nonlinear estimation with uncertain noise covariance, which is demonstrated by the simulation results. PMID:29518960

Improving stability margins in discrete-time LQG controllers

NASA Technical Reports Server (NTRS)

Oranc, B. Tarik; Phillips, Charles L.

1987-01-01

Some of the problems are discussed which are encountered in the design of discrete-time stochastic controllers for problems that may adequately be described by the Linear Quadratic Gaussian (LQG) assumptions; namely, the problems of obtaining acceptable relative stability, robustness, and disturbance rejection properties. A dynamic compensator is proposed to replace the optimal full state feedback regulator gains at steady state, provided that all states are measurable. The compensator increases the stability margins at the plant input, which may possibly be inadequate in practical applications. Though the optimal regulator has desirable properties the observer based controller as implemented with a Kalman filter, in a noisy environment, has inadequate stability margins. The proposed compensator is designed to match the return difference matrix at the plant input to that of the optimal regulator while maintaining the optimality of the state estimates as directed by the measurement noise characteristics.

Application of Consider Covariance to the Extended Kalman Filter

NASA Technical Reports Server (NTRS)

Lundberg, John B.

1996-01-01

The extended Kalman filter (EKF) is the basis for many applications of filtering theory to real-time problems where estimates of the state of a dynamical system are to be computed based upon some set of observations. The form of the EKF may vary somewhat from one application to another, but the fundamental principles are typically unchanged among these various applications. As is the case in many filtering applications, models of the dynamical system (differential equations describing the state variables) and models of the relationship between the observations and the state variables are created. These models typically employ a set of constants whose values are established my means of theory or experimental procedure. Since the estimates of the state are formed assuming that the models are perfect, any modeling errors will affect the accuracy of the computed estimates. Note that the modeling errors may be errors of commission (errors in terms included in the model) or omission (errors in terms excluded from the model). Consequently, it becomes imperative when evaluating the performance of real-time filters to evaluate the effect of modeling errors on the estimates of the state.

State-of-charge estimation in lithium-ion batteries: A particle filter approach

NASA Astrophysics Data System (ADS)

Tulsyan, Aditya; Tsai, Yiting; Gopaluni, R. Bhushan; Braatz, Richard D.

2016-11-01

The dynamics of lithium-ion batteries are complex and are often approximated by models consisting of partial differential equations (PDEs) relating the internal ionic concentrations and potentials. The Pseudo two-dimensional model (P2D) is one model that performs sufficiently accurately under various operating conditions and battery chemistries. Despite its widespread use for prediction, this model is too complex for standard estimation and control applications. This article presents an original algorithm for state-of-charge estimation using the P2D model. Partial differential equations are discretized using implicit stable algorithms and reformulated into a nonlinear state-space model. This discrete, high-dimensional model (consisting of tens to hundreds of states) contains implicit, nonlinear algebraic equations. The uncertainty in the model is characterized by additive Gaussian noise. By exploiting the special structure of the pseudo two-dimensional model, a novel particle filter algorithm that sweeps in time and spatial coordinates independently is developed. This algorithm circumvents the degeneracy problems associated with high-dimensional state estimation and avoids the repetitive solution of implicit equations by defining a 'tether' particle. The approach is illustrated through extensive simulations.

Quality of Life...Investing in Our Children's Future. The Case for Building and Maintaining Our Public Schools.

ERIC Educational Resources Information Center

Associated General Contractors of America, Washington, DC.

A report statistically examines the problem of deferred maintenance in U.S. public schools, including the repair funding required to comply with federal mandates in the next 3 years; federal, state, and local contributions by state in 1991-92; the estimated percentage of schools needing repairs listed by state; and the changes in apportionment of…

Estimation of death rates in US states with small subpopulations.

PubMed

Voulgaraki, Anastasia; Wei, Rong; Kedem, Benjamin

2015-05-20

In US states with small subpopulations, the observed mortality rates are often zero, particularly among young ages. Because in life tables, death rates are reported mostly on a log scale, zero mortality rates are problematic. To overcome the observed zero death rates problem, appropriate probability models are used. Using these models, observed zero mortality rates are replaced by the corresponding expected values. This enables logarithmic transformations and, in some cases, the fitting of the eight-parameter Heligman-Pollard model to produce mortality estimates for ages 0-130 years, a procedure illustrated in terms of mortality data from several states. Copyright © 2014 John Wiley & Sons, Ltd.

Physics-of-Failure Approach to Prognostics

NASA Technical Reports Server (NTRS)

Kulkarni, Chetan S.

2017-01-01

As more and more electric vehicles emerge in our daily operation progressively, a very critical challenge lies in accurate prediction of the electrical components present in the system. In case of electric vehicles, computing remaining battery charge is safety-critical. In order to tackle and solve the prediction problem, it is essential to have awareness of the current state and health of the system, especially since it is necessary to perform condition-based predictions. To be able to predict the future state of the system, it is also required to possess knowledge of the current and future operations of the vehicle. In this presentation our approach to develop a system level health monitoring safety indicator for different electronic components is presented which runs estimation and prediction algorithms to determine state-of-charge and estimate remaining useful life of respective components. Given models of the current and future system behavior, the general approach of model-based prognostics can be employed as a solution to the prediction problem and further for decision making.

Control of linear uncertain systems utilizing mismatched state observers

NASA Technical Reports Server (NTRS)

Goldstein, B.

1972-01-01

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

State estimation for networked control systems using fixed data rates

NASA Astrophysics Data System (ADS)

Liu, Qing-Quan; Jin, Fang

2017-07-01

This paper investigates state estimation for linear time-invariant systems where sensors and controllers are geographically separated and connected via a bandwidth-limited and errorless communication channel with the fixed data rate. All plant states are quantised, coded and converted together into a codeword in our quantisation and coding scheme. We present necessary and sufficient conditions on the fixed data rate for observability of such systems, and further develop the data-rate theorem. It is shown in our results that there exists a quantisation and coding scheme to ensure observability of the system if the fixed data rate is larger than the lower bound given, which is less conservative than the one in the literature. Furthermore, we also examine the role that the disturbances have on the state estimation problem in the case with data-rate limitations. Illustrative examples are given to demonstrate the effectiveness of the proposed method.

Kalman Filtering for Genetic Regulatory Networks with Missing Values

PubMed Central

Liu, Qiuhua; Lai, Tianyue; Wang, Wu

2017-01-01

The filter problem with missing value for genetic regulation networks (GRNs) is addressed, in which the noises exist in both the state dynamics and measurement equations; furthermore, the correlation between process noise and measurement noise is also taken into consideration. In order to deal with the filter problem, a class of discrete-time GRNs with missing value, noise correlation, and time delays is established. Then a new observation model is proposed to decrease the adverse effect caused by the missing value and to decouple the correlation between process noise and measurement noise in theory. Finally, a Kalman filtering is used to estimate the states of GRNs. Meanwhile, a typical example is provided to verify the effectiveness of the proposed method, and it turns out to be the case that the concentrations of mRNA and protein could be estimated accurately. PMID:28814967

GARCH modelling of covariance in dynamical estimation of inverse solutions

NASA Astrophysics Data System (ADS)

Galka, Andreas; Yamashita, Okito; Ozaki, Tohru

2004-12-01

The problem of estimating unobserved states of spatially extended dynamical systems poses an inverse problem, which can be solved approximately by a recently developed variant of Kalman filtering; in order to provide the model of the dynamics with more flexibility with respect to space and time, we suggest to combine the concept of GARCH modelling of covariance, well known in econometrics, with Kalman filtering. We formulate this algorithm for spatiotemporal systems governed by stochastic diffusion equations and demonstrate its feasibility by presenting a numerical simulation designed to imitate the situation of the generation of electroencephalographic recordings by the human cortex.

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.

Implicit methods for efficient musculoskeletal simulation and optimal control

PubMed Central

van den Bogert, Antonie J.; Blana, Dimitra; Heinrich, Dieter

2011-01-01

The ordinary differential equations for musculoskeletal dynamics are often numerically stiff and highly nonlinear. Consequently, simulations require small time steps, and optimal control problems are slow to solve and have poor convergence. In this paper, we present an implicit formulation of musculoskeletal dynamics, which leads to new numerical methods for simulation and optimal control, with the expectation that we can mitigate some of these problems. A first order Rosenbrock method was developed for solving forward dynamic problems using the implicit formulation. It was used to perform real-time dynamic simulation of a complex shoulder arm system with extreme dynamic stiffness. Simulations had an RMS error of only 0.11 degrees in joint angles when running at real-time speed. For optimal control of musculoskeletal systems, a direct collocation method was developed for implicitly formulated models. The method was applied to predict gait with a prosthetic foot and ankle. Solutions were obtained in well under one hour of computation time and demonstrated how patients may adapt their gait to compensate for limitations of a specific prosthetic limb design. The optimal control method was also applied to a state estimation problem in sports biomechanics, where forces during skiing were estimated from noisy and incomplete kinematic data. Using a full musculoskeletal dynamics model for state estimation had the additional advantage that forward dynamic simulations, could be done with the same implicitly formulated model to simulate injuries and perturbation responses. While these methods are powerful and allow solution of previously intractable problems, there are still considerable numerical challenges, especially related to the convergence of gradient-based solvers. PMID:22102983

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

NASA Technical Reports Server (NTRS)

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

1985-01-01

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

Model Based Optimal Control, Estimation, and Validation of Lithium-Ion Batteries

NASA Astrophysics Data System (ADS)

Perez, Hector Eduardo

This dissertation focuses on developing and experimentally validating model based control techniques to enhance the operation of lithium ion batteries, safely. An overview of the contributions to address the challenges that arise are provided below. Chapter 1: This chapter provides an introduction to battery fundamentals, models, and control and estimation techniques. Additionally, it provides motivation for the contributions of this dissertation. Chapter 2: This chapter examines reference governor (RG) methods for satisfying state constraints in Li-ion batteries. Mathematically, these constraints are formulated from a first principles electrochemical model. Consequently, the constraints explicitly model specific degradation mechanisms, such as lithium plating, lithium depletion, and overheating. This contrasts with the present paradigm of limiting measured voltage, current, and/or temperature. The critical challenges, however, are that (i) the electrochemical states evolve according to a system of nonlinear partial differential equations, and (ii) the states are not physically measurable. Assuming available state and parameter estimates, this chapter develops RGs for electrochemical battery models. The results demonstrate how electrochemical model state information can be utilized to ensure safe operation, while simultaneously enhancing energy capacity, power, and charge speeds in Li-ion batteries. Chapter 3: Complex multi-partial differential equation (PDE) electrochemical battery models are characterized by parameters that are often difficult to measure or identify. This parametric uncertainty influences the state estimates of electrochemical model-based observers for applications such as state-of-charge (SOC) estimation. This chapter develops two sensitivity-based interval observers that map bounded parameter uncertainty to state estimation intervals, within the context of electrochemical PDE models and SOC estimation. Theoretically, this chapter extends the notion of interval observers to PDE models using a sensitivity-based approach. Practically, this chapter quantifies the sensitivity of battery state estimates to parameter variations, enabling robust battery management schemes. The effectiveness of the proposed sensitivity-based interval observers is verified via a numerical study for the range of uncertain parameters. Chapter 4: This chapter seeks to derive insight on battery charging control using electrochemistry models. Directly using full order complex multi-partial differential equation (PDE) electrochemical battery models is difficult and sometimes impossible to implement. This chapter develops an approach for obtaining optimal charge control schemes, while ensuring safety through constraint satisfaction. An optimal charge control problem is mathematically formulated via a coupled reduced order electrochemical-thermal model which conserves key electrochemical and thermal state information. The Legendre-Gauss-Radau (LGR) pseudo-spectral method with adaptive multi-mesh-interval collocation is employed to solve the resulting nonlinear multi-state optimal control problem. Minimum time charge protocols are analyzed in detail subject to solid and electrolyte phase concentration constraints, as well as temperature constraints. The optimization scheme is examined using different input current bounds, and an insight on battery design for fast charging is provided. Experimental results are provided to compare the tradeoffs between an electrochemical-thermal model based optimal charge protocol and a traditional charge protocol. Chapter 5: Fast and safe charging protocols are crucial for enhancing the practicality of batteries, especially for mobile applications such as smartphones and electric vehicles. This chapter proposes an innovative approach to devising optimally health-conscious fast-safe charge protocols. A multi-objective optimal control problem is mathematically formulated via a coupled electro-thermal-aging battery model, where electrical and aging sub-models depend upon the core temperature captured by a two-state thermal sub-model. The Legendre-Gauss-Radau (LGR) pseudo-spectral method with adaptive multi-mesh-interval collocation is employed to solve the resulting highly nonlinear six-state optimal control problem. Charge time and health degradation are therefore optimally traded off, subject to both electrical and thermal constraints. Minimum-time, minimum-aging, and balanced charge scenarios are examined in detail. Sensitivities to the upper voltage bound, ambient temperature, and cooling convection resistance are investigated as well. Experimental results are provided to compare the tradeoffs between a balanced and traditional charge protocol. Chapter 6: This chapter provides concluding remarks on the findings of this dissertation and a discussion of future work.

Kalman filter for onboard state of charge estimation and peak power capability analysis of lithium-ion batteries

NASA Astrophysics Data System (ADS)

Dong, Guangzhong; Wei, Jingwen; Chen, Zonghai

2016-10-01

To evaluate the continuous and instantaneous load capability of a battery, this paper describes a joint estimator for state-of-charge (SOC) and state-of-function (SOF) of lithium-ion batteries (LIB) based on Kalman filter (KF). The SOC is a widely used index for remain useful capacity left in a battery. The SOF represents the peak power capability of the battery. It can be determined by real-time SOC estimation and terminal voltage prediction, which can be derived from impedance parameters. However, the open-circuit-voltage (OCV) of LiFePO4 is highly nonlinear with SOC, which leads to the difficulties in SOC estimation. To solve these problems, this paper proposed an onboard SOC estimation method. Firstly, a simplified linearized equivalent-circuit-model is developed to simulate the dynamic characteristics of a battery, where the OCV is regarded as a linearized function of SOC. Then, the system states are estimated based on the KF. Besides, the factors that influence peak power capability are analyzed according to statistical data. Finally, the performance of the proposed methodology is demonstrated by experiments conducted on a LiFePO4 LIBs under different operating currents and temperatures. Experimental results indicate that the proposed approach is suitable for battery onboard SOC and SOF estimation.

Cross-national differences in clinically significant cannabis problems: epidemiologic evidence from 'cannabis-only' smokers in the United States, Mexico, and Colombia.

PubMed

Fiestas, Fabian; Radovanovic, Mirjana; Martins, Silvia S; Medina-Mora, Maria E; Posada-Villa, Jose; Anthony, James C

2010-03-23

Epidemiological studies show wide variability in the occurrence of cannabis smoking and related disorders across countries. This study aims to estimate cross-national variation in cannabis users' experience of clinically significant cannabis-related problems in three countries of the Americas, with a focus on cannabis users who may have tried alcohol or tobacco, but who have not used cocaine, heroin, LSD, or other internationally regulated drugs. Data are from the World Mental Health Surveys Initiative and the National Latino and Asian American Study, with probability samples in Mexico (n = 4426), Colombia (n = 5,782) and the United States (USA; n = 8,228). The samples included 212 'cannabis only' users in Mexico, 260 in Colombia and 1,724 in the USA. Conditional GLM with GEE and 'exact' methods were used to estimate variation in the occurrence of clinically significant problems in cannabis only (CO) users across these surveyed populations. The experience of cannabis-related problems was quite infrequent among CO users in these countries, with weighted frequencies ranging from 1% to 5% across survey populations, and with no appreciable cross-national variation in general. CO users in Colombia proved to be an exception. As compared to CO users in the USA, the Colombia smokers were more likely to have experienced cannabis-associated 'social problems' (odds ratio, OR = 3.0; 95% CI = 1.4, 6.3; p = 0.004) and 'legal problems' (OR = 9.7; 95% CI = 2.7, 35.2; p = 0.001). This study's most remarkable finding may be the similarity in occurrence of cannabis-related problems in this cross-national comparison within the Americas. Wide cross-national variations in estimated population-level cumulative incidence of cannabis use disorders may be traced to large differences in cannabis smoking prevalence, rather than qualitative differences in cannabis experiences. More research is needed to identify conditions that might make cannabis-related social and legal problems more frequent in Colombia than in the USA.

Integrating the Revised Asthma Guidelines into School Nursing Scope and Standards of Practice

ERIC Educational Resources Information Center

Crowder, Sharron J.

2010-01-01

Asthma, a major health problem, is the most common chronic illness of school-aged children and adolescents, with an estimated 6.8 million students affected in the United States. Asthma is the leading cause of school absenteeism, with an estimated 14 million lost school days per year. In August 2007, the National Asthma Education and Prevention…

Quantum algorithms for Gibbs sampling and hitting-time estimation

DOE PAGES

Chowdhury, Anirban Narayan; Somma, Rolando D.

2017-02-01

In this paper, we present quantum algorithms for solving two problems regarding stochastic processes. The first algorithm prepares the thermal Gibbs state of a quantum system and runs in time almost linear in √Nβ/Ζ and polynomial in log(1/ϵ), where N is the Hilbert space dimension, β is the inverse temperature, Ζ is the partition function, and ϵ is the desired precision of the output state. Our quantum algorithm exponentially improves the dependence on 1/ϵ and quadratically improves the dependence on β of known quantum algorithms for this problem. The second algorithm estimates the hitting time of a Markov chain. Formore » a sparse stochastic matrix Ρ, it runs in time almost linear in 1/(ϵΔ 3/2), where ϵ is the absolute precision in the estimation and Δ is a parameter determined by Ρ, and whose inverse is an upper bound of the hitting time. Our quantum algorithm quadratically improves the dependence on 1/ϵ and 1/Δ of the analog classical algorithm for hitting-time estimation. Finally, both algorithms use tools recently developed in the context of Hamiltonian simulation, spectral gap amplification, and solving linear systems of equations.« less

3D Tendon Strain Estimation Using High-frequency Volumetric Ultrasound Images: A Feasibility Study.

PubMed

Carvalho, Catarina; Slagmolen, Pieter; Bogaerts, Stijn; Scheys, Lennart; D'hooge, Jan; Peers, Koen; Maes, Frederik; Suetens, Paul

2018-03-01

Estimation of strain in tendons for tendinopathy assessment is a hot topic within the sports medicine community. It is believed that, if accurately estimated, existing treatment and rehabilitation protocols can be improved and presymptomatic abnormalities can be detected earlier. State-of-the-art studies present inaccurate and highly variable strain estimates, leaving this problem without solution. Out-of-plane motion, present when acquiring two-dimensional (2D) ultrasound (US) images, is a known problem and may be responsible for such errors. This work investigates the benefit of high-frequency, three-dimensional (3D) US imaging to reduce errors in tendon strain estimation. Volumetric US images were acquired in silico, in vitro, and ex vivo using an innovative acquisition approach that combines the acquisition of 2D high-frequency US images with a mechanical guided system. An affine image registration method was used to estimate global strain. 3D strain estimates were then compared with ground-truth values and with 2D strain estimates. The obtained results for in silico data showed a mean absolute error (MAE) of 0.07%, 0.05%, and 0.27% for 3D estimates along axial, lateral direction, and elevation direction and a respective MAE of 0.21% and 0.29% for 2D strain estimates. Although 3D could outperform 2D, this does not occur in in vitro and ex vivo settings, likely due to 3D acquisition artifacts. Comparison against the state-of-the-art methods showed competitive results. The proposed work shows that 3D strain estimates are more accurate than 2D estimates but acquisition of appropriate 3D US images remains a challenge.

Single neuron modeling and data assimilation in BNST neurons

NASA Astrophysics Data System (ADS)

Farsian, Reza

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

Seeing Through the Fog: The Evolution of Problem Framing in United States Army Decision-Making Doctrine

DTIC Science & Technology

2014-05-22

Commander and Staff 2: Mission Analysis 3: Mission analysis 3: Course of Action (COA) Development 4: Staff Estimates 4: COA Analysis 5: Commander’s...Commander and Staff 2: Mission Analysis 2: Mission Analysis 3: Mission analysis 3: Course of Action (COA) Development 3: Course of Action (COA... Development 4: Staff Estimates 4: COA Analysis 4: COA Analysis 5: Commander’s Estimate 5: COA Comparison 5: COA Comparison 6: Preparation

Volumetric change of silts following cyclic loading.

DOT National Transportation Integrated Search

2013-06-01

Estimating the settlement of adjacent structures during pile installation in silts is a challenging problem for : practicing engineers. The current state-of-practice relies primarily on local case studies and monitoring efforts, such as : inclinomete...

Aircraft Turbofan Engine Health Estimation Using Constrained Kalman Filtering

NASA Technical Reports Server (NTRS)

Simon, Dan; Simon, Donald L.

2003-01-01

Kalman filters are often used to estimate the state variables of a dynamic system. However, in the application of Kalman filters some known signal information is often either ignored or dealt with heuristically. For instance, state variable constraints (which may be based on physical considerations) are often neglected because they do not fit easily into the structure of the Kalman filter. This paper develops an analytic method of incorporating state variable inequality constraints in the Kalman filter. The resultant filter is a combination of a standard Kalman filter and a quadratic programming problem. The incorporation of state variable constraints increases the computational effort of the filter but significantly improves its estimation accuracy. The improvement is proven theoretically and shown via simulation results obtained from application to a turbofan engine model. This model contains 16 state variables, 12 measurements, and 8 component health parameters. It is shown that the new algorithms provide improved performance in this example over unconstrained Kalman filtering.

Finite-time output feedback control of uncertain switched systems via sliding mode design

NASA Astrophysics Data System (ADS)

Zhao, Haijuan; Niu, Yugang; Song, Jun

2018-04-01

The problem of sliding mode control (SMC) is investigated for a class of uncertain switched systems subject to unmeasurable state and assigned finite (possible short) time constraint. A key issue is how to ensure the finite-time boundedness (FTB) of system state during reaching phase and sliding motion phase. To this end, a state observer is constructed to estimate the unmeasured states. And then, a state estimate-based SMC law is designed such that the state trajectories can be driven onto the specified integral sliding surface during the assigned finite time interval. By means of partitioning strategy, the corresponding FTB over reaching phase and sliding motion phase are guaranteed and the sufficient conditions are derived via average dwell time technique. Finally, an illustrative example is given to illustrate the proposed method.

Generalized Grover's Algorithm for Multiple Phase Inversion States

NASA Astrophysics Data System (ADS)

Byrnes, Tim; Forster, Gary; Tessler, Louis

2018-02-01

Grover's algorithm is a quantum search algorithm that proceeds by repeated applications of the Grover operator and the Oracle until the state evolves to one of the target states. In the standard version of the algorithm, the Grover operator inverts the sign on only one state. Here we provide an exact solution to the problem of performing Grover's search where the Grover operator inverts the sign on N states. We show the underlying structure in terms of the eigenspectrum of the generalized Hamiltonian, and derive an appropriate initial state to perform the Grover evolution. This allows us to use the quantum phase estimation algorithm to solve the search problem in this generalized case, completely bypassing the Grover algorithm altogether. We obtain a time complexity of this case of √{D /Mα }, where D is the search space dimension, M is the number of target states, and α ≈1 , which is close to the optimal scaling.

Inverse problem studies of biochemical systems with structure identification of S-systems by embedding training functions in a genetic algorithm.

PubMed

Sarode, Ketan Dinkar; Kumar, V Ravi; Kulkarni, B D

2016-05-01

An efficient inverse problem approach for parameter estimation, state and structure identification from dynamic data by embedding training functions in a genetic algorithm methodology (ETFGA) is proposed for nonlinear dynamical biosystems using S-system canonical models. Use of multiple shooting and decomposition approach as training functions has been shown for handling of noisy datasets and computational efficiency in studying the inverse problem. The advantages of the methodology are brought out systematically by studying it for three biochemical model systems of interest. By studying a small-scale gene regulatory system described by a S-system model, the first example demonstrates the use of ETFGA for the multifold aims of the inverse problem. The estimation of a large number of parameters with simultaneous state and network identification is shown by training a generalized S-system canonical model with noisy datasets. The results of this study bring out the superior performance of ETFGA on comparison with other metaheuristic approaches. The second example studies the regulation of cAMP oscillations in Dictyostelium cells now assuming limited availability of noisy data. Here, flexibility of the approach to incorporate partial system information in the identification process is shown and its effect on accuracy and predictive ability of the estimated model are studied. The third example studies the phenomenological toy model of the regulation of circadian oscillations in Drosophila that follows rate laws different from S-system power-law. For the limited noisy data, using a priori information about properties of the system, we could estimate an alternate S-system model that showed robust oscillatory behavior with predictive abilities. Copyright © 2016 Elsevier Inc. All rights reserved.

Distributed Prognostics based on Structural Model Decomposition

NASA Technical Reports Server (NTRS)

Daigle, Matthew J.; Bregon, Anibal; Roychoudhury, I.

2014-01-01

Within systems health management, prognostics focuses on predicting the remaining useful life of a system. In the model-based prognostics paradigm, physics-based models are constructed that describe the operation of a system and how it fails. Such approaches consist of an estimation phase, in which the health state of the system is first identified, and a prediction phase, in which the health state is projected forward in time to determine the end of life. Centralized solutions to these problems are often computationally expensive, do not scale well as the size of the system grows, and introduce a single point of failure. In this paper, we propose a novel distributed model-based prognostics scheme that formally describes how to decompose both the estimation and prediction problems into independent local subproblems whose solutions may be easily composed into a global solution. The decomposition of the prognostics problem is achieved through structural decomposition of the underlying models. The decomposition algorithm creates from the global system model a set of local submodels suitable for prognostics. Independent local estimation and prediction problems are formed based on these local submodels, resulting in a scalable distributed prognostics approach that allows the local subproblems to be solved in parallel, thus offering increases in computational efficiency. Using a centrifugal pump as a case study, we perform a number of simulation-based experiments to demonstrate the distributed approach, compare the performance with a centralized approach, and establish its scalability. Index Terms-model-based prognostics, distributed prognostics, structural model decomposition ABBREVIATIONS

A Numerical Approximation Framework for the Stochastic Linear Quadratic Regulator on Hilbert Spaces

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

Levajković, Tijana, E-mail: tijana.levajkovic@uibk.ac.at, E-mail: t.levajkovic@sf.bg.ac.rs; Mena, Hermann, E-mail: hermann.mena@uibk.ac.at; Tuffaha, Amjad, E-mail: atufaha@aus.edu

We present an approximation framework for computing the solution of the stochastic linear quadratic control problem on Hilbert spaces. We focus on the finite horizon case and the related differential Riccati equations (DREs). Our approximation framework is concerned with the so-called “singular estimate control systems” (Lasiecka in Optimal control problems and Riccati equations for systems with unbounded controls and partially analytic generators: applications to boundary and point control problems, 2004) which model certain coupled systems of parabolic/hyperbolic mixed partial differential equations with boundary or point control. We prove that the solutions of the approximate finite-dimensional DREs converge to the solutionmore » of the infinite-dimensional DRE. In addition, we prove that the optimal state and control of the approximate finite-dimensional problem converge to the optimal state and control of the corresponding infinite-dimensional problem.« less

Parameter estimation in plasmonic QED

NASA Astrophysics Data System (ADS)

Jahromi, H. Rangani

2018-03-01

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

Rao-Blackwellization for Adaptive Gaussian Sum Nonlinear Model Propagation

NASA Technical Reports Server (NTRS)

Semper, Sean R.; Crassidis, John L.; George, Jemin; Mukherjee, Siddharth; Singla, Puneet

2015-01-01

When dealing with imperfect data and general models of dynamic systems, the best estimate is always sought in the presence of uncertainty or unknown parameters. In many cases, as the first attempt, the Extended Kalman filter (EKF) provides sufficient solutions to handling issues arising from nonlinear and non-Gaussian estimation problems. But these issues may lead unacceptable performance and even divergence. In order to accurately capture the nonlinearities of most real-world dynamic systems, advanced filtering methods have been created to reduce filter divergence while enhancing performance. Approaches, such as Gaussian sum filtering, grid based Bayesian methods and particle filters are well-known examples of advanced methods used to represent and recursively reproduce an approximation to the state probability density function (pdf). Some of these filtering methods were conceptually developed years before their widespread uses were realized. Advanced nonlinear filtering methods currently benefit from the computing advancements in computational speeds, memory, and parallel processing. Grid based methods, multiple-model approaches and Gaussian sum filtering are numerical solutions that take advantage of different state coordinates or multiple-model methods that reduced the amount of approximations used. Choosing an efficient grid is very difficult for multi-dimensional state spaces, and oftentimes expensive computations must be done at each point. For the original Gaussian sum filter, a weighted sum of Gaussian density functions approximates the pdf but suffers at the update step for the individual component weight selections. In order to improve upon the original Gaussian sum filter, Ref. [2] introduces a weight update approach at the filter propagation stage instead of the measurement update stage. This weight update is performed by minimizing the integral square difference between the true forecast pdf and its Gaussian sum approximation. By adaptively updating each component weight during the nonlinear propagation stage an approximation of the true pdf can be successfully reconstructed. Particle filtering (PF) methods have gained popularity recently for solving nonlinear estimation problems due to their straightforward approach and the processing capabilities mentioned above. The basic concept behind PF is to represent any pdf as a set of random samples. As the number of samples increases, they will theoretically converge to the exact, equivalent representation of the desired pdf. When the estimated qth moment is needed, the samples are used for its construction allowing further analysis of the pdf characteristics. However, filter performance deteriorates as the dimension of the state vector increases. To overcome this problem Ref. [5] applies a marginalization technique for PF methods, decreasing complexity of the system to one linear and another nonlinear state estimation problem. The marginalization theory was originally developed by Rao and Blackwell independently. According to Ref. [6] it improves any given estimator under every convex loss function. The improvement comes from calculating a conditional expected value, often involving integrating out a supportive statistic. In other words, Rao-Blackwellization allows for smaller but separate computations to be carried out while reaching the main objective of the estimator. In the case of improving an estimator's variance, any supporting statistic can be removed and its variance determined. Next, any other information that dependents on the supporting statistic is found along with its respective variance. A new approach is developed here by utilizing the strengths of the adaptive Gaussian sum propagation in Ref. [2] and a marginalization approach used for PF methods found in Ref. [7]. In the following sections a modified filtering approach is presented based on a special state-space model within nonlinear systems to reduce the dimensionality of the optimization problem in Ref. [2]. First, the adaptive Gaussian sum propagation is explained and then the new marginalized adaptive Gaussian sum propagation is derived. Finally, an example simulation is presented.

Undecidability of the spectral gap.

PubMed

Cubitt, Toby S; Perez-Garcia, David; Wolf, Michael M

2015-12-10

The spectral gap--the energy difference between the ground state and first excited state of a system--is central to quantum many-body physics. Many challenging open problems, such as the Haldane conjecture, the question of the existence of gapped topological spin liquid phases, and the Yang-Mills gap conjecture, concern spectral gaps. These and other problems are particular cases of the general spectral gap problem: given the Hamiltonian of a quantum many-body system, is it gapped or gapless? Here we prove that this is an undecidable problem. Specifically, we construct families of quantum spin systems on a two-dimensional lattice with translationally invariant, nearest-neighbour interactions, for which the spectral gap problem is undecidable. This result extends to undecidability of other low-energy properties, such as the existence of algebraically decaying ground-state correlations. The proof combines Hamiltonian complexity techniques with aperiodic tilings, to construct a Hamiltonian whose ground state encodes the evolution of a quantum phase-estimation algorithm followed by a universal Turing machine. The spectral gap depends on the outcome of the corresponding 'halting problem'. Our result implies that there exists no algorithm to determine whether an arbitrary model is gapped or gapless, and that there exist models for which the presence or absence of a spectral gap is independent of the axioms of mathematics.

Analysis of lane change crashes

DOT National Transportation Integrated Search

2003-03-01

This report defines the problem of lane change crashes in the United States (U.S.) based on data from the 1999 National Automotive Sampling System/General Estimates System (GES) crash database of the National Highway Traffic Safety Administration. Th...

Optimal stimulus scheduling for active estimation of evoked brain networks.

PubMed

Kafashan, MohammadMehdi; Ching, ShiNung

2015-12-01

We consider the problem of optimal probing to learn connections in an evoked dynamic network. Such a network, in which each edge measures an input-output relationship between sites in sensor/actuator-space, is relevant to emerging applications in neural mapping and neural connectivity estimation. We show that the problem of scheduling nodes to a probe (i.e., stimulate) amounts to a problem of optimal sensor scheduling. By formulating the evoked network in state-space, we show that the solution to the greedy probing strategy has a convenient form and, under certain conditions, is optimal over a finite horizon. We adopt an expectation maximization technique to update the state-space parameters in an online fashion and demonstrate the efficacy of the overall approach in a series of detailed numerical examples. The proposed method provides a principled means to actively probe time-varying connections in neuronal networks. The overall method can be implemented in real time and is particularly well-suited to applications in stimulation-based cortical mapping in which the underlying network dynamics are changing over time.

Optimal stimulus scheduling for active estimation of evoked brain networks

NASA Astrophysics Data System (ADS)

Kafashan, MohammadMehdi; Ching, ShiNung

2015-12-01

Objective. We consider the problem of optimal probing to learn connections in an evoked dynamic network. Such a network, in which each edge measures an input-output relationship between sites in sensor/actuator-space, is relevant to emerging applications in neural mapping and neural connectivity estimation. Approach. We show that the problem of scheduling nodes to a probe (i.e., stimulate) amounts to a problem of optimal sensor scheduling. Main results. By formulating the evoked network in state-space, we show that the solution to the greedy probing strategy has a convenient form and, under certain conditions, is optimal over a finite horizon. We adopt an expectation maximization technique to update the state-space parameters in an online fashion and demonstrate the efficacy of the overall approach in a series of detailed numerical examples. Significance. The proposed method provides a principled means to actively probe time-varying connections in neuronal networks. The overall method can be implemented in real time and is particularly well-suited to applications in stimulation-based cortical mapping in which the underlying network dynamics are changing over time.

Sparse Covariance Matrix Estimation by DCA-Based Algorithms.

PubMed

Phan, Duy Nhat; Le Thi, Hoai An; Dinh, Tao Pham

2017-11-01

This letter proposes a novel approach using the [Formula: see text]-norm regularization for the sparse covariance matrix estimation (SCME) problem. The objective function of SCME problem is composed of a nonconvex part and the [Formula: see text] term, which is discontinuous and difficult to tackle. Appropriate DC (difference of convex functions) approximations of [Formula: see text]-norm are used that result in approximation SCME problems that are still nonconvex. DC programming and DCA (DC algorithm), powerful tools in nonconvex programming framework, are investigated. Two DC formulations are proposed and corresponding DCA schemes developed. Two applications of the SCME problem that are considered are classification via sparse quadratic discriminant analysis and portfolio optimization. A careful empirical experiment is performed through simulated and real data sets to study the performance of the proposed algorithms. Numerical results showed their efficiency and their superiority compared with seven state-of-the-art methods.

The DEP-6D, a new preference-based measure to assess health states of dependency.

PubMed

Rodríguez-Míguez, E; Abellán-Perpiñán, J M; Alvarez, X C; González, X M; Sampayo, A R

2016-03-01

In medical literature there are numerous multidimensional scales to measure health states for dependence in activities of daily living. However, these scales are not preference-based and are not able to yield QALYs. On the contrary, the generic preference-based measures are not sensitive enough to measure changes in dependence states. The objective of this paper is to propose a new dependency health state classification system, called DEP-6D, and to estimate its value set in such a way that it can be used in QALY calculations. DEP-6D states are described as a combination of 6 attributes (eat, incontinence, personal care, mobility, housework and cognition problems), with 3-4 levels each. A sample of 312 Spanish citizens was surveyed in 2011 to estimate the DEP-6D preference-scoring algorithm. Each respondent valued six out of the 24 states using time trade-off questions. After excluding those respondents who made two or more inconsistencies (6% out of the sample), each state was valued between 66 and 77 times. The responses present a high internal and external consistency. A random effect model accounting for main effects was the preferred model to estimate the scoring algorithm. The DEP-6D describes, in general, more severe problems than those usually described by means of generic preference-based measures. The minimum score predicted by the DEP-6D algorithm is -0.84, which is considerably lower than the minimum value predicted by the EQ-5D and SF-6D algorithms. The DEP-6D value set is based on community preferences. Therefore it is consistent with the so-called 'societal perspective'. Moreover, DEP-6D preference weights can be used in QALY calculations and cost-utility analysis. Copyright © 2016. Published by Elsevier Ltd.

Exploring the Connection Between Sampling Problems in Bayesian Inference and Statistical Mechanics

NASA Technical Reports Server (NTRS)

Pohorille, Andrew

2006-01-01

The Bayesian and statistical mechanical communities often share the same objective in their work - estimating and integrating probability distribution functions (pdfs) describing stochastic systems, models or processes. Frequently, these pdfs are complex functions of random variables exhibiting multiple, well separated local minima. Conventional strategies for sampling such pdfs are inefficient, sometimes leading to an apparent non-ergodic behavior. Several recently developed techniques for handling this problem have been successfully applied in statistical mechanics. In the multicanonical and Wang-Landau Monte Carlo (MC) methods, the correct pdfs are recovered from uniform sampling of the parameter space by iteratively establishing proper weighting factors connecting these distributions. Trivial generalizations allow for sampling from any chosen pdf. The closely related transition matrix method relies on estimating transition probabilities between different states. All these methods proved to generate estimates of pdfs with high statistical accuracy. In another MC technique, parallel tempering, several random walks, each corresponding to a different value of a parameter (e.g. "temperature"), are generated and occasionally exchanged using the Metropolis criterion. This method can be considered as a statistically correct version of simulated annealing. An alternative approach is to represent the set of independent variables as a Hamiltonian system. Considerab!e progress has been made in understanding how to ensure that the system obeys the equipartition theorem or, equivalently, that coupling between the variables is correctly described. Then a host of techniques developed for dynamical systems can be used. Among them, probably the most powerful is the Adaptive Biasing Force method, in which thermodynamic integration and biased sampling are combined to yield very efficient estimates of pdfs. The third class of methods deals with transitions between states described by rate constants. These problems are isomorphic with chemical kinetics problems. Recently, several efficient techniques for this purpose have been developed based on the approach originally proposed by Gillespie. Although the utility of the techniques mentioned above for Bayesian problems has not been determined, further research along these lines is warranted

A Minimum Fuel Based Estimator for Maneuver and Natrual Dynamics Reconstruction

NASA Astrophysics Data System (ADS)

Lubey, D.; Scheeres, D.

2013-09-01

The vast and growing population of objects in Earth orbit (active and defunct spacecraft, orbital debris, etc.) offers many unique challenges when it comes to tracking these objects and associating the resulting observations. Complicating these challenges are the inaccurate natural dynamical models of these objects, the active maneuvers of spacecraft that deviate them from their ballistic trajectories, and the fact that spacecraft are tracked and operated by separate agencies. Maneuver detection and reconstruction algorithms can help with each of these issues by estimating mismodeled and unmodeled dynamics through indirect observation of spacecraft. It also helps to verify the associations made by an object correlation algorithm or aid in making those associations, which is essential when tracking objects in orbit. The algorithm developed in this study applies an Optimal Control Problem (OCP) Distance Metric approach to the problems of Maneuver Reconstruction and Dynamics Estimation. This was first developed by Holzinger, Scheeres, and Alfriend (2011), with a subsequent study by Singh, Horwood, and Poore (2012). This method estimates the minimum fuel control policy rather than the state as a typical Kalman Filter would. This difference ensures that the states are connected through a given dynamical model and allows for automatic covariance manipulation, which can help to prevent filter saturation. Using a string of measurements (either verified or hypothesized to correlate with one another), the algorithm outputs a corresponding string of adjoint and state estimates with associated noise. Post-processing techniques are implemented, which when applied to the adjoint estimates can remove noise and expose unmodeled maneuvers and mismodeled natural dynamics. Specifically, the estimated controls are used to determine spacecraft dependent accelerations (atmospheric drag and solar radiation pressure) using an adapted form of the Optimal Control based natural dynamics estimation scheme developed by Lubey and Scheeres (2012). In order to allow for direct comparison, the estimator developed here was modeled after a typical Kalman Filter. The estimator forces the terminal state to lie on a manifold that satisfies the least squares with a priori information cost function, thus establishing a link with a typical Kalman filter. Terms are collected into a pseudo-Kalman Gain, which creates an equivalent form in the state estimates and covariances between the two estimators. While the two estimators share common roots, the inclusion of control in the Minimum Fuel Estimator gives it special properties. For instance, the inclusion of adjoint noise can help to automatically prevent filter saturation in a manner similar to a State Noise Compensation Algorithm. This property is quite important when considering dynamics mismodeling as filter saturation will cause estimate divergence for mismodeled systems. Additional properties and alternative forms of the estimator are also explored in this study. Several implementations of this estimator are given in this paper. It is applied to LEO, GEO, and GTO orbits with drag and SRP mismodeling. The inclusion of unmodeled maneuvers is also considered. These numerical simulations verify the mathematical properties of this estimator, and demonstrate the advantages that this estimator has over typical Kalman Filters.

Quantum metrology of spatial deformation using arrays of classical and quantum light emitters

NASA Astrophysics Data System (ADS)

Sidhu, Jasminder S.; Kok, Pieter

2017-06-01

We introduce spatial deformations to an array of light sources and study how the estimation precision of the interspacing distance d changes with the sources of light used. The quantum Fisher information (QFI) is used as the figure of merit in this work to quantify the amount of information we have on the estimation parameter. We derive the generator of translations G ̂ in d due to an arbitrary homogeneous deformation applied to the array. We show how the variance of the generator can be used to easily consider how different deformations and light sources can effect the estimation precision. The single-parameter estimation problem is applied to the array, and we report on the optimal state that maximizes the QFI for d . Contrary to what may have been expected, the higher average mode occupancies of the classical states performs better in estimating d when compared with single photon emitters (SPEs). The optimal entangled state is constructed from the eigenvectors of the generator and found to outperform all these states. We also find the existence of multiple optimal estimators for the measurement of d . Our results find applications in evaluating stresses and strains, fracture prevention in materials expressing great sensitivities to deformations, and selecting frequency distinguished quantum sources from an array of reference sources.

Alternating steady state free precession for estimation of current-induced magnetic flux density: A feasibility study.

PubMed

Lee, Hyunyeol; Jeong, Woo Chul; Kim, Hyung Joong; Woo, Eung Je; Park, Jaeseok

2016-05-01

To develop a novel, current-controlled alternating steady-state free precession (SSFP)-based conductivity imaging method and corresponding MR signal models to estimate current-induced magnetic flux density (Bz ) and conductivity distribution. In the proposed method, an SSFP pulse sequence, which is in sync with alternating current pulses, produces dual oscillating steady states while yielding nonlinear relation between signal phase and Bz . A ratiometric signal model between the states was analytically derived using the Bloch equation, wherein Bz was estimated by solving a nonlinear inverse problem for conductivity estimation. A theoretical analysis on the signal-to-noise ratio of Bz was given. Numerical and experimental studies were performed using SSFP-FID and SSFP-ECHO with current pulses positioned either before or after signal encoding to investigate the feasibility of the proposed method in conductivity estimation. Given all SSFP variants herein, SSFP-FID with alternating current pulses applied before signal encoding exhibits the highest Bz signal-to-noise ratio and conductivity contrast. Additionally, compared with conventional conductivity imaging, the proposed method benefits from rapid SSFP acquisition without apparent loss of conductivity contrast. We successfully demonstrated the feasibility of the proposed method in estimating current-induced Bz and conductivity distribution. It can be a promising, rapid imaging strategy for quantitative conductivity imaging. © 2015 Wiley Periodicals, Inc.

Stochastic search, optimization and regression with energy applications

NASA Astrophysics Data System (ADS)

Hannah, Lauren A.

Designing clean energy systems will be an important task over the next few decades. One of the major roadblocks is a lack of mathematical tools to economically evaluate those energy systems. However, solutions to these mathematical problems are also of interest to the operations research and statistical communities in general. This thesis studies three problems that are of interest to the energy community itself or provide support for solution methods: R&D portfolio optimization, nonparametric regression and stochastic search with an observable state variable. First, we consider the one stage R&D portfolio optimization problem to avoid the sequential decision process associated with the multi-stage. The one stage problem is still difficult because of a non-convex, combinatorial decision space and a non-convex objective function. We propose a heuristic solution method that uses marginal project values---which depend on the selected portfolio---to create a linear objective function. In conjunction with the 0-1 decision space, this new problem can be solved as a knapsack linear program. This method scales well to large decision spaces. We also propose an alternate, provably convergent algorithm that does not exploit problem structure. These methods are compared on a solid oxide fuel cell R&D portfolio problem. Next, we propose Dirichlet Process mixtures of Generalized Linear Models (DPGLM), a new method of nonparametric regression that accommodates continuous and categorical inputs, and responses that can be modeled by a generalized linear model. We prove conditions for the asymptotic unbiasedness of the DP-GLM regression mean function estimate. We also give examples for when those conditions hold, including models for compactly supported continuous distributions and a model with continuous covariates and categorical response. We empirically analyze the properties of the DP-GLM and why it provides better results than existing Dirichlet process mixture regression models. We evaluate DP-GLM on several data sets, comparing it to modern methods of nonparametric regression like CART, Bayesian trees and Gaussian processes. Compared to existing techniques, the DP-GLM provides a single model (and corresponding inference algorithms) that performs well in many regression settings. Finally, we study convex stochastic search problems where a noisy objective function value is observed after a decision is made. There are many stochastic search problems whose behavior depends on an exogenous state variable which affects the shape of the objective function. Currently, there is no general purpose algorithm to solve this class of problems. We use nonparametric density estimation to take observations from the joint state-outcome distribution and use them to infer the optimal decision for a given query state. We propose two solution methods that depend on the problem characteristics: function-based and gradient-based optimization. We examine two weighting schemes, kernel-based weights and Dirichlet process-based weights, for use with the solution methods. The weights and solution methods are tested on a synthetic multi-product newsvendor problem and the hour-ahead wind commitment problem. Our results show that in some cases Dirichlet process weights offer substantial benefits over kernel based weights and more generally that nonparametric estimation methods provide good solutions to otherwise intractable problems.

Psycho-Pedagogical Research of Emotional and Estimative Mental States of Students Who Are Prone to Addictions

ERIC Educational Resources Information Center

Gryaznov, Alexey N.; Gruzkova, Svetlana U.; Sharafiev, Eduard S.; Cheverikina, Elena A.; Muhametzyanova, Larisa Yu.; Kamaleeva, Alsu R.; Gilmeeva, Rimma Kh.

2016-01-01

The relevance of the investigated problem is conditioned by the fact that one of the negative factors, which prevent favorable socialization and successful personal-professional development of students, is the tendency of youth to be prone to addiction the formation of which is affected by various mental states. The paper is aimed to explore the…

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

PubMed Central

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

2012-01-01

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

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

PubMed

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

2012-05-01

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

Transfer Alignment Error Compensator Design Based on Robust State Estimation

NASA Astrophysics Data System (ADS)

Lyou, Joon; Lim, You-Chol

This paper examines the transfer alignment problem of the StrapDown Inertial Navigation System (SDINS), which is subject to the ship’s roll and pitch. Major error sources for velocity and attitude matching are lever arm effect, measurement time delay and ship-body flexure. To reduce these alignment errors, an error compensation method based on state augmentation and robust state estimation is devised. A linearized error model for the velocity and attitude matching transfer alignment system is derived first by linearizing the nonlinear measurement equation with respect to its time delay and dominant Y-axis flexure, and by augmenting the delay state and flexure state into conventional linear state equations. Then an H∞ filter is introduced to account for modeling uncertainties of time delay and the ship-body flexure. The simulation results show that this method considerably decreases azimuth alignment errors considerably.

Experimental demonstration of real-time adaptive one-qubit quantum-state tomography

NASA Astrophysics Data System (ADS)

Yin, Qi; Li, Li; Xiang, Xiao; Xiang, Guo-Yong; Li, Chuang-Feng; Guo, Guang-Can

2017-01-01

Quantum-state tomography plays a pivotal role in quantum computation and information processing. To improve the accuracy in estimating an unknown state, carefully designed measurement schemes, such as adopting an adaptive strategy, are necessarily needed, which have gained great interest recently. In this work, based on the proposal of Sugiyama et al. [Phys. Rev. A 85, 052107 (2012)], 10.1103/PhysRevA.85.052107, we experimentally realize an adaptive quantum-state tomography for one qubit in an optical system. Since this scheme gives an analytical solution to the optimal measurement basis problem, our experiment is updated in real time and the infidelity between the real state and the estimated state is tracked with the detected photons. We observe an almost 1 /N scaling rule of averaged infidelity against the overall number of photons, N , in our experiment, which outperforms 1 /√{N } of nonadaptive schemes.

Gaussian process surrogates for failure detection: A Bayesian experimental design approach

NASA Astrophysics Data System (ADS)

Wang, Hongqiao; Lin, Guang; Li, Jinglai

2016-05-01

An important task of uncertainty quantification is to identify the probability of undesired events, in particular, system failures, caused by various sources of uncertainties. In this work we consider the construction of Gaussian process surrogates for failure detection and failure probability estimation. In particular, we consider the situation that the underlying computer models are extremely expensive, and in this setting, determining the sampling points in the state space is of essential importance. We formulate the problem as an optimal experimental design for Bayesian inferences of the limit state (i.e., the failure boundary) and propose an efficient numerical scheme to solve the resulting optimization problem. In particular, the proposed limit-state inference method is capable of determining multiple sampling points at a time, and thus it is well suited for problems where multiple computer simulations can be performed in parallel. The accuracy and performance of the proposed method is demonstrated by both academic and practical examples.

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

NASA Technical Reports Server (NTRS)

Maine, R. E.

1981-01-01

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

Output-feedback control of combined sewer networks through receding horizon control with moving horizon estimation

NASA Astrophysics Data System (ADS)

Joseph-Duran, Bernat; Ocampo-Martinez, Carlos; Cembrano, Gabriela

2015-10-01

An output-feedback control strategy for pollution mitigation in combined sewer networks is presented. The proposed strategy provides means to apply model-based predictive control to large-scale sewer networks, in-spite of the lack of measurements at most of the network sewers. In previous works, the authors presented a hybrid linear control-oriented model for sewer networks together with the formulation of Optimal Control Problems (OCP) and State Estimation Problems (SEP). By iteratively solving these problems, preliminary Receding Horizon Control with Moving Horizon Estimation (RHC/MHE) results, based on flow measurements, were also obtained. In this work, the RHC/MHE algorithm has been extended to take into account both flow and water level measurements and the resulting control loop has been extensively simulated to assess the system performance according different measurement availability scenarios and rain events. All simulations have been carried out using a detailed physically based model of a real case-study network as virtual reality.

Secure Fusion Estimation for Bandwidth Constrained Cyber-Physical Systems Under Replay Attacks.

PubMed

Chen, Bo; Ho, Daniel W C; Hu, Guoqiang; Yu, Li; Bo Chen; Ho, Daniel W C; Guoqiang Hu; Li Yu; Chen, Bo; Ho, Daniel W C; Hu, Guoqiang; Yu, Li

2018-06-01

State estimation plays an essential role in the monitoring and supervision of cyber-physical systems (CPSs), and its importance has made the security and estimation performance a major concern. In this case, multisensor information fusion estimation (MIFE) provides an attractive alternative to study secure estimation problems because MIFE can potentially improve estimation accuracy and enhance reliability and robustness against attacks. From the perspective of the defender, the secure distributed Kalman fusion estimation problem is investigated in this paper for a class of CPSs under replay attacks, where each local estimate obtained by the sink node is transmitted to a remote fusion center through bandwidth constrained communication channels. A new mathematical model with compensation strategy is proposed to characterize the replay attacks and bandwidth constrains, and then a recursive distributed Kalman fusion estimator (DKFE) is designed in the linear minimum variance sense. According to different communication frameworks, two classes of data compression and compensation algorithms are developed such that the DKFEs can achieve the desired performance. Several attack-dependent and bandwidth-dependent conditions are derived such that the DKFEs are secure under replay attacks. An illustrative example is given to demonstrate the effectiveness of the proposed methods.

Online Reinforcement Learning Using a Probability Density Estimation.

PubMed

Agostini, Alejandro; Celaya, Enric

2017-01-01

Function approximation in online, incremental, reinforcement learning needs to deal with two fundamental problems: biased sampling and nonstationarity. In this kind of task, biased sampling occurs because samples are obtained from specific trajectories dictated by the dynamics of the environment and are usually concentrated in particular convergence regions, which in the long term tend to dominate the approximation in the less sampled regions. The nonstationarity comes from the recursive nature of the estimations typical of temporal difference methods. This nonstationarity has a local profile, varying not only along the learning process but also along different regions of the state space. We propose to deal with these problems using an estimation of the probability density of samples represented with a gaussian mixture model. To deal with the nonstationarity problem, we use the common approach of introducing a forgetting factor in the updating formula. However, instead of using the same forgetting factor for the whole domain, we make it dependent on the local density of samples, which we use to estimate the nonstationarity of the function at any given input point. To address the biased sampling problem, the forgetting factor applied to each mixture component is modulated according to the new information provided in the updating, rather than forgetting depending only on time, thus avoiding undesired distortions of the approximation in less sampled regions.

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

PubMed Central

Rosenblatt, Marcus; Timmer, Jens; Kaschek, Daniel

2016-01-01

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

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

PubMed

Rosenblatt, Marcus; Timmer, Jens; Kaschek, Daniel

2016-01-01

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

Accommodating Sensor Bias in MRAC for State Tracking

NASA Technical Reports Server (NTRS)

Patre, Parag; Joshi, Suresh M.

2011-01-01

The problem of accommodating unknown sensor bias is considered in a direct model reference adaptive control (MRAC) setting for state tracking using state feedback. Sensor faults can occur during operation, and if the biased state measurements are directly used with a standard MRAC control law, neither closed-loop signal boundedness, nor asymptotic tracking can be guaranteed and the resulting tracking errors may be unbounded or unacceptably large. A modified MRAC law is proposed, which combines a bias estimator with control gain adaptation, and it is shown that signal boundedness can be accomplished, although the tracking error may not go to zero. Further, for the case wherein an asymptotically stable sensor bias estimator is available, an MRAC control law is proposed to accomplish asymptotic tracking and signal boundedness. Such a sensor bias estimator can be designed if additional sensor measurements are available, as illustrated for the case wherein bias is present in the rate gyro and airspeed measurements. Numerical example results are presented to illustrate each of the schemes.

Adaptive Control in the Presence of Simultaneous Sensor Bias and Actuator Failures

NASA Technical Reports Server (NTRS)

Joshi, Suresh M.

2012-01-01

The problem of simultaneously accommodating unknown sensor biases and unknown actuator failures in uncertain systems is considered in a direct model reference adaptive control (MRAC) setting for state tracking using state feedback. Sensor biases and actuator faults may be present at the outset or may occur at unknown instants of time during operation. A modified MRAC law is proposed, which combines sensor bias estimation with control gain adaptation for accommodation of sensor biases and actuator failures. This control law is shown to provide signal boundedness in the resulting system. For the case when an external asymptotically stable sensor bias estimator is available, an MRAC law is developed to accomplish asymptotic state tracking and signal boundedness. For a special case wherein biases are only present in the rate measurements and bias-free position measurements are available, an MRAC law is developed using a model-independent bias estimator, and is shown to provide asymptotic state tracking with signal boundedness.

Hyper-X Post-Flight Trajectory Reconstruction

NASA Technical Reports Server (NTRS)

Karlgaard, Christopher D.; Tartabini, Paul V.; Blanchard, RobertC.; Kirsch, Michael; Toniolo, Matthew D.

2004-01-01

This paper discusses the formulation and development of a trajectory reconstruction tool for the NASA X{43A/Hyper{X high speed research vehicle, and its implementation for the reconstruction and analysis of ight test data. Extended Kalman ltering techniques are employed to reconstruct the trajectory of the vehicle, based upon numerical integration of inertial measurement data along with redundant measurements of the vehicle state. The equations of motion are formulated in order to include the effects of several systematic error sources, whose values may also be estimated by the ltering routines. Additionally, smoothing algorithms have been implemented in which the nal value of the state (or an augmented state that includes other systematic error parameters to be estimated) and covariance are propagated back to the initial time to generate the best-estimated trajectory, based upon all available data. The methods are applied to the problem of reconstructing the trajectory of the Hyper-X vehicle from ight data.

A regularized auxiliary particle filtering approach for system state estimation and battery life prediction

NASA Astrophysics Data System (ADS)

Liu, Jie; Wang, Wilson; Ma, Fai

2011-07-01

System current state estimation (or condition monitoring) and future state prediction (or failure prognostics) constitute the core elements of condition-based maintenance programs. For complex systems whose internal state variables are either inaccessible to sensors or hard to measure under normal operational conditions, inference has to be made from indirect measurements using approaches such as Bayesian learning. In recent years, the auxiliary particle filter (APF) has gained popularity in Bayesian state estimation; the APF technique, however, has some potential limitations in real-world applications. For example, the diversity of the particles may deteriorate when the process noise is small, and the variance of the importance weights could become extremely large when the likelihood varies dramatically over the prior. To tackle these problems, a regularized auxiliary particle filter (RAPF) is developed in this paper for system state estimation and forecasting. This RAPF aims to improve the performance of the APF through two innovative steps: (1) regularize the approximating empirical density and redraw samples from a continuous distribution so as to diversify the particles; and (2) smooth out the rather diffused proposals by a rejection/resampling approach so as to improve the robustness of particle filtering. The effectiveness of the proposed RAPF technique is evaluated through simulations of a nonlinear/non-Gaussian benchmark model for state estimation. It is also implemented for a real application in the remaining useful life (RUL) prediction of lithium-ion batteries.

County-level estimates of nitrogen and phosphorus from commercial fertilizer for the Conterminous United States, 1987–2006

USGS Publications Warehouse

Gronberg, Jo Ann M.; Spahr, Norman E.

2012-01-01

The U.S. Geological Survey’s National Water-Quality Assessment program requires nutrient input for analysis of the national and regional assessment of water quality. Detailed information on nutrient inputs to the environment are needed to understand and address the many serious problems that arise from excess nutrients in the streams and groundwater of the Nation. This report updates estimated county-level farm and nonfarm nitrogen and phosphorus input from commercial fertilizer sales for the conterminous United States for 1987 through 2006. Estimates were calculated from the Association of American Plant Food Control Officials fertilizer sales data, Census of Agriculture fertilizer expenditures, and U.S. Census Bureau county population. A previous national approach for deriving farm and nonfarm fertilizer nutrient estimates was evaluated, and a revised method for selecting representative states to calculate national farm and nonfarm proportions was developed. A national approach was used to estimate farm and nonfarm fertilizer inputs because not all states distinguish between farm and nonfarm use, and the quality of fertilizer reporting varies from year to year. For states that distinguish between farm and nonfarm use, the spatial distribution of the ratios of nonfarm-to-total fertilizer estimates for nitrogen and phosphorus calculated using the national-based farm and nonfarm proportions were similar to the spatial distribution of the ratios generated using state-based farm and nonfarm proportions. In addition, the relative highs and lows in the temporal distribution of farm and nonfarm nitrogen and phosphorus input at the state level were maintained—the periods of high and low usage coincide between national- and state-based values. With a few exceptions, nonfarm nitrogen estimates were found to be reasonable when compared to the amounts that would result if the lawn application rates recommended by state and university agricultural agencies were used. Also, states with higher nonfarm-to-total fertilizer ratios for nitrogen and phosphorus tended to have higher urban land-use percentages.

Externalities in the Classroom: How Children Exposed to Domestic Violence Affect Everyone's Kids. NBER Working Paper No. 14246

ERIC Educational Resources Information Center

Carrell, Scott E.; Hoekstra, Mark L.

2008-01-01

It is estimated that between ten and twenty percent of children in the United States are exposed to domestic violence annually. While much is known about the impact of domestic violence and other family problems on children within the home, little is known regarding the extent to which these problems spill over to children outside the family. The…

Dynamic State Estimation of Power Systems With Quantization Effects: A Recursive Filter Approach.

PubMed

Hu, Liang; Wang, Zidong; Liu, Xiaohui

2016-08-01

In this paper, a recursive filter algorithm is developed to deal with the state estimation problem for power systems with quantized nonlinear measurements. The measurements from both the remote terminal units and the phasor measurement unit are subject to quantizations described by a logarithmic quantizer. Attention is focused on the design of a recursive filter such that, in the simultaneous presence of nonlinear measurements and quantization effects, an upper bound for the estimation error covariance is guaranteed and subsequently minimized. Instead of using the traditional approximation methods in nonlinear estimation that simply ignore the linearization errors, we treat both the linearization and quantization errors as norm-bounded uncertainties in the algorithm development so as to improve the performance of the estimator. For the power system with such kind of introduced uncertainties, a filter is designed in the framework of robust recursive estimation, and the developed filter algorithm is tested on the IEEE benchmark power system to demonstrate its effectiveness.

Online Kinematic and Dynamic-State Estimation for Constrained Multibody Systems Based on IMUs

PubMed Central

Torres-Moreno, José Luis; Blanco-Claraco, José Luis; Giménez-Fernández, Antonio; Sanjurjo, Emilio; Naya, Miguel Ángel

2016-01-01

This article addresses the problems of online estimations of kinematic and dynamic states of a mechanism from a sequence of noisy measurements. In particular, we focus on a planar four-bar linkage equipped with inertial measurement units (IMUs). Firstly, we describe how the position, velocity, and acceleration of all parts of the mechanism can be derived from IMU signals by means of multibody kinematics. Next, we propose the novel idea of integrating the generic multibody dynamic equations into two variants of Kalman filtering, i.e., the extended Kalman filter (EKF) and the unscented Kalman filter (UKF), in a way that enables us to handle closed-loop, constrained mechanisms, whose state space variables are not independent and would normally prevent the direct use of such estimators. The proposal in this work is to apply those estimators over the manifolds of allowed positions and velocities, by means of estimating a subset of independent coordinates only. The proposed techniques are experimentally validated on a testbed equipped with encoders as a means of establishing the ground-truth. Estimators are run online in real-time, a feature not matched by any previous procedure of those reported in the literature on multibody dynamics. PMID:26959027

Approximation theory for LQG (Linear-Quadratic-Gaussian) optimal control of flexible structures

NASA Technical Reports Server (NTRS)

Gibson, J. S.; Adamian, A.

1988-01-01

An approximation theory is presented for the LQG (Linear-Quadratic-Gaussian) optimal control problem for flexible structures whose distributed models have bounded input and output operators. The main purpose of the theory is to guide the design of finite dimensional compensators that approximate closely the optimal compensator. The optimal LQG problem separates into an optimal linear-quadratic regulator problem and an optimal state estimation problem. The solution of the former problem lies in the solution to an infinite dimensional Riccati operator equation. The approximation scheme approximates the infinite dimensional LQG problem with a sequence of finite dimensional LQG problems defined for a sequence of finite dimensional, usually finite element or modal, approximations of the distributed model of the structure. Two Riccati matrix equations determine the solution to each approximating problem. The finite dimensional equations for numerical approximation are developed, including formulas for converting matrix control and estimator gains to their functional representation to allow comparison of gains based on different orders of approximation. Convergence of the approximating control and estimator gains and of the corresponding finite dimensional compensators is studied. Also, convergence and stability of the closed-loop systems produced with the finite dimensional compensators are discussed. The convergence theory is based on the convergence of the solutions of the finite dimensional Riccati equations to the solutions of the infinite dimensional Riccati equations. A numerical example with a flexible beam, a rotating rigid body, and a lumped mass is given.

Data acquisition and path selection decision making for an autonomous roving vehicle

NASA Technical Reports Server (NTRS)

Frederick, D. K.; Shen, C. N.; Yerazunis, S. W.

1976-01-01

Problems related to the guidance of an autonomous rover for unmanned planetary exploration were investigated. Topics included in these studies were: simulation on an interactive graphics computer system of the Rapid Estimation Technique for detection of discrete obstacles; incorporation of a simultaneous Bayesian estimate of states and inputs in the Rapid Estimation Scheme; development of methods for estimating actual laser rangefinder errors and their application to date provided by Jet Propulsion Laboratory; and modification of a path selection system simulation computer code for evaluation of a hazard detection system based on laser rangefinder data.

An adaptive state of charge estimation approach for lithium-ion series-connected battery system

NASA Astrophysics Data System (ADS)

Peng, Simin; Zhu, Xuelai; Xing, Yinjiao; Shi, Hongbing; Cai, Xu; Pecht, Michael

2018-07-01

Due to the incorrect or unknown noise statistics of a battery system and its cell-to-cell variations, state of charge (SOC) estimation of a lithium-ion series-connected battery system is usually inaccurate or even divergent using model-based methods, such as extended Kalman filter (EKF) and unscented Kalman filter (UKF). To resolve this problem, an adaptive unscented Kalman filter (AUKF) based on a noise statistics estimator and a model parameter regulator is developed to accurately estimate the SOC of a series-connected battery system. An equivalent circuit model is first built based on the model parameter regulator that illustrates the influence of cell-to-cell variation on the battery system. A noise statistics estimator is then used to attain adaptively the estimated noise statistics for the AUKF when its prior noise statistics are not accurate or exactly Gaussian. The accuracy and effectiveness of the SOC estimation method is validated by comparing the developed AUKF and UKF when model and measurement statistics noises are inaccurate, respectively. Compared with the UKF and EKF, the developed method shows the highest SOC estimation accuracy.

Multi-rate cubature Kalman filter based data fusion method with residual compensation to adapt to sampling rate discrepancy in attitude measurement system.

PubMed

Guo, Xiaoting; Sun, Changku; Wang, Peng

2017-08-01

This paper investigates the multi-rate inertial and vision data fusion problem in nonlinear attitude measurement systems, where the sampling rate of the inertial sensor is much faster than that of the vision sensor. To fully exploit the high frequency inertial data and obtain favorable fusion results, a multi-rate CKF (Cubature Kalman Filter) algorithm with estimated residual compensation is proposed in order to adapt to the problem of sampling rate discrepancy. During inter-sampling of slow observation data, observation noise can be regarded as infinite. The Kalman gain is unknown and approaches zero. The residual is also unknown. Therefore, the filter estimated state cannot be compensated. To obtain compensation at these moments, state error and residual formulas are modified when compared with the observation data available moments. Self-propagation equation of the state error is established to propagate the quantity from the moments with observation to the moments without observation. Besides, a multiplicative adjustment factor is introduced as Kalman gain, which acts on the residual. Then the filter estimated state can be compensated even when there are no visual observation data. The proposed method is tested and verified in a practical setup. Compared with multi-rate CKF without residual compensation and single-rate CKF, a significant improvement is obtained on attitude measurement by using the proposed multi-rate CKF with inter-sampling residual compensation. The experiment results with superior precision and reliability show the effectiveness of the proposed method.

Essays on variational approximation techniques for stochastic optimization problems

NASA Astrophysics Data System (ADS)

Deride Silva, Julio A.

This dissertation presents five essays on approximation and modeling techniques, based on variational analysis, applied to stochastic optimization problems. It is divided into two parts, where the first is devoted to equilibrium problems and maxinf optimization, and the second corresponds to two essays in statistics and uncertainty modeling. Stochastic optimization lies at the core of this research as we were interested in relevant equilibrium applications that contain an uncertain component, and the design of a solution strategy. In addition, every stochastic optimization problem relies heavily on the underlying probability distribution that models the uncertainty. We studied these distributions, in particular, their design process and theoretical properties such as their convergence. Finally, the last aspect of stochastic optimization that we covered is the scenario creation problem, in which we described a procedure based on a probabilistic model to create scenarios for the applied problem of power estimation of renewable energies. In the first part, Equilibrium problems and maxinf optimization, we considered three Walrasian equilibrium problems: from economics, we studied a stochastic general equilibrium problem in a pure exchange economy, described in Chapter 3, and a stochastic general equilibrium with financial contracts, in Chapter 4; finally from engineering, we studied an infrastructure planning problem in Chapter 5. We stated these problems as belonging to the maxinf optimization class and, in each instance, we provided an approximation scheme based on the notion of lopsided convergence and non-concave duality. This strategy is the foundation of the augmented Walrasian algorithm, whose convergence is guaranteed by lopsided convergence, that was implemented computationally, obtaining numerical results for relevant examples. The second part, Essays about statistics and uncertainty modeling, contains two essays covering a convergence problem for a sequence of estimators, and a problem for creating probabilistic scenarios on renewable energies estimation. In Chapter 7 we re-visited one of the "folk theorems" in statistics, where a family of Bayes estimators under 0-1 loss functions is claimed to converge to the maximum a posteriori estimator. This assertion is studied under the scope of the hypo-convergence theory, and the density functions are included in the class of upper semicontinuous functions. We conclude this chapter with an example in which the convergence does not hold true, and we provided sufficient conditions that guarantee convergence. The last chapter, Chapter 8, addresses the important topic of creating probabilistic scenarios for solar power generation. Scenarios are a fundamental input for the stochastic optimization problem of energy dispatch, especially when incorporating renewables. We proposed a model designed to capture the constraints induced by physical characteristics of the variables based on the application of an epi-spline density estimation along with a copula estimation, in order to account for partial correlations between variables.

Unscented predictive variable structure filter for satellite attitude estimation with model errors when using low precision sensors

NASA Astrophysics Data System (ADS)

Cao, Lu; Li, Hengnian

2016-10-01

For the satellite attitude estimation problem, the serious model errors always exist and hider the estimation performance of the Attitude Determination and Control System (ACDS), especially for a small satellite with low precision sensors. To deal with this problem, a new algorithm for the attitude estimation, referred to as the unscented predictive variable structure filter (UPVSF) is presented. This strategy is proposed based on the variable structure control concept and unscented transform (UT) sampling method. It can be implemented in real time with an ability to estimate the model errors on-line, in order to improve the state estimation precision. In addition, the model errors in this filter are not restricted only to the Gaussian noises; therefore, it has the advantages to deal with the various kinds of model errors or noises. It is anticipated that the UT sampling strategy can further enhance the robustness and accuracy of the novel UPVSF. Numerical simulations show that the proposed UPVSF is more effective and robustness in dealing with the model errors and low precision sensors compared with the traditional unscented Kalman filter (UKF).

Tailored parameter optimization methods for ordinary differential equation models with steady-state constraints.

PubMed

Fiedler, Anna; Raeth, Sebastian; Theis, Fabian J; Hausser, Angelika; Hasenauer, Jan

2016-08-22

Ordinary differential equation (ODE) models are widely used to describe (bio-)chemical and biological processes. To enhance the predictive power of these models, their unknown parameters are estimated from experimental data. These experimental data are mostly collected in perturbation experiments, in which the processes are pushed out of steady state by applying a stimulus. The information that the initial condition is a steady state of the unperturbed process provides valuable information, as it restricts the dynamics of the process and thereby the parameters. However, implementing steady-state constraints in the optimization often results in convergence problems. In this manuscript, we propose two new methods for solving optimization problems with steady-state constraints. The first method exploits ideas from optimization algorithms on manifolds and introduces a retraction operator, essentially reducing the dimension of the optimization problem. The second method is based on the continuous analogue of the optimization problem. This continuous analogue is an ODE whose equilibrium points are the optima of the constrained optimization problem. This equivalence enables the use of adaptive numerical methods for solving optimization problems with steady-state constraints. Both methods are tailored to the problem structure and exploit the local geometry of the steady-state manifold and its stability properties. A parameterization of the steady-state manifold is not required. The efficiency and reliability of the proposed methods is evaluated using one toy example and two applications. The first application example uses published data while the second uses a novel dataset for Raf/MEK/ERK signaling. The proposed methods demonstrated better convergence properties than state-of-the-art methods employed in systems and computational biology. Furthermore, the average computation time per converged start is significantly lower. In addition to the theoretical results, the analysis of the dataset for Raf/MEK/ERK signaling provides novel biological insights regarding the existence of feedback regulation. Many optimization problems considered in systems and computational biology are subject to steady-state constraints. While most optimization methods have convergence problems if these steady-state constraints are highly nonlinear, the methods presented recover the convergence properties of optimizers which can exploit an analytical expression for the parameter-dependent steady state. This renders them an excellent alternative to methods which are currently employed in systems and computational biology.

Analysis of Classes of Singular Steady State Reaction Diffusion Equations

NASA Astrophysics Data System (ADS)

Son, Byungjae

We study positive radial solutions to classes of steady state reaction diffusion problems on the exterior of a ball with both Dirichlet and nonlinear boundary conditions. We study both Laplacian as well as p-Laplacian problems with reaction terms that are p-sublinear at infinity. We consider both positone and semipositone reaction terms and establish existence, multiplicity and uniqueness results. Our existence and multiplicity results are achieved by a method of sub-supersolutions and uniqueness results via a combination of maximum principles, comparison principles, energy arguments and a-priori estimates. Our results significantly enhance the literature on p-sublinear positone and semipositone problems. Finally, we provide exact bifurcation curves for several one-dimensional problems. In the autonomous case, we extend and analyze a quadrature method, and in the nonautonomous case, we employ shooting methods. We use numerical solvers in Mathematica to generate the bifurcation curves.

Motion Field Estimation for a Dynamic Scene Using a 3D LiDAR

PubMed Central

Li, Qingquan; Zhang, Liang; Mao, Qingzhou; Zou, Qin; Zhang, Pin; Feng, Shaojun; Ochieng, Washington

2014-01-01

This paper proposes a novel motion field estimation method based on a 3D light detection and ranging (LiDAR) sensor for motion sensing for intelligent driverless vehicles and active collision avoidance systems. Unlike multiple target tracking methods, which estimate the motion state of detected targets, such as cars and pedestrians, motion field estimation regards the whole scene as a motion field in which each little element has its own motion state. Compared to multiple target tracking, segmentation errors and data association errors have much less significance in motion field estimation, making it more accurate and robust. This paper presents an intact 3D LiDAR-based motion field estimation method, including pre-processing, a theoretical framework for the motion field estimation problem and practical solutions. The 3D LiDAR measurements are first projected to small-scale polar grids, and then, after data association and Kalman filtering, the motion state of every moving grid is estimated. To reduce computing time, a fast data association algorithm is proposed. Furthermore, considering the spatial correlation of motion among neighboring grids, a novel spatial-smoothing algorithm is also presented to optimize the motion field. The experimental results using several data sets captured in different cities indicate that the proposed motion field estimation is able to run in real-time and performs robustly and effectively. PMID:25207868

Motion field estimation for a dynamic scene using a 3D LiDAR.

PubMed

Li, Qingquan; Zhang, Liang; Mao, Qingzhou; Zou, Qin; Zhang, Pin; Feng, Shaojun; Ochieng, Washington

2014-09-09

This paper proposes a novel motion field estimation method based on a 3D light detection and ranging (LiDAR) sensor for motion sensing for intelligent driverless vehicles and active collision avoidance systems. Unlike multiple target tracking methods, which estimate the motion state of detected targets, such as cars and pedestrians, motion field estimation regards the whole scene as a motion field in which each little element has its own motion state. Compared to multiple target tracking, segmentation errors and data association errors have much less significance in motion field estimation, making it more accurate and robust. This paper presents an intact 3D LiDAR-based motion field estimation method, including pre-processing, a theoretical framework for the motion field estimation problem and practical solutions. The 3D LiDAR measurements are first projected to small-scale polar grids, and then, after data association and Kalman filtering, the motion state of every moving grid is estimated. To reduce computing time, a fast data association algorithm is proposed. Furthermore, considering the spatial correlation of motion among neighboring grids, a novel spatial-smoothing algorithm is also presented to optimize the motion field. The experimental results using several data sets captured in different cities indicate that the proposed motion field estimation is able to run in real-time and performs robustly and effectively.

Identification of dynamic systems, theory and formulation

NASA Technical Reports Server (NTRS)

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

1985-01-01

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

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

NASA Astrophysics Data System (ADS)

Becker, Roland; Vexler, Boris

2005-06-01

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

Computing the stability of steady-state solutions of mathematical models of the electrical activity in the heart.

PubMed

Tveito, Aslak; Skavhaug, Ola; Lines, Glenn T; Artebrant, Robert

2011-08-01

Instabilities in the electro-chemical resting state of the heart can generate ectopic waves that in turn can initiate arrhythmias. We derive methods for computing the resting state for mathematical models of the electro-chemical process underpinning a heartbeat, and we estimate the stability of the resting state by invoking the largest real part of the eigenvalues of a linearized model. The implementation of the methods is described and a number of numerical experiments illustrate the feasibility of the methods. In particular, we test the methods for problems where we can compare the solutions with analytical results, and problems where we have solutions computed by independent software. The software is also tested for a fairly realistic 3D model. Copyright © 2011 Elsevier Ltd. All rights reserved.

A Nonlinear Programming Perspective on Sensitivity Calculations for Systems Governed by State Equations

NASA Technical Reports Server (NTRS)

Lewis, Robert Michael

1997-01-01

This paper discusses the calculation of sensitivities. or derivatives, for optimization problems involving systems governed by differential equations and other state relations. The subject is examined from the point of view of nonlinear programming, beginning with the analytical structure of the first and second derivatives associated with such problems and the relation of these derivatives to implicit differentiation and equality constrained optimization. We also outline an error analysis of the analytical formulae and compare the results with similar results for finite-difference estimates of derivatives. We then attend to an investigation of the nature of the adjoint method and the adjoint equations and their relation to directions of steepest descent. We illustrate the points discussed with an optimization problem in which the variables are the coefficients in a differential operator.

Estimation of sojourn time in chronic disease screening without data on interval cases.

PubMed

Chen, T H; Kuo, H S; Yen, M F; Lai, M S; Tabar, L; Duffy, S W

2000-03-01

Estimation of the sojourn time on the preclinical detectable period in disease screening or transition rates for the natural history of chronic disease usually rely on interval cases (diagnosed between screens). However, to ascertain such cases might be difficult in developing countries due to incomplete registration systems and difficulties in follow-up. To overcome this problem, we propose three Markov models to estimate parameters without using interval cases. A three-state Markov model, a five-state Markov model related to regional lymph node spread, and a five-state Markov model pertaining to tumor size are applied to data on breast cancer screening in female relatives of breast cancer cases in Taiwan. Results based on a three-state Markov model give mean sojourn time (MST) 1.90 (95% CI: 1.18-4.86) years for this high-risk group. Validation of these models on the basis of data on breast cancer screening in the age groups 50-59 and 60-69 years from the Swedish Two-County Trial shows the estimates from a three-state Markov model that does not use interval cases are very close to those from previous Markov models taking interval cancers into account. For the five-state Markov model, a reparameterized procedure using auxiliary information on clinically detected cancers is performed to estimate relevant parameters. A good fit of internal and external validation demonstrates the feasibility of using these models to estimate parameters that have previously required interval cancers. This method can be applied to other screening data in which there are no data on interval cases.

Quantitative Diagnosis of Continuous-Valued, Stead-State Systems

NASA Technical Reports Server (NTRS)

Rouquette, N.

1995-01-01

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

Estimating transition probabilities in unmarked populations --entropy revisited

USGS Publications Warehouse

Cooch, E.G.; Link, W.A.

1999-01-01

The probability of surviving and moving between 'states' is of great interest to biologists. Robust estimation of these transitions using multiple observations of individually identifiable marked individuals has received considerable attention in recent years. However, in some situations, individuals are not identifiable (or have a very low recapture rate), although all individuals in a sample can be assigned to a particular state (e.g. breeding or non-breeding) without error. In such cases, only aggregate data (number of individuals in a given state at each occasion) are available. If the underlying matrix of transition probabilities does not vary through time and aggregate data are available for several time periods, then it is possible to estimate these parameters using least-squares methods. Even when such data are available, this assumption of stationarity will usually be deemed overly restrictive and, frequently, data will only be available for two time periods. In these cases, the problem reduces to estimating the most likely matrix (or matrices) leading to the observed frequency distribution of individuals in each state. An entropy maximization approach has been previously suggested. In this paper, we show that the entropy approach rests on a particular limiting assumption, and does not provide estimates of latent population parameters (the transition probabilities), but rather predictions of realized rates.

CULTURE-INDEPENDENT MOLECULAR METHODS FOR FECAL SOURCE IDENTIFICATION

EPA Science Inventory

Fecal contamination is widespread in the waterways of the United States. Both to correct the problem, and to estimate public health risk, it is necessary to identify the source of the contamination. Several culture-independent molecular methods for fecal source identification hav...

Fast Component Pursuit for Large-Scale Inverse Covariance Estimation.

PubMed

Han, Lei; Zhang, Yu; Zhang, Tong

2016-08-01

The maximum likelihood estimation (MLE) for the Gaussian graphical model, which is also known as the inverse covariance estimation problem, has gained increasing interest recently. Most existing works assume that inverse covariance estimators contain sparse structure and then construct models with the ℓ 1 regularization. In this paper, different from existing works, we study the inverse covariance estimation problem from another perspective by efficiently modeling the low-rank structure in the inverse covariance, which is assumed to be a combination of a low-rank part and a diagonal matrix. One motivation for this assumption is that the low-rank structure is common in many applications including the climate and financial analysis, and another one is that such assumption can reduce the computational complexity when computing its inverse. Specifically, we propose an efficient COmponent Pursuit (COP) method to obtain the low-rank part, where each component can be sparse. For optimization, the COP method greedily learns a rank-one component in each iteration by maximizing the log-likelihood. Moreover, the COP algorithm enjoys several appealing properties including the existence of an efficient solution in each iteration and the theoretical guarantee on the convergence of this greedy approach. Experiments on large-scale synthetic and real-world datasets including thousands of millions variables show that the COP method is faster than the state-of-the-art techniques for the inverse covariance estimation problem when achieving comparable log-likelihood on test data.

Remote analysis of anthropogenic effect on boreal forests using nonlinear multidimensional models

NASA Astrophysics Data System (ADS)

Shchemel, Anton; Ivanova, Yuliya; Larko, Alexander

Nowadays anthropogenic stress of mining and refining oil and gas is becoming significant prob-lem in Eastern Siberia. The task of revealing effect of that industry is not trivial because of complicated access to the sites of mining. Due to that, severe problem of supplying detection of oil and gas complex effect on forest ecosystems arises. That estimation should allow revealing the sites of any negative changes in forest communities in proper time. The intellectual system of analyzing remote sensing data of different resolution and different spectral characteristics with sophisticated nonlinear models is dedicated to solve the problem. The work considers re-mote detection and estimation of forest degradation using analysis of free remote sensing data without total field observations of oil and gas mining territory. To analyze a state of vegetation the following remote sensing data were used as input parameters for our models: albedo, surface temperature and data of about thirty spectral bands in visible and infrared region. The data of MODIS satellite from the year 2000 was used. Chosen data allowed producing complex estima-tion of parameters linked with the quality (set of species, physiological state) and the quantity of vegetation. To verify obtained estimation each index was calculated for a territory in which oil and gas mining is provided along with the same calculations for a sample "clear" territory. Monthly data for vegetation period and annual mean values were analyzed. The work revealed some trends of annual data probably linked with intensification of anthropogenic effect on the ecosystems. The models we managed to build are easy to apply for using by fair personnel of emergency control and oversight institutions. It was found to be helpful to use exactly the full set of values obtained from the satellite for multilateral estimation of anthropogenic effect on forest ecosystems of objects of the oil mining industry for producing generalized estimation indices by the developed models.

Rare event simulation in radiation transport

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

Kollman, Craig

1993-10-01

This dissertation studies methods for estimating extremely small probabilities by Monte Carlo simulation. Problems in radiation transport typically involve estimating very rare events or the expected value of a random variable which is with overwhelming probability equal to zero. These problems often have high dimensional state spaces and irregular geometries so that analytic solutions are not possible. Monte Carlo simulation must be used to estimate the radiation dosage being transported to a particular location. If the area is well shielded the probability of any one particular particle getting through is very small. Because of the large number of particles involved,more » even a tiny fraction penetrating the shield may represent an unacceptable level of radiation. It therefore becomes critical to be able to accurately estimate this extremely small probability. Importance sampling is a well known technique for improving the efficiency of rare event calculations. Here, a new set of probabilities is used in the simulation runs. The results are multiple by the likelihood ratio between the true and simulated probabilities so as to keep the estimator unbiased. The variance of the resulting estimator is very sensitive to which new set of transition probabilities are chosen. It is shown that a zero variance estimator does exist, but that its computation requires exact knowledge of the solution. A simple random walk with an associated killing model for the scatter of neutrons is introduced. Large deviation results for optimal importance sampling in random walks are extended to the case where killing is present. An adaptive ``learning`` algorithm for implementing importance sampling is given for more general Markov chain models of neutron scatter. For finite state spaces this algorithm is shown to give with probability one, a sequence of estimates converging exponentially fast to the true solution.« less

A Direct Adaptive Control Approach in the Presence of Model Mismatch

NASA Technical Reports Server (NTRS)

Joshi, Suresh M.; Tao, Gang; Khong, Thuan

2009-01-01

This paper considers the problem of direct model reference adaptive control when the plant-model matching conditions are violated due to abnormal changes in the plant or incorrect knowledge of the plant's mathematical structure. The approach consists of direct adaptation of state feedback gains for state tracking, and simultaneous estimation of the plant-model mismatch. Because of the mismatch, the plant can no longer track the state of the original reference model, but may be able to track a new reference model that still provides satisfactory performance. The reference model is updated if the estimated plant-model mismatch exceeds a bound that is determined via robust stability and/or performance criteria. The resulting controller is a hybrid direct-indirect adaptive controller that offers asymptotic state tracking in the presence of plant-model mismatch as well as parameter deviations.

Finite element approximation of an optimal control problem for the von Karman equations

NASA Technical Reports Server (NTRS)

Hou, L. Steven; Turner, James C.

1994-01-01

This paper is concerned with optimal control problems for the von Karman equations with distributed controls. We first show that optimal solutions exist. We then show that Lagrange multipliers may be used to enforce the constraints and derive an optimality system from which optimal states and controls may be deduced. Finally we define finite element approximations of solutions for the optimality system and derive error estimates for the approximations.

Work-related death: a continuing epidemic.

PubMed Central

Herbert, R; Landrigan, P J

2000-01-01

Worldwide, work-related illnesses and injuries kill approximately 1.1 million people per year. In 1992, an estimated 65,000 people in the United States died of occupational injuries or illness. Most estimates indicate that occupational diseases account for far more fatalities than occupational injuries. However, an accurate enumeration of occupational disease fatalities is hampered by a paucity of data, owing to underdiagnosis of occupational diseases and inadequacy of current surveillance systems. In this commentary, the authors review the epidemiology of death due to occupational disease and injury in the United States and discuss vulnerable populations, emerging trends, and prevention strategies for this ongoing public health problem. PMID:10754967

Reliability-Based Control Design for Uncertain Systems

NASA Technical Reports Server (NTRS)

Crespo, Luis G.; Kenny, Sean P.

2005-01-01

This paper presents a robust control design methodology for systems with probabilistic parametric uncertainty. Control design is carried out by solving a reliability-based multi-objective optimization problem where the probability of violating design requirements is minimized. Simultaneously, failure domains are optimally enlarged to enable global improvements in the closed-loop performance. To enable an efficient numerical implementation, a hybrid approach for estimating reliability metrics is developed. This approach, which integrates deterministic sampling and asymptotic approximations, greatly reduces the numerical burden associated with complex probabilistic computations without compromising the accuracy of the results. Examples using output-feedback and full-state feedback with state estimation are used to demonstrate the ideas proposed.

Theory and practical application of out of sequence measurements with results for multi-static tracking

NASA Astrophysics Data System (ADS)

Iny, David

2007-09-01

This paper addresses the out-of-sequence measurement (OOSM) problem associated with multiple platform tracking systems. The problem arises due to different transmission delays in communication of detection reports across platforms. Much of the literature focuses on the improvement to the state estimate by incorporating the OOSM. As the time lag increases, there is diminishing improvement to the state estimate. However, this paper shows that optimal processing of OOSMs may still be beneficial by improving data association as part of a multi-target tracker. This paper derives exact multi-lag algorithms with the property that the standard log likelihood track scoring is independent of the order in which the measurements are processed. The orthogonality principle is applied to generalize the method of Bar- Shalom in deriving the exact A1 algorithm for 1-lag estimation. Theory is also developed for optimal filtering of time averaged measurements and measurements correlated through periodic updates of a target aim-point. An alternative derivation of the multi-lag algorithms is also achieved using an efficient variant of the augmented state Kalman filter (AS-KF). This results in practical and reasonably efficient multi-lag algorithms. Results are compared to a well known ad hoc algorithm for incorporating OOSMs. Finally, the paper presents some simulated multi-target multi-static scenarios where there is a benefit to processing the data out of sequence in order to improve pruning efficiency.

Toward Empirical Estimation of the Total Value of Protecting Rivers

NASA Astrophysics Data System (ADS)

Sanders, Larry D.; Walsh, Richard G.; Loomis, John B.

1990-07-01

The purpose of this paper is to develop and apply a procedure to estimate a statistical demand function for the protection of rivers in the Rocky Mountains of Colorado. Other states and nations around the world face a similar problem of estimating how much they can afford to pay for the protection of rivers. The results suggest that in addition to the direct consumption benefits of onsite recreation, total value includes offsite consumption of the flow of information about these activities and resources consumed as preservation benefits. A sample of the general population of the state reports a willingness to pay rather than forego both types of utility. We recommended that offsite values be added to the value of onsite recreation use to determine the total value of rivers to society.

Electrochemical state and internal variables estimation using a reduced-order physics-based model of a lithium-ion cell and an extended Kalman filter

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

Stetzel, KD; Aldrich, LL; Trimboli, MS

2015-03-15

This paper addresses the problem of estimating the present value of electrochemical internal variables in a lithium-ion cell in real time, using readily available measurements of cell voltage, current, and temperature. The variables that can be estimated include any desired set of reaction flux and solid and electrolyte potentials and concentrations at any set of one-dimensional spatial locations, in addition to more standard quantities such as state of charge. The method uses an extended Kalman filter along with a one-dimensional physics-based reduced-order model of cell dynamics. Simulations show excellent and robust predictions having dependable error bounds for most internal variables.more » (C) 2014 Elsevier B.V. All rights reserved.« less

Precomputing Process Noise Covariance for Onboard Sequential Filters

NASA Technical Reports Server (NTRS)

Olson, Corwin G.; Russell, Ryan P.; Carpenter, J. Russell

2017-01-01

Process noise is often used in estimation filters to account for unmodeled and mismodeled accelerations in the dynamics. The process noise covariance acts to inflate the state covariance over propagation intervals, increasing the uncertainty in the state. In scenarios where the acceleration errors change significantly over time, the standard process noise covariance approach can fail to provide effective representation of the state and its uncertainty. Consider covariance analysis techniques provide a method to precompute a process noise covariance profile along a reference trajectory using known model parameter uncertainties. The process noise covariance profile allows significantly improved state estimation and uncertainty representation over the traditional formulation. As a result, estimation performance on par with the consider filter is achieved for trajectories near the reference trajectory without the additional computational cost of the consider filter. The new formulation also has the potential to significantly reduce the trial-and-error tuning currently required of navigation analysts. A linear estimation problem as described in several previous consider covariance analysis studies is used to demonstrate the effectiveness of the precomputed process noise covariance, as well as a nonlinear descent scenario at the asteroid Bennu with optical navigation.

Precomputing Process Noise Covariance for Onboard Sequential Filters

NASA Technical Reports Server (NTRS)

Olson, Corwin G.; Russell, Ryan P.; Carpenter, J. Russell

2017-01-01

Process noise is often used in estimation filters to account for unmodeled and mismodeled accelerations in the dynamics. The process noise covariance acts to inflate the state covariance over propagation intervals, increasing the uncertainty in the state. In scenarios where the acceleration errors change significantly over time, the standard process noise covariance approach can fail to provide effective representation of the state and its uncertainty. Consider covariance analysis techniques provide a method to precompute a process noise covariance profile along a reference trajectory, using known model parameter uncertainties. The process noise covariance profile allows significantly improved state estimation and uncertainty representation over the traditional formulation. As a result, estimation performance on par with the consider filter is achieved for trajectories near the reference trajectory without the additional computational cost of the consider filter. The new formulation also has the potential to significantly reduce the trial-and-error tuning currently required of navigation analysts. A linear estimation problem as described in several previous consider covariance analysis publications is used to demonstrate the effectiveness of the precomputed process noise covariance, as well as a nonlinear descent scenario at the asteroid Bennu with optical navigation.

Dynamic Stability Analysis of Linear Time-varying Systems via an Extended Modal Identification Approach

NASA Astrophysics Data System (ADS)

Ma, Zhisai; Liu, Li; Zhou, Sida; Naets, Frank; Heylen, Ward; Desmet, Wim

2017-03-01

The problem of linear time-varying(LTV) system modal analysis is considered based on time-dependent state space representations, as classical modal analysis of linear time-invariant systems and current LTV system modal analysis under the "frozen-time" assumption are not able to determine the dynamic stability of LTV systems. Time-dependent state space representations of LTV systems are first introduced, and the corresponding modal analysis theories are subsequently presented via a stability-preserving state transformation. The time-varying modes of LTV systems are extended in terms of uniqueness, and are further interpreted to determine the system's stability. An extended modal identification is proposed to estimate the time-varying modes, consisting of the estimation of the state transition matrix via a subspace-based method and the extraction of the time-varying modes by the QR decomposition. The proposed approach is numerically validated by three numerical cases, and is experimentally validated by a coupled moving-mass simply supported beam experimental case. The proposed approach is capable of accurately estimating the time-varying modes, and provides a new way to determine the dynamic stability of LTV systems by using the estimated time-varying modes.

A Comparison of Filter-based Approaches for Model-based Prognostics

NASA Technical Reports Server (NTRS)

Daigle, Matthew John; Saha, Bhaskar; Goebel, Kai

2012-01-01

Model-based prognostics approaches use domain knowledge about a system and its failure modes through the use of physics-based models. Model-based prognosis is generally divided into two sequential problems: a joint state-parameter estimation problem, in which, using the model, the health of a system or component is determined based on the observations; and a prediction problem, in which, using the model, the stateparameter distribution is simulated forward in time to compute end of life and remaining useful life. The first problem is typically solved through the use of a state observer, or filter. The choice of filter depends on the assumptions that may be made about the system, and on the desired algorithm performance. In this paper, we review three separate filters for the solution to the first problem: the Daum filter, an exact nonlinear filter; the unscented Kalman filter, which approximates nonlinearities through the use of a deterministic sampling method known as the unscented transform; and the particle filter, which approximates the state distribution using a finite set of discrete, weighted samples, called particles. Using a centrifugal pump as a case study, we conduct a number of simulation-based experiments investigating the performance of the different algorithms as applied to prognostics.

Pseudo-time methods for constrained optimization problems governed by PDE

NASA Technical Reports Server (NTRS)

Taasan, Shlomo

1995-01-01

In this paper we present a novel method for solving optimization problems governed by partial differential equations. Existing methods are gradient information in marching toward the minimum, where the constrained PDE is solved once (sometimes only approximately) per each optimization step. Such methods can be viewed as a marching techniques on the intersection of the state and costate hypersurfaces while improving the residuals of the design equations per each iteration. In contrast, the method presented here march on the design hypersurface and at each iteration improve the residuals of the state and costate equations. The new method is usually much less expensive per iteration step since, in most problems of practical interest, the design equation involves much less unknowns that that of either the state or costate equations. Convergence is shown using energy estimates for the evolution equations governing the iterative process. Numerical tests show that the new method allows the solution of the optimization problem in a cost of solving the analysis problems just a few times, independent of the number of design parameters. The method can be applied using single grid iterations as well as with multigrid solvers.

Graph theoretic framework based cooperative control and estimation of multiple UAVs for target tracking

NASA Astrophysics Data System (ADS)

Ahmed, Mousumi

Designing the control technique for nonlinear dynamic systems is a significant challenge. Approaches to designing a nonlinear controller are studied and an extensive study on backstepping based technique is performed in this research with the purpose of tracking a moving target autonomously. Our main motivation is to explore the controller for cooperative and coordinating unmanned vehicles in a target tracking application. To start with, a general theoretical framework for target tracking is studied and a controller in three dimensional environment for a single UAV is designed. This research is primarily focused on finding a generalized method which can be applied to track almost any reference trajectory. The backstepping technique is employed to derive the controller for a simplified UAV kinematic model. This controller can compute three autopilot modes i.e. velocity, ground heading (or course angle), and flight path angle for tracking the unmanned vehicle. Numerical implementation is performed in MATLAB with the assumption of having perfect and full state information of the target to investigate the accuracy of the proposed controller. This controller is then frozen for the multi-vehicle problem. Distributed or decentralized cooperative control is discussed in the context of multi-agent systems. A consensus based cooperative control is studied; such consensus based control problem can be viewed from the algebraic graph theory concepts. The communication structure between the UAVs is represented by the dynamic graph where UAVs are represented by the nodes and the communication links are represented by the edges. The previously designed controller is augmented to account for the group to obtain consensus based on their communication. A theoretical development of the controller for the cooperative group of UAVs is presented and the simulation results for different communication topologies are shown. This research also investigates the cases where the communication topology switches to a different topology over particular time instants. Lyapunov analysis is performed to show stability in all cases. Another important aspect of this dissertation research is to implement the controller for the case, where perfect or full state information is not available. This necessitates the design of an estimator to estimate the system state. A nonlinear estimator, Extended Kalman Filter (EKF) is first developed for target tracking with a single UAV. The uncertainties involved with the measurement model and dynamics model are considered as zero mean Gaussian noises with some known covariances. The measurements of the full state of the target are not available and only the range, elevation, and azimuth angle are available from an onboard seeker sensor. A separate EKF is designed to estimate the UAV's own state where the state measurement is available through on-board sensors. The controller computes the three control commands based on the estimated states of target and its own states. Estimation based control laws is also implemented for colored noise measurement uncertainties, and the controller performance is shown with the simulation results. The estimation based control approach is then extended for the cooperative target tracking case. The target information is available to the network and a separate estimator is used to estimate target states. All of the UAVs in the network apply the same control law and the only difference is that each UAV updates the commands according to their connection. The simulation is performed for both cases of fixed and time varying communication topology. Monte Carlo simulation is also performed with different sample noises to investigate the performance of the estimator. The proposed technique is shown to be simple and robust to noisy environments.

Application of a dual unscented Kalman filter for simultaneous state and parameter estimation in problems of surface-atmosphere exchange

Treesearch

J.H. Gove; D.Y. Hollinger; D.Y. Hollinger

2006-01-01

A dual unscented Kalman filter (UKF) was used to assimilate net CO2 exchange (NEE) data measured over a spruce-hemlock forest at the Howland AmeriFlux site in Maine, USA, into a simple physiological model for the purpose of filling gaps in an eddy flux time series. In addition to filling gaps in the measurement record, the UKF approach provides continuous estimates of...

Undocumented Immigration, Drug Problems, and Driving Under the Influence in the United States, 1990-2014.

PubMed

Light, Michael T; Miller, Ty; Kelly, Brian C

2017-09-01

To examine the influence of undocumented immigration in the United States on 4 different metrics of drug and alcohol problems: drug arrests, drug overdose fatalities, driving under the influence (DUI) arrests, and DUI deaths. We combined newly developed state-level estimates of the undocumented population between 1990 and 2014 from the Center for Migration Studies with arrest data from the Federal Bureau of Investigation Uniform Crime Reports and fatality information from the Fatality Analysis Reporting System and the Centers for Disease Control and Prevention Underlying Cause of Death database. We used fixed-effects regression models to examine the longitudinal association between increased undocumented immigration and drug problems and drunk driving. Increased undocumented immigration was significantly associated with reductions in drug arrests, drug overdose deaths, and DUI arrests, net of other factors. There was no significant relationship between increased undocumented immigration and DUI deaths. This study provides evidence that undocumented immigration has not increased the prevalence of drug or alcohol problems, but may be associated with reductions in these public health concerns.

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

NASA Astrophysics Data System (ADS)

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

2010-01-01

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

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.

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

NASA Astrophysics Data System (ADS)

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

2016-08-01

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

An extrapolation scheme for solid-state NMR chemical shift calculations

NASA Astrophysics Data System (ADS)

Nakajima, Takahito

2017-06-01

Conventional quantum chemical and solid-state physical approaches include several problems to accurately calculate solid-state nuclear magnetic resonance (NMR) properties. We propose a reliable computational scheme for solid-state NMR chemical shifts using an extrapolation scheme that retains the advantages of these approaches but reduces their disadvantages. Our scheme can satisfactorily yield solid-state NMR magnetic shielding constants. The estimated values have only a small dependence on the low-level density functional theory calculation with the extrapolation scheme. Thus, our approach is efficient because the rough calculation can be performed in the extrapolation scheme.

On-Board Event-Based State Estimation for Trajectory Approaching and Tracking of a Vehicle

PubMed Central

Martínez-Rey, Miguel; Espinosa, Felipe; Gardel, Alfredo; Santos, Carlos

2015-01-01

For the problem of pose estimation of an autonomous vehicle using networked external sensors, the processing capacity and battery consumption of these sensors, as well as the communication channel load should be optimized. Here, we report an event-based state estimator (EBSE) consisting of an unscented Kalman filter that uses a triggering mechanism based on the estimation error covariance matrix to request measurements from the external sensors. This EBSE generates the events of the estimator module on-board the vehicle and, thus, allows the sensors to remain in stand-by mode until an event is generated. The proposed algorithm requests a measurement every time the estimation distance root mean squared error (DRMS) value, obtained from the estimator's covariance matrix, exceeds a threshold value. This triggering threshold can be adapted to the vehicle's working conditions rendering the estimator even more efficient. An example of the use of the proposed EBSE is given, where the autonomous vehicle must approach and follow a reference trajectory. By making the threshold a function of the distance to the reference location, the estimator can halve the use of the sensors with a negligible deterioration in the performance of the approaching maneuver. PMID:26102489

Remote sensing in Iowa agriculture. [cropland inventory, soils, forestland, and crop diseases

NASA Technical Reports Server (NTRS)

Mahlstede, J. P. (Principal Investigator); Carlson, R. E.

1973-01-01

The author has identified the following significant results. Results include the estimation of forested and crop vegetation acreages using the ERTS-1 imagery. The methods used to achieve these estimates still require refinement, but the results appear promising. Practical applications would be directed toward achieving current land use inventories of these natural resources. This data is presently collected by sampling type surveys. If ERTS-1 can observe this and area estimates can be determined accurately, then a step forward has been achieved. Cost benefit relationship will have to be favorable. Problems still exist in these estimation techniques due to the diversity of the scene observed in the ERTS-1 imagery covering other part of Iowa. This is due to influence of topography and soils upon the adaptability of the vegetation to specific areas of the state. The state mosaic produced from ERTS-1 imagery shows these patterns very well. Research directed to acreage estimates is continuing.

The MAP Spacecraft Angular State Estimation After Sensor Failure

NASA Technical Reports Server (NTRS)

Bar-Itzhack, Itzhack Y.; Harman, Richard R.

2003-01-01

This work describes two algorithms for computing the angular rate and attitude in case of a gyro and a Star Tracker failure in the Microwave Anisotropy Probe (MAP) satellite, which was placed in the L2 parking point from where it collects data to determine the origin of the universe. The nature of the problem is described, two algorithms are suggested, an observability study is carried out and real MAP data are used to determine the merit of the algorithms. It is shown that one of the algorithms yields a good estimate of the rates but not of the attitude whereas the other algorithm yields a good estimate of the rate as well as two of the three attitude angles. The estimation of the third angle depends on the initial state estimate. There is a contradiction between this result and the outcome of the observability analysis. An explanation of this contradiction is given in the paper. Although this work treats a particular spacecraft, the conclusions have a far reaching consequence.

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

NASA Astrophysics Data System (ADS)

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

2013-01-01

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

Particle Filter with State Permutations for Solving Image Jigsaw Puzzles

PubMed Central

Yang, Xingwei; Adluru, Nagesh; Latecki, Longin Jan

2016-01-01

We deal with an image jigsaw puzzle problem, which is defined as reconstructing an image from a set of square and non-overlapping image patches. It is known that a general instance of this problem is NP-complete, and it is also challenging for humans, since in the considered setting the original image is not given. Recently a graphical model has been proposed to solve this and related problems. The target label probability function is then maximized using loopy belief propagation. We also formulate the problem as maximizing a label probability function and use exactly the same pairwise potentials. Our main contribution is a novel inference approach in the sampling framework of Particle Filter (PF). Usually in the PF framework it is assumed that the observations arrive sequentially, e.g., the observations are naturally ordered by their time stamps in the tracking scenario. Based on this assumption, the posterior density over the corresponding hidden states is estimated. In the jigsaw puzzle problem all observations (puzzle pieces) are given at once without any particular order. Therefore, we relax the assumption of having ordered observations and extend the PF framework to estimate the posterior density by exploring different orders of observations and selecting the most informative permutations of observations. This significantly broadens the scope of applications of the PF inference. Our experimental results demonstrate that the proposed inference framework significantly outperforms the loopy belief propagation in solving the image jigsaw puzzle problem. In particular, the extended PF inference triples the accuracy of the label assignment compared to that using loopy belief propagation. PMID:27795660

An evaluation of new inhibitors for rebar corrosion in concrete.

DOT National Transportation Integrated Search

2003-01-01

The corrosion of reinforcing steel in concrete is estimated to affect more than 50% of the 575,000 bridges in the United States. One approach to mitigating this problem is to use corrosion-inhibitive compounds admixed into the concrete paste. This st...

Nonlinear estimation theory applied to orbit determination

NASA Technical Reports Server (NTRS)

Choe, C. Y.

1972-01-01

The development of an approximate nonlinear filter using the Martingale theory and appropriate smoothing properties is considered. Both the first order and the second order moments were estimated. The filter developed can be classified as a modified Gaussian second order filter. Its performance was evaluated in a simulated study of the problem of estimating the state of an interplanetary space vehicle during both a simulated Jupiter flyby and a simulated Jupiter orbiter mission. In addition to the modified Gaussian second order filter, the modified truncated second order filter was also evaluated in the simulated study. Results obtained with each of these filters were compared with numerical results obtained with the extended Kalman filter and the performance of each filter is determined by comparison with the actual estimation errors. The simulations were designed to determine the effects of the second order terms in the dynamic state relations, the observation state relations, and the Kalman gain compensation term. It is shown that the Kalman gain-compensated filter which includes only the Kalman gain compensation term is superior to all of the other filters.

Filtering Based Adaptive Visual Odometry Sensor Framework Robust to Blurred Images

PubMed Central

Zhao, Haiying; Liu, Yong; Xie, Xiaojia; Liao, Yiyi; Liu, Xixi

2016-01-01

Visual odometry (VO) estimation from blurred image is a challenging problem in practical robot applications, and the blurred images will severely reduce the estimation accuracy of the VO. In this paper, we address the problem of visual odometry estimation from blurred images, and present an adaptive visual odometry estimation framework robust to blurred images. Our approach employs an objective measure of images, named small image gradient distribution (SIGD), to evaluate the blurring degree of the image, then an adaptive blurred image classification algorithm is proposed to recognize the blurred images, finally we propose an anti-blurred key-frame selection algorithm to enable the VO robust to blurred images. We also carried out varied comparable experiments to evaluate the performance of the VO algorithms with our anti-blur framework under varied blurred images, and the experimental results show that our approach can achieve superior performance comparing to the state-of-the-art methods under the condition with blurred images while not increasing too much computation cost to the original VO algorithms. PMID:27399704

Estimation of the Thermal Process in the Honeycomb Panel by a Monte Carlo Method

NASA Astrophysics Data System (ADS)

Gusev, S. A.; Nikolaev, V. N.

2018-01-01

A new Monte Carlo method for estimating the thermal state of the heat insulation containing honeycomb panels is proposed in the paper. The heat transfer in the honeycomb panel is described by a boundary value problem for a parabolic equation with discontinuous diffusion coefficient and boundary conditions of the third kind. To obtain an approximate solution, it is proposed to use the smoothing of the diffusion coefficient. After that, the obtained problem is solved on the basis of the probability representation. The probability representation is the expectation of the functional of the diffusion process corresponding to the boundary value problem. The process of solving the problem is reduced to numerical statistical modelling of a large number of trajectories of the diffusion process corresponding to the parabolic problem. It was used earlier the Euler method for this object, but that requires a large computational effort. In this paper the method is modified by using combination of the Euler and the random walk on moving spheres methods. The new approach allows us to significantly reduce the computation costs.

Flight control synthesis for flexible aircraft using Eigenspace assignment

NASA Technical Reports Server (NTRS)

Davidson, J. B.; Schmidt, D. K.

1986-01-01

The use of eigenspace assignment techniques to synthesize flight control systems for flexible aircraft is explored. Eigenspace assignment techniques are used to achieve a specified desired eigenspace, chosen to yield desirable system impulse residue magnitudes for selected system responses. Two of these are investigated. The first directly determines constant measurement feedback gains that will yield a close-loop system eigenspace close to a desired eigenspace. The second technique selects quadratic weighting matrices in a linear quadratic control synthesis that will asymptotically yield the close-loop achievable eigenspace. Finally, the possibility of using either of these techniques with state estimation is explored. Application of the methods to synthesize integrated flight-control and structural-mode-control laws for a large flexible aircraft is demonstrated and results discussed. Eigenspace selection criteria based on design goals are discussed, and for the study case it would appear that a desirable eigenspace can be obtained. In addition, the importance of state-space selection is noted along with problems with reduced-order measurement feedback. Since the full-state control laws may be implemented with dynamic compensation (state estimation), the use of reduced-order measurement feedback is less desirable. This is especially true since no change in the transient response from the pilot's input results if state estimation is used appropriately. The potential is also noted for high actuator bandwidth requirements if the linear quadratic synthesis approach is utilized. Even with the actuator pole location selected, a problem with unmodeled modes is noted due to high bandwidth. Some suggestions for future research include investigating how to choose an eigenspace that will achieve certain desired dynamics and stability robustness, determining how the choice of measurements effects synthesis results, and exploring how the phase relationships between desired eigenvector elements effects the synthesis results.

On parametrized cold dense matter equation-of-state inference

NASA Astrophysics Data System (ADS)

Riley, Thomas E.; Raaijmakers, Geert; Watts, Anna L.

2018-07-01

Constraining the equation of state of cold dense matter in compact stars is a major science goal for observing programmes being conducted using X-ray, radio, and gravitational wave telescopes. We discuss Bayesian hierarchical inference of parametrized dense matter equations of state. In particular, we generalize and examine two inference paradigms from the literature: (i) direct posterior equation-of-state parameter estimation, conditioned on observations of a set of rotating compact stars; and (ii) indirect parameter estimation, via transformation of an intermediary joint posterior distribution of exterior spacetime parameters (such as gravitational masses and coordinate equatorial radii). We conclude that the former paradigm is not only tractable for large-scale analyses, but is principled and flexible from a Bayesian perspective while the latter paradigm is not. The thematic problem of Bayesian prior definition emerges as the crux of the difference between these paradigms. The second paradigm should in general only be considered as an ill-defined approach to the problem of utilizing archival posterior constraints on exterior spacetime parameters; we advocate for an alternative approach whereby such information is repurposed as an approximative likelihood function. We also discuss why conditioning on a piecewise-polytropic equation-of-state model - currently standard in the field of dense matter study - can easily violate conditions required for transformation of a probability density distribution between spaces of exterior (spacetime) and interior (source matter) parameters.

On parametrised cold dense matter equation of state inference

NASA Astrophysics Data System (ADS)

Riley, Thomas E.; Raaijmakers, Geert; Watts, Anna L.

2018-04-01

Constraining the equation of state of cold dense matter in compact stars is a major science goal for observing programmes being conducted using X-ray, radio, and gravitational wave telescopes. We discuss Bayesian hierarchical inference of parametrised dense matter equations of state. In particular we generalise and examine two inference paradigms from the literature: (i) direct posterior equation of state parameter estimation, conditioned on observations of a set of rotating compact stars; and (ii) indirect parameter estimation, via transformation of an intermediary joint posterior distribution of exterior spacetime parameters (such as gravitational masses and coordinate equatorial radii). We conclude that the former paradigm is not only tractable for large-scale analyses, but is principled and flexible from a Bayesian perspective whilst the latter paradigm is not. The thematic problem of Bayesian prior definition emerges as the crux of the difference between these paradigms. The second paradigm should in general only be considered as an ill-defined approach to the problem of utilising archival posterior constraints on exterior spacetime parameters; we advocate for an alternative approach whereby such information is repurposed as an approximative likelihood function. We also discuss why conditioning on a piecewise-polytropic equation of state model - currently standard in the field of dense matter study - can easily violate conditions required for transformation of a probability density distribution between spaces of exterior (spacetime) and interior (source matter) parameters.

HT2DINV: A 2D forward and inverse code for steady-state and transient hydraulic tomography problems

NASA Astrophysics Data System (ADS)

Soueid Ahmed, A.; Jardani, A.; Revil, A.; Dupont, J. P.

2015-12-01

Hydraulic tomography is a technique used to characterize the spatial heterogeneities of storativity and transmissivity fields. The responses of an aquifer to a source of hydraulic stimulations are used to recover the features of the estimated fields using inverse techniques. We developed a 2D free source Matlab package for performing hydraulic tomography analysis in steady state and transient regimes. The package uses the finite elements method to solve the ground water flow equation for simple or complex geometries accounting for the anisotropy of the material properties. The inverse problem is based on implementing the geostatistical quasi-linear approach of Kitanidis combined with the adjoint-state method to compute the required sensitivity matrices. For undetermined inverse problems, the adjoint-state method provides a faster and more accurate approach for the evaluation of sensitivity matrices compared with the finite differences method. Our methodology is organized in a way that permits the end-user to activate parallel computing in order to reduce the computational burden. Three case studies are investigated demonstrating the robustness and efficiency of our approach for inverting hydraulic parameters.

Current-induced alternating reversed dual-echo-steady-state for joint estimation of tissue relaxation and electrical properties.

PubMed

Lee, Hyunyeol; Sohn, Chul-Ho; Park, Jaeseok

2017-07-01

To develop a current-induced, alternating reversed dual-echo-steady-state-based magnetic resonance electrical impedance tomography for joint estimation of tissue relaxation and electrical properties. The proposed method reverses the readout gradient configuration of conventional, in which steady-state-free-precession (SSFP)-ECHO is produced earlier than SSFP-free-induction-decay (FID) while alternating current pulses are applied in between the two SSFPs to secure high sensitivity of SSFP-FID to injection current. Additionally, alternating reversed dual-echo-steady-state signals are modulated by employing variable flip angles over two orthogonal injections of current pulses. Ratiometric signal models are analytically constructed, from which T 1 , T 2 , and current-induced B z are jointly estimated by solving a nonlinear inverse problem for conductivity reconstruction. Numerical simulations and experimental studies are performed to investigate the feasibility of the proposed method in estimating relaxation parameters and conductivity. The proposed method, if compared with conventional magnetic resonance electrical impedance tomography, enables rapid data acquisition and simultaneous estimation of T 1 , T 2 , and current-induced B z , yielding a comparable level of signal-to-noise ratio in the parameter estimates while retaining a relative conductivity contrast. We successfully demonstrated the feasibility of the proposed method in jointly estimating tissue relaxation parameters as well as conductivity distributions. It can be a promising, rapid imaging strategy for quantitative conductivity estimation. Magn Reson Med 78:107-120, 2017. © 2016 International Society for Magnetic Resonance in Medicine. © 2016 International Society for Magnetic Resonance in Medicine.

Observer-based sliding mode control of Markov jump systems with random sensor delays and partly unknown transition rates

NASA Astrophysics Data System (ADS)

Yao, Deyin; Lu, Renquan; Xu, Yong; Ren, Hongru

2017-10-01

In this paper, the sliding mode control problem of Markov jump systems (MJSs) with unmeasured state, partly unknown transition rates and random sensor delays is probed. In the practical engineering control, the exact information of transition rates is hard to obtain and the measurement channel is supposed to subject to random sensor delay. Design a Luenberger observer to estimate the unmeasured system state, and an integral sliding mode surface is constructed to ensure the exponential stability of MJSs. A sliding mode controller based on estimator is proposed to drive the system state onto the sliding mode surface and render the sliding mode dynamics exponentially mean-square stable with H∞ performance index. Finally, simulation results are provided to illustrate the effectiveness of the proposed results.

By-passing the sign-problem in Fermion Path Integral Monte Carlo simulations by use of high-order propagators

NASA Astrophysics Data System (ADS)

Chin, Siu A.

2014-03-01

The sign-problem in PIMC simulations of non-relativistic fermions increases in serverity with the number of fermions and the number of beads (or time-slices) of the simulation. A large of number of beads is usually needed, because the conventional primitive propagator is only second-order and the usual thermodynamic energy-estimator converges very slowly from below with the total imaginary time. The Hamiltonian energy-estimator, while more complicated to evaluate, is a variational upper-bound and converges much faster with the total imaginary time, thereby requiring fewer beads. This work shows that when the Hamiltonian estimator is used in conjunction with fourth-order propagators with optimizable parameters, the ground state energies of 2D parabolic quantum-dots with approximately 10 completely polarized electrons can be obtain with ONLY 3-5 beads, before the onset of severe sign problems. This work was made possible by NPRP GRANT #5-674-1-114 from the Qatar National Research Fund (a member of Qatar Foundation). The statements made herein are solely the responsibility of the author.

Use of Log-Linear Models in Classification Problems.

DTIC Science & Technology

1981-12-01

polynomials. The second example involves infant hypoxic trauma, and many cells are empty. The existence conditions are used to find a model for which esti...mates of cell frequencies exist and are in good agreement with the ob- served data. Key Words: Classification problem, log-difference models, minimum 8...variates define k states, which are labeled consecutively. Thus, while MB define cells in their tables by an I-vector Z, we simply take Z to be a

Getting closer to the truth: overcoming research challenges when estimating the financial impact of worksite health promotion programs.

PubMed

Ozminkowski, R J; Goetzel, R Z

2001-01-01

The authors describe the most important methodological challenges often encountered in conducting research and evaluation on the financial impact of health promotion. These include selection bias, skewed data, small sample size, metrics. They discuss when these problems can and cannot be overcome and suggest how some of these problems can be overcome through a creating an appropriate framework for the study, and using state of the art statistical methods.

Large-angle slewing maneuvers for flexible spacecraft

NASA Technical Reports Server (NTRS)

Chun, Hon M.; Turner, James D.

1988-01-01

A new class of closed-form solutions for finite-time linear-quadratic optimal control problems is presented. The solutions involve Potter's solution for the differential matrix Riccati equation, which assumes the form of a steady-state plus transient term. Illustrative examples are presented which show that the new solutions are more computationally efficient than alternative solutions based on the state transition matrix. As an application of the closed-form solutions, the neighboring extremal path problem is presented for a spacecraft retargeting maneuver where a perturbed plant with off-nominal boundary conditions now follows a neighboring optimal trajectory. The perturbation feedback approach is further applied to three-dimensional slewing maneuvers of large flexible spacecraft. For this problem, the nominal solution is the optimal three-dimensional rigid body slew. The perturbation feedback then limits the deviations from this nominal solution due to the flexible body effects. The use of frequency shaping in both the nominal and perturbation feedback formulations reduces the excitation of high-frequency unmodeled modes. A modified Kalman filter is presented for estimating the plant states.

Prognostics and Health Monitoring: Application to Electric Vehicles

NASA Technical Reports Server (NTRS)

Kulkarni, Chetan S.

2017-01-01

As more and more autonomous electric vehicles emerge in our daily operation progressively, a very critical challenge lies in accurate prediction of remaining useful life of the systemssubsystems, specifically the electrical powertrain. In case of electric aircrafts, computing remaining flying time is safety-critical, since an aircraft that runs out of power (battery charge) while in the air will eventually lose control leading to catastrophe. In order to tackle and solve the prediction problem, it is essential to have awareness of the current state and health of the system, especially since it is necessary to perform condition-based predictions. To be able to predict the future state of the system, it is also required to possess knowledge of the current and future operations of the vehicle.Our research approach is to develop a system level health monitoring safety indicator either to the pilotautopilot for the electric vehicles which runs estimation and prediction algorithms to estimate remaining useful life of the vehicle e.g. determine state-of-charge in batteries. Given models of the current and future system behavior, a general approach of model-based prognostics can be employed as a solution to the prediction problem and further for decision making.

Analysis of light vehicle crashes and pre-crash scenarios based on the 2000 General Estimates System

DOT National Transportation Integrated Search

2003-02-01

This report analyzes the problem of light vehicle crashes in the United States to support the development and assessment of effective crash avoidance systems as part of the U.S. Department of Transportation's Intelligent Vehicle Initiative. The analy...

Rare Event Simulation in Radiation Transport

NASA Astrophysics Data System (ADS)

Kollman, Craig

This dissertation studies methods for estimating extremely small probabilities by Monte Carlo simulation. Problems in radiation transport typically involve estimating very rare events or the expected value of a random variable which is with overwhelming probability equal to zero. These problems often have high dimensional state spaces and irregular geometries so that analytic solutions are not possible. Monte Carlo simulation must be used to estimate the radiation dosage being transported to a particular location. If the area is well shielded the probability of any one particular particle getting through is very small. Because of the large number of particles involved, even a tiny fraction penetrating the shield may represent an unacceptable level of radiation. It therefore becomes critical to be able to accurately estimate this extremely small probability. Importance sampling is a well known technique for improving the efficiency of rare event calculations. Here, a new set of probabilities is used in the simulation runs. The results are multiplied by the likelihood ratio between the true and simulated probabilities so as to keep our estimator unbiased. The variance of the resulting estimator is very sensitive to which new set of transition probabilities are chosen. It is shown that a zero variance estimator does exist, but that its computation requires exact knowledge of the solution. A simple random walk with an associated killing model for the scatter of neutrons is introduced. Large deviation results for optimal importance sampling in random walks are extended to the case where killing is present. An adaptive "learning" algorithm for implementing importance sampling is given for more general Markov chain models of neutron scatter. For finite state spaces this algorithm is shown to give, with probability one, a sequence of estimates converging exponentially fast to the true solution. In the final chapter, an attempt to generalize this algorithm to a continuous state space is made. This involves partitioning the space into a finite number of cells. There is a tradeoff between additional computation per iteration and variance reduction per iteration that arises in determining the optimal grid size. All versions of this algorithm can be thought of as a compromise between deterministic and Monte Carlo methods, capturing advantages of both techniques.

Co-state initialization for the minimum-time low-thrust trajectory optimization

NASA Astrophysics Data System (ADS)

Taheri, Ehsan; Li, Nan I.; Kolmanovsky, Ilya

2017-05-01

This paper presents an approach for co-state initialization which is a critical step in solving minimum-time low-thrust trajectory optimization problems using indirect optimal control numerical methods. Indirect methods used in determining the optimal space trajectories typically result in two-point boundary-value problems and are solved by single- or multiple-shooting numerical methods. Accurate initialization of the co-state variables facilitates the numerical convergence of iterative boundary value problem solvers. In this paper, we propose a method which exploits the trajectory generated by the so-called pseudo-equinoctial and three-dimensional finite Fourier series shape-based methods to estimate the initial values of the co-states. The performance of the approach for two interplanetary rendezvous missions from Earth to Mars and from Earth to asteroid Dionysus is compared against three other approaches which, respectively, exploit random initialization of co-states, adjoint-control transformation and a standard genetic algorithm. The results indicate that by using our proposed approach the percent of the converged cases is higher for trajectories with higher number of revolutions while the computation time is lower. These features are advantageous for broad trajectory search in the preliminary phase of mission designs.

State of balance of the cryosphere

NASA Technical Reports Server (NTRS)

Van Der Veen, C. J.

1991-01-01

Available observations and mass balance estimates of the cryosphere are summarized. Problems discussed include mountain glaciers, the Greenland ice sheet, the Antarctic ice sheet, conventional glacier measurement techniques, and satellite applications in glacier mass balance studies. It is concluded that the interior part of the Greenland ice sheet is thickening or in near equilibrium. Estimates of the mass balance of the Antarctic ice sheet suggest that it is positive, although the error limits allow for a slightly negative balance.

On the Possibility of Ill-Conditioned Covariance Matrices in the First-Order Two-Step Estimator

NASA Technical Reports Server (NTRS)

Garrison, James L.; Axelrod, Penina; Kasdin, N. Jeremy

1997-01-01

The first-order two-step nonlinear estimator, when applied to a problem of orbital navigation, is found to occasionally produce first step covariance matrices with very low eigenvalues at certain trajectory points. This anomaly is the result of the linear approximation to the first step covariance propagation. The study of this anomaly begins with expressing the propagation of the first and second step covariance matrices in terms of a single matrix. This matrix is shown to have a rank equal to the difference between the number of first step states and the number of second step states. Furthermore, under some simplifying assumptions, it is found that the basis of the column space of this matrix remains fixed once the filter has removed the large initial state error. A test matrix containing the basis of this column space and the partial derivative matrix relating first and second step states is derived. This square test matrix, which has dimensions equal to the number of first step states, numerically drops rank at the same locations that the first step covariance does. It is formulated in terms of a set of constant vectors (the basis) and a matrix which can be computed from a reference trajectory (the partial derivative matrix). A simple example problem involving dynamics which are described by two states and a range measurement illustrate the cause of this anomaly and the application of the aforementioned numerical test in more detail.

The role of electron-electron repulsion in the problem of epitaxial graphene on a metal: Simple estimates

NASA Astrophysics Data System (ADS)

Davydov, S. Yu.

2017-08-01

For single-layer graphene placed on a metal substrate, the influence of intra- and interatomic Coulomb repulsion of electrons ( U and G, respectively) on its phase diagram is considered in the framework of an extended Hartree-Fock theory. The general solution of the problem is presented, on the basis of which special cases allowing for analytical consideration are analyzed: free and epitaxial graphene with and without regard for the energy of the electron transition between neighboring atoms of graphene. Three regions of the phase diagram are considered: spin and charge density waves (SDW and CDW, respectively) and the semimetal (SM) state uniform in the spin and charge. The main attention is paid to undoped graphene. It is shown that the allowance for the interaction with a metal substrate expands the SM existence domain. However, in all the considered cases, the boundary between the SDW and CDW states is described by the equation U = zG, where z = 3 is the number of nearest neighbors in graphene. The widening of the SM state region also results from the doping of graphene, and the effect is independent of the sign of free carriers introduced into epitaxial graphene by the substrate. According to estimates made, the only state possible in the buffer layer is the metal-type SM state, whereas, in epitaxial graphene, the CDW state is possible. The influence of temperature on the phase diagram of epitaxial graphene is discussed.

Optimal estimation of spatially variable recharge and transmissivity fields under steady-state groundwater flow. Part 2. Case study

NASA Astrophysics Data System (ADS)

Graham, Wendy D.; Neff, Christina R.

1994-05-01

The first-order analytical solution of the inverse problem for estimating spatially variable recharge and transmissivity under steady-state groundwater flow, developed in Part 1 is applied to the Upper Floridan Aquifer in NE Florida. Parameters characterizing the statistical structure of the log-transmissivity and head fields are estimated from 152 measurements of transmissivity and 146 measurements of hydraulic head available in the study region. Optimal estimates of the recharge, transmissivity and head fields are produced throughout the study region by conditioning on the nearest 10 available transmissivity measurements and the nearest 10 available head measurements. Head observations are shown to provide valuable information for estimating both the transmissivity and the recharge fields. Accurate numerical groundwater model predictions of the aquifer flow system are obtained using the optimal transmissivity and recharge fields as input parameters, and the optimal head field to define boundary conditions. For this case study, both the transmissivity field and the uncertainty of the transmissivity field prediction are poorly estimated, when the effects of random recharge are neglected.

A methodology to identify stranded generation facilities and estimate stranded costs for Louisiana's electric utility industry

NASA Astrophysics Data System (ADS)

Cope, Robert Frank, III

1998-12-01

The electric utility industry in the United States is currently experiencing a new and different type of growing pain. It is the pain of having to restructure itself into a competitive business. Many industry experts are trying to explain how the nation as a whole, as well as individual states, will implement restructuring and handle its numerous "transition problems." One significant transition problem for federal and state regulators rests with determining a utility's stranded costs. Stranded generation facilities are assets which would be uneconomic in a competitive environment or costs for assets whose regulated book value is greater than market value. At issue is the methodology which will be used to estimate stranded costs. The two primary methods are known as "Top-Down" and "Bottom-Up." The "Top-Down" approach simply determines the present value of the losses in revenue as the market price for electricity changes over a period of time into the future. The problem with this approach is that it does not take into account technical issues associated with the generation and wheeling of electricity. The "Bottom-Up" approach computes the present value of specific strandable generation facilities and compares the resulting valuations with their historical costs. It is regarded as a detailed and difficult, but more precise, approach to identifying stranded assets and their associated costs. This dissertation develops a "Bottom-Up" quantitative, optimization-based approach to electric power wheeling within the state of Louisiana. It optimally evaluates all production capabilities and coordinates the movement of bulk power through transmission interconnections of competing companies in and around the state. Sensitivity analysis to this approach is performed by varying seasonal consumer demand, electric power imports, and transmission inter-connection cost parameters. Generation facility economic dispatch and transmission interconnection bulk power transfers, specific to each set of parameters, lead to the identification of stranded generation facilities. Stranded costs of non-dispatched and uneconomically dispatched generation facilities can then be estimated to indicate, arguably, the largest portion of restructuring transition costs as the industry is transformed from its present monopolistic structure to a competitive one.

Human joint motion estimation for electromyography (EMG)-based dynamic motion control.

PubMed

Zhang, Qin; Hosoda, Ryo; Venture, Gentiane

2013-01-01

This study aims to investigate a joint motion estimation method from Electromyography (EMG) signals during dynamic movement. In most EMG-based humanoid or prosthetics control systems, EMG features were directly or indirectly used to trigger intended motions. However, both physiological and nonphysiological factors can influence EMG characteristics during dynamic movements, resulting in subject-specific, non-stationary and crosstalk problems. Particularly, when motion velocity and/or joint torque are not constrained, joint motion estimation from EMG signals are more challenging. In this paper, we propose a joint motion estimation method based on muscle activation recorded from a pair of agonist and antagonist muscles of the joint. A linear state-space model with multi input single output is proposed to map the muscle activity to joint motion. An adaptive estimation method is proposed to train the model. The estimation performance is evaluated in performing a single elbow flexion-extension movement in two subjects. All the results in two subjects at two load levels indicate the feasibility and suitability of the proposed method in joint motion estimation. The estimation root-mean-square error is within 8.3% ∼ 10.6%, which is lower than that being reported in several previous studies. Moreover, this method is able to overcome subject-specific problem and compensate non-stationary EMG properties.

Estimating Domestic Values for EQ-5D Health States Using Survey Data From External Sources.

PubMed

Chuang, Ling-Hsiang; Zarate, Victor; Kind, Paul

2009-02-01

Health status measures used to quantify outcomes for economic evaluation must be capable of representing health gain in a single index, usually calibrated in terms of the social preferences elicited from "the relevant population." The general problem faced in the majority of countries where social preferences are required for cost-effectiveness analysis is the absence of a value set based on domestic data sources. This article establishes a methodology for estimating domestic visual analog scale (VAS)-based values for EQ-5D health states by adjusting data sets from countries where valuation studies have been carried out. building upon the relationship between the values for respondents' real health states and hypothetical health states, 2 models are investigated. One assumes that the link between VAS scores for real and hypothetical health state is constant across 2 countries (R1), whereas the other adopts the assumption that the relationship of VAS scores for hypothetical heath states between 2 countries functionally corresponds to variation in scores for real health states (R2). Data from national UK and US population surveys were selected to test both methods. The R2 model performed better in generating estimated scores that were closer to observed values. The R2 model seems to offer a viable method for estimating domestic values of health. Such a method could help to bridge the gap between countries as well as region within a country.

Solution of the sign problem in the Potts model at fixed fermion number

NASA Astrophysics Data System (ADS)

Alexandru, Andrei; Bergner, Georg; Schaich, David; Wenger, Urs

2018-06-01

We consider the heavy-dense limit of QCD at finite fermion density in the canonical formulation and approximate it by a three-state Potts model. In the strong-coupling limit, the model is free of the sign problem. Away from the strong coupling, the sign problem is solved by employing a cluster algorithm which allows to average each cluster over the Z (3 ) sectors. Improved estimators for physical quantities can be constructed by taking into account the triality of the clusters, that is, their transformation properties with respect to Z (3 ) transformations.

Hyper-X Mach 10 Trajectory Reconstruction

NASA Technical Reports Server (NTRS)

Karlgaard, Christopher D.; Martin, John G.; Tartabini, Paul V.; Thornblom, Mark N.

2005-01-01

This paper discusses the formulation and development of a trajectory reconstruction tool for the NASA X-43A/Hyper-X high speed research vehicle, and its implementation for the reconstruction and analysis of flight test data. Extended Kalman filtering techniques are employed to reconstruct the trajectory of the vehicle, based upon numerical integration of inertial measurement data along with redundant measurements of the vehicle state. The equations of motion are formulated in order to include the effects of several systematic error sources, whose values may also be estimated by the filtering routines. Additionally, smoothing algorithms have been implemented in which the final value of the state (or an augmented state that includes other systematic error parameters to be estimated) and covariance are propagated back to the initial time to generate the best-estimated trajectory, based upon all available data. The methods are applied to the problem of reconstructing the trajectory of the Hyper-X vehicle from data obtained during the Mach 10 test flight, which occurred on November 16th 2004.

Output Feedback Distributed Containment Control for High-Order Nonlinear Multiagent Systems.

PubMed

Li, Yafeng; Hua, Changchun; Wu, Shuangshuang; Guan, Xinping

2017-01-31

In this paper, we study the problem of output feedback distributed containment control for a class of high-order nonlinear multiagent systems under a fixed undirected graph and a fixed directed graph, respectively. Only the output signals of the systems can be measured. The novel reduced order dynamic gain observer is constructed to estimate the unmeasured state variables of the system with the less conservative condition on nonlinear terms than traditional Lipschitz one. Via the backstepping method, output feedback distributed nonlinear controllers for the followers are designed. By means of the novel first virtual controllers, we separate the estimated state variables of different agents from each other. Consequently, the designed controllers show independence on the estimated state variables of neighbors except outputs information, and the dynamics of each agent can be greatly different, which make the design method have a wider class of applications. Finally, a numerical simulation is presented to illustrate the effectiveness of the proposed method.

The Problem With Estimating Public Health Spending.

PubMed

Leider, Jonathon P

2016-01-01

Accurate information on how much the United States spends on public health is critical. These estimates affect planning efforts; reflect the value society places on the public health enterprise; and allows for the demonstration of cost-effectiveness of programs, policies, and services aimed at increasing population health. Yet, at present, there are a limited number of sources of systematic public health finance data. Each of these sources is collected in different ways, for different reasons, and so yields strikingly different results. This article aims to compare and contrast all 4 current national public health finance data sets, including data compiled by Trust for America's Health, the Association of State and Territorial Health Officials (ASTHO), the National Association of County and City Health Officials (NACCHO), and the Census, which underlie the oft-cited National Health Expenditure Account estimates of public health activity. In FY2008, ASTHO estimates that state health agencies spent $24 billion ($94 per capita on average, median $79), while the Census estimated all state governmental agencies including state health agencies spent $60 billion on public health ($200 per capita on average, median $166). Census public health data suggest that local governments spent an average of $87 per capita (median $57), whereas NACCHO estimates that reporting LHDs spent $64 per capita on average (median $36) in FY2008. We conclude that these estimates differ because the various organizations collect data using different means, data definitions, and inclusion/exclusion criteria--most notably around whether to include spending by all agencies versus a state/local health department, and whether behavioral health, disability, and some clinical care spending are included in estimates. Alongside deeper analysis of presently underutilized Census administrative data, we see harmonization efforts and the creation of a standardized expenditure reporting system as a way to meaningfully systematize reporting of public health spending and revenue.

Operational wave forecasting with spaceborne SAR: Prospects and pitfalls

NASA Technical Reports Server (NTRS)

Beal, R. C.

1986-01-01

Measurements collected in the Shuttle Imaging Radar (SIR-B) Extreme Waves Experiment confirm the ability of Synthetic Aperture Radar (SAR) to yield useful estimates of wave directional energy spectra over global scales, at least for shuttle altitudes. However, azimuth fall-off effects tend to become severe for wavelengths shorter than about 100 m in most sea states. Moreover, the azimuth fall-off problem becomes increasingly severe as the platform altitude increases beyond 300 km. The most viable solution to the global wave measurements problem may be a low altitude spacecraft containing a combination of both the SAR and the Radar Ocean Wave Spectrometry (ROWS). Such a combination could have a synergy which yield global spectral estimates superior to those of either instrument singly employed.

Fast and Adaptive Sparse Precision Matrix Estimation in High Dimensions

PubMed Central

Liu, Weidong; Luo, Xi

2014-01-01

This paper proposes a new method for estimating sparse precision matrices in the high dimensional setting. It has been popular to study fast computation and adaptive procedures for this problem. We propose a novel approach, called Sparse Column-wise Inverse Operator, to address these two issues. We analyze an adaptive procedure based on cross validation, and establish its convergence rate under the Frobenius norm. The convergence rates under other matrix norms are also established. This method also enjoys the advantage of fast computation for large-scale problems, via a coordinate descent algorithm. Numerical merits are illustrated using both simulated and real datasets. In particular, it performs favorably on an HIV brain tissue dataset and an ADHD resting-state fMRI dataset. PMID:25750463

Steady-state evoked potentials possibilities for mental-state estimation

NASA Technical Reports Server (NTRS)

Junker, Andrew M.; Schnurer, John H.; Ingle, David F.; Downey, Craig W.

1988-01-01

The use of the human steady-state evoked potential (SSEP) as a possible measure of mental-state estimation is explored. A method for evoking a visual response to a sum-of-ten sine waves is presented. This approach provides simultaneous multiple frequency measurements of the human EEG to the evoking stimulus in terms of describing functions (gain and phase) and remnant spectra. Ways in which these quantities vary with the addition of performance tasks (manual tracking, grammatical reasoning, and decision making) are presented. Models of the describing function measures can be formulated using systems engineering technology. Relationships between model parameters and performance scores during manual tracking are discussed. Problems of unresponsiveness and lack of repeatability of subject responses are addressed in terms of a need for loop closure of the SSEP. A technique to achieve loop closure using a lock-in amplifier approach is presented. Results of a study designed to test the effectiveness of using feedback to consciously connect humans to their evoked response are presented. Findings indicate that conscious control of EEG is possible. Implications of these results in terms of secondary tasks for mental-state estimation and brain actuated control are addressed.

Water resources management: Hydrologic characterization through hydrograph simulation may bias streamflow statistics

NASA Astrophysics Data System (ADS)

Farmer, W. H.; Kiang, J. E.

2017-12-01

The development, deployment and maintenance of water resources management infrastructure and practices rely on hydrologic characterization, which requires an understanding of local hydrology. With regards to streamflow, this understanding is typically quantified with statistics derived from long-term streamgage records. However, a fundamental problem is how to characterize local hydrology without the luxury of streamgage records, a problem that complicates water resources management at ungaged locations and for long-term future projections. This problem has typically been addressed through the development of point estimators, such as regression equations, to estimate particular statistics. Physically-based precipitation-runoff models, which are capable of producing simulated hydrographs, offer an alternative to point estimators. The advantage of simulated hydrographs is that they can be used to compute any number of streamflow statistics from a single source (the simulated hydrograph) rather than relying on a diverse set of point estimators. However, the use of simulated hydrographs introduces a degree of model uncertainty that is propagated through to estimated streamflow statistics and may have drastic effects on management decisions. We compare the accuracy and precision of streamflow statistics (e.g. the mean annual streamflow, the annual maximum streamflow exceeded in 10% of years, and the minimum seven-day average streamflow exceeded in 90% of years, among others) derived from point estimators (e.g. regressions, kriging, machine learning) to that of statistics derived from simulated hydrographs across the continental United States. Initial results suggest that the error introduced through hydrograph simulation may substantially bias the resulting hydrologic characterization.

They Remember the "Lost" People.

ERIC Educational Resources Information Center

Klages, Karen

Estimates of the number of children currently missing in the United States are only approximate because there is no effective central data bank to collect information on missing persons and unidentified bodies. However, the problem appears to have reached epidemic proportions. Some parents of missing persons have formed organizations in different…

Improving Educational Outcomes for Children in Foster Care

ERIC Educational Resources Information Center

Watson, Christina; Kabler, Brenda

2012-01-01

Recent statistics estimate that there are 783,000 children living in foster care in the United States. This vulnerable population is at risk for academic failure as well as internalizing and externalizing behavioral problems. Compared to their peers, foster youth face significant educational difficulties, including lower levels of academic…

Spacecraft Angular State Estimation After Sensor Failure

NASA Technical Reports Server (NTRS)

Bauer, Frank (Technical Monitor); BarItzhack, Itzhack Y.; Harman, Richard R.

2002-01-01

This work describes two algorithms for computing the angular rate and attitude in case of a gyro failure in a spacecraft (SC) with a special mission profile. The source of the problem is presented, two algorithms are suggested, an observability study is carried out, and the efficiency of the algorithms is demonstrated.

Investigating Team Cohesion in COCOMO II.2000

ERIC Educational Resources Information Center

Snowdeal-Carden, Betty A.

2013-01-01

Software engineering is team oriented and intensely complex, relying on human collaboration and creativity more than any other engineering discipline. Poor software estimation is a problem that within the United States costs over a billion dollars per year. Effective measurement of team cohesion is foundationally important to gain accurate…

Sub-Second Parallel State Estimation

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

Chen, Yousu; Rice, Mark J.; Glaesemann, Kurt R.

This report describes the performance of Pacific Northwest National Laboratory (PNNL) sub-second parallel state estimation (PSE) tool using the utility data from the Bonneville Power Administrative (BPA) and discusses the benefits of the fast computational speed for power system applications. The test data were provided by BPA. They are two-days’ worth of hourly snapshots that include power system data and measurement sets in a commercial tool format. These data are extracted out from the commercial tool box and fed into the PSE tool. With the help of advanced solvers, the PSE tool is able to solve each BPA hourly statemore » estimation problem within one second, which is more than 10 times faster than today’s commercial tool. This improved computational performance can help increase the reliability value of state estimation in many aspects: (1) the shorter the time required for execution of state estimation, the more time remains for operators to take appropriate actions, and/or to apply automatic or manual corrective control actions. This increases the chances of arresting or mitigating the impact of cascading failures; (2) the SE can be executed multiple times within time allowance. Therefore, the robustness of SE can be enhanced by repeating the execution of the SE with adaptive adjustments, including removing bad data and/or adjusting different initial conditions to compute a better estimate within the same time as a traditional state estimator’s single estimate. There are other benefits with the sub-second SE, such as that the PSE results can potentially be used in local and/or wide-area automatic corrective control actions that are currently dependent on raw measurements to minimize the impact of bad measurements, and provides opportunities to enhance the power grid reliability and efficiency. PSE also can enable other advanced tools that rely on SE outputs and could be used to further improve operators’ actions and automated controls to mitigate effects of severe events on the grid. The power grid continues to grow and the number of measurements is increasing at an accelerated rate due to the variety of smart grid devices being introduced. A parallel state estimation implementation will have better performance than traditional, sequential state estimation by utilizing the power of high performance computing (HPC). This increased performance positions parallel state estimators as valuable tools for operating the increasingly more complex power grid.« less

Flatness-based adaptive fuzzy control of chaotic finance dynamics

NASA Astrophysics Data System (ADS)

Rigatos, G.; Siano, P.; Loia, V.; Tommasetti, A.; Troisi, O.

2017-11-01

A flatness-based adaptive fuzzy control is applied to the problem of stabilization of the dynamics of a chaotic finance system, describing interaction between the interest rate, the investment demand and the price exponent. By proving that the system is differentially flat and by applying differential flatness diffeomorphisms, its transformation to the linear canonical (Brunovsky) is performed. For the latter description of the system, the design of a stabilizing state feedback controller becomes possible. A first problem in the design of such a controller is that the dynamic model of the finance system is unknown and thus it has to be identified with the use neurofuzzy approximators. The estimated dynamics provided by the approximators is used in the computation of the control input, thus establishing an indirect adaptive control scheme. The learning rate of the approximators is chosen from the requirement the system's Lyapunov function to have always a negative first-order derivative. Another problem that has to be dealt with is that the control loop is implemented only with the use of output feedback. To estimate the non-measurable state vector elements of the finance system, a state observer is implemented in the control loop. The computation of the feedback control signal requires the solution of two algebraic Riccati equations at each iteration of the control algorithm. Lyapunov stability analysis demonstrates first that an H-infinity tracking performance criterion is satisfied. This signifies elevated robustness against modelling errors and external perturbations. Moreover, the global asymptotic stability is proven for the control loop.

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

NASA Astrophysics Data System (ADS)

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

2016-06-01

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

A multimodal approach to estimating vigilance using EEG and forehead EOG.

PubMed

Zheng, Wei-Long; Lu, Bao-Liang

2017-04-01

Covert aspects of ongoing user mental states provide key context information for user-aware human computer interactions. In this paper, we focus on the problem of estimating the vigilance of users using EEG and EOG signals. The PERCLOS index as vigilance annotation is obtained from eye tracking glasses. To improve the feasibility and wearability of vigilance estimation devices for real-world applications, we adopt a novel electrode placement for forehead EOG and extract various eye movement features, which contain the principal information of traditional EOG. We explore the effects of EEG from different brain areas and combine EEG and forehead EOG to leverage their complementary characteristics for vigilance estimation. Considering that the vigilance of users is a dynamic changing process because the intrinsic mental states of users involve temporal evolution, we introduce continuous conditional neural field and continuous conditional random field models to capture dynamic temporal dependency. We propose a multimodal approach to estimating vigilance by combining EEG and forehead EOG and incorporating the temporal dependency of vigilance into model training. The experimental results demonstrate that modality fusion can improve the performance compared with a single modality, EOG and EEG contain complementary information for vigilance estimation, and the temporal dependency-based models can enhance the performance of vigilance estimation. From the experimental results, we observe that theta and alpha frequency activities are increased, while gamma frequency activities are decreased in drowsy states in contrast to awake states. The forehead setup allows for the simultaneous collection of EEG and EOG and achieves comparative performance using only four shared electrodes in comparison with the temporal and posterior sites.

Efficient Ensemble State-Parameters Estimation Techniques in Ocean Ecosystem Models: Application to the North Atlantic

NASA Astrophysics Data System (ADS)

El Gharamti, M.; Bethke, I.; Tjiputra, J.; Bertino, L.

2016-02-01

Given the recent strong international focus on developing new data assimilation systems for biological models, we present in this comparative study the application of newly developed state-parameters estimation tools to an ocean ecosystem model. It is quite known that the available physical models are still too simple compared to the complexity of the ocean biology. Furthermore, various biological parameters remain poorly unknown and hence wrong specifications of such parameters can lead to large model errors. Standard joint state-parameters augmentation technique using the ensemble Kalman filter (Stochastic EnKF) has been extensively tested in many geophysical applications. Some of these assimilation studies reported that jointly updating the state and the parameters might introduce significant inconsistency especially for strongly nonlinear models. This is usually the case for ecosystem models particularly during the period of the spring bloom. A better handling of the estimation problem is often carried out by separating the update of the state and the parameters using the so-called Dual EnKF. The dual filter is computationally more expensive than the Joint EnKF but is expected to perform more accurately. Using a similar separation strategy, we propose a new EnKF estimation algorithm in which we apply a one-step-ahead smoothing to the state. The new state-parameters estimation scheme is derived in a consistent Bayesian filtering framework and results in separate update steps for the state and the parameters. Unlike the classical filtering path, the new scheme starts with an update step and later a model propagation step is performed. We test the performance of the new smoothing-based schemes against the standard EnKF in a one-dimensional configuration of the Norwegian Earth System Model (NorESM) in the North Atlantic. We use nutrients profile (up to 2000 m deep) data and surface partial CO2 measurements from Mike weather station (66o N, 2o E) to estimate different biological parameters of phytoplanktons and zooplanktons. We analyze the performance of the filters in terms of complexity and accuracy of the state and parameters estimates.

Singular perturbation, state aggregation and nonlinear filtering

NASA Technical Reports Server (NTRS)

Hijab, O.; Sastry, S.

1981-01-01

Consideration is given to a state process evolving in R(n), whose motion is that of a pure jump process in R(n) in the 0(1) time scale, upon which is superimposed a continuous motion along the orbits of a gradient-like vector field g in R(n) in the 0(1/epsilon) time scale. The infinitesimal generator of the state process is, in other words, of the form L + (1/epsilon)g. It follows from the main results presented that the projected filters converge to the finite state Wonham filter corresponding to the problem of estimating the finite state process in the presence of additive white noise.

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

NASA Astrophysics Data System (ADS)

Farhadi, L.; Abdolghafoorian, A.

2015-12-01

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

Deconvolution of mixing time series on a graph

PubMed Central

Blocker, Alexander W.; Airoldi, Edoardo M.

2013-01-01

In many applications we are interested in making inference on latent time series from indirect measurements, which are often low-dimensional projections resulting from mixing or aggregation. Positron emission tomography, super-resolution, and network traffic monitoring are some examples. Inference in such settings requires solving a sequence of ill-posed inverse problems, yt = Axt, where the projection mechanism provides information on A. We consider problems in which A specifies mixing on a graph of times series that are bursty and sparse. We develop a multilevel state-space model for mixing times series and an efficient approach to inference. A simple model is used to calibrate regularization parameters that lead to efficient inference in the multilevel state-space model. We apply this method to the problem of estimating point-to-point traffic flows on a network from aggregate measurements. Our solution outperforms existing methods for this problem, and our two-stage approach suggests an efficient inference strategy for multilevel models of multivariate time series. PMID:25309135

A game theoretic approach to a finite-time disturbance attenuation problem

NASA Technical Reports Server (NTRS)

Rhee, Ihnseok; Speyer, Jason L.

1991-01-01

A disturbance attenuation problem over a finite-time interval is considered by a game theoretic approach where the control, restricted to a function of the measurement history, plays against adversaries composed of the process and measurement disturbances, and the initial state. A zero-sum game, formulated as a quadratic cost criterion subject to linear time-varying dynamics and measurements, is solved by a calculus of variation technique. By first maximizing the quadratic cost criterion with respect to the process disturbance and initial state, a full information game between the control and the measurement residual subject to the estimator dynamics results. The resulting solution produces an n-dimensional compensator which expresses the controller as a linear combination of the measurement history. A disturbance attenuation problem is solved based on the results of the game problem. For time-invariant systems it is shown that under certain conditions the time-varying controller becomes time-invariant on the infinite-time interval. The resulting controller satisfies an H(infinity) norm bound.

Quantum chi-squared and goodness of fit testing

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

Temme, Kristan; Verstraete, Frank

2015-01-15

A quantum mechanical hypothesis test is presented for the hypothesis that a certain setup produces a given quantum state. Although the classical and the quantum problems are very much related to each other, the quantum problem is much richer due to the additional optimization over the measurement basis. A goodness of fit test for i.i.d quantum states is developed and a max-min characterization for the optimal measurement is introduced. We find the quantum measurement which leads both to the maximal Pitman and Bahadur efficiencies, and determine the associated divergence rates. We discuss the relationship of the quantum goodness of fitmore » test to the problem of estimating multiple parameters from a density matrix. These problems are found to be closely related and we show that the largest error of an optimal strategy, determined by the smallest eigenvalue of the Fisher information matrix, is given by the divergence rate of the goodness of fit test.« less

High-order Path Integral Monte Carlo methods for solving strongly correlated fermion problems

NASA Astrophysics Data System (ADS)

Chin, Siu A.

2015-03-01

In solving for the ground state of a strongly correlated many-fermion system, the conventional second-order Path Integral Monte Carlo method is plagued with the sign problem. This is due to the large number of anti-symmetric free fermion propagators that are needed to extract the square of the ground state wave function at large imaginary time. In this work, I show that optimized fourth-order Path Integral Monte Carlo methods, which uses no more than 5 free-fermion propagators, in conjunction with the use of the Hamiltonian energy estimator, can yield accurate ground state energies for quantum dots with up to 20 polarized electrons. The correlations are directly built-in and no explicit wave functions are needed. This work is supported by the Qatar National Research Fund NPRP GRANT #5-674-1-114.

Advanced Methods for Determining Prediction Uncertainty in Model-Based Prognostics with Application to Planetary Rovers

NASA Technical Reports Server (NTRS)

Daigle, Matthew J.; Sankararaman, Shankar

2013-01-01

Prognostics is centered on predicting the time of and time until adverse events in components, subsystems, and systems. It typically involves both a state estimation phase, in which the current health state of a system is identified, and a prediction phase, in which the state is projected forward in time. Since prognostics is mainly a prediction problem, prognostic approaches cannot avoid uncertainty, which arises due to several sources. Prognostics algorithms must both characterize this uncertainty and incorporate it into the predictions so that informed decisions can be made about the system. In this paper, we describe three methods to solve these problems, including Monte Carlo-, unscented transform-, and first-order reliability-based methods. Using a planetary rover as a case study, we demonstrate and compare the different methods in simulation for battery end-of-discharge prediction.

A simplified model for tritium permeation transient predictions when trapping is active*1

NASA Astrophysics Data System (ADS)

Longhurst, G. R.

1994-09-01

This report describes a simplified one-dimensional tritium permeation and retention model. The model makes use of the same physical mechanisms as more sophisticated, time-transient codes such as implantation, recombination, diffusion, trapping and thermal gradient effects. It takes advantage of a number of simplifications and approximations to solve the steady-state problem and then provides interpolating functions to make estimates of intermediate states based on the steady-state solution. Comparison calculations with the verified and validated TMAP4 transient code show good agreement.

Distributed ESO based cooperative tracking control for high-order nonlinear multiagent systems with lumped disturbance and application in multi flight simulators systems.

PubMed

Cong, Zhang

2018-03-01

Based on extended state observer, a novel and practical design method is developed to solve the distributed cooperative tracking problem of higher-order nonlinear multiagent systems with lumped disturbance in a fixed communication topology directed graph. The proposed method is designed to guarantee all the follower nodes ultimately and uniformly converge to the leader node with bounded residual errors. The leader node, modeled as a higher-order non-autonomous nonlinear system, acts as a command generator giving commands only to a small portion of the networked follower nodes. Extended state observer is used to estimate the local states and lumped disturbance of each follower node. Moreover, each distributed controller can work independently only requiring the relative states and/or the estimated relative states information between itself and its neighbors. Finally an engineering application of multi flight simulators systems is demonstrated to test and verify the effectiveness of the proposed algorithm. Copyright © 2018 ISA. Published by Elsevier Ltd. All rights reserved.

Analysis and application of minimum variance discrete time system identification

NASA Technical Reports Server (NTRS)

Kaufman, H.; Kotob, S.

1975-01-01

An on-line minimum variance parameter identifier is developed which embodies both accuracy and computational efficiency. The formulation results in a linear estimation problem with both additive and multiplicative noise. The resulting filter which utilizes both the covariance of the parameter vector itself and the covariance of the error in identification is proven to be mean square convergent and mean square consistent. The MV parameter identification scheme is then used to construct a stable state and parameter estimation algorithm.

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

NASA Technical Reports Server (NTRS)

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

1972-01-01

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

Witnessing eigenstates for quantum simulation of Hamiltonian spectra

PubMed Central

Santagati, Raffaele; Wang, Jianwei; Gentile, Antonio A.; Paesani, Stefano; Wiebe, Nathan; McClean, Jarrod R.; Morley-Short, Sam; Shadbolt, Peter J.; Bonneau, Damien; Silverstone, Joshua W.; Tew, David P.; Zhou, Xiaoqi; O’Brien, Jeremy L.; Thompson, Mark G.

2018-01-01

The efficient calculation of Hamiltonian spectra, a problem often intractable on classical machines, can find application in many fields, from physics to chemistry. We introduce the concept of an “eigenstate witness” and, through it, provide a new quantum approach that combines variational methods and phase estimation to approximate eigenvalues for both ground and excited states. This protocol is experimentally verified on a programmable silicon quantum photonic chip, a mass-manufacturable platform, which embeds entangled state generation, arbitrary controlled unitary operations, and projective measurements. Both ground and excited states are experimentally found with fidelities >99%, and their eigenvalues are estimated with 32 bits of precision. We also investigate and discuss the scalability of the approach and study its performance through numerical simulations of more complex Hamiltonians. This result shows promising progress toward quantum chemistry on quantum computers. PMID:29387796

Efficient dynamical correction of the transition state theory rate estimate for a flat energy barrier.

PubMed

Mökkönen, Harri; Ala-Nissila, Tapio; Jónsson, Hannes

2016-09-07

The recrossing correction to the transition state theory estimate of a thermal rate can be difficult to calculate when the energy barrier is flat. This problem arises, for example, in polymer escape if the polymer is long enough to stretch between the initial and final state energy wells while the polymer beads undergo diffusive motion back and forth over the barrier. We present an efficient method for evaluating the correction factor by constructing a sequence of hyperplanes starting at the transition state and calculating the probability that the system advances from one hyperplane to another towards the product. This is analogous to what is done in forward flux sampling except that there the hyperplane sequence starts at the initial state. The method is applied to the escape of polymers with up to 64 beads from a potential well. For high temperature, the results are compared with direct Langevin dynamics simulations as well as forward flux sampling and excellent agreement between the three rate estimates is found. The use of a sequence of hyperplanes in the evaluation of the recrossing correction speeds up the calculation by an order of magnitude as compared with the traditional approach. As the temperature is lowered, the direct Langevin dynamics simulations as well as the forward flux simulations become computationally too demanding, while the harmonic transition state theory estimate corrected for recrossings can be calculated without significant increase in the computational effort.

State estimation for autonomous flight in cluttered environments

NASA Astrophysics Data System (ADS)

Langelaan, Jacob Willem

Safe, autonomous operation in complex, cluttered environments is a critical challenge facing autonomous mobile systems. The research described in this dissertation was motivated by a particularly difficult example of autonomous mobility: flight of a small Unmanned Aerial Vehicle (UAV) through a forest. In cluttered environments (such as forests or natural and urban canyons) signals from navigation beacons such as GPS may frequently be occluded. Direct measurements of vehicle position are therefore unavailable, and information required for flight control, obstacle avoidance, and navigation must be obtained using only on-board sensors. However, payload limitations of small UAVs restrict both the mass and physical dimensions of sensors that can be carried. This dissertation describes the development and proof-of-concept demonstration of a navigation system that uses only a low-cost inertial measurement unit and a monocular camera. Micro electromechanical inertial measurements units are well suited to small UAV applications and provide measurements of acceleration and angular rate. However, they do not provide information about nearby obstacles (needed for collision avoidance) and their noise and bias characteristics lead to unbounded growth in computed position. A monocular camera can provide bearings to nearby obstacles and landmarks. These bearings can be used both to enable obstacle avoidance and to aid navigation. Presented here is a solution to the problem of estimating vehicle state (position, orientation and velocity) as well as positions of obstacles in the environment using only inertial measurements and bearings to obstacles. This is a highly nonlinear estimation problem, and standard estimation techniques such as the Extended Kalman Filter are prone to divergence in this application. In this dissertation a Sigma Point Kalman Filter is implemented, resulting in an estimator which is able to cope with the significant nonlinearities in the system equations and uncertainty in state estimates while remaining tractable for real-time operation. In addition, the issues of data association and landmark initialization are addressed. Estimator performance is examined through Monte Carlo simulations in both two and three dimensions for scenarios involving UAV flight in cluttered environments. Hardware tests and simulations demonstrate navigation through an obstacle-strewn environment by a small Unmanned Ground Vehicle.

Demographic estimation methods for plants with unobservable life-states

USGS Publications Warehouse

Kery, M.; Gregg, K.B.; Schaub, M.

2005-01-01

Demographic estimation of vital parameters in plants with an unobservable dormant state is complicated, because time of death is not known. Conventional methods assume that death occurs at a particular time after a plant has last been seen aboveground but the consequences of assuming a particular duration of dormancy have never been tested. Capture-recapture methods do not make assumptions about time of death; however, problems with parameter estimability have not yet been resolved. To date, a critical comparative assessment of these methods is lacking. We analysed data from a 10 year study of Cleistes bifaria, a terrestrial orchid with frequent dormancy, and compared demographic estimates obtained by five varieties of the conventional methods, and two capture-recapture methods. All conventional methods produced spurious unity survival estimates for some years or for some states, and estimates of demographic rates sensitive to the time of death assumption. In contrast, capture-recapture methods are more parsimonious in terms of assumptions, are based on well founded theory and did not produce spurious estimates. In Cleistes, dormant episodes lasted for 1-4 years (mean 1.4, SD 0.74). The capture-recapture models estimated ramet survival rate at 0.86 (SE~ 0.01), ranging from 0.77-0.94 (SEs # 0.1) in anyone year. The average fraction dormant was estimated at 30% (SE 1.5), ranging 16 -47% (SEs # 5.1) in anyone year. Multistate capture-recapture models showed that survival rates were positively related to precipitation in the current year, but transition rates were more strongly related to precipitation in the previous than in the current year, with more ramets going dormant following dry years. Not all capture-recapture models of interest have estimable parameters; for instance, without excavating plants in years when they do not appear aboveground, it is not possible to obtain independent timespecific survival estimates for dormant plants. We introduce rigorous computer algebra methods to identify the parameters that are estimable in principle. As life-states are a prominent feature in plant life cycles, multi state capture-recapture models are a natural framework for analysing population dynamics of plants with dormancy.

Estimated Incidence of Antimicrobial Drug-Resistant Nontyphoidal Salmonella Infections, United States, 2004-2012.

PubMed

Medalla, Felicita; Gu, Weidong; Mahon, Barbara E; Judd, Michael; Folster, Jason; Griffin, Patricia M; Hoekstra, Robert M

2016-01-01

Salmonella infections are a major cause of illness in the United States. The antimicrobial agents used to treat severe infections include ceftriaxone, ciprofloxacin, and ampicillin. Antimicrobial drug resistance has been associated with adverse clinical outcomes. To estimate the incidence of resistant culture-confirmed nontyphoidal Salmonella infections, we used Bayesian hierarchical models of 2004-2012 data from the Centers for Disease Control and Prevention National Antimicrobial Resistance Monitoring System and Laboratory-based Enteric Disease Surveillance. We based 3 mutually exclusive resistance categories on susceptibility testing: ceftriaxone and ampicillin resistant, ciprofloxacin nonsusceptible but ceftriaxone susceptible, and ampicillin resistant but ceftriaxone and ciprofloxacin susceptible. We estimated the overall incidence of resistant infections as 1.07/100,000 person-years for ampicillin-only resistance, 0.51/100,000 person-years for ceftriaxone and ampicillin resistance, and 0.35/100,000 person-years for ciprofloxacin nonsusceptibility, or ≈6,200 resistant culture-confirmed infections annually. These national estimates help define the magnitude of the resistance problem so that control measures can be appropriately targeted.

Parallel particle filters for online identification of mechanistic mathematical models of physiology from monitoring data: performance and real-time scalability in simulation scenarios.

PubMed

Zenker, Sven

2010-08-01

Combining mechanistic mathematical models of physiology with quantitative observations using probabilistic inference may offer advantages over established approaches to computerized decision support in acute care medicine. Particle filters (PF) can perform such inference successively as data becomes available. The potential of PF for real-time state estimation (SE) for a model of cardiovascular physiology is explored using parallel computers and the ability to achieve joint state and parameter estimation (JSPE) given minimal prior knowledge tested. A parallelized sequential importance sampling/resampling algorithm was implemented and its scalability for the pure SE problem for a non-linear five-dimensional ODE model of the cardiovascular system evaluated on a Cray XT3 using up to 1,024 cores. JSPE was implemented using a state augmentation approach with artificial stochastic evolution of the parameters. Its performance when simultaneously estimating the 5 states and 18 unknown parameters when given observations only of arterial pressure, central venous pressure, heart rate, and, optionally, cardiac output, was evaluated in a simulated bleeding/resuscitation scenario. SE was successful and scaled up to 1,024 cores with appropriate algorithm parametrization, with real-time equivalent performance for up to 10 million particles. JSPE in the described underdetermined scenario achieved excellent reproduction of observables and qualitative tracking of enddiastolic ventricular volumes and sympathetic nervous activity. However, only a subset of the posterior distributions of parameters concentrated around the true values for parts of the estimated trajectories. Parallelized PF's performance makes their application to complex mathematical models of physiology for the purpose of clinical data interpretation, prediction, and therapy optimization appear promising. JSPE in the described extremely underdetermined scenario nevertheless extracted information of potential clinical relevance from the data in this simulation setting. However, fully satisfactory resolution of this problem when minimal prior knowledge about parameter values is available will require further methodological improvements, which are discussed.

An expert system for diagnostics and estimation of steam turbine components condition

NASA Astrophysics Data System (ADS)

Murmansky, B. E.; Aronson, K. E.; Brodov, Yu. M.

2017-11-01

The report describes an expert system of probability type for diagnostics and state estimation of steam turbine technological subsystems components. The expert system is based on Bayes’ theorem and permits to troubleshoot the equipment components, using expert experience, when there is a lack of baseline information on the indicators of turbine operation. Within a unified approach the expert system solves the problems of diagnosing the flow steam path of the turbine, bearings, thermal expansion system, regulatory system, condensing unit, the systems of regenerative feed-water and hot water heating. The knowledge base of the expert system for turbine unit rotors and bearings contains a description of 34 defects and of 104 related diagnostic features that cause a change in its vibration state. The knowledge base for the condensing unit contains 12 hypotheses and 15 evidence (indications); the procedures are also designated for 20 state parameters estimation. Similar knowledge base containing the diagnostic features and faults hypotheses are formulated for other technological subsystems of turbine unit. With the necessary initial information available a number of problems can be solved within the expert system for various technological subsystems of steam turbine unit: for steam flow path it is the correlation and regression analysis of multifactor relationship between the vibration parameters variations and the regime parameters; for system of thermal expansions it is the evaluation of force acting on the longitudinal keys depending on the temperature state of the turbine cylinder; for condensing unit it is the evaluation of separate effect of the heat exchange surface contamination and of the presence of air in condenser steam space on condenser thermal efficiency performance, as well as the evaluation of term for condenser cleaning and for tube system replacement and so forth. With a lack of initial information the expert system enables to formulate a diagnosis, calculating the probability of faults hypotheses, given the degree of the expert confidence in estimation of turbine components operation parameters.

Theoretical and experimental analysis of the contact between a solid-rubber tire and a chassis dynamometer

NASA Astrophysics Data System (ADS)

Belkin, A. E.; Semenov, V. K.

2016-05-01

We consider the problem of modeling the test where a solid-rubber tire runs on a chassis dynamometer for determining the tire rolling resistance characteristics.We state the problem of free steady-state rolling of the tire along the test drum with the energy scattering in the rubber in the course of cyclic deformation taken into account. The viscoelastic behavior of the rubber is described by the Bergströ m-Boyce model whose numerical parameters are experimentally determined from the results of compression tests with specimens. The finite element method is used to obtain the solution of the three-dimensional viscoelasticity problem. To estimate the adequacy of the constructed model, we compare the numerical results with the results obtained in the solid-rubber tire tests on the Hasbach stand from the values of the rolling resistance forces for various loads on the tire.

[Frequency of self-reported vocal problems and associated occupational factors in primary schoolteachers in Londrina, Paraná State, Brazil].

PubMed

Fillis, Michelle Moreira Abujamra; Andrade, Selma Maffei de; González, Alberto Durán; Melanda, Francine Nesello; Mesas, Arthur Eumann

2016-01-01

This study aimed to estimate the prevalence of self-reported vocal problems among primary schoolteachers and to identify associated occupational factors, using a cross-sectional design and face-to-face interviews with 967 teachers in 20 public schools in Londrina, Paraná State, Brazil. Prevalence of self-reported vocal problems was 25.7%. Adjusted analyses showed associations with characteristics of the employment relationship (workweek ≥ 40 hours and poor perception of salaries and health benefits), characteristics of the work environment (number of students per class and exposure to chalk dust and microorganisms), psychological factors (low job satisfaction, limited opportunities to express opinions, worse relationship with superiors, and poor balance between professional and personal life), and violence (insults and bullying). Vocal disorders affected one in four primary schoolteachers and were associated with various characteristics of the teaching profession (both structural and work-related).

A finite state projection algorithm for the stationary solution of the chemical master equation.

PubMed

Gupta, Ankit; Mikelson, Jan; Khammash, Mustafa

2017-10-21

The chemical master equation (CME) is frequently used in systems biology to quantify the effects of stochastic fluctuations that arise due to biomolecular species with low copy numbers. The CME is a system of ordinary differential equations that describes the evolution of probability density for each population vector in the state-space of the stochastic reaction dynamics. For many examples of interest, this state-space is infinite, making it difficult to obtain exact solutions of the CME. To deal with this problem, the Finite State Projection (FSP) algorithm was developed by Munsky and Khammash [J. Chem. Phys. 124(4), 044104 (2006)], to provide approximate solutions to the CME by truncating the state-space. The FSP works well for finite time-periods but it cannot be used for estimating the stationary solutions of CMEs, which are often of interest in systems biology. The aim of this paper is to develop a version of FSP which we refer to as the stationary FSP (sFSP) that allows one to obtain accurate approximations of the stationary solutions of a CME by solving a finite linear-algebraic system that yields the stationary distribution of a continuous-time Markov chain over the truncated state-space. We derive bounds for the approximation error incurred by sFSP and we establish that under certain stability conditions, these errors can be made arbitrarily small by appropriately expanding the truncated state-space. We provide several examples to illustrate our sFSP method and demonstrate its efficiency in estimating the stationary distributions. In particular, we show that using a quantized tensor-train implementation of our sFSP method, problems admitting more than 100 × 10 6 states can be efficiently solved.

A finite state projection algorithm for the stationary solution of the chemical master equation

NASA Astrophysics Data System (ADS)

Gupta, Ankit; Mikelson, Jan; Khammash, Mustafa

2017-10-01

The chemical master equation (CME) is frequently used in systems biology to quantify the effects of stochastic fluctuations that arise due to biomolecular species with low copy numbers. The CME is a system of ordinary differential equations that describes the evolution of probability density for each population vector in the state-space of the stochastic reaction dynamics. For many examples of interest, this state-space is infinite, making it difficult to obtain exact solutions of the CME. To deal with this problem, the Finite State Projection (FSP) algorithm was developed by Munsky and Khammash [J. Chem. Phys. 124(4), 044104 (2006)], to provide approximate solutions to the CME by truncating the state-space. The FSP works well for finite time-periods but it cannot be used for estimating the stationary solutions of CMEs, which are often of interest in systems biology. The aim of this paper is to develop a version of FSP which we refer to as the stationary FSP (sFSP) that allows one to obtain accurate approximations of the stationary solutions of a CME by solving a finite linear-algebraic system that yields the stationary distribution of a continuous-time Markov chain over the truncated state-space. We derive bounds for the approximation error incurred by sFSP and we establish that under certain stability conditions, these errors can be made arbitrarily small by appropriately expanding the truncated state-space. We provide several examples to illustrate our sFSP method and demonstrate its efficiency in estimating the stationary distributions. In particular, we show that using a quantized tensor-train implementation of our sFSP method, problems admitting more than 100 × 106 states can be efficiently solved.

Fault tolerant filtering and fault detection for quantum systems driven by fields in single photon states

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

Gao, Qing, E-mail: qing.gao.chance@gmail.com; Dong, Daoyi, E-mail: daoyidong@gmail.com; Petersen, Ian R., E-mail: i.r.petersen@gmai.com

The purpose of this paper is to solve the fault tolerant filtering and fault detection problem for a class of open quantum systems driven by a continuous-mode bosonic input field in single photon states when the systems are subject to stochastic faults. Optimal estimates of both the system observables and the fault process are simultaneously calculated and characterized by a set of coupled recursive quantum stochastic differential equations.

A Design Method for a State Feedback Microcomputer Controller of a Wide Bandwidth Analog Plant.

DTIC Science & Technology

1983-12-01

Il IIIz NAVAL POSTGRADUATE SCHOOLMonterey, California THESIS A A DESIGN METHOD FOR A STATE FEEDBACK MICROCOMPUTER CONTROLLER OF A WIDE BANDWIDTH...of a microcomputer regulator, continuous or discrete method can be applied. The o:bjective of this thesis is to provide a continuous controller ...estimation and control type problem. In this thesis , a wide bandwidth analog computer system is chosen as the plant so that the effect of transport

Perceived insufficient rest or sleep among adults - United States, 2008.

PubMed

2009-10-30

The importance of chronic sleep insufficiency is under-recognized as a public health problem, despite being associated with numerous physical and mental health problems, injury, loss of productivity, and mortality. Approximately 29% of U.S. adults report sleeping <7 hours per night and 50-70 million have chronic sleep and wakefulness disorders. A CDC analysis of 2006 data from the Behavioral Risk Factor Surveillance System (BRFSS) in four states showed that an estimated 10.1% of adults reported receiving insufficient rest or sleep on all days during the preceding 30 days. To examine the prevalence of insufficient rest or sleep in all states, CDC analyzed BRFSS data for all 50 states, the District of Columbia (DC), and three U.S. territories (Guam, Puerto Rico, and U.S. Virgin Islands) in 2008. This report summarizes the results, which showed that among 403,981 respondents, 30.7% reported no days of insufficient rest or sleep and 11.1% reported insufficient rest or sleep every day during the preceding 30 days. Females (12.4%) were more likely than males (9.9%) and non-Hispanic blacks (13.3%) were more likely than other racial/ethnic groups to report insufficient rest or sleep. State estimates of 30 days of insufficient rest or sleep ranged from 7.4% in North Dakota to 19.3% in West Virginia. Health-care providers should consider adding an assessment of chronic rest or sleep insufficiency to routine office visits so they can make needed interventions or referrals to sleep specialists.

Online Estimation of Allan Variance Coefficients Based on a Neural-Extended Kalman Filter

PubMed Central

Miao, Zhiyong; Shen, Feng; Xu, Dingjie; He, Kunpeng; Tian, Chunmiao

2015-01-01

As a noise analysis method for inertial sensors, the traditional Allan variance method requires the storage of a large amount of data and manual analysis for an Allan variance graph. Although the existing online estimation methods avoid the storage of data and the painful procedure of drawing slope lines for estimation, they require complex transformations and even cause errors during the modeling of dynamic Allan variance. To solve these problems, first, a new state-space model that directly models the stochastic errors to obtain a nonlinear state-space model was established for inertial sensors. Then, a neural-extended Kalman filter algorithm was used to estimate the Allan variance coefficients. The real noises of an ADIS16405 IMU and fiber optic gyro-sensors were analyzed by the proposed method and traditional methods. The experimental results show that the proposed method is more suitable to estimate the Allan variance coefficients than the traditional methods. Moreover, the proposed method effectively avoids the storage of data and can be easily implemented using an online processor. PMID:25625903

Approximation of optimal filter for Ornstein-Uhlenbeck process with quantised discrete-time observation

NASA Astrophysics Data System (ADS)

Bania, Piotr; Baranowski, Jerzy

2018-02-01

Quantisation of signals is a ubiquitous property of digital processing. In many cases, it introduces significant difficulties in state estimation and in consequence control. Popular approaches either do not address properly the problem of system disturbances or lead to biased estimates. Our intention was to find a method for state estimation for stochastic systems with quantised and discrete observation, that is free of the mentioned drawbacks. We have formulated a general form of the optimal filter derived by a solution of Fokker-Planck equation. We then propose the approximation method based on Galerkin projections. We illustrate the approach for the Ornstein-Uhlenbeck process, and derive analytic formulae for the approximated optimal filter, also extending the results for the variant with control. Operation is illustrated with numerical experiments and compared with classical discrete-continuous Kalman filter. Results of comparison are substantially in favour of our approach, with over 20 times lower mean squared error. The proposed filter is especially effective for signal amplitudes comparable to the quantisation thresholds. Additionally, it was observed that for high order of approximation, state estimate is very close to the true process value. The results open the possibilities of further analysis, especially for more complex processes.

Robust Rate Maximization for Heterogeneous Wireless Networks under Channel Uncertainties

PubMed Central

Xu, Yongjun; Hu, Yuan; Li, Guoquan

2018-01-01

Heterogeneous wireless networks are a promising technology in next generation wireless communication networks, which has been shown to efficiently reduce the blind area of mobile communication and improve network coverage compared with the traditional wireless communication networks. In this paper, a robust power allocation problem for a two-tier heterogeneous wireless networks is formulated based on orthogonal frequency-division multiplexing technology. Under the consideration of imperfect channel state information (CSI), the robust sum-rate maximization problem is built while avoiding sever cross-tier interference to macrocell user and maintaining the minimum rate requirement of each femtocell user. To be practical, both of channel estimation errors from the femtocells to the macrocell and link uncertainties of each femtocell user are simultaneously considered in terms of outage probabilities of users. The optimization problem is analyzed under no CSI feedback with some cumulative distribution function and partial CSI with Gaussian distribution of channel estimation error. The robust optimization problem is converted into the convex optimization problem which is solved by using Lagrange dual theory and subgradient algorithm. Simulation results demonstrate the effectiveness of the proposed algorithm by the impact of channel uncertainties on the system performance. PMID:29466315

A Sparse Reconstruction Approach for Identifying Gene Regulatory Networks Using Steady-State Experiment Data

PubMed Central

Zhang, Wanhong; Zhou, Tong

2015-01-01

Motivation Identifying gene regulatory networks (GRNs) which consist of a large number of interacting units has become a problem of paramount importance in systems biology. Situations exist extensively in which causal interacting relationships among these units are required to be reconstructed from measured expression data and other a priori information. Though numerous classical methods have been developed to unravel the interactions of GRNs, these methods either have higher computing complexities or have lower estimation accuracies. Note that great similarities exist between identification of genes that directly regulate a specific gene and a sparse vector reconstruction, which often relates to the determination of the number, location and magnitude of nonzero entries of an unknown vector by solving an underdetermined system of linear equations y = Φx. Based on these similarities, we propose a novel framework of sparse reconstruction to identify the structure of a GRN, so as to increase accuracy of causal regulation estimations, as well as to reduce their computational complexity. Results In this paper, a sparse reconstruction framework is proposed on basis of steady-state experiment data to identify GRN structure. Different from traditional methods, this approach is adopted which is well suitable for a large-scale underdetermined problem in inferring a sparse vector. We investigate how to combine the noisy steady-state experiment data and a sparse reconstruction algorithm to identify causal relationships. Efficiency of this method is tested by an artificial linear network, a mitogen-activated protein kinase (MAPK) pathway network and the in silico networks of the DREAM challenges. The performance of the suggested approach is compared with two state-of-the-art algorithms, the widely adopted total least-squares (TLS) method and those available results on the DREAM project. Actual results show that, with a lower computational cost, the proposed method can significantly enhance estimation accuracy and greatly reduce false positive and negative errors. Furthermore, numerical calculations demonstrate that the proposed algorithm may have faster convergence speed and smaller fluctuation than other methods when either estimate error or estimate bias is considered. PMID:26207991

Nonlinear unbiased minimum-variance filter for Mars entry autonomous navigation under large uncertainties and unknown measurement bias.

PubMed

Xiao, Mengli; Zhang, Yongbo; Fu, Huimin; Wang, Zhihua

2018-05-01

High-precision navigation algorithm is essential for the future Mars pinpoint landing mission. The unknown inputs caused by large uncertainties of atmospheric density and aerodynamic coefficients as well as unknown measurement biases may cause large estimation errors of conventional Kalman filters. This paper proposes a derivative-free version of nonlinear unbiased minimum variance filter for Mars entry navigation. This filter has been designed to solve this problem by estimating the state and unknown measurement biases simultaneously with derivative-free character, leading to a high-precision algorithm for the Mars entry navigation. IMU/radio beacons integrated navigation is introduced in the simulation, and the result shows that with or without radio blackout, our proposed filter could achieve an accurate state estimation, much better than the conventional unscented Kalman filter, showing the ability of high-precision Mars entry navigation algorithm. Copyright © 2018 ISA. Published by Elsevier Ltd. All rights reserved.

The challenge of estimating the SWOT signal and error spectra over the Ocean and its applications to CalVal and state estimation problems

NASA Astrophysics Data System (ADS)

Ubelmann, C.; Gerald, D.

2016-12-01

The SWOT data validation will be a first challenge after launch, as the nature of the measurement, in particular the two-dimensionality at short spatial scales, is new in altimetry. If the comparison with independent observations may be locally possible, a validation of the full signal and error spectrum will be challenging. However, some recent analyses in simulations have shown the possibility to separate the geophysical signals from the spatially coherent instrumental errors in the spectral space, through cross-spectral analysis. These results suggest that rapidly after launch, the instrument error canl be spectrally separated providing some validations and insights on the Ocean energy spectrum, as well as optimal calibrations. Beyond CalVal, such spectral computations will be also essential for producing high-level Ocean estimates (two and three dimensional Ocean state reconstructions).

Event-triggered H∞ state estimation for semi-Markov jumping discrete-time neural networks with quantization.

PubMed

Rakkiyappan, R; Maheswari, K; Velmurugan, G; Park, Ju H

2018-05-17

This paper investigates H ∞ state estimation problem for a class of semi-Markovian jumping discrete-time neural networks model with event-triggered scheme and quantization. First, a new event-triggered communication scheme is introduced to determine whether or not the current sampled sensor data should be broad-casted and transmitted to the quantizer, which can save the limited communication resource. Second, a novel communication framework is employed by the logarithmic quantizer that quantifies and reduces the data transmission rate in the network, which apparently improves the communication efficiency of networks. Third, a stabilization criterion is derived based on the sufficient condition which guarantees a prescribed H ∞ performance level in the estimation error system in terms of the linear matrix inequalities. Finally, numerical simulations are given to illustrate the correctness of the proposed scheme. Copyright © 2018 Elsevier Ltd. All rights reserved.

Fuzzy Neural Network-Based Interacting Multiple Model for Multi-Node Target Tracking Algorithm

PubMed Central

Sun, Baoliang; Jiang, Chunlan; Li, Ming

2016-01-01

An interacting multiple model for multi-node target tracking algorithm was proposed based on a fuzzy neural network (FNN) to solve the multi-node target tracking problem of wireless sensor networks (WSNs). Measured error variance was adaptively adjusted during the multiple model interacting output stage using the difference between the theoretical and estimated values of the measured error covariance matrix. The FNN fusion system was established during multi-node fusion to integrate with the target state estimated data from different nodes and consequently obtain network target state estimation. The feasibility of the algorithm was verified based on a network of nine detection nodes. Experimental results indicated that the proposed algorithm could trace the maneuvering target effectively under sensor failure and unknown system measurement errors. The proposed algorithm exhibited great practicability in the multi-node target tracking of WSNs. PMID:27809271

Association between wearing a personal floatation device and death by drowning among recreational boaters: a matched cohort analysis of United States Coast Guard data.

PubMed

Cummings, P; Mueller, B A; Quan, L

2011-06-01

To estimate the association between wearing a personal floatation device (PFD) and death by drowning among recreational boaters. Matched cohort study analysis of Coast Guard data. United States. Recreational boaters during 2000-2006. Risk ratio (RR) for drowning death comparing boaters wearing a PFD with boaters not wearing a PFD. Approximately 4915 boater records from 1809 vessels may have been eligible for our study, but because of missing records and other problems, the analysis was restricted to 1597 boaters in 625 vessels with 878 drowning deaths. The adjusted RR was 0.51 (95% CI 0.35 to 0.74). If the estimated association is causal, wearing a PFD may potentially prevent one in two drowning deaths among recreational boaters. However, this estimate may be biased because many vessels had to be excluded from the analysis.

Linked Lives: Adult Children's Problems and Their Parents' Psychological and Relational Well-Being

PubMed Central

Greenfield, Emily A.; Marks, Nadine F.

2006-01-01

This study examined associations between adult children's cumulative problems and their parents' psychological and relational well-being, as well as whether such associations are similar for married and single parents. Regression models were estimated using data from 1,188 parents in the 1995 National Survey of Midlife in the United States whose youngest child was at least 19 years old. Participants reporting children with more problems indicated moderately poorer levels of well-being across all outcomes examined. Single parents reporting more problems indicated less positive affect than a comparable group of married parents, but married parents reporting more problems indicated poorer parent-child relationship quality. Findings are congruent with the family life course perspective, conceptualizing parents and children as occupying mutually influential developmental trajectories. PMID:17710218

Linear Extended State Observer-Based Motion Synchronization Control for Hybrid Actuation System of More Electric Aircraft.

PubMed

Wang, Xingjian; Liao, Rui; Shi, Cun; Wang, Shaoping

2017-10-25

Moving towards the more electric aircraft (MEA), a hybrid actuator configuration provides an opportunity to introduce electromechanical actuator (EMA) into primary flight control. In the hybrid actuation system (HAS), an electro-hydraulic servo actuator (EHSA) and an EMA operate on the same control surface. In order to solve force fighting problem in HAS, this paper proposes a novel linear extended state observer (LESO)-based motion synchronization control method. To cope with the problem of unavailability of the state signals required by the motion synchronization controller, LESO is designed for EHSA and EMA to observe the state variables. Based on the observed states of LESO, motion synchronization controllers could enable EHSA and EMA to simultaneously track the desired motion trajectories. Additionally, nonlinearities, uncertainties and unknown disturbances as well as the coupling term between EHSA and EMA can be estimated and compensated by using the extended state of the proposed LESO. Finally, comparative simulation results indicate that the proposed LESO-based motion synchronization controller could reduce significant force fighting between EHSA and EMA.

Linear Extended State Observer-Based Motion Synchronization Control for Hybrid Actuation System of More Electric Aircraft

PubMed Central

Liao, Rui; Shi, Cun; Wang, Shaoping

2017-01-01

Moving towards the more electric aircraft (MEA), a hybrid actuator configuration provides an opportunity to introduce electromechanical actuator (EMA) into primary flight control. In the hybrid actuation system (HAS), an electro-hydraulic servo actuator (EHSA) and an EMA operate on the same control surface. In order to solve force fighting problem in HAS, this paper proposes a novel linear extended state observer (LESO)-based motion synchronization control method. To cope with the problem of unavailability of the state signals required by the motion synchronization controller, LESO is designed for EHSA and EMA to observe the state variables. Based on the observed states of LESO, motion synchronization controllers could enable EHSA and EMA to simultaneously track the desired motion trajectories. Additionally, nonlinearities, uncertainties and unknown disturbances as well as the coupling term between EHSA and EMA can be estimated and compensated by using the extended state of the proposed LESO. Finally, comparative simulation results indicate that the proposed LESO-based motion synchronization controller could reduce significant force fighting between EHSA and EMA. PMID:29068392

Wisconsin Maternity Leave and Fringe Benefits: Policies, Practices and Problems.

ERIC Educational Resources Information Center

Gerner, Jennifer

The study examines the economic implications in Wisconsin of the 1972 Equal Employment Opportunity Commission guideline which requires employers to treat maternity leave as a temporary disability. First, the static cost of the maternity leave guideline to employers is estimated for the State of Wisconsin. Second, some examination of the economic…

Intimate Partner Violence during Pregnancy: Best Practices for Social Workers

ERIC Educational Resources Information Center

McMahon, Sarah; Armstrong, D'edra Y.

2012-01-01

Intimate partner violence (IPV) during pregnancy is a major problem in the United States, with estimates that 3 percent to 17 percent of women experience violence during the perinatal period. Research indicates that IPV during pregnancy is associated with serious, negative health outcomes for the mother and her unborn child. As such, many…

Digital communications study

NASA Technical Reports Server (NTRS)

Boorstyn, R. R.

1973-01-01

Research is reported dealing with problems of digital data transmission and computer communications networks. The results of four individual studies are presented which include: (1) signal processing with finite state machines, (2) signal parameter estimation from discrete-time observations, (3) digital filtering for radar signal processing applications, and (4) multiple server queues where all servers are not identical.

San Diego's High School Dropout Crisis

ERIC Educational Resources Information Center

Wilson, James C.

2012-01-01

This article highlights San Diego's dropout problem and how much it's costing the city and the state. Most San Diegans do not realize the enormous impact high school dropouts on their city. The California Dropout Research Project, located at the University of California at Santa Barbara, has estimated the lifetime cost of one class or cohort of…

Colleges Scrabble for Money to Reduce Huge Maintenance Backlog, Estimated to Exceed $70-Billion; New Federal Help Seen Unlikely.

ERIC Educational Resources Information Center

Grassmuck, Karen

1990-01-01

Catching up with deferred maintenance and improvements at colleges and universities has become a serious problem of time and money, and new federal state, and local safety regulations are increasing costs. Some contend administrators have failed to provide leadership at their own institutions. (MSE)

A remote sensing protocol for identifying rangelands with degraded productive capacity

Treesearch

Matthew C. Reeves; L. Scott Bagget

2014-01-01

Rangeland degradation is a growing problem throughout the world. An assessment process for com-paring the trend and state of vegetation productivity to objectively derived reference conditions wasdeveloped. Vegetation productivity was estimated from 2000 to 2012 using annual maximum Normalized Difference Vegetation Index (NDVI) from the MODIS satellite platform. Each...

The State of the World's Children, 1993.

ERIC Educational Resources Information Center

Grant, James P.

This report argues that despite all the problems of the post cold war world, the means are now at hand to end mass malnutrition, preventable disease, and widespread illiteracy among the world's children. UNICEF (the United Nations Children's Fund) estimates the cost of about $25 billion per year in additional aid to developing nations. To give…

Lifelong Battle

ERIC Educational Resources Information Center

Hurst, Marianne D.

2004-01-01

It is estimated that nearly 19 million adults in the United States suffer from depression. While research on the number of school-age children with depression varies, most experts agree that between 5 percent and 11 percent of 6- to 17-year-olds are living with the problem every day. Depression is characterized by a number of symptoms, including…

Double Jeopardy: Homeless & Illiterate.

ERIC Educational Resources Information Center

BCEL Newsletter for the Business Community, 1988

1988-01-01

For the first time, federal funding for literacy services will focus new attention on the plight of the homeless. Under the McKinney Homeless Assistance Act, each state will receive funds for literacy for the homeless. Although there are no firm estimates on how many persons are homeless, a number of indicators point to a problem of major and…

Health issues of Afghan refugees in California.

PubMed Central

Lipson, J G; Omidian, P A

1992-01-01

Since the 1979 Soviet invasion of Afghanistan, more than 6 million Afghan refugees have become the world's largest refugee population. Although refugees in Pakistan and Iran are now beginning to repatriate, continuing political turmoil in Afghanistan and children's acculturation and educational opportunities will keep many Afghans in the United States permanently. Although there are no accurate statistics, local resettlement agencies and Afghan community leaders estimate that there are 10,000 to 35,000 Afghans in northern California. They suffer from a variety of problems common to refugees: language, economic and occupational problems, and substantial challenges in psychological, family, social, and cultural adjustment to the United States. Although many Afghans are doing well, many others have depression, psychosomatic symptoms, and posttraumatic stress disorder. PMID:1413768

Fiber Orientation Estimation Guided by a Deep Network.

PubMed

Ye, Chuyang; Prince, Jerry L

2017-09-01

Diffusion magnetic resonance imaging (dMRI) is currently the only tool for noninvasively imaging the brain's white matter tracts. The fiber orientation (FO) is a key feature computed from dMRI for tract reconstruction. Because the number of FOs in a voxel is usually small, dictionary-based sparse reconstruction has been used to estimate FOs. However, accurate estimation of complex FO configurations in the presence of noise can still be challenging. In this work we explore the use of a deep network for FO estimation in a dictionary-based framework and propose an algorithm named Fiber Orientation Reconstruction guided by a Deep Network (FORDN). FORDN consists of two steps. First, we use a smaller dictionary encoding coarse basis FOs to represent diffusion signals. To estimate the mixture fractions of the dictionary atoms, a deep network is designed to solve the sparse reconstruction problem. Second, the coarse FOs inform the final FO estimation, where a larger dictionary encoding a dense basis of FOs is used and a weighted ℓ 1 -norm regularized least squares problem is solved to encourage FOs that are consistent with the network output. FORDN was evaluated and compared with state-of-the-art algorithms that estimate FOs using sparse reconstruction on simulated and typical clinical dMRI data. The results demonstrate the benefit of using a deep network for FO estimation.

Model identification of signal transduction networks from data using a state regulator problem.

PubMed

Gadkar, K G; Varner, J; Doyle, F J

2005-03-01

Advances in molecular biology provide an opportunity to develop detailed models of biological processes that can be used to obtain an integrated understanding of the system. However, development of useful models from the available knowledge of the system and experimental observations still remains a daunting task. In this work, a model identification strategy for complex biological networks is proposed. The approach includes a state regulator problem (SRP) that provides estimates of all the component concentrations and the reaction rates of the network using the available measurements. The full set of the estimates is utilised for model parameter identification for the network of known topology. An a priori model complexity test that indicates the feasibility of performance of the proposed algorithm is developed. Fisher information matrix (FIM) theory is used to address model identifiability issues. Two signalling pathway case studies, the caspase function in apoptosis and the MAP kinase cascade system, are considered. The MAP kinase cascade, with measurements restricted to protein complex concentrations, fails the a priori test and the SRP estimates are poor as expected. The apoptosis network structure used in this work has moderate complexity and is suitable for application of the proposed tools. Using a measurement set of seven protein concentrations, accurate estimates for all unknowns are obtained. Furthermore, the effects of measurement sampling frequency and quality of information in the measurement set on the performance of the identified model are described.

A combined ANN-GA and experimental based technique for the estimation of the unknown heat flux for a conjugate heat transfer problem

NASA Astrophysics Data System (ADS)

M K, Harsha Kumar; P S, Vishweshwara; N, Gnanasekaran; C, Balaji

2018-05-01

The major objectives in the design of thermal systems are obtaining the information about thermophysical, transport and boundary properties. The main purpose of this paper is to estimate the unknown heat flux at the surface of a solid body. A constant area mild steel fin is considered and the base is subjected to constant heat flux. During heating, natural convection heat transfer occurs from the fin to ambient. The direct solution, which is the forward problem, is developed as a conjugate heat transfer problem from the fin and the steady state temperature distribution is recorded for any assumed heat flux. In order to model the natural convection heat transfer from the fin, an extended domain is created near the fin geometry and air is specified as a fluid medium and Navier Stokes equation is solved by incorporating the Boussinesq approximation. The computational time involved in executing the forward model is then reduced by developing a neural network (NN) between heat flux values and temperatures based on back propagation algorithm. The conjugate heat transfer NN model is now coupled with Genetic algorithm (GA) for the solution of the inverse problem. Initially, GA is applied to the pure surrogate data, the results are then used as input to the Levenberg- Marquardt method and such hybridization is proven to result in accurate estimation of the unknown heat flux. The hybrid method is then applied for the experimental temperature to estimate the unknown heat flux. A satisfactory agreement between the estimated and actual heat flux is achieved by incorporating the hybrid method.

State Tracking and Fault Diagnosis for Dynamic Systems Using Labeled Uncertainty Graph.

PubMed

Zhou, Gan; Feng, Wenquan; Zhao, Qi; Zhao, Hongbo

2015-11-05

Cyber-physical systems such as autonomous spacecraft, power plants and automotive systems become more vulnerable to unanticipated failures as their complexity increases. Accurate tracking of system dynamics and fault diagnosis are essential. This paper presents an efficient state estimation method for dynamic systems modeled as concurrent probabilistic automata. First, the Labeled Uncertainty Graph (LUG) method in the planning domain is introduced to describe the state tracking and fault diagnosis processes. Because the system model is probabilistic, the Monte Carlo technique is employed to sample the probability distribution of belief states. In addition, to address the sample impoverishment problem, an innovative look-ahead technique is proposed to recursively generate most likely belief states without exhaustively checking all possible successor modes. The overall algorithms incorporate two major steps: a roll-forward process that estimates system state and identifies faults, and a roll-backward process that analyzes possible system trajectories once the faults have been detected. We demonstrate the effectiveness of this approach by applying it to a real world domain: the power supply control unit of a spacecraft.

Estimating drug treatment needs among state prison inmates.

PubMed

Belenko, Steven; Peugh, Jordon

2005-03-07

Growing prison populations in the U.S. are largely due to drug-related crime and drug abuse. Yet, relatively few inmates receive treatment, existing interventions tend to be short-term or non-clinical, and better methods are needed to match drug-involved inmates to level of care. Using data from the 1997 Survey of Inmates in State Correctional Facilities, a nationally representative sample of 14,285 inmates from 275 state prisons, we present a framework for estimating their levels of treatment need. The framework is drawn partly from the American Society of Addiction Medicine Patient Placement Criteria and other client matching protocols, incorporating drug use severity, drug-related behavioral consequences, and other social and health problems. The results indicate high levels of drug involvement, but considerable variation in severity/recency of use and health and social consequences. We estimate that one-third of male and half of female inmates need residential treatment, but that half of male and one-third of female inmates may need no treatment or short-term interventions. Treatment capacity in state prisons is quite inadequate relative to need, and improvements in assessment, treatment matching, and inmate incentives are needed to conserve scarce treatment resources and facilitate inmate access to different levels of care.

Economic costs of nonmedical use of prescription opioids.

PubMed

Hansen, Ryan N; Oster, Gerry; Edelsberg, John; Woody, George E; Sullivan, Sean D

2011-01-01

Although the economic costs of substance misuse have been extensively examined in the published literature, information on the costs of nonmedical use of prescription opioids is much more limited, despite being a significant and rapidly growing problem in the United States. We estimated the current economic burden of nonmedical use of prescription opioids in the United States in terms of direct substance abuse treatment, medical complications, productivity loss, and criminal justice. We distributed our broad cost estimates among the various drugs of misuse, including prescription opioids, down to the individual drug level. In 2006, the estimated total cost in the United States of nonmedical use of prescription opioids was $53.4 billion, of which $42 billion (79%) was attributable to lost productivity, $8.2 billion (15%) to criminal justice costs, $2.2 billion (4%) to drug abuse treatment, and $944 million to medical complications (2%). Five drugs--OxyContin, oxycodone, hydrocodone, propoxyphene, and methadone--accounted for two-thirds of the total economic burden. The economic cost of nonmedical use of prescription opioids in the United States totals more than $50 billion annually; lost productivity and crime account for the vast majority (94%) of these costs.

A national and state profile of leading health problems and health care quality for US children: key insurance disparities and across-state variations.

PubMed

Bethell, Christina D; Kogan, Michael D; Strickland, Bonnie B; Schor, Edward L; Robertson, Julie; Newacheck, Paul W

2011-01-01

Parent/consumer-reported data is valuable and necessary for population-based assessment of many key child health and health care quality measures relevant to both the Children's Health Insurance Program Reauthorization Act (CHIPRA) of 2009 and the Patient Protection and Affordable Care Act of 2010 (ACA). The aim of this study was to evaluate national and state prevalence of health problems and special health care needs in US children; to estimate health care quality related to adequacy and consistency of insurance coverage, access to specialist, mental health and preventive medical and dental care, developmental screening, and whether children meet criteria for having a medical home, including care coordination and family centeredness; and to assess differences in health and health care quality for children by insurance type, special health care needs status, race/ethnicity, and/or state of residence. National and state level estimates were derived from the 2007 National Survey of Children's Health (N = 91,642; children aged 0-17 years). Variations between children with public versus private sector health insurance, special health care needs, specific conditions, race/ethnicity, and across states were evaluated using multivariate logistic regression and/or standardized statistical tests. An estimated 43% of US children (32 million) currently have at least 1 of 20 chronic health conditions assessed, increasing to 54.1% when overweight, obesity, or being at risk for developmental delays are included; 19.2% (14.2 million) have conditions resulting in a special health care need, a 1.6 point increase since 2003. Compared with privately insured children, the prevalence, complexity, and severity of health problems were systematically greater for the 29.1% of all children who are publicly insured children after adjusting for variations in demographic and socioeconomic factors. Forty-five percent of all children in the United States scored positively on a minimal quality composite measure: 1) adequate insurance, 2) preventive care visit, and 3) medical home. A 22.2 point difference existed across states and there were wide variations by health condition (autism, 22.8, to asthma, 39.4). After adjustment for demographic and health status differences, quality of care varied between children with public versus private health insurance on all but the following 3 measures: not receiving needed mental health services, care coordination, and performance on the minimal quality composite. A 4.60 fold (gaps in insurance) to 1.27 fold (preventive dental and medical care visits) difference in quality scores was observed across states. Notable disparities were observed among publicly insured children according to race/ethnicity and across all children by special needs status and household income. Findings emphasize the importance of health care insurance duration and adequacy, health care access, chronic condition management, and other quality of care goals reflected in the 2009 CHIPRA legislation and the ACA. Despite disparities, similarities for public and privately insured children speak to the pervasive nature of availability, coverage, and access issues for mental health services in the United States, as well as the system-wide problem of care coordination and accessing specialist care for all children. Variations across states in key areas amenable to state policy and program management support cross-state learning and improvement efforts. Copyright © 2011 Elsevier Inc. All rights reserved.

Heading Estimation for Pedestrian Dead Reckoning Based on Robust Adaptive Kalman Filtering.

PubMed

Wu, Dongjin; Xia, Linyuan; Geng, Jijun

2018-06-19

Pedestrian dead reckoning (PDR) using smart phone-embedded micro-electro-mechanical system (MEMS) sensors plays a key role in ubiquitous localization indoors and outdoors. However, as a relative localization method, it suffers from the problem of error accumulation which prevents it from long term independent running. Heading estimation error is one of the main location error sources, and therefore, in order to improve the location tracking performance of the PDR method in complex environments, an approach based on robust adaptive Kalman filtering (RAKF) for estimating accurate headings is proposed. In our approach, outputs from gyroscope, accelerometer, and magnetometer sensors are fused using the solution of Kalman filtering (KF) that the heading measurements derived from accelerations and magnetic field data are used to correct the states integrated from angular rates. In order to identify and control measurement outliers, a maximum likelihood-type estimator (M-estimator)-based model is used. Moreover, an adaptive factor is applied to resist the negative effects of state model disturbances. Extensive experiments under static and dynamic conditions were conducted in indoor environments. The experimental results demonstrate the proposed approach provides more accurate heading estimates and supports more robust and dynamic adaptive location tracking, compared with methods based on conventional KF.

An Unscented Kalman-Particle Hybrid Filter for Space Object Tracking

NASA Astrophysics Data System (ADS)

Raihan A. V, Dilshad; Chakravorty, Suman

2018-03-01

Optimal and consistent estimation of the state of space objects is pivotal to surveillance and tracking applications. However, probabilistic estimation of space objects is made difficult by the non-Gaussianity and nonlinearity associated with orbital mechanics. In this paper, we present an unscented Kalman-particle hybrid filtering framework for recursive Bayesian estimation of space objects. The hybrid filtering scheme is designed to provide accurate and consistent estimates when measurements are sparse without incurring a large computational cost. It employs an unscented Kalman filter (UKF) for estimation when measurements are available. When the target is outside the field of view (FOV) of the sensor, it updates the state probability density function (PDF) via a sequential Monte Carlo method. The hybrid filter addresses the problem of particle depletion through a suitably designed filter transition scheme. To assess the performance of the hybrid filtering approach, we consider two test cases of space objects that are assumed to undergo full three dimensional orbital motion under the effects of J 2 and atmospheric drag perturbations. It is demonstrated that the hybrid filters can furnish fast, accurate and consistent estimates outperforming standard UKF and particle filter (PF) implementations.

A tale of two countries: comparing disability weights for gambling problems in New Zealand and Australia.

PubMed

Rawat, Vijay; Browne, Matthew; Bellringer, Maria; Greer, Nancy; Kolandai-Matchett, Komathi; Rockloff, Matthew; Langham, Erika; Hanley, Christine; Du Preez, Katie Palmer; Abbott, Max

2018-05-17

This study aimed to assess the impact of gambling problems on quality of life. Specifically, we generated disability weight estimates for gambling problems in New Zealand, and compared these results with (i) Australian figures (J Gambl Issues, 10.4309/jgi.v0i36.3978, 2017) and (ii) other health states (Lancet, 10.1016/S0140-6736(12)61680-8, 2013); such as anxiety and alcohol use disorders. The 324 participants (48 experts and 276 general population members) evaluated a series of gambling harm vignettes. The participants rated the decrement to one's quality of life using Visual Analogue Scale and Time Trade-Off protocols (Br Med Bull, 10.1093/bmb/ldq033, 2010). These evaluations enabled the calculation of disability weights for three categories of gamblers (low-risk, moderate-risk, and problem gamblers). Disability weight estimates for low-risk, moderate-risk, and problem gamblers in NZ were consistently higher than the Australian weights: low (0.18 vs. 0.13), moderate (0.37 vs. 0.29), and problem (0.54 vs. 0.44). The quality of life impact for problem gambling in NZ (0.54) was comparable to that experienced in severe alcohol use disorder (0.55) (Lancet, 10.1016/S0140-6736(12)61680-8, 2013). This study represents one of the first attempts to assess gambling-related harm through a public health perspective. The results of this study are informative for policy-making, resource allocation, and service planning. These estimates now allow for the population-level impact of gambling in NZ to be calculated and tracked over time, which is essential for informing harm-minimisation initiatives.

A variational technique for smoothing flight-test and accident data

NASA Technical Reports Server (NTRS)

Bach, R. E., Jr.

1980-01-01

The problem of determining aircraft motions along a trajectory is solved using a variational algorithm that generates unmeasured states and forcing functions, and estimates instrument bias and scale-factor errors. The problem is formulated as a nonlinear fixed-interval smoothing problem, and is solved as a sequence of linear two-point boundary value problems, using a sweep method. The algorithm has been implemented for use in flight-test and accident analysis. Aircraft motions are assumed to be governed by a six-degree-of-freedom kinematic model; forcing functions consist of body accelerations and winds, and the measurement model includes aerodynamic and radar data. Examples of the determination of aircraft motions from typical flight-test and accident data are presented.

Set-free Markov state model building

NASA Astrophysics Data System (ADS)

Weber, Marcus; Fackeldey, Konstantin; Schütte, Christof

2017-03-01

Molecular dynamics (MD) simulations face challenging problems since the time scales of interest often are much longer than what is possible to simulate; and even if sufficiently long simulations are possible the complex nature of the resulting simulation data makes interpretation difficult. Markov State Models (MSMs) help to overcome these problems by making experimentally relevant time scales accessible via coarse grained representations that also allow for convenient interpretation. However, standard set-based MSMs exhibit some caveats limiting their approximation quality and statistical significance. One of the main caveats results from the fact that typical MD trajectories repeatedly re-cross the boundary between the sets used to build the MSM which causes statistical bias in estimating the transition probabilities between these sets. In this article, we present a set-free approach to MSM building utilizing smooth overlapping ansatz functions instead of sets and an adaptive refinement approach. This kind of meshless discretization helps to overcome the recrossing problem and yields an adaptive refinement procedure that allows us to improve the quality of the model while exploring state space and inserting new ansatz functions into the MSM.

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

PubMed

Liu, Xin; Niranjan, Mahesan

2012-06-01

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

Fuzzy Adaptive Output Feedback Control of Uncertain Nonlinear Systems With Prescribed Performance.

PubMed

Zhang, Jin-Xi; Yang, Guang-Hong

2018-05-01

This paper investigates the tracking control problem for a family of strict-feedback systems in the presence of unknown nonlinearities and immeasurable system states. A low-complexity adaptive fuzzy output feedback control scheme is proposed, based on a backstepping method. In the control design, a fuzzy adaptive state observer is first employed to estimate the unmeasured states. Then, a novel error transformation approach together with a new modification mechanism is introduced to guarantee the finite-time convergence of the output error to a predefined region and ensure the closed-loop stability. Compared with the existing methods, the main advantages of our approach are that: 1) without using extra command filters or auxiliary dynamic surface control techniques, the problem of explosion of complexity can still be addressed and 2) the design procedures are independent of the initial conditions. Finally, two practical examples are performed to further illustrate the above theoretic findings.

A multimodal approach to estimating vigilance using EEG and forehead EOG

NASA Astrophysics Data System (ADS)

Zheng, Wei-Long; Lu, Bao-Liang

2017-04-01

Objective. Covert aspects of ongoing user mental states provide key context information for user-aware human computer interactions. In this paper, we focus on the problem of estimating the vigilance of users using EEG and EOG signals. Approach. The PERCLOS index as vigilance annotation is obtained from eye tracking glasses. To improve the feasibility and wearability of vigilance estimation devices for real-world applications, we adopt a novel electrode placement for forehead EOG and extract various eye movement features, which contain the principal information of traditional EOG. We explore the effects of EEG from different brain areas and combine EEG and forehead EOG to leverage their complementary characteristics for vigilance estimation. Considering that the vigilance of users is a dynamic changing process because the intrinsic mental states of users involve temporal evolution, we introduce continuous conditional neural field and continuous conditional random field models to capture dynamic temporal dependency. Main results. We propose a multimodal approach to estimating vigilance by combining EEG and forehead EOG and incorporating the temporal dependency of vigilance into model training. The experimental results demonstrate that modality fusion can improve the performance compared with a single modality, EOG and EEG contain complementary information for vigilance estimation, and the temporal dependency-based models can enhance the performance of vigilance estimation. From the experimental results, we observe that theta and alpha frequency activities are increased, while gamma frequency activities are decreased in drowsy states in contrast to awake states. Significance. The forehead setup allows for the simultaneous collection of EEG and EOG and achieves comparative performance using only four shared electrodes in comparison with the temporal and posterior sites.

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

USGS Publications Warehouse

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

2012-01-01

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

Sequential Monte Carlo for Maximum Weight Subgraphs with Application to Solving Image Jigsaw Puzzles.

PubMed

Adluru, Nagesh; Yang, Xingwei; Latecki, Longin Jan

2015-05-01

We consider a problem of finding maximum weight subgraphs (MWS) that satisfy hard constraints in a weighted graph. The constraints specify the graph nodes that must belong to the solution as well as mutual exclusions of graph nodes, i.e., pairs of nodes that cannot belong to the same solution. Our main contribution is a novel inference approach for solving this problem in a sequential monte carlo (SMC) sampling framework. Usually in an SMC framework there is a natural ordering of the states of the samples. The order typically depends on observations about the states or on the annealing setup used. In many applications (e.g., image jigsaw puzzle problems), all observations (e.g., puzzle pieces) are given at once and it is hard to define a natural ordering. Therefore, we relax the assumption of having ordered observations about states and propose a novel SMC algorithm for obtaining maximum a posteriori estimate of a high-dimensional posterior distribution. This is achieved by exploring different orders of states and selecting the most informative permutations in each step of the sampling. Our experimental results demonstrate that the proposed inference framework significantly outperforms loopy belief propagation in solving the image jigsaw puzzle problem. In particular, our inference quadruples the accuracy of the puzzle assembly compared to that of loopy belief propagation.

Sequential Monte Carlo for Maximum Weight Subgraphs with Application to Solving Image Jigsaw Puzzles

PubMed Central

Adluru, Nagesh; Yang, Xingwei; Latecki, Longin Jan

2015-01-01

We consider a problem of finding maximum weight subgraphs (MWS) that satisfy hard constraints in a weighted graph. The constraints specify the graph nodes that must belong to the solution as well as mutual exclusions of graph nodes, i.e., pairs of nodes that cannot belong to the same solution. Our main contribution is a novel inference approach for solving this problem in a sequential monte carlo (SMC) sampling framework. Usually in an SMC framework there is a natural ordering of the states of the samples. The order typically depends on observations about the states or on the annealing setup used. In many applications (e.g., image jigsaw puzzle problems), all observations (e.g., puzzle pieces) are given at once and it is hard to define a natural ordering. Therefore, we relax the assumption of having ordered observations about states and propose a novel SMC algorithm for obtaining maximum a posteriori estimate of a high-dimensional posterior distribution. This is achieved by exploring different orders of states and selecting the most informative permutations in each step of the sampling. Our experimental results demonstrate that the proposed inference framework significantly outperforms loopy belief propagation in solving the image jigsaw puzzle problem. In particular, our inference quadruples the accuracy of the puzzle assembly compared to that of loopy belief propagation. PMID:26052182

One-Shot Coherence Dilution.

PubMed

Zhao, Qi; Liu, Yunchao; Yuan, Xiao; Chitambar, Eric; Ma, Xiongfeng

2018-02-16

Manipulation and quantification of quantum resources are fundamental problems in quantum physics. In the asymptotic limit, coherence distillation and dilution have been proposed by manipulating infinite identical copies of states. In the nonasymptotic setting, finite data-size effects emerge, and the practically relevant problem of coherence manipulation using finite resources has been left open. This Letter establishes the one-shot theory of coherence dilution, which involves converting maximally coherent states into an arbitrary quantum state using maximally incoherent operations, dephasing-covariant incoherent operations, incoherent operations, or strictly incoherent operations. We introduce several coherence monotones with concrete operational interpretations that estimate the one-shot coherence cost-the minimum amount of maximally coherent states needed for faithful coherence dilution. Furthermore, we derive the asymptotic coherence dilution results with maximally incoherent operations, incoherent operations, and strictly incoherent operations as special cases. Our result can be applied in the analyses of quantum information processing tasks that exploit coherence as resources, such as quantum key distribution and random number generation.

One-Shot Coherence Dilution

NASA Astrophysics Data System (ADS)

Zhao, Qi; Liu, Yunchao; Yuan, Xiao; Chitambar, Eric; Ma, Xiongfeng

2018-02-01

Manipulation and quantification of quantum resources are fundamental problems in quantum physics. In the asymptotic limit, coherence distillation and dilution have been proposed by manipulating infinite identical copies of states. In the nonasymptotic setting, finite data-size effects emerge, and the practically relevant problem of coherence manipulation using finite resources has been left open. This Letter establishes the one-shot theory of coherence dilution, which involves converting maximally coherent states into an arbitrary quantum state using maximally incoherent operations, dephasing-covariant incoherent operations, incoherent operations, or strictly incoherent operations. We introduce several coherence monotones with concrete operational interpretations that estimate the one-shot coherence cost—the minimum amount of maximally coherent states needed for faithful coherence dilution. Furthermore, we derive the asymptotic coherence dilution results with maximally incoherent operations, incoherent operations, and strictly incoherent operations as special cases. Our result can be applied in the analyses of quantum information processing tasks that exploit coherence as resources, such as quantum key distribution and random number generation.

Tracking initially unresolved thrusting objects in 3D using a single stationary optical sensor

NASA Astrophysics Data System (ADS)

Lu, Qin; Bar-Shalom, Yaakov; Willett, Peter; Granström, Karl; Ben-Dov, R.; Milgrom, B.

2017-05-01

This paper considers the problem of estimating the 3D states of a salvo of thrusting/ballistic endo-atmospheric objects using 2D Cartesian measurements from the focal plane array (FPA) of a single fixed optical sensor. Since the initial separations in the FPA are smaller than the resolution of the sensor, this results in merged measurements in the FPA, compounding the usual false-alarm and missed-detection uncertainty. We present a two-step methodology. First, we assume a Wiener process acceleration (WPA) model for the motion of the images of the projectiles in the optical sensor's FPA. We model the merged measurements with increased variance, and thence employ a multi-Bernoulli (MB) filter using the 2D measurements in the FPA. Second, using the set of associated measurements for each confirmed MB track, we formulate a parameter estimation problem, whose maximum likelihood estimate can be obtained via numerical search and can be used for impact point prediction. Simulation results illustrate the performance of the proposed method.

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

NASA Technical Reports Server (NTRS)

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

1975-01-01

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

Sensorless control for permanent magnet synchronous motor using a neural network based adaptive estimator

NASA Astrophysics Data System (ADS)

Kwon, Chung-Jin; Kim, Sung-Joong; Han, Woo-Young; Min, Won-Kyoung

2005-12-01

The rotor position and speed estimation of permanent-magnet synchronous motor(PMSM) was dealt with. By measuring the phase voltages and currents of the PMSM drive, two diagonally recurrent neural network(DRNN) based observers, a neural current observer and a neural velocity observer were developed. DRNN which has self-feedback of the hidden neurons ensures that the outputs of DRNN contain the whole past information of the system even if the inputs of DRNN are only the present states and inputs of the system. Thus the structure of DRNN may be simpler than that of feedforward and fully recurrent neural networks. If the backpropagation method was used for the training of the DRNN the problem of slow convergence arise. In order to reduce this problem, recursive prediction error(RPE) based learning method for the DRNN was presented. The simulation results show that the proposed approach gives a good estimation of rotor speed and position, and RPE based training has requires a shorter computation time compared to backpropagation based training.

Modern control concepts in hydrology

NASA Technical Reports Server (NTRS)

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

1974-01-01

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

The United States and South America - Where Do We Go From Here

DTIC Science & Technology

1996-01-01

strategres that approach the problem regionally rather than bilaterally and wrth a view towards shrmking the drug market m the U S In light of our general...States and South America -- Where Do We Go From Here? “In Latin America, authoritarian regimes of the right and the left have yielded to open, market ...contrnued emergence of neu groups that will partrcrpate m decrsron makmg ” Some economrsts estimate that the Southern Common Market , MERCOSUR, made up of

Problem-Solving Under Time Constraints: Alternatives for the Commander’s Estimate

DTIC Science & Technology

1990-03-26

CHOOL OF ADVANCED MILITAR (If applicable) STUDIES, USAC&GSC IATZL-SWV 6. ADDRESS (City, State, and ZIP Code ) 7b. ADDRESS (City, State, and ZIP Code ...NOTATION 17. COSATI CODES 18. SUBJECT TERMS (Continue on reverse if necessary and identify by block number) FIELD GROUP SUB-GROUP DECISIONJ*MAKING...OF RESPONSIBLE INDIVIDUAL 22b. TELEPHONE (Include Area Code ) 122c. OFFICE SYMBOL MAJ TIMOTHY D. LYNCH 9 684-3437 1 AT71-.qWV DO Form 1473, JUN 86

Data-based fault-tolerant control for affine nonlinear systems with actuator faults.

PubMed

Xie, Chun-Hua; Yang, Guang-Hong

2016-09-01

This paper investigates the fault-tolerant control (FTC) problem for unknown nonlinear systems with actuator faults including stuck, outage, bias and loss of effectiveness. The upper bounds of stuck faults, bias faults and loss of effectiveness faults are unknown. A new data-based FTC scheme is proposed. It consists of the online estimations of the bounds and a state-dependent function. The estimations are adjusted online to compensate automatically the actuator faults. The state-dependent function solved by using real system data helps to stabilize the system. Furthermore, all signals in the resulting closed-loop system are uniformly bounded and the states converge asymptotically to zero. Compared with the existing results, the proposed approach is data-based. Finally, two simulation examples are provided to show the effectiveness of the proposed approach. Copyright © 2016 ISA. Published by Elsevier Ltd. All rights reserved.

Design of polynomial fuzzy observer-controller for nonlinear systems with state delay: sum of squares approach

NASA Astrophysics Data System (ADS)

Gassara, H.; El Hajjaji, A.; Chaabane, M.

2017-07-01

This paper investigates the problem of observer-based control for two classes of polynomial fuzzy systems with time-varying delay. The first class concerns a special case where the polynomial matrices do not depend on the estimated state variables. The second one is the general case where the polynomial matrices could depend on unmeasurable system states that will be estimated. For the last case, two design procedures are proposed. The first one gives the polynomial fuzzy controller and observer gains in two steps. In the second procedure, the designed gains are obtained using a single-step approach to overcome the drawback of a two-step procedure. The obtained conditions are presented in terms of sum of squares (SOS) which can be solved via the SOSTOOLS and a semi-definite program solver. Illustrative examples show the validity and applicability of the proposed results.

Improving the clinical assessment of consciousness with advances in electrophysiological and neuroimaging techniques

PubMed Central

2010-01-01

In clinical neurology, a comprehensive understanding of consciousness has been regarded as an abstract concept - best left to philosophers. However, times are changing and the need to clinically assess consciousness is increasingly becoming a real-world, practical challenge. Current methods for evaluating altered levels of consciousness are highly reliant on either behavioural measures or anatomical imaging. While these methods have some utility, estimates of misdiagnosis are worrisome (as high as 43%) - clearly this is a major clinical problem. The solution must involve objective, physiologically based measures that do not rely on behaviour. This paper reviews recent advances in physiologically based measures that enable better evaluation of consciousness states (coma, vegetative state, minimally conscious state, and locked in syndrome). Based on the evidence to-date, electroencephalographic and neuroimaging based assessments of consciousness provide valuable information for evaluation of residual function, formation of differential diagnoses, and estimation of prognosis. PMID:20113490

Multi-Target State Extraction for the SMC-PHD Filter

PubMed Central

Si, Weijian; Wang, Liwei; Qu, Zhiyu

2016-01-01

The sequential Monte Carlo probability hypothesis density (SMC-PHD) filter has been demonstrated to be a favorable method for multi-target tracking. However, the time-varying target states need to be extracted from the particle approximation of the posterior PHD, which is difficult to implement due to the unknown relations between the large amount of particles and the PHD peaks representing potential target locations. To address this problem, a novel multi-target state extraction algorithm is proposed in this paper. By exploiting the information of measurements and particle likelihoods in the filtering stage, we propose a validation mechanism which aims at selecting effective measurements and particles corresponding to detected targets. Subsequently, the state estimates of the detected and undetected targets are performed separately: the former are obtained from the particle clusters directed by effective measurements, while the latter are obtained from the particles corresponding to undetected targets via clustering method. Simulation results demonstrate that the proposed method yields better estimation accuracy and reliability compared to existing methods. PMID:27322274

Variational Quantum Tomography with Incomplete Information by Means of Semidefinite Programs

NASA Astrophysics Data System (ADS)

Maciel, Thiago O.; Cesário, André T.; Vianna, Reinaldo O.

We introduce a new method to reconstruct unknown quantum states out of incomplete and noisy information. The method is a linear convex optimization problem, therefore with a unique minimum, which can be efficiently solved with Semidefinite Programs. Numerical simulations indicate that the estimated state does not overestimate purity, and neither the expectation value of optimal entanglement witnesses. The convergence properties of the method are similar to compressed sensing approaches, in the sense that, in order to reconstruct low rank states, it needs just a fraction of the effort corresponding to an informationally complete measurement.

Vision-based control for flight relative to dynamic environments

NASA Astrophysics Data System (ADS)

Causey, Ryan Scott

The concept of autonomous systems has been considered an enabling technology for a diverse group of military and civilian applications. The current direction for autonomous systems is increased capabilities through more advanced systems that are useful for missions that require autonomous avoidance, navigation, tracking, and docking. To facilitate this level of mission capability, passive sensors, such as cameras, and complex software are added to the vehicle. By incorporating an on-board camera, visual information can be processed to interpret the surroundings. This information allows decision making with increased situational awareness without the cost of a sensor signature, which is critical in military applications. The concepts presented in this dissertation facilitate the issues inherent to vision-based state estimation of moving objects for a monocular camera configuration. The process consists of several stages involving image processing such as detection, estimation, and modeling. The detection algorithm segments the motion field through a least-squares approach and classifies motions not obeying the dominant trend as independently moving objects. An approach to state estimation of moving targets is derived using a homography approach. The algorithm requires knowledge of the camera motion, a reference motion, and additional feature point geometry for both the target and reference objects. The target state estimates are then observed over time to model the dynamics using a probabilistic technique. The effects of uncertainty on state estimation due to camera calibration are considered through a bounded deterministic approach. The system framework focuses on an aircraft platform of which the system dynamics are derived to relate vehicle states to image plane quantities. Control designs using standard guidance and navigation schemes are then applied to the tracking and homing problems using the derived state estimation. Four simulations are implemented in MATLAB that build on the image concepts present in this dissertation. The first two simulations deal with feature point computations and the effects of uncertainty. The third simulation demonstrates the open-loop estimation of a target ground vehicle in pursuit whereas the four implements a homing control design for the Autonomous Aerial Refueling (AAR) using target estimates as feedback.

Data Assimilation on a Quantum Annealing Computer: Feasibility and Scalability

NASA Astrophysics Data System (ADS)

Nearing, G. S.; Halem, M.; Chapman, D. R.; Pelissier, C. S.

2014-12-01

Data assimilation is one of the ubiquitous and computationally hard problems in the Earth Sciences. In particular, ensemble-based methods require a large number of model evaluations to estimate the prior probability density over system states, and variational methods require adjoint calculations and iteration to locate the maximum a posteriori solution in the presence of nonlinear models and observation operators. Quantum annealing computers (QAC) like the new D-Wave housed at the NASA Ames Research Center can be used for optimization and sampling, and therefore offers a new possibility for efficiently solving hard data assimilation problems. Coding on the QAC is not straightforward: a problem must be posed as a Quadratic Unconstrained Binary Optimization (QUBO) and mapped to a spherical Chimera graph. We have developed a method for compiling nonlinear 4D-Var problems on the D-Wave that consists of five steps: Emulating the nonlinear model and/or observation function using radial basis functions (RBF) or Chebyshev polynomials. Truncating a Taylor series around each RBF kernel. Reducing the Taylor polynomial to a quadratic using ancilla gadgets. Mapping the real-valued quadratic to a fixed-precision binary quadratic. Mapping the fully coupled binary quadratic to a partially coupled spherical Chimera graph using ancilla gadgets. At present the D-Wave contains 512 qbits (with 1024 and 2048 qbit machines due in the next two years); this machine size allows us to estimate only 3 state variables at each satellite overpass. However, QAC's solve optimization problems using a physical (quantum) system, and therefore do not require iterations or calculation of model adjoints. This has the potential to revolutionize our ability to efficiently perform variational data assimilation, as the size of these computers grows in the coming years.

Distributing Earthquakes Among California's Faults: A Binary Integer Programming Approach

NASA Astrophysics Data System (ADS)

Geist, E. L.; Parsons, T.

2016-12-01

Statement of the problem is simple: given regional seismicity specified by a Gutenber-Richter (G-R) relation, how are earthquakes distributed to match observed fault-slip rates? The objective is to determine the magnitude-frequency relation on individual faults. The California statewide G-R b-value and a-value are estimated from historical seismicity, with the a-value accounting for off-fault seismicity. UCERF3 consensus slip rates are used, based on geologic and geodetic data and include estimates of coupling coefficients. The binary integer programming (BIP) problem is set up such that each earthquake from a synthetic catalog spanning millennia can occur at any location along any fault. The decision vector, therefore, consists of binary variables, with values equal to one indicating the location of each earthquake that results in an optimal match of slip rates, in an L1-norm sense. Rupture area and slip associated with each earthquake are determined from a magnitude-area scaling relation. Uncertainty bounds on the UCERF3 slip rates provide explicit minimum and maximum constraints to the BIP model, with the former more important to feasibility of the problem. There is a maximum magnitude limit associated with each fault, based on fault length, providing an implicit constraint. Solution of integer programming problems with a large number of variables (>105 in this study) has been possible only since the late 1990s. In addition to the classic branch-and-bound technique used for these problems, several other algorithms have been recently developed, including pre-solving, sifting, cutting planes, heuristics, and parallelization. An optimal solution is obtained using a state-of-the-art BIP solver for M≥6 earthquakes and California's faults with slip-rates > 1 mm/yr. Preliminary results indicate a surprising diversity of on-fault magnitude-frequency relations throughout the state.

Seminar presentation on the economic evaluation of the space shuttle system

NASA Technical Reports Server (NTRS)

1973-01-01

The proceedings of a seminar on the economic aspects of the space shuttle system are presented. Emphasis was placed on the problems of economic analysis of large scale public investments, the state of the art of cost estimation, the statistical data base for estimating costs of new technological systems, and the role of the main economic parameters affecting the results of the analyses. An explanation of the system components of a space program and the present choice of launch vehicles, spacecraft, and instruments was conducted.

Development of requirements for environmental specimen banking in ecological monitoring (exemplified by the Chernobyl NPP accident area).

PubMed

Borzilov, V A

1993-11-01

Development of requirements for a data bank for natural media as a system of intercorrelated parameters to estimate system states are determined. The problems of functional agreement between experimental and calculation methods are analysed when organizing the ecological monitoring. The methods of forming the environmental specimen bank to estimate and forecast radioactive contamination and exposure dose are considered to be exemplified by the peculiarities of the spatial distribution of radioactive contamination in fields. Analysed is the temporal dynamics of contamination for atmospheric air, soil and water.

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

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

Man, Jun; Zhang, Jiangjiang; Li, Weixuan

2016-10-01

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

Shape and Spatially-Varying Reflectance Estimation from Virtual Exemplars.

PubMed

Hui, Zhuo; Sankaranarayanan, Aswin C

2017-10-01

This paper addresses the problem of estimating the shape of objects that exhibit spatially-varying reflectance. We assume that multiple images of the object are obtained under a fixed view-point and varying illumination, i.e., the setting of photometric stereo. At the core of our techniques is the assumption that the BRDF at each pixel lies in the non-negative span of a known BRDF dictionary. This assumption enables a per-pixel surface normal and BRDF estimation framework that is computationally tractable and requires no initialization in spite of the underlying problem being non-convex. Our estimation framework first solves for the surface normal at each pixel using a variant of example-based photometric stereo. We design an efficient multi-scale search strategy for estimating the surface normal and subsequently, refine this estimate using a gradient descent procedure. Given the surface normal estimate, we solve for the spatially-varying BRDF by constraining the BRDF at each pixel to be in the span of the BRDF dictionary; here, we use additional priors to further regularize the solution. A hallmark of our approach is that it does not require iterative optimization techniques nor the need for careful initialization, both of which are endemic to most state-of-the-art techniques. We showcase the performance of our technique on a wide range of simulated and real scenes where we outperform competing methods.

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

PubMed

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

2012-06-22

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

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

PubMed Central

2012-01-01

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

Extended state observer-based motion synchronisation control for hybrid actuation system of large civil aircraft

NASA Astrophysics Data System (ADS)

Wang, Xingjian; Shi, Cun; Wang, Shaoping

2017-07-01

Hybrid actuation system with dissimilar redundant actuators, which is composed of a hydraulic actuator (HA) and an electro-hydrostatic actuator (EHA), has been applied on modern civil aircraft to improve the reliability. However, the force fighting problem arises due to different dynamic performances between HA and EHA. This paper proposes an extended state observer (ESO)-based motion synchronisation control method. To cope with the problem of unavailability of the state signals, the well-designed ESO is utilised to observe the HA and EHA state variables which are unmeasured. In particular, the extended state of ESO can estimate the lumped effect of the unknown external disturbances acting on the control surface, the nonlinear dynamics, uncertainties, and the coupling term between HA and EHA. Based on the observed states of ESO, motion synchronisation controllers are presented to make HA and EHA to simultaneously track the desired motion trajectories, which are generated by a trajectory generator. Additionally, the unknown disturbances and the coupling terms can be compensated by using the extended state of the proposed ESO. Finally, comparative simulation results indicate that the proposed ESO-based motion synchronisation controller can achieve great force fighting reduction between HA and EHA.

Sexual Violence: Helping Men Become Allies. A Sexual Violence Bystander Intervention Program for Collegiate Males

ERIC Educational Resources Information Center

Leacock, Jamie

2017-01-01

Sexual violence in the United States continues to be a growing problem. Collegiate women face some of the highest rates of sexual violence, with statistics estimating one in four women will have this unwanted experience sometime during their college career. With Title IX administrators required to provide sexual violence awareness, more colleges…

Distracted driving: a neglected epidemic.

PubMed

Dildy, Dale W

2012-10-01

In 2009, the National Highway Traffic Safety Administration (NHTSA) estimated nearly 6,000 distracted driver fatalities and 515,000 injuries in the United States alone. Distracted driving is a worldwide problem that needs to be addressed. Software is available to disable cell phone usage while driving, but using the advanced technology may require legislation along with a renewed sense of driver responsibility.

Evaluating the All-Ages Lead Model Using SiteSpecific Data: Approaches and Challenges

EPA Science Inventory

Lead (Pb) exposure continues to be a problem in the United States. Even after years of progress in reducing environmental levels, CDC estimates at least 500,000 U.S. children ages 1-5 years have blood Pb levels (BLL) above the CDC reference level of 5 µg/dL. Childhood Pb ex...

STUDIES TO ADDRESS THE ASSOCIATION BETWEEN PARTICULATE MATTER (PM) EXPOSURE AND DEVELOPMENT/EXACERBATION OF LUNG INJURY, INFLAMMATION, AND INCREASED AIRWAY RESPONSIVENESS.

EPA Science Inventory

Asthma, an inflammatory airways disease, has become an urgent health problem affecting an estimated 17 million persons in the United States alone (CDC 1998 MMWR 47). Since 1979, the death rate from asthma has increased by almost 56%. Epidemiologic studies have demonstrated posit...

Decay of the compressible magneto-micropolar fluids

NASA Astrophysics Data System (ADS)

Zhang, Peixin

2018-02-01

This paper considers the large-time behavior of solutions to the Cauchy problem on the compressible magneto-micropolar fluid system under small perturbation in regular Sobolev space. Based on the time-weighted energy estimate, the asymptotic stability of the steady state with the strictly positive constant density, vanishing velocity, micro-rotational velocity, and magnetic field is established.

An Examination of Criminal Behavior among the Homeless.

ERIC Educational Resources Information Center

Solarz, Andrea

Homelessness is a significant social problem in the United States, with an estimated 2.5 million homeless people in this country today. While criminal activity may become a means for the homeless to obtain resources needed for basic survival, little is known about the level of criminal activity among the homeless or about the types of crimnal…

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

PubMed

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

2017-01-25

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

Two-mode bosonic quantum metrology with number fluctuations

NASA Astrophysics Data System (ADS)

De Pasquale, Antonella; Facchi, Paolo; Florio, Giuseppe; Giovannetti, Vittorio; Matsuoka, Koji; Yuasa, Kazuya

2015-10-01

We search for the optimal quantum pure states of identical bosonic particles for applications in quantum metrology, in particular, in the estimation of a single parameter for the generic two-mode interferometric setup. We consider the general case in which the total number of particles is fluctuating around an average N with variance Δ N2 . By recasting the problem in the framework of classical probability, we clarify the maximal accuracy attainable and show that it is always larger than the one reachable with a fixed number of particles (i.e., Δ N =0 ). In particular, for larger fluctuations, the error in the estimation diminishes proportionally to 1 /Δ N , below the Heisenberg-like scaling 1 /N . We also clarify the best input state, which is a quasi-NOON state for a generic setup and, for some special cases, a two-mode Schrödinger-cat state with a vacuum component. In addition, we search for the best state within the class of pure Gaussian states with a given average N , which is revealed to be a product state (with no entanglement) with a squeezed vacuum in one mode and the vacuum in the other.

Infinite variance in fermion quantum Monte Carlo calculations.

PubMed

Shi, Hao; Zhang, Shiwei

2016-03-01

For important classes of many-fermion problems, quantum Monte Carlo (QMC) methods allow exact calculations of ground-state and finite-temperature properties without the sign problem. The list spans condensed matter, nuclear physics, and high-energy physics, including the half-filled repulsive Hubbard model, the spin-balanced atomic Fermi gas, and lattice quantum chromodynamics calculations at zero density with Wilson Fermions, and is growing rapidly as a number of problems have been discovered recently to be free of the sign problem. In these situations, QMC calculations are relied on to provide definitive answers. Their results are instrumental to our ability to understand and compute properties in fundamental models important to multiple subareas in quantum physics. It is shown, however, that the most commonly employed algorithms in such situations have an infinite variance problem. A diverging variance causes the estimated Monte Carlo statistical error bar to be incorrect, which can render the results of the calculation unreliable or meaningless. We discuss how to identify the infinite variance problem. An approach is then proposed to solve the problem. The solution does not require major modifications to standard algorithms, adding a "bridge link" to the imaginary-time path integral. The general idea is applicable to a variety of situations where the infinite variance problem may be present. Illustrative results are presented for the ground state of the Hubbard model at half-filling.

On flows of viscoelastic fluids under threshold-slip boundary conditions

NASA Astrophysics Data System (ADS)

Baranovskii, E. S.

2018-03-01

We investigate a boundary-value problem for the steady isothermal flow of an incompressible viscoelastic fluid of Oldroyd type in a 3D bounded domain with impermeable walls. We use the Fujita threshold-slip boundary condition. This condition states that the fluid can slip along a solid surface when the shear stresses reach a certain critical value; otherwise the slipping velocity is zero. Assuming that the flow domain is not rotationally symmetric, we prove an existence theorem for the corresponding slip problem in the framework of weak solutions. The proof uses methods for solving variational inequalities with pseudo-monotone operators and convex functionals, the method of introduction of auxiliary viscosity, as well as a passage-to-limit procedure based on energy estimates of approximate solutions, Korn’s inequality, and compactness arguments. Also, some properties and estimates of weak solutions are established.

Control of discrete time systems based on recurrent Super-Twisting-like algorithm.

PubMed

Salgado, I; Kamal, S; Bandyopadhyay, B; Chairez, I; Fridman, L

2016-09-01

Most of the research in sliding mode theory has been carried out to in continuous time to solve the estimation and control problems. However, in discrete time, the results in high order sliding modes have been less developed. In this paper, a discrete time super-twisting-like algorithm (DSTA) was proposed to solve the problems of control and state estimation. The stability proof was developed in terms of the discrete time Lyapunov approach and the linear matrix inequalities theory. The system trajectories were ultimately bounded inside a small region dependent on the sampling period. Simulation results tested the DSTA. The DSTA was applied as a controller for a Furuta pendulum and for a DC motor supplied by a DSTA signal differentiator. Copyright © 2016 ISA. Published by Elsevier Ltd. All rights reserved.

Remote Sensing of Precipitation from Airborne and Spaceborne Radar. Chapter 13

NASA Technical Reports Server (NTRS)

Munchak, S. Joseph

2017-01-01

Weather radar measurements from airborne or satellite platforms can be an effective remote sensing tool for examining the three-dimensional structures of clouds and precipitation. This chapter describes some fundamental properties of radar measurements and their dependence on the particle size distribution (PSD) and radar frequency. The inverse problem of solving for the vertical profile of PSD from a profile of measured reflectivity is stated as an optimal estimation problem for single- and multi-frequency measurements. Phenomena that can change the measured reflectivity Z(sub m) from its intrinsic value Z(sub e), namely attenuation, non-uniform beam filling, and multiple scattering, are described and mitigation of these effects in the context of the optimal estimation framework is discussed. Finally, some techniques involving the use of passive microwave measurements to further constrain the retrieval of the PSD are presented.

Schools' mental health services and young children's emotions, behavior, and learning.

PubMed

Reback, Randall

2010-01-01

Recent empirical research has found that children's noncognitive skills play a critical role in their own success, young children's behavioral and psychological disorders can severely harm their future outcomes, and disruptive students harm the behavior and learning of their classmates. Yet relatively little is known about wide-scale interventions designed to improve children's behavior and mental health. This is the first nationally representative study of the provision, financing, and impact of school-site mental health services for young children. Elementary school counselors are school employees who provide mental health services to all types of students, typically meeting with students one-on-one or in small groups. Given counselors' nonrandom assignment to schools, it is particularly challenging to estimate the impact of these counselors on student outcomes. First, cross-state differences in policies provide descriptive evidence that students in states with more aggressive elementary counseling policies make greater test score gains and are less likely to report internalizing or externalizing problem behaviors compared to students with similar observed characteristics in similar schools in other states. Next, difference-in-differences estimates exploiting both the timing and the targeted grade levels of states' counseling policy changes provide evidence that elementary counselors substantially influence teachers' perceptions of school climate. The adoption of state-funded counselor subsidies or minimum counselor–student ratios reduces the fraction of teachers reporting that their instruction suffers due to student misbehavior and reduces the fractions reporting problems with students physically fighting each other, cutting class, stealing, or using drugs. These findings imply that there may be substantial public and private benefits derived from providing additional elementary school counselors.

Extremal Optimization for estimation of the error threshold in topological subsystem codes at T = 0

NASA Astrophysics Data System (ADS)

Millán-Otoya, Jorge E.; Boettcher, Stefan

2014-03-01

Quantum decoherence is a problem that arises in implementations of quantum computing proposals. Topological subsystem codes (TSC) have been suggested as a way to overcome decoherence. These offer a higher optimal error tolerance when compared to typical error-correcting algorithms. A TSC has been translated into a planar Ising spin-glass with constrained bimodal three-spin couplings. This spin-glass has been considered at finite temperature to determine the phase boundary between the unstable phase and the stable phase, where error recovery is possible.[1] We approach the study of the error threshold problem by exploring ground states of this spin-glass with the Extremal Optimization algorithm (EO).[2] EO has proven to be a effective heuristic to explore ground state configurations of glassy spin-systems.[3

Estimation and modeling of forest attributes across large spatial scales using BiomeBGC, high-resolution imagery, LiDAR data, and inventory data

NASA Astrophysics Data System (ADS)

Golinkoff, Jordan Seth

The accurate estimation of forest attributes at many different spatial scales is a critical problem. Forest landowners may be interested in estimating timber volume, forest biomass, and forest structure to determine their forest's condition and value. Counties and states may be interested to learn about their forests to develop sustainable management plans and policies related to forests, wildlife, and climate change. Countries and consortiums of countries need information about their forests to set global and national targets to deal with issues of climate change and deforestation as well as to set national targets and understand the state of their forest at a given point in time. This dissertation approaches these questions from two perspectives. The first perspective uses the process model Biome-BGC paired with inventory and remote sensing data to make inferences about a current forest state given known climate and site variables. Using a model of this type, future climate data can be used to make predictions about future forest states as well. An example of this work applied to a forest in northern California is presented. The second perspective of estimating forest attributes uses high resolution aerial imagery paired with light detection and ranging (LiDAR) remote sensing data to develop statistical estimates of forest structure. Two approaches within this perspective are presented: a pixel based approach and an object based approach. Both approaches can serve as the platform on which models (either empirical growth and yield models or process models) can be run to generate inferences about future forest state and current forest biogeochemical cycling.

Fast noise level estimation algorithm based on principal component analysis transform and nonlinear rectification

NASA Astrophysics Data System (ADS)

Xu, Shaoping; Zeng, Xiaoxia; Jiang, Yinnan; Tang, Yiling

2018-01-01

We proposed a noniterative principal component analysis (PCA)-based noise level estimation (NLE) algorithm that addresses the problem of estimating the noise level with a two-step scheme. First, we randomly extracted a number of raw patches from a given noisy image and took the smallest eigenvalue of the covariance matrix of the raw patches as the preliminary estimation of the noise level. Next, the final estimation was directly obtained with a nonlinear mapping (rectification) function that was trained on some representative noisy images corrupted with different known noise levels. Compared with the state-of-art NLE algorithms, the experiment results show that the proposed NLE algorithm can reliably infer the noise level and has robust performance over a wide range of image contents and noise levels, showing a good compromise between speed and accuracy in general.

Exploring connectivity with large-scale Granger causality on resting-state functional MRI.

PubMed

DSouza, Adora M; Abidin, Anas Z; Leistritz, Lutz; Wismüller, Axel

2017-08-01

Large-scale Granger causality (lsGC) is a recently developed, resting-state functional MRI (fMRI) connectivity analysis approach that estimates multivariate voxel-resolution connectivity. Unlike most commonly used multivariate approaches, which establish coarse-resolution connectivity by aggregating voxel time-series avoiding an underdetermined problem, lsGC estimates voxel-resolution, fine-grained connectivity by incorporating an embedded dimension reduction. We investigate application of lsGC on realistic fMRI simulations, modeling smoothing of neuronal activity by the hemodynamic response function and repetition time (TR), and empirical resting-state fMRI data. Subsequently, functional subnetworks are extracted from lsGC connectivity measures for both datasets and validated quantitatively. We also provide guidelines to select lsGC free parameters. Results indicate that lsGC reliably recovers underlying network structure with area under receiver operator characteristic curve (AUC) of 0.93 at TR=1.5s for a 10-min session of fMRI simulations. Furthermore, subnetworks of closely interacting modules are recovered from the aforementioned lsGC networks. Results on empirical resting-state fMRI data demonstrate recovery of visual and motor cortex in close agreement with spatial maps obtained from (i) visuo-motor fMRI stimulation task-sequence (Accuracy=0.76) and (ii) independent component analysis (ICA) of resting-state fMRI (Accuracy=0.86). Compared with conventional Granger causality approach (AUC=0.75), lsGC produces better network recovery on fMRI simulations. Furthermore, it cannot recover functional subnetworks from empirical fMRI data, since quantifying voxel-resolution connectivity is not possible as consequence of encountering an underdetermined problem. Functional network recovery from fMRI data suggests that lsGC gives useful insight into connectivity patterns from resting-state fMRI at a multivariate voxel-resolution. Copyright © 2017 Elsevier B.V. All rights reserved.

Detection and Compensation of Degeneracy Cases for IMU-Kinect Integrated Continuous SLAM with Plane Features †

PubMed Central

Cho, HyunGi; Yeon, Suyong; Choi, Hyunga; Doh, Nakju

2018-01-01

In a group of general geometric primitives, plane-based features are widely used for indoor localization because of their robustness against noises. However, a lack of linearly independent planes may lead to a non-trivial estimation. This in return can cause a degenerate state from which all states cannot be estimated. To solve this problem, this paper first proposed a degeneracy detection method. A compensation method that could fix orientations by projecting an inertial measurement unit’s (IMU) information was then explained. Experiments were conducted using an IMU-Kinect v2 integrated sensor system prone to fall into degenerate cases owing to its narrow field-of-view. Results showed that the proposed framework could enhance map accuracy by successful detection and compensation of degenerated orientations. PMID:29565287

Estimated Incidence of Antimicrobial Drug–Resistant Nontyphoidal Salmonella Infections, United States, 2004–2012

PubMed Central

Gu, Weidong; Mahon, Barbara E.; Judd, Michael; Folster, Jason; Griffin, Patricia M.; Hoekstra, Robert M.

2017-01-01

Salmonella infections are a major cause of illness in the United States. The antimicrobial agents used to treat severe infections include ceftriaxone, ciprofloxacin, and ampicillin. Antimicrobial drug resistance has been associated with adverse clinical outcomes. To estimate the incidence of resistant culture-confirmed nontyphoidal Salmonella infections, we used Bayesian hierarchical models of 2004–2012 data from the Centers for Disease Control and Prevention National Antimicrobial Resistance Monitoring System and Laboratory-based Enteric Disease Surveillance. We based 3 mutually exclusive resistance categories on susceptibility testing: ceftriaxone and ampicillin resistant, ciprofloxacin nonsusceptible but ceftriaxone susceptible, and ampicillin resistant but ceftriaxone and ciprofloxacin susceptible. We estimated the overall incidence of resistant infections as 1.07/100,000 person-years for ampicillin-only resistance, 0.51/100,000 person-years for ceftriaxone and ampicillin resistance, and 0.35/100,000 person-years for ciprofloxacin nonsusceptibility, or ≈6,200 resistant culture-confirmed infections annually. These national estimates help define the magnitude of the resistance problem so that control measures can be appropriately targeted. PMID:27983506

Sequential Inverse Problems Bayesian Principles and the Logistic Map Example

NASA Astrophysics Data System (ADS)

Duan, Lian; Farmer, Chris L.; Moroz, Irene M.

2010-09-01

Bayesian statistics provides a general framework for solving inverse problems, but is not without interpretation and implementation problems. This paper discusses difficulties arising from the fact that forward models are always in error to some extent. Using a simple example based on the one-dimensional logistic map, we argue that, when implementation problems are minimal, the Bayesian framework is quite adequate. In this paper the Bayesian Filter is shown to be able to recover excellent state estimates in the perfect model scenario (PMS) and to distinguish the PMS from the imperfect model scenario (IMS). Through a quantitative comparison of the way in which the observations are assimilated in both the PMS and the IMS scenarios, we suggest that one can, sometimes, measure the degree of imperfection.

Has the world really survived the population bomb? (Commentary on "how the world survived the population bomb: lessons from 50 years of extraordinary demographic history").

PubMed

Becker, Stan

2013-12-01

In his PAA presidential address and corresponding article in Demography, David Lam (Demography 48:1231-1262, 2011) documented the extraordinary progress of humankind-vis-à-vis poverty alleviation, increased schooling, and reductions in mortality and fertility-since 1960 and noted that he expects further improvements by 2050. However, although Lam briefly covered the problems of global warming and pollution, he did not address several other major environmental problems that are closely related to the rapid human population growth in recent decades and to the progress he described. This commentary highlights some of these problems to provide a more balanced perspective on the situation of the world. Specifically, humans currently are using resources at an unsustainable level. Groundwater depletion and overuse of river water are major problems on multiple continents. Fossil fuel resources and several minerals are being depleted. Other major problems include deforestation, with the annual forest clearing globally estimated to be an area the size of New York State; and species extinction, with rates estimated to be 100 to 1,000 times higher than background rates. Principles of ecological economics are presented that allow an integration of ecology and economic development and better potential for preservation of the world for future generations.

Aerosol Observability and Predictability: From Research to Operations for Chemical Weather Forecasting. Lagrangian Displacement Ensembles for Aerosol Data Assimilation

NASA Technical Reports Server (NTRS)

da Silva, Arlindo

2010-01-01

A challenge common to many constituent data assimilation applications is the fact that one observes a much smaller fraction of the phase space that one wishes to estimate. For example, remotely sensed estimates of the column average concentrations are available, while one is faced with the problem of estimating 3D concentrations for initializing a prognostic model. This problem is exacerbated in the case of aerosols because the observable Aerosol Optical Depth (AOD) is not only a column integrated quantity, but it also sums over a large number of species (dust, sea-salt, carbonaceous and sulfate aerosols. An aerosol transport model when driven by high-resolution, state-of-the-art analysis of meteorological fields and realistic emissions can produce skillful forecasts even when no aerosol data is assimilated. The main task of aerosol data assimilation is to address the bias arising from inaccurate emissions, and Lagrangian misplacement of plumes induced by errors in the driving meteorological fields. As long as one decouples the meteorological and aerosol assimilation as we do here, the classic baroclinic growth of error is no longer the main order of business. We will describe an aerosol data assimilation scheme in which the analysis update step is conducted in observation space, using an adaptive maximum-likelihood scheme for estimating background errors in AOD space. This scheme includes e explicit sequential bias estimation as in Dee and da Silva. Unlikely existing aerosol data assimilation schemes we do not obtain analysis increments of the 3D concentrations by scaling the background profiles. Instead we explore the Lagrangian characteristics of the problem for generating local displacement ensembles. These high-resolution state-dependent ensembles are then used to parameterize the background errors and generate 3D aerosol increments. The algorithm has computational complexity running at a resolution of 1/4 degree, globally. We will present the result of assimilating AOD retrievals from MODIS (on both Aqua and TERRA satellites) from AERONET for validation. The impact on the GEOS-5 Aerosol Forecasting will be fully documented.

Problems in estimating self-supplied industrial water use by indirect methods, the California example

USGS Publications Warehouse

Burt, R.J.

1983-01-01

Consumptive fresh-water use by industry in California is estimated at about 230 million gallons per day, or about one-half of one percent of agricultural withdrawals in the State , and only about 1 percent of agricultural consumptive use. Therefore, a significant State-wide realignment of the total water resources could not be made by industrial conservation measures. Nevertheless, considerable latitude for water conservation exists in industry -- fresh water consumed by self-supplied industry amounts to about 40 percent of its withdrawals in California, and only about 10 to 15 percent nationally (not including power-plant use). Furthermore, where firms withdraw and consume less water there is more for others nearby to use. The main question in attempting to estimate self-supplied industrial water use in California by indirect methods was whether accurate estimates of industrial water use could be made from data on surrogates such as production and employment. The answer is apparently not. A fundamental problem was that different data bases produced variable coefficients of water use for similar industries. Much of the potential for error appeared to lie in the water data bases rather than the production or employment data. The apparent reasons are that water-use data are based on responses to questionnaires, which are prone to errors in reporting, and because the data may be aggregated inappropriately for this kind of correlation. Industries within an apparently similar category commonly use different amounts of water, both because of differences in the product and because of differences in production processes even where the end-product is similar. (USGS)

The effect of prenatal care on birthweight: a full-information maximum likelihood approach.

PubMed

Rous, Jeffrey J; Jewell, R Todd; Brown, Robert W

2004-03-01

This paper uses a full-information maximum likelihood estimation procedure, the Discrete Factor Method, to estimate the relationship between birthweight and prenatal care. This technique controls for the potential biases surrounding both the sample selection of the pregnancy-resolution decision and the endogeneity of prenatal care. In addition, we use the actual number of prenatal care visits; other studies have normally measured prenatal care as the month care is initiated. We estimate a birthweight production function using 1993 data from the US state of Texas. The results underscore the importance of correcting for estimation problems. Specifically, a model that does not control for sample selection and endogeneity overestimates the benefit of an additional visit for women who have relatively few visits. This overestimation may indicate 'positive fetal selection,' i.e., women who did not abort may have healthier babies. Also, a model that does not control for self-selection and endogenity predicts that past 17 visits, an additional visit leads to lower birthweight, while a model that corrects for these estimation problems predicts a positive effect for additional visits. This result shows the effect of mothers with less healthy fetuses making more prenatal care visits, known as 'adverse selection' in prenatal care. Copyright 2003 John Wiley & Sons, Ltd.

Angular-Rate Estimation Using Delayed Quaternion Measurements

NASA Technical Reports Server (NTRS)

Azor, R.; Bar-Itzhack, I. Y.; Harman, R. R.

1999-01-01

This paper presents algorithms for estimating the angular-rate vector of satellites using quaternion measurements. Two approaches are compared one that uses differentiated quaternion measurements to yield coarse rate measurements, which are then fed into two different estimators. In the other approach the raw quaternion measurements themselves are fed directly into the two estimators. The two estimators rely on the ability to decompose the non-linear part of the rotas rotational dynamics equation of a body into a product of an angular-rate dependent matrix and the angular-rate vector itself. This non unique decomposition, enables the treatment of the nonlinear spacecraft (SC) dynamics model as a linear one and, thus, the application of a PseudoLinear Kalman Filter (PSELIKA). It also enables the application of a special Kalman filter which is based on the use of the solution of the State Dependent Algebraic Riccati Equation (SDARE) in order to compute the gain matrix and thus eliminates the need to compute recursively the filter covariance matrix. The replacement of the rotational dynamics by a simple Markov model is also examined. In this paper special consideration is given to the problem of delayed quaternion measurements. Two solutions to this problem are suggested and tested. Real Rossi X-Ray Timing Explorer (RXTE) data is used to test these algorithms, and results are presented.

A Projection and Density Estimation Method for Knowledge Discovery

PubMed Central

Stanski, Adam; Hellwich, Olaf

2012-01-01

A key ingredient to modern data analysis is probability density estimation. However, it is well known that the curse of dimensionality prevents a proper estimation of densities in high dimensions. The problem is typically circumvented by using a fixed set of assumptions about the data, e.g., by assuming partial independence of features, data on a manifold or a customized kernel. These fixed assumptions limit the applicability of a method. In this paper we propose a framework that uses a flexible set of assumptions instead. It allows to tailor a model to various problems by means of 1d-decompositions. The approach achieves a fast runtime and is not limited by the curse of dimensionality as all estimations are performed in 1d-space. The wide range of applications is demonstrated at two very different real world examples. The first is a data mining software that allows the fully automatic discovery of patterns. The software is publicly available for evaluation. As a second example an image segmentation method is realized. It achieves state of the art performance on a benchmark dataset although it uses only a fraction of the training data and very simple features. PMID:23049675

Background fluorescence estimation and vesicle segmentation in live cell imaging with conditional random fields.

PubMed

Pécot, Thierry; Bouthemy, Patrick; Boulanger, Jérôme; Chessel, Anatole; Bardin, Sabine; Salamero, Jean; Kervrann, Charles

2015-02-01

Image analysis applied to fluorescence live cell microscopy has become a key tool in molecular biology since it enables to characterize biological processes in space and time at the subcellular level. In fluorescence microscopy imaging, the moving tagged structures of interest, such as vesicles, appear as bright spots over a static or nonstatic background. In this paper, we consider the problem of vesicle segmentation and time-varying background estimation at the cellular scale. The main idea is to formulate the joint segmentation-estimation problem in the general conditional random field framework. Furthermore, segmentation of vesicles and background estimation are alternatively performed by energy minimization using a min cut-max flow algorithm. The proposed approach relies on a detection measure computed from intensity contrasts between neighboring blocks in fluorescence microscopy images. This approach permits analysis of either 2D + time or 3D + time data. We demonstrate the performance of the so-called C-CRAFT through an experimental comparison with the state-of-the-art methods in fluorescence video-microscopy. We also use this method to characterize the spatial and temporal distribution of Rab6 transport carriers at the cell periphery for two different specific adhesion geometries.

A tesselated probabilistic representation for spatial robot perception and navigation

NASA Technical Reports Server (NTRS)

Elfes, Alberto

1989-01-01

The ability to recover robust spatial descriptions from sensory information and to efficiently utilize these descriptions in appropriate planning and problem-solving activities are crucial requirements for the development of more powerful robotic systems. Traditional approaches to sensor interpretation, with their emphasis on geometric models, are of limited use for autonomous mobile robots operating in and exploring unknown and unstructured environments. Here, researchers present a new approach to robot perception that addresses such scenarios using a probabilistic tesselated representation of spatial information called the Occupancy Grid. The Occupancy Grid is a multi-dimensional random field that maintains stochastic estimates of the occupancy state of each cell in the grid. The cell estimates are obtained by interpreting incoming range readings using probabilistic models that capture the uncertainty in the spatial information provided by the sensor. A Bayesian estimation procedure allows the incremental updating of the map using readings taken from several sensors over multiple points of view. An overview of the Occupancy Grid framework is given, and its application to a number of problems in mobile robot mapping and navigation are illustrated. It is argued that a number of robotic problem-solving activities can be performed directly on the Occupancy Grid representation. Some parallels are drawn between operations on Occupancy Grids and related image processing operations.

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

NASA Astrophysics Data System (ADS)

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

2018-03-01

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

Factors promoting or potentially impeding school success: disparities and state variations for children with special health care needs.

PubMed

Bethell, Christina; Forrest, Christopher B; Stumbo, Scott; Gombojav, Narangerel; Carle, Adam; Irwin, Charles E

2012-04-01

School success predicts many pathways for health and well-being across the life span. Factors promoting or potentially impeding school success are critical to understand for all children and for children with special health care needs (CSHCN), whose life course trajectories are already impacted by their chronic health problems. The 2007 National Survey of Children's Health was used (1) to estimate national and state prevalence and within and across states disparities in factors promoting school success (engagement, participation, safety) or potentially impeding success (missing school, grade repetition, school identified problems) for all children and CSHCN and (2) to evaluate associations with CSHCN service need complexity and presence of emotional, behavioral or developmental problems (EBD) as well as with school case management policies in states. Among school age children, 60 % experienced all three factors promoting school success (49.3-73.8 % across states), dropping to 51.3 % for CSHCN (39.4-64.7 % across states) and to 36.2 % for the 40 % of all CSHCN who have both more complex service needs and EBD. CSHCN were more likely to experience factors potentially impeding school success. After accounting for child factors, CSHCN living in states requiring case management in schools for children with disabilities were less likely to experience grade repetition (OR 0.65). Within-state disparities between non-CSHCN and CSHCN varied across states. Threats to school success for US children are pervasive and are especially pronounced for CSHCN with more complex needs and EBD. Findings support broad, non-condition specific efforts to promote school success for CSHCN and consideration of state school policies, such as case management.

The OTA report on harmful nonindigenous species

Treesearch

Phyllis N. Windle

1998-01-01

At least 4,500 species of foreign origin have established free-living populations in the United States, of which about 15% cause severe economic or environmental harm. Between 1906 and 1991, just 79 species caused an estimated $97 billion in losses. Virtually every economic sector and area of the country is affected, with some of the biggest problems in the east....

Impact of Alternative Timber Management Policies on Availability of Forest Land in the Northeast

Treesearch

Owen W. Herrick

1977-01-01

Gaging the ability of the forest resource to satisfy future timber requirements is central to solving many problems arising from competition for use of forest land. In this study, production potentials of forest acreage in the Northeastern United States under management alternatives that range from extensive to intensive are weighed against several estimates of timber...

Intensive hardwood log bucker training using HW Buck dramatically improves value recovery

Treesearch

James B. Pickens; Aaron Everett; Scott Noble; John E. Baumgras; Philip A. Araman; Conrad Waniger; Al Steele

2006-01-01

It has long been recognized that inappropriate placement of crosscuts when manufacturing hardwood logs from harvested stems (log bucking) reduces the value of logs produced. Recent studies have estimated losses in the range from 28% to 38% in the lake states region. It has not, however, been clear how to correct the problem. Efforts to improve value recovery have...

The Children's Services Delivery System in California: Preliminary Report--Phase I.

ERIC Educational Resources Information Center

Commission on California State Government Organization and Economy, Sacramento.

Concerned because California now annually administers an estimated $5.9 billion in funding for children's services programs, the Little Hoover Commission initiated a study on the state's provision for children's services. This report, on Phase I of the study, identifies the extent of the problem in 23 findings and provides a plan of action in 15…

Efficiency versus bias: the role of distributional parameters in count contingent behaviour models

Treesearch

Joseph Englin; Arwin Pang; Thomas Holmes

2011-01-01

One of the challenges facing many applications of non-market valuations is to find data with enough variation in the variable(s) of interest to estimate econometrically their effects on the quantity demanded. A solution to this problem was the introduction of stated preference surveys. These surveys can introduce variation into variables where there is no natural...

The State of the World's Children, 1993. Summary.

ERIC Educational Resources Information Center

Grant, James P.

This document is a summary of a report that argues that despite all the problems of the post cold war world, the means are now at hand to end mass malnutrition, preventable disease, and widespread illiteracy among the world's children at an estimated cost of $25 billion per year in additional aid to developing nations. To give this cause priority,…

SIMPLE estimate of the free energy change due to aliphatic mutations: superior predictions based on first principles.

PubMed

Bueno, Marta; Camacho, Carlos J; Sancho, Javier

2007-09-01

The bioinformatics revolution of the last decade has been instrumental in the development of empirical potentials to quantitatively estimate protein interactions for modeling and design. Although computationally efficient, these potentials hide most of the relevant thermodynamics in 5-to-40 parameters that are fitted against a large experimental database. Here, we revisit this longstanding problem and show that a careful consideration of the change in hydrophobicity, electrostatics, and configurational entropy between the folded and unfolded state of aliphatic point mutations predicts 20-30% less false positives and yields more accurate predictions than any published empirical energy function. This significant improvement is achieved with essentially no free parameters, validating past theoretical and experimental efforts to understand the thermodynamics of protein folding. Our first principle analysis strongly suggests that both the solute-solute van der Waals interactions in the folded state and the electrostatics free energy change of exposed aliphatic mutations are almost completely compensated by similar interactions operating in the unfolded ensemble. Not surprisingly, the problem of properly accounting for the solvent contribution to the free energy of polar and charged group mutations, as well as of mutations that disrupt the protein backbone remains open. 2007 Wiley-Liss, Inc.

AEKF-SLAM: A New Algorithm for Robotic Underwater Navigation

PubMed Central

Yuan, Xin; Martínez-Ortega, José-Fernán; Fernández, José Antonio Sánchez; Eckert, Martina

2017-01-01

In this work, we focus on key topics related to underwater Simultaneous Localization and Mapping (SLAM) applications. Moreover, a detailed review of major studies in the literature and our proposed solutions for addressing the problem are presented. The main goal of this paper is the enhancement of the accuracy and robustness of the SLAM-based navigation problem for underwater robotics with low computational costs. Therefore, we present a new method called AEKF-SLAM that employs an Augmented Extended Kalman Filter (AEKF)-based SLAM algorithm. The AEKF-based SLAM approach stores the robot poses and map landmarks in a single state vector, while estimating the state parameters via a recursive and iterative estimation-update process. Hereby, the prediction and update state (which exist as well in the conventional EKF) are complemented by a newly proposed augmentation stage. Applied to underwater robot navigation, the AEKF-SLAM has been compared with the classic and popular FastSLAM 2.0 algorithm. Concerning the dense loop mapping and line mapping experiments, it shows much better performances in map management with respect to landmark addition and removal, which avoid the long-term accumulation of errors and clutters in the created map. Additionally, the underwater robot achieves more precise and efficient self-localization and a mapping of the surrounding landmarks with much lower processing times. Altogether, the presented AEKF-SLAM method achieves reliably map revisiting, and consistent map upgrading on loop closure. PMID:28531135

Use of Landsat data to predict the trophic state of Minnesota lakes

NASA Technical Reports Server (NTRS)

Lillesand, T. M.; Johnson, W. L.; Deuell, R. L.; Lindstrom, O. M.; Meisner, D. E.

1983-01-01

Near-concurrent Landsat Multispectral Scanner (MSS) and ground data were obtained for 60 lakes distributed in two Landsat scene areas. The ground data included measurement of secchi disk depth, chlorophyll-a, total phosphorous, turbidity, color, and total nitrogen, as well as Carlson Trophic State Index (TSI) values derived from the first three parameters. The Landsat data best correlated with the TSI values. Prediction models were developed to classify some 100 'test' lakes appearing in the two analysis scenes on the basis of TSI estimates. Clouds, wind, poor image data, small lake size, and shallow lake depth caused some problems in lake TSI prediction. Overall, however, the Landsat-predicted TSI estimates were judged to be very reliable for the secchi-derived TSI estimation, moderately reliable for prediction of the chlorophyll-a TSI, and unreliable for the phosphorous value. Numerous Landsat data extraction procedures were compared, and the success of the Landsat TSI prediction models was a strong function of the procedure employed.

Finite dimensional approximation of a class of constrained nonlinear optimal control problems

NASA Technical Reports Server (NTRS)

Gunzburger, Max D.; Hou, L. S.

1994-01-01

An abstract framework for the analysis and approximation of a class of nonlinear optimal control and optimization problems is constructed. Nonlinearities occur in both the objective functional and in the constraints. The framework includes an abstract nonlinear optimization problem posed on infinite dimensional spaces, and approximate problem posed on finite dimensional spaces, together with a number of hypotheses concerning the two problems. The framework is used to show that optimal solutions exist, to show that Lagrange multipliers may be used to enforce the constraints, to derive an optimality system from which optimal states and controls may be deduced, and to derive existence results and error estimates for solutions of the approximate problem. The abstract framework and the results derived from that framework are then applied to three concrete control or optimization problems and their approximation by finite element methods. The first involves the von Karman plate equations of nonlinear elasticity, the second, the Ginzburg-Landau equations of superconductivity, and the third, the Navier-Stokes equations for incompressible, viscous flows.

A Self-Tuning Kalman Filter for Autonomous Spacecraft Navigation

NASA Technical Reports Server (NTRS)

Truong, Son H.

1998-01-01

Most navigation systems currently operated by NASA are ground-based, and require extensive support to produce accurate results. Recently developed systems that use Kalman Filter and Global Positioning System (GPS) data for orbit determination greatly reduce dependency on ground support, and have potential to provide significant economies for NASA spacecraft navigation. Current techniques of Kalman filtering, however, still rely on manual tuning from analysts, and cannot help in optimizing autonomy without compromising accuracy and performance. This paper presents an approach to produce a high accuracy autonomous navigation system fully integrated with the flight system. The resulting system performs real-time state estimation by using an Extended Kalman Filter (EKF) implemented with high-fidelity state dynamics model, as does the GPS Enhanced Orbit Determination Experiment (GEODE) system developed by the NASA Goddard Space Flight Center. Augmented to the EKF is a sophisticated neural-fuzzy system, which combines the explicit knowledge representation of fuzzy logic with the learning power of neural networks. The fuzzy-neural system performs most of the self-tuning capability and helps the navigation system recover from estimation errors. The core requirement is a method of state estimation that handles uncertainties robustly, capable of identifying estimation problems, flexible enough to make decisions and adjustments to recover from these problems, and compact enough to run on flight hardware. The resulting system can be extended to support geosynchronous spacecraft and high-eccentricity orbits. Mathematical methodology, systems and operations concepts, and implementation of a system prototype are presented in this paper. Results from the use of the prototype to evaluate optimal control algorithms implemented are discussed. Test data and major control issues (e.g., how to define specific roles for fuzzy logic to support the self-learning capability) are also discussed. In addition, architecture of a complete end-to-end candidate flight system that provides navigation with highly autonomous control using data from GPS is presented.

Semigroup theory and numerical approximation for equations in linear viscoelasticity

NASA Technical Reports Server (NTRS)

Fabiano, R. H.; Ito, K.

1990-01-01

A class of abstract integrodifferential equations used to model linear viscoelastic beams is investigated analytically, applying a Hilbert-space approach. The basic equation is rewritten as a Cauchy problem, and its well-posedness is demonstrated. Finite-dimensional subspaces of the state space and an estimate of the state operator are obtained; approximation schemes for the equations are constructed; and the convergence is proved using the Trotter-Kato theorem of linear semigroup theory. The actual convergence behavior of different approximations is demonstrated in numerical computations, and the results are presented in tables.

New method for propagating the square root covariance matrix in triangular form. [using Kalman-Bucy filter

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.

Who pays for agricultural injury care?

PubMed

Costich, Julia

2010-01-01

Analysis of 295 agricultural injury hospitalizations in a single state's hospital discharge database found that workers' compensation covered only 5% of the inpatient stays. Other sources were commercial health insurance (47%), Medicare (31%), and Medicaid (7%); 9% were uninsured. Estimated mean hospital and physician payments (not costs or charges) were $12,056 per hospitalization. Nearly one sixth (16%) of hospitalizations were either unreimbursed or covered by Medicaid, indicating a substantial cost-shift to public funding sources. Problems in characterizing agricultural injuries and states' exceptions to workers' compensation coverage mandates point to the need for comprehensive health coverage.

Selection of the Australian indicator region

NASA Technical Reports Server (NTRS)

Reed, C. R. (Principal Investigator)

1981-01-01

Each Australian state was examined for the availability of LANDSAT data, area, yield, and production characteristics, statistics, crop calendars, and other ancillary data. Agrophysical conditions that could influence labeling and classification accuracies were identified in connection with the highest producing states as determined from available Australian crop statistics. Based primarily on these production statistics, Western Australia and New South Wales were selected as the wheat indicator region for Australia. The general characteristics of wheat in the indicator region, with potential problems anticipated for proportion estimation are considered. The varieties of wheat, the diseases and pests common to New South Wales, and the wheat growing regions of both states are examined.

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

PubMed

Wu, Hulin; Xue, Hongqi; Kumar, Arun

2012-06-01

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

The contribution of viral hepatitis to the burden of chronic liver disease in the United States.

PubMed

Roberts, Henry W; Utuama, Ovie A; Klevens, Monina; Teshale, Eyasu; Hughes, Elizabeth; Jiles, Ruth

2014-03-01

Chronic liver disease (CLD) is increasingly recognized as a major public health problem. However, in the United States, there are few nationally representative data on the contribution of viral hepatitis as an etiology of CLD. We applied a previously used International Classification of Diseases, Ninth Revision, Clinical Modification-based definition of CLD cases to the National Ambulatory Medical Care Survey and National Hospital Ambulatory Medical Care Survey databases for 2006-2010. We estimated the mean number of CLD visits per year, prevalence ratio of visits by patient characteristics, and the percentage of CLD visits attributed to viral hepatitis and other selected etiologies. An estimated 6.0 billion ambulatory care visits occurred in the United States from 2006 to 2010, of which an estimated 25.8 million (0.43%) were CLD-related. Among adults aged 45-64 years, Medicaid and Medicare recipients were 3.9 (prevalence ratio (PR)=3.9, 95% confidence limit (CL; 2.8, 5.4)) and 2.3 (PR=2.3, 95% CL (1.6, 3.4)) times more likely to have a CLD-related ambulatory visit than those with private insurance, respectively. In the United States, from 2006 to 2010, an estimated 49.6% of all CLD-related ambulatory visits were attributed solely to viral hepatitis B and C diagnoses. In this unique application of health-care utilization data, we confirm that viral hepatitis is an important etiology of CLD in the United States, with hepatitis B and C contributing approximately one-half of the CLD burden. CLD ambulatory visits in the United States disproportionately occur among adults, aged 45-64 years, who are primarily minorities, men, and Medicare or Medicaid recipients.

Classification with asymmetric label noise: Consistency and maximal denoising

DOE PAGES

Blanchard, Gilles; Flaska, Marek; Handy, Gregory; ...

2016-09-20

In many real-world classification problems, the labels of training examples are randomly corrupted. Most previous theoretical work on classification with label noise assumes that the two classes are separable, that the label noise is independent of the true class label, or that the noise proportions for each class are known. In this work, we give conditions that are necessary and sufficient for the true class-conditional distributions to be identifiable. These conditions are weaker than those analyzed previously, and allow for the classes to be nonseparable and the noise levels to be asymmetric and unknown. The conditions essentially state that amore » majority of the observed labels are correct and that the true class-conditional distributions are “mutually irreducible,” a concept we introduce that limits the similarity of the two distributions. For any label noise problem, there is a unique pair of true class-conditional distributions satisfying the proposed conditions, and we argue that this pair corresponds in a certain sense to maximal denoising of the observed distributions. Our results are facilitated by a connection to “mixture proportion estimation,” which is the problem of estimating the maximal proportion of one distribution that is present in another. We establish a novel rate of convergence result for mixture proportion estimation, and apply this to obtain consistency of a discrimination rule based on surrogate loss minimization. Experimental results on benchmark data and a nuclear particle classification problem demonstrate the efficacy of our approach. MSC 2010 subject classifications: Primary 62H30; secondary 68T10. Keywords and phrases: Classification, label noise, mixture proportion estimation, surrogate loss, consistency.« less

Classification with asymmetric label noise: Consistency and maximal denoising

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

Blanchard, Gilles; Flaska, Marek; Handy, Gregory

In many real-world classification problems, the labels of training examples are randomly corrupted. Most previous theoretical work on classification with label noise assumes that the two classes are separable, that the label noise is independent of the true class label, or that the noise proportions for each class are known. In this work, we give conditions that are necessary and sufficient for the true class-conditional distributions to be identifiable. These conditions are weaker than those analyzed previously, and allow for the classes to be nonseparable and the noise levels to be asymmetric and unknown. The conditions essentially state that amore » majority of the observed labels are correct and that the true class-conditional distributions are “mutually irreducible,” a concept we introduce that limits the similarity of the two distributions. For any label noise problem, there is a unique pair of true class-conditional distributions satisfying the proposed conditions, and we argue that this pair corresponds in a certain sense to maximal denoising of the observed distributions. Our results are facilitated by a connection to “mixture proportion estimation,” which is the problem of estimating the maximal proportion of one distribution that is present in another. We establish a novel rate of convergence result for mixture proportion estimation, and apply this to obtain consistency of a discrimination rule based on surrogate loss minimization. Experimental results on benchmark data and a nuclear particle classification problem demonstrate the efficacy of our approach. MSC 2010 subject classifications: Primary 62H30; secondary 68T10. Keywords and phrases: Classification, label noise, mixture proportion estimation, surrogate loss, consistency.« less

Ground-water models as a management tool in Florida

USGS Publications Warehouse

Hutchinson, C.B.

1984-01-01

Highly sophisticated computer models provide powerful tools for analyzing historic data and for simulating future water levels, water movement, and water chemistry under stressed conditions throughout the ground-water system in Florida. Models that simulate the movement of heat and subsidence of land in response to aquifer pumping also have potential for application to hydrologic problems in the State. Florida, with 20 ground-water modeling studies reported since 1972, has applied computer modeling techniques to a variety of water-resources problems. Models in Florida generally have been used to provide insight to problems of water supply, contamination, and impact on the environment. The model applications range from site-specific studies, such as estimating contamination by wastewater injection at St. Petersburg, to a regional model of the entire State that may be used to assess broad-scale environmental impact of water-resources development. Recently, groundwater models have been used as management tools by the State regulatory authority to permit or deny development of water resources. As modeling precision, knowledge, and confidence increase, the use of ground-water models will shift more and more toward regulation of development and enforcement of environmental laws. (USGS)

Sensor placement algorithm development to maximize the efficiency of acid gas removal unit for integrated gasifiction combined sycle (IGCC) power plant with CO2 capture

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

Paul, P.; Bhattacharyya, D.; Turton, R.

2012-01-01

Future integrated gasification combined cycle (IGCC) power plants with CO{sub 2} capture will face stricter operational and environmental constraints. Accurate values of relevant states/outputs/disturbances are needed to satisfy these constraints and to maximize the operational efficiency. Unfortunately, a number of these process variables cannot be measured while a number of them can be measured, but have low precision, reliability, or signal-to-noise ratio. In this work, a sensor placement (SP) algorithm is developed for optimal selection of sensor location, number, and type that can maximize the plant efficiency and result in a desired precision of the relevant measured/unmeasured states. In thismore » work, an SP algorithm is developed for an selective, dual-stage Selexol-based acid gas removal (AGR) unit for an IGCC plant with pre-combustion CO{sub 2} capture. A comprehensive nonlinear dynamic model of the AGR unit is developed in Aspen Plus Dynamics® (APD) and used to generate a linear state-space model that is used in the SP algorithm. The SP algorithm is developed with the assumption that an optimal Kalman filter will be implemented in the plant for state and disturbance estimation. The algorithm is developed assuming steady-state Kalman filtering and steady-state operation of the plant. The control system is considered to operate based on the estimated states and thereby, captures the effects of the SP algorithm on the overall plant efficiency. The optimization problem is solved by Genetic Algorithm (GA) considering both linear and nonlinear equality and inequality constraints. Due to the very large number of candidate sets available for sensor placement and because of the long time that it takes to solve the constrained optimization problem that includes more than 1000 states, solution of this problem is computationally expensive. For reducing the computation time, parallel computing is performed using the Distributed Computing Server (DCS®) and the Parallel Computing® toolbox from Mathworks®. In this presentation, we will share our experience in setting up parallel computing using GA in the MATLAB® environment and present the overall approach for achieving higher computational efficiency in this framework.« less

Sensor placement algorithm development to maximize the efficiency of acid gas removal unit for integrated gasification combined cycle (IGCC) power plant with CO{sub 2} capture

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

Paul, P.; Bhattacharyya, D.; Turton, R.

2012-01-01

Future integrated gasification combined cycle (IGCC) power plants with CO{sub 2} capture will face stricter operational and environmental constraints. Accurate values of relevant states/outputs/disturbances are needed to satisfy these constraints and to maximize the operational efficiency. Unfortunately, a number of these process variables cannot be measured while a number of them can be measured, but have low precision, reliability, or signal-to-noise ratio. In this work, a sensor placement (SP) algorithm is developed for optimal selection of sensor location, number, and type that can maximize the plant efficiency and result in a desired precision of the relevant measured/unmeasured states. In thismore » work, an SP algorithm is developed for an selective, dual-stage Selexol-based acid gas removal (AGR) unit for an IGCC plant with pre-combustion CO{sub 2} capture. A comprehensive nonlinear dynamic model of the AGR unit is developed in Aspen Plus Dynamics® (APD) and used to generate a linear state-space model that is used in the SP algorithm. The SP algorithm is developed with the assumption that an optimal Kalman filter will be implemented in the plant for state and disturbance estimation. The algorithm is developed assuming steady-state Kalman filtering and steady-state operation of the plant. The control system is considered to operate based on the estimated states and thereby, captures the effects of the SP algorithm on the overall plant efficiency. The optimization problem is solved by Genetic Algorithm (GA) considering both linear and nonlinear equality and inequality constraints. Due to the very large number of candidate sets available for sensor placement and because of the long time that it takes to solve the constrained optimization problem that includes more than 1000 states, solution of this problem is computationally expensive. For reducing the computation time, parallel computing is performed using the Distributed Computing Server (DCS®) and the Parallel Computing® toolbox from Mathworks®. In this presentation, we will share our experience in setting up parallel computing using GA in the MATLAB® environment and present the overall approach for achieving higher computational efficiency in this framework.« less

Quantized Iterative Learning Consensus Tracking of Digital Networks With Limited Information Communication.

PubMed

Xiong, Wenjun; Yu, Xinghuo; Chen, Yao; Gao, Jie

2017-06-01

This brief investigates the quantized iterative learning problem for digital networks with time-varying topologies. The information is first encoded as symbolic data and then transmitted. After the data are received, a decoder is used by the receiver to get an estimate of the sender's state. Iterative learning quantized communication is considered in the process of encoding and decoding. A sufficient condition is then presented to achieve the consensus tracking problem in a finite interval using the quantized iterative learning controllers. Finally, simulation results are given to illustrate the usefulness of the developed criterion.

A comparison of reduced-order modelling techniques for application in hyperthermia control and estimation.

PubMed

Bailey, E A; Dutton, A W; Mattingly, M; Devasia, S; Roemer, R B

1998-01-01

Reduced-order modelling techniques can make important contributions in the control and state estimation of large systems. In hyperthermia, reduced-order modelling can provide a useful tool by which a large thermal model can be reduced to the most significant subset of its full-order modes, making real-time control and estimation possible. Two such reduction methods, one based on modal decomposition and the other on balanced realization, are compared in the context of simulated hyperthermia heat transfer problems. The results show that the modal decomposition reduction method has three significant advantages over that of balanced realization. First, modal decomposition reduced models result in less error, when compared to the full-order model, than balanced realization reduced models of similar order in problems with low or moderate advective heat transfer. Second, because the balanced realization based methods require a priori knowledge of the sensor and actuator placements, the reduced-order model is not robust to changes in sensor or actuator locations, a limitation not present in modal decomposition. Third, the modal decomposition transformation is less demanding computationally. On the other hand, in thermal problems dominated by advective heat transfer, numerical instabilities make modal decomposition based reduction problematic. Modal decomposition methods are therefore recommended for reduction of models in which advection is not dominant and research continues into methods to render balanced realization based reduction more suitable for real-time clinical hyperthermia control and estimation.

Learning of state-space models with highly informative observations: A tempered sequential Monte Carlo solution

NASA Astrophysics Data System (ADS)

Svensson, Andreas; Schön, Thomas B.; Lindsten, Fredrik

2018-05-01

Probabilistic (or Bayesian) modeling and learning offers interesting possibilities for systematic representation of uncertainty using probability theory. However, probabilistic learning often leads to computationally challenging problems. Some problems of this type that were previously intractable can now be solved on standard personal computers thanks to recent advances in Monte Carlo methods. In particular, for learning of unknown parameters in nonlinear state-space models, methods based on the particle filter (a Monte Carlo method) have proven very useful. A notoriously challenging problem, however, still occurs when the observations in the state-space model are highly informative, i.e. when there is very little or no measurement noise present, relative to the amount of process noise. The particle filter will then struggle in estimating one of the basic components for probabilistic learning, namely the likelihood p (data | parameters). To this end we suggest an algorithm which initially assumes that there is substantial amount of artificial measurement noise present. The variance of this noise is sequentially decreased in an adaptive fashion such that we, in the end, recover the original problem or possibly a very close approximation of it. The main component in our algorithm is a sequential Monte Carlo (SMC) sampler, which gives our proposed method a clear resemblance to the SMC2 method. Another natural link is also made to the ideas underlying the approximate Bayesian computation (ABC). We illustrate it with numerical examples, and in particular show promising results for a challenging Wiener-Hammerstein benchmark problem.

Decomposition Technique for Remaining Useful Life Prediction

NASA Technical Reports Server (NTRS)

Saha, Bhaskar (Inventor); Goebel, Kai F. (Inventor); Saxena, Abhinav (Inventor); Celaya, Jose R. (Inventor)

2014-01-01

The prognostic tool disclosed here decomposes the problem of estimating the remaining useful life (RUL) of a component or sub-system into two separate regression problems: the feature-to-damage mapping and the operational conditions-to-damage-rate mapping. These maps are initially generated in off-line mode. One or more regression algorithms are used to generate each of these maps from measurements (and features derived from these), operational conditions, and ground truth information. This decomposition technique allows for the explicit quantification and management of different sources of uncertainty present in the process. Next, the maps are used in an on-line mode where run-time data (sensor measurements and operational conditions) are used in conjunction with the maps generated in off-line mode to estimate both current damage state as well as future damage accumulation. Remaining life is computed by subtracting the instance when the extrapolated damage reaches the failure threshold from the instance when the prediction is made.

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

NASA Astrophysics Data System (ADS)

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

2010-10-01

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

Local neighborhood transition probability estimation and its use in contextual classification

NASA Technical Reports Server (NTRS)

Chittineni, C. B.

1979-01-01

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

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

NASA Technical Reports Server (NTRS)

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

2012-01-01

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

Joint reconstruction of multiview compressed images.

PubMed

Thirumalai, Vijayaraghavan; Frossard, Pascal

2013-05-01

Distributed representation of correlated multiview images is an important problem that arises in vision sensor networks. This paper concentrates on the joint reconstruction problem where the distributively compressed images are decoded together in order to take benefit from the image correlation. We consider a scenario where the images captured at different viewpoints are encoded independently using common coding solutions (e.g., JPEG) with a balanced rate distribution among different cameras. A central decoder first estimates the inter-view image correlation from the independently compressed data. The joint reconstruction is then cast as a constrained convex optimization problem that reconstructs total-variation (TV) smooth images, which comply with the estimated correlation model. At the same time, we add constraints that force the reconstructed images to be as close as possible to their compressed versions. We show through experiments that the proposed joint reconstruction scheme outperforms independent reconstruction in terms of image quality, for a given target bit rate. In addition, the decoding performance of our algorithm compares advantageously to state-of-the-art distributed coding schemes based on motion learning and on the DISCOVER algorithm.

PILA: Sub-Meter Localization Using CSI from Commodity Wi-Fi Devices

PubMed Central

Tian, Zengshan; Li, Ze; Zhou, Mu; Jin, Yue; Wu, Zipeng

2016-01-01

The aim of this paper is to present a new indoor localization approach by employing the Angle-of-arrival (AOA) and Received Signal Strength (RSS) measurements in Wi-Fi network. To achieve this goal, we first collect the Channel State Information (CSI) by using the commodity Wi-Fi devices with our designed three antennas to estimate the AOA of Wi-Fi signal. Second, we propose a direct path identification algorithm to obtain the direct signal path for the sake of reducing the interference of multipath effect on the AOA estimation. Third, we construct a new objective function to solve the localization problem by integrating the AOA and RSS information. Although the localization problem is non-convex, we use the Second-order Cone Programming (SOCP) relaxation approach to transform it into a convex problem. Finally, the effectiveness of our approach is verified based on the prototype implementation by using the commodity Wi-Fi devices. The experimental results show that our approach can achieve the median error 0.7 m in the actual indoor environment. PMID:27735879

PILA: Sub-Meter Localization Using CSI from Commodity Wi-Fi Devices.

PubMed

Tian, Zengshan; Li, Ze; Zhou, Mu; Jin, Yue; Wu, Zipeng

2016-10-10

The aim of this paper is to present a new indoor localization approach by employing the Angle-of-arrival (AOA) and Received Signal Strength (RSS) measurements in Wi-Fi network. To achieve this goal, we first collect the Channel State Information (CSI) by using the commodity Wi-Fi devices with our designed three antennas to estimate the AOA of Wi-Fi signal. Second, we propose a direct path identification algorithm to obtain the direct signal path for the sake of reducing the interference of multipath effect on the AOA estimation. Third, we construct a new objective function to solve the localization problem by integrating the AOA and RSS information. Although the localization problem is non-convex, we use the Second-order Cone Programming (SOCP) relaxation approach to transform it into a convex problem. Finally, the effectiveness of our approach is verified based on the prototype implementation by using the commodity Wi-Fi devices. The experimental results show that our approach can achieve the median error 0.7 m in the actual indoor environment.

Estimating the state of a geophysical system with sparse observations: time delay methods to achieve accurate initial states for prediction

NASA Astrophysics Data System (ADS)

An, Zhe; Rey, Daniel; Ye, Jingxin; Abarbanel, Henry D. I.

2017-01-01

The problem of forecasting the behavior of a complex dynamical system through analysis of observational time-series data becomes difficult when the system expresses chaotic behavior and the measurements are sparse, in both space and/or time. Despite the fact that this situation is quite typical across many fields, including numerical weather prediction, the issue of whether the available observations are "sufficient" for generating successful forecasts is still not well understood. An analysis by Whartenby et al. (2013) found that in the context of the nonlinear shallow water equations on a β plane, standard nudging techniques require observing approximately 70 % of the full set of state variables. Here we examine the same system using a method introduced by Rey et al. (2014a), which generalizes standard nudging methods to utilize time delayed measurements. We show that in certain circumstances, it provides a sizable reduction in the number of observations required to construct accurate estimates and high-quality predictions. In particular, we find that this estimate of 70 % can be reduced to about 33 % using time delays, and even further if Lagrangian drifter locations are also used as measurements.

IMM estimator with out-of-sequence measurements

NASA Astrophysics Data System (ADS)

Bar-Shalom, Yaakov; Chen, Huimin

2004-08-01

In multisensor tracking systems that operate in a centralized information processing architecture, measurements from the same target obtained by different sensors can arrive at the processing center out of sequence. In order to avoid either a delay in the output or the need for reordering and reprocessing an entire sequence of measurements, such measurements have to be processed as out-of-sequence measurements (OOSM). Recent work developed procedures for incorporating OOSMs into a Kalman filter (KF). Since the state of the art tracker for real (maneuvering) targets is the Interacting Multiple Model (IMM) estimator, this paper presents the algorithm for incorporating OOSMs into an IMM estimator. Both data association and estimation are considered. Simulation results are presented for two realistic problems using measurements from two airborne GMTI sensors. It is shown that the proposed algorithm for incorporating OOSMs into an IMM estimator yields practically the same performance as the reordering and in-sequence reprocessing of the measurements.

On the ambiguity of conformational states: A B&S-LEUS simulation study of the helical conformations of decaalanine in water

NASA Astrophysics Data System (ADS)

Bieler, Noah S.; Hünenberger, Philippe H.

2015-04-01

Estimating the relative stabilities of different conformational states of a (bio-)molecule using molecular dynamics simulations involves two challenging problems: the conceptual problem of how to define the states of interest and the technical problem of how to properly sample these states, along with achieving a sufficient number of interconversion transitions. In this study, the two issues are addressed in the context of a decaalanine peptide in water, by considering the 310-, α-, and π-helical states. The simulations rely on the ball-and-stick local-elevation umbrella-sampling (B&S-LEUS) method. In this scheme, the states are defined as hyperspheres (balls) in a (possibly high dimensional) collective-coordinate space and connected by hypercylinders (sticks) to ensure transitions. A new object, the pipe, is also introduced here to handle curvilinear pathways. Optimal sampling within the so-defined space is ensured by confinement and (one-dimensional) memory-based biasing potentials associated with the three different kinds of objects. The simulation results are then analysed in terms of free energies using reweighting, possibly relying on two distinct sets of collective coordinates for the state definition and analysis. The four possible choices considered for these sets are Cartesian coordinates, hydrogen-bond distances, backbone dihedral angles, or pairwise sums of successive backbone dihedral angles. The results concerning decaalanine underline that the concept of conformational state may be extremely ambiguous, and that its tentative absolute definition as a free-energy basin remains subordinated to the choice of a specific analysis space. For example, within the force-field employed and depending on the analysis coordinates selected, the 310-helical state may refer to weakly overlapping collections of conformations, differing by as much as 25 kJ mol-1 in terms of free energy. As another example, the π-helical state appears to correspond to a free-energy basin for three choices of analysis coordinates, but to be unstable with the fourth one. The problem of conformational-state definition may become even more intricate when comparison with experiment is involved, where the state definition relies on spectroscopic or functional observables.

On the ambiguity of conformational states: A B&S-LEUS simulation study of the helical conformations of decaalanine in water.

PubMed

Bieler, Noah S; Hünenberger, Philippe H

2015-04-28

Estimating the relative stabilities of different conformational states of a (bio-)molecule using molecular dynamics simulations involves two challenging problems: the conceptual problem of how to define the states of interest and the technical problem of how to properly sample these states, along with achieving a sufficient number of interconversion transitions. In this study, the two issues are addressed in the context of a decaalanine peptide in water, by considering the 310-, α-, and π-helical states. The simulations rely on the ball-and-stick local-elevation umbrella-sampling (B&S-LEUS) method. In this scheme, the states are defined as hyperspheres (balls) in a (possibly high dimensional) collective-coordinate space and connected by hypercylinders (sticks) to ensure transitions. A new object, the pipe, is also introduced here to handle curvilinear pathways. Optimal sampling within the so-defined space is ensured by confinement and (one-dimensional) memory-based biasing potentials associated with the three different kinds of objects. The simulation results are then analysed in terms of free energies using reweighting, possibly relying on two distinct sets of collective coordinates for the state definition and analysis. The four possible choices considered for these sets are Cartesian coordinates, hydrogen-bond distances, backbone dihedral angles, or pairwise sums of successive backbone dihedral angles. The results concerning decaalanine underline that the concept of conformational state may be extremely ambiguous, and that its tentative absolute definition as a free-energy basin remains subordinated to the choice of a specific analysis space. For example, within the force-field employed and depending on the analysis coordinates selected, the 310-helical state may refer to weakly overlapping collections of conformations, differing by as much as 25 kJ mol(-1) in terms of free energy. As another example, the π-helical state appears to correspond to a free-energy basin for three choices of analysis coordinates, but to be unstable with the fourth one. The problem of conformational-state definition may become even more intricate when comparison with experiment is involved, where the state definition relies on spectroscopic or functional observables.

Assessment of Crop Damage by Protected Wild Mammalian Herbivores on the Western Boundary of Tadoba-Andhari Tiger Reserve (TATR), Central India

PubMed Central

Bayani, Abhijeet; Tiwade, Dilip; Dongre, Ashok; Dongre, Aravind P.; Phatak, Rasika; Watve, Milind

2016-01-01

Crop raiding by wild herbivores close to an area of protected wildlife is a serious problem that can potentially undermine conservation efforts. Since there is orders of magnitude difference between farmers’ perception of damage and the compensation given by the government, an objective and realistic estimate of damage was found essential. We employed four different approaches to estimate the extent of and patterns in crop damage by wild herbivores along the western boundary of Tadoba-Andhari Tiger Reserve in the state of Maharashtra, central India. These approaches highlight different aspects of the problem but converge on an estimated damage of over 50% for the fields adjacent to the forest, gradually reducing in intensity with distance. We found that the visual damage assessment method currently employed by the government for paying compensation to farmers was uncorrelated to and grossly underestimated actual damage. The findings necessitate a radical rethinking of policies to assess, mitigate as well as compensate for crop damage caused by protected wildlife species. PMID:27093293

Multiple Damage Progression Paths in Model-Based Prognostics

NASA Technical Reports Server (NTRS)

Daigle, Matthew; Goebel, Kai Frank

2011-01-01

Model-based prognostics approaches employ domain knowledge about a system, its components, and how they fail through the use of physics-based models. Component wear is driven by several different degradation phenomena, each resulting in their own damage progression path, overlapping to contribute to the overall degradation of the component. We develop a model-based prognostics methodology using particle filters, in which the problem of characterizing multiple damage progression paths is cast as a joint state-parameter estimation problem. The estimate is represented as a probability distribution, allowing the prediction of end of life and remaining useful life within a probabilistic framework that supports uncertainty management. We also develop a novel variance control mechanism that maintains an uncertainty bound around the hidden parameters to limit the amount of estimation uncertainty and, consequently, reduce prediction uncertainty. We construct a detailed physics-based model of a centrifugal pump, to which we apply our model-based prognostics algorithms. We illustrate the operation of the prognostic solution with a number of simulation-based experiments and demonstrate the performance of the chosen approach when multiple damage mechanisms are active

Stability of recursive out-of-sequence measurement filters: an open problem

NASA Astrophysics Data System (ADS)

Chen, Lingji; Moshtagh, Nima; Mehra, Raman K.

2011-06-01

In many applications where communication delays are present, measurements with earlier time stamps can arrive out-of-sequence, i.e., after state estimates have been obtained for the current time instant. To incorporate such an Out-Of-Sequence Measurement (OOSM), many algorithms have been proposed in the literature to obtain or approximate the optimal estimate that would have been obtained if the OOSM had arrived in-sequence. When OOSM occurs repeatedly, approximate estimations as a result of incorporating one OOSM have to serve as the basis for incorporating yet another OOSM. The question of whether the "approximation of approximation" is well behaved, i.e., whether approximation errors accumulate in a recursive setting, has not been adequately addressed in the literature. This paper draws attention to the stability question of recursive OOSM processing filters, formulates the problem in a specific setting, and presents some simulation results that suggest that such filters are indeed well-behaved. Our hope is that more research will be conducted in the future to rigorously establish stability properties of these filters.

SPReM: Sparse Projection Regression Model For High-dimensional Linear Regression *

PubMed Central

Sun, Qiang; Zhu, Hongtu; Liu, Yufeng; Ibrahim, Joseph G.

2014-01-01

The aim of this paper is to develop a sparse projection regression modeling (SPReM) framework to perform multivariate regression modeling with a large number of responses and a multivariate covariate of interest. We propose two novel heritability ratios to simultaneously perform dimension reduction, response selection, estimation, and testing, while explicitly accounting for correlations among multivariate responses. Our SPReM is devised to specifically address the low statistical power issue of many standard statistical approaches, such as the Hotelling’s T2 test statistic or a mass univariate analysis, for high-dimensional data. We formulate the estimation problem of SPREM as a novel sparse unit rank projection (SURP) problem and propose a fast optimization algorithm for SURP. Furthermore, we extend SURP to the sparse multi-rank projection (SMURP) by adopting a sequential SURP approximation. Theoretically, we have systematically investigated the convergence properties of SURP and the convergence rate of SURP estimates. Our simulation results and real data analysis have shown that SPReM out-performs other state-of-the-art methods. PMID:26527844

MATHEMATICS PANEL QUARTERLY PROGRESS REPORT FOR PERIOD ENDING JULY 31, 1952

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

Perry, C.L. ed.

1952-10-27

The background and status of the following projects of the Mathematics Panel are reported: test problems for the ORAC arithmetic units errors in matrix operations; basic studies in the Monte Carlo methods A Sturm-Liouville problems approximate steady-state solution of the equation of continuity; estimation of volume of lymph space; xradiation effects on respiration rates in grasshopper embnyos; temperature effects in irradiation experiments with yeast; LD/sub 50/ estimation for burros and swine exposed to gamma radiation; thermal-neutron penetration in tissues; kinetics of HBr-HBrO/sub 3/ reaction; isotope effect in reaction rate constants; experimental determination of diffusivity coefficientss Dirac wave equationss fitting amore » calibration curves beta decay (field factors); neutron decay theorys calculation of internal conversion coefficients with screening; estimation of alignment ratios; optimum allocation of counting times calculation of coincidence probabilities for a double-crystal detectors reactor inequalities; heat flow in long rectangular tubes; solving an equation by numerical methods; numerical integration; evalvation of a functions depigmentation of a biological dosimeter. (L.M.T.)« less

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

PubMed

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

2017-01-21

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

A New Understanding for the Rain Rate retrieval of Attenuating Radars Measurement

NASA Astrophysics Data System (ADS)

Koner, P.; Battaglia, A.; Simmer, C.

2009-04-01

The retrieval of rain rate from the attenuated radar (e.g. Cloud Profiling Radar on board of CloudSAT in orbit since June 2006) is a challenging problem. ĹEcuyer and Stephens [1] underlined this difficulty (for rain rates larger than 1.5 mm/h) and suggested the need of additional information (like path-integrated attenuations (PIA) derived from surface reference techniques or precipitation water path estimated from co-located passive microwave radiometer) to constrain the retrieval. It is generally discussed based on the optimal estimation theory that there are no solutions without constraining the problem in a case of visible attenuation because there is no enough information content to solve the problem. However, when the problem is constrained by the additional measurement of PIA, there is a reasonable solution. This raises the spontaneous question: Is all information enclosed in this additional measurement? This also contradicts with the information theory because one measurement can introduce only one degree of freedom in the retrieval. Why is one degree of freedom so important in the above problem? This question cannot be explained using the estimation and information theories of OEM. On the other hand, Koner and Drummond [2] argued that the OEM is basically a regularization method, where a-priori covariance is used as a stabilizer and the regularization strength is determined by the choices of the a-priori and error covariance matrices. The regularization is required for the reduction of the condition number of Jacobian, which drives the noise injection from the measurement and inversion spaces to the state space in an ill-posed inversion. In this work, the above mentioned question will be discussed based on the regularization theory, error mitigation and eigenvalue mathematics. References 1. L'Ecuyer TS and Stephens G. An estimation based precipitation retrieval algorithm for attenuating radar. J. Appl. Met., 2002, 41, 272-85. 2. Koner PK, Drummond JR. A comparison of regularization techniques for atmospheric trace gases retrievals. JQSRT 2008; 109:514-26.

Committee opinion no. 507: human trafficking.

PubMed

2011-09-01

Human trafficking is a widespread problem with estimates ranging from 14,000 to 50,000 individuals trafficked into the United States annually. This hidden population involves the commercial sex industry, agriculture, factories, hotel and restaurant businesses, domestic workers, marriage brokers, and some adoption firms. Because 80% of trafficked individuals are women and girls, women’s health care providers may better serve their diverse patient population by increasing their awareness of this problem. The exploitation of people of any race, gender, sexual orientation, or ethnicity is unacceptable at any time, in any place. The members of the American College of Obstetricians and Gynecologists should be aware of this problem and strive to recognize and assist their patients who are victims or who have been victims of human trafficking.

Generalized Centroid Estimators in Bioinformatics

PubMed Central

Hamada, Michiaki; Kiryu, Hisanori; Iwasaki, Wataru; Asai, Kiyoshi

2011-01-01

In a number of estimation problems in bioinformatics, accuracy measures of the target problem are usually given, and it is important to design estimators that are suitable to those accuracy measures. However, there is often a discrepancy between an employed estimator and a given accuracy measure of the problem. In this study, we introduce a general class of efficient estimators for estimation problems on high-dimensional binary spaces, which represent many fundamental problems in bioinformatics. Theoretical analysis reveals that the proposed estimators generally fit with commonly-used accuracy measures (e.g. sensitivity, PPV, MCC and F-score) as well as it can be computed efficiently in many cases, and cover a wide range of problems in bioinformatics from the viewpoint of the principle of maximum expected accuracy (MEA). It is also shown that some important algorithms in bioinformatics can be interpreted in a unified manner. Not only the concept presented in this paper gives a useful framework to design MEA-based estimators but also it is highly extendable and sheds new light on many problems in bioinformatics. PMID:21365017

Dynamic models for problems of species occurrence with multiple states

USGS Publications Warehouse

MacKenzie, D.I.; Nichols, J.D.; Seamans, M.E.; Gutierrez, R.J.

2009-01-01

Recent extensions of occupancy modeling have focused not only on the distribution of species over space, but also on additional state variables (e.g., reproducing or not, with or without disease organisms, relative abundance categories) that provide extra information about occupied sites. These biologist-driven extensions are characterized by ambiguity in both species presence and correct state classification, caused by imperfect detection. We first show the relationships between independently published approaches to the modeling of multistate occupancy. We then extend the pattern-based modeling to the case of sampling over multiple seasons or years in order to estimate state transition probabilities associated with system dynamics. The methodology and its potential for addressing relevant ecological questions are demonstrated using both maximum likelihood (occupancy and successful reproduction dynamics of California Spotted Owl) and Markov chain Monte Carlo estimation approaches (changes in relative abundance of green frogs in Maryland). Just as multistate capture?recapture modeling has revolutionized the study of individual marked animals, we believe that multistate occupancy modeling will dramatically increase our ability to address interesting questions about ecological processes underlying population-level dynamics.

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

PubMed

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

2006-01-01

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

First Principles Electronic Structure of Mn doped GaAs, GaP, and GaN Semiconductors

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

Schulthess, Thomas C; Temmerman, Walter M; Szotek, Zdzislawa

We present first-principles electronic structure calculations of Mn doped III-V semiconductors based on the local spin-density approximation (LSDA) as well as the self-interaction corrected local spin density method (SIC-LSD). We find that it is crucial to use a self-interaction free approach to properly describe the electronic ground state. The SIC-LSD calculations predict the proper electronic ground state configuration for Mn in GaAs, GaP, and GaN. Excellent quantitative agreement with experiment is found for magnetic moment and p-d exchange in (GaMn)As. These results allow us to validate commonly used models for magnetic semiconductors. Furthermore, we discuss the delicate problem of extractingmore » binding energies of localized levels from density functional theory calculations. We propose three approaches to take into account final state effects to estimate the binding energies of the Mn-d levels in GaAs. We find good agreement between computed values and estimates from photoemisison experiments.« less

Classification of Reactor Facility Operational State Using SPRT Methods with Radiation Sensor Networks

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

Ramirez Aviles, Camila A.; Rao, Nageswara S.

We consider the problem of inferring the operational state of a reactor facility by using measurements from a radiation sensor network, which is deployed around the facility’s ventilation stack. The radiation emissions from the stack decay with distance, and the corresponding measurements are inherently random with parameters determined by radiation intensity levels at the sensor locations. We fuse measurements from network sensors to estimate the intensity at the stack, and use this estimate in a one-sided Sequential Probability Ratio Test (SPRT) to infer the on/off state of the reactor facility. We demonstrate the superior performance of this method over conventionalmore » majority vote fusers and individual sensors using (i) test measurements from a network of NaI sensors, and (ii) emulated measurements using radioactive effluents collected at a reactor facility stack. We analytically quantify the performance improvements of individual sensors and their networks with adaptive thresholds over those with fixed ones, by using the packing number of the radiation intensity space.« less

Adaptive Resampling Particle Filters for GPS Carrier-Phase Navigation and Collision Avoidance System

NASA Astrophysics Data System (ADS)

Hwang, Soon Sik

This dissertation addresses three problems: 1) adaptive resampling technique (ART) for Particle Filters, 2) precise relative positioning using Global Positioning System (GPS) Carrier-Phase (CP) measurements applied to nonlinear integer resolution problem for GPS CP navigation using Particle Filters, and 3) collision detection system based on GPS CP broadcasts. First, Monte Carlo filters, called Particle Filters (PF), are widely used where the system is non-linear and non-Gaussian. In real-time applications, their estimation accuracies and efficiencies are significantly affected by the number of particles and the scheduling of relocating weights and samples, the so-called resampling step. In this dissertation, the appropriate number of particles is estimated adaptively such that the error of the sample mean and variance stay in bounds. These bounds are given by the confidence interval of a normal probability distribution for a multi-variate state. Two required number of samples maintaining the mean and variance error within the bounds are derived. The time of resampling is determined when the required sample number for the variance error crosses the required sample number for the mean error. Second, the PF using GPS CP measurements with adaptive resampling is applied to precise relative navigation between two GPS antennas. In order to make use of CP measurements for navigation, the unknown number of cycles between GPS antennas, the so called integer ambiguity, should be resolved. The PF is applied to this integer ambiguity resolution problem where the relative navigation states estimation involves nonlinear observations and nonlinear dynamics equation. Using the PF, the probability density function of the states is estimated by sampling from the position and velocity space and the integer ambiguities are resolved without using the usual hypothesis tests to search for the integer ambiguity. The ART manages the number of position samples and the frequency of the resampling step for real-time kinematics GPS navigation. The experimental results demonstrate the performance of the ART and the insensitivity of the proposed approach to GPS CP cycle-slips. Third, the GPS has great potential for the development of new collision avoidance systems and is being considered for the next generation Traffic alert and Collision Avoidance System (TCAS). The current TCAS equipment, is capable of broadcasting GPS code information to nearby airplanes, and also, the collision avoidance system using the navigation information based on GPS code has been studied by researchers. In this dissertation, the aircraft collision detection system using GPS CP information is addressed. The PF with position samples is employed for the CP based relative position estimation problem and the same algorithm can be used to determine the vehicle attitude if multiple GPS antennas are used. For a reliable and enhanced collision avoidance system, three dimensional trajectories are projected using the estimates of the relative position, velocity, and the attitude. It is shown that the performance of GPS CP based collision detecting algorithm meets the accuracy requirements for a precise approach of flight for auto landing with significantly less unnecessary collision false alarms and no miss alarms.

Smoothing-based compressed state Kalman filter for joint state-parameter estimation: Applications in reservoir characterization and CO2 storage monitoring

NASA Astrophysics Data System (ADS)

Li, Y. J.; Kokkinaki, Amalia; Darve, Eric F.; Kitanidis, Peter K.

2017-08-01

The operation of most engineered hydrogeological systems relies on simulating physical processes using numerical models with uncertain parameters and initial conditions. Predictions by such uncertain models can be greatly improved by Kalman-filter techniques that sequentially assimilate monitoring data. Each assimilation constitutes a nonlinear optimization, which is solved by linearizing an objective function about the model prediction and applying a linear correction to this prediction. However, if model parameters and initial conditions are uncertain, the optimization problem becomes strongly nonlinear and a linear correction may yield unphysical results. In this paper, we investigate the utility of one-step ahead smoothing, a variant of the traditional filtering process, to eliminate nonphysical results and reduce estimation artifacts caused by nonlinearities. We present the smoothing-based compressed state Kalman filter (sCSKF), an algorithm that combines one step ahead smoothing, in which current observations are used to correct the state and parameters one step back in time, with a nonensemble covariance compression scheme, that reduces the computational cost by efficiently exploring the high-dimensional state and parameter space. Numerical experiments show that when model parameters are uncertain and the states exhibit hyperbolic behavior with sharp fronts, as in CO2 storage applications, one-step ahead smoothing reduces overshooting errors and, by design, gives physically consistent state and parameter estimates. We compared sCSKF with commonly used data assimilation methods and showed that for the same computational cost, combining one step ahead smoothing and nonensemble compression is advantageous for real-time characterization and monitoring of large-scale hydrogeological systems with sharp moving fronts.

Fast state estimation subject to random data loss in discrete-time nonlinear stochastic systems

NASA Astrophysics Data System (ADS)

Mahdi Alavi, S. M.; Saif, Mehrdad

2013-12-01

This paper focuses on the design of the standard observer in discrete-time nonlinear stochastic systems subject to random data loss. By the assumption that the system response is incrementally bounded, two sufficient conditions are subsequently derived that guarantee exponential mean-square stability and fast convergence of the estimation error for the problem at hand. An efficient algorithm is also presented to obtain the observer gain. Finally, the proposed methodology is employed for monitoring the Continuous Stirred Tank Reactor (CSTR) via a wireless communication network. The effectiveness of the designed observer is extensively assessed by using an experimental tested-bed that has been fabricated for performance evaluation of the over wireless-network estimation techniques under realistic radio channel conditions.

Multi-frame partially saturated images blind deconvolution

NASA Astrophysics Data System (ADS)

Ye, Pengzhao; Feng, Huajun; Xu, Zhihai; Li, Qi; Chen, Yueting

2016-12-01

When blurred images have saturated or over-exposed pixels, conventional blind deconvolution approaches often fail to estimate accurate point spread function (PSF) and will introduce local ringing artifacts. In this paper, we propose a method to deal with the problem under the modified multi-frame blind deconvolution framework. First, in the kernel estimation step, a light streak detection scheme using multi-frame blurred images is incorporated into the regularization constraint. Second, we deal with image regions affected by the saturated pixels separately by modeling a weighted matrix during each multi-frame deconvolution iteration process. Both synthetic and real-world examples show that more accurate PSFs can be estimated and restored images have richer details and less negative effects compared to state of art methods.

Nonlinear Estimation of Discrete-Time Signals Under Random Observation Delay

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

Caballero-Aguila, R.; Jimenez-Lopez, J. D.; Hermoso-Carazo, A.

2008-11-06

This paper presents an approximation to the nonlinear least-squares estimation problem of discrete-time stochastic signals using nonlinear observations with additive white noise which can be randomly delayed by one sampling time. The observation delay is modelled by a sequence of independent Bernoulli random variables whose values, zero or one, indicate that the real observation arrives on time or it is delayed and, hence, the available measurement to estimate the signal is not up-to-date. Assuming that the state-space model generating the signal is unknown and only the covariance functions of the processes involved in the observation equation are ready for use,more » a filtering algorithm based on linear approximations of the real observations is proposed.« less

Error due to unresolved scales in estimation problems for atmospheric data assimilation

NASA Astrophysics Data System (ADS)

Janjic, Tijana

The error arising due to unresolved scales in data assimilation procedures is examined. The problem of estimating the projection of the state of a passive scalar undergoing advection at a sequence of times is considered. The projection belongs to a finite- dimensional function space and is defined on the continuum. Using the continuum projection of the state of a passive scalar, a mathematical definition is obtained for the error arising due to the presence, in the continuum system, of scales unresolved by the discrete dynamical model. This error affects the estimation procedure through point observations that include the unresolved scales. In this work, two approximate methods for taking into account the error due to unresolved scales and the resulting correlations are developed and employed in the estimation procedure. The resulting formulas resemble the Schmidt-Kalman filter and the usual discrete Kalman filter, respectively. For this reason, the newly developed filters are called the Schmidt-Kalman filter and the traditional filter. In order to test the assimilation methods, a two- dimensional advection model with nonstationary spectrum was developed for passive scalar transport in the atmosphere. An analytical solution on the sphere was found depicting the model dynamics evolution. Using this analytical solution the model error is avoided, and the error due to unresolved scales is the only error left in the estimation problem. It is demonstrated that the traditional and the Schmidt- Kalman filter work well provided the exact covariance function of the unresolved scales is known. However, this requirement is not satisfied in practice, and the covariance function must be modeled. The Schmidt-Kalman filter cannot be computed in practice without further approximations. Therefore, the traditional filter is better suited for practical use. Also, the traditional filter does not require modeling of the full covariance function of the unresolved scales, but only modeling of the covariance matrix obtained by evaluating the covariance function at the observation points. We first assumed that this covariance matrix is stationary and that the unresolved scales are not correlated between the observation points, i.e., the matrix is diagonal, and that the values along the diagonal are constant. Tests with these assumptions were unsuccessful, indicating that a more sophisticated model of the covariance is needed for assimilation of data with nonstationary spectrum. A new method for modeling the covariance matrix based on an extended set of modeling assumptions is proposed. First, it is assumed that the covariance matrix is diagonal, that is, that the unresolved scales are not correlated between the observation points. It is postulated that the values on the diagonal depend on a wavenumber that is characteristic for the unresolved part of the spectrum. It is further postulated that this characteristic wavenumber can be diagnosed from the observations and from the estimate of the projection of the state that is being estimated. It is demonstrated that the new method successfully overcomes previously encountered difficulties.

Quantifying entanglement properties of qudit mixed states with incomplete permutation symmetry

NASA Astrophysics Data System (ADS)

Barasiński, Artur; Nowotarski, Mateusz

2017-04-01

The characterization of entanglement properties in mixed states is important from both a theoretical and a practical point of view. While the estimation of entanglement of bipartite pure states is well established, for mixed states it is a considerably much harder task. The key elements of the mixed-state entanglement theory are given by the exact solutions which sometimes are possible for special states of high symmetry problems. In this paper, we present the exact investigation on the entanglement properties for a five-parameter family of highly symmetric two-qudit mixed states with equal but arbitrary finite local Hilbert space dimension. We achieve this by extensive analysis of various conditions of separability and the entanglement classification with respect to stochastic local operations and classical communication. Furthermore, our results can be used for an arbitrary state by proper application of the proposed twirling operator.

The Army and the Need for an Amphibious Capability

DTIC Science & Technology

2015-05-23

prevailing Army-Marine amphibious set-up was unsound because only the Army had both the means and the grasp of the problem to plan, prepare, and... The Army and the Need for an Amphibious Capability A Monograph by MAJ Joseph E. Malone United States Army...this collection of information is estimated to average 1 hour per response, including the time for reviewing instructions, searching existing data

Predicting the Future as Bayesian Inference: People Combine Prior Knowledge with Observations when Estimating Duration and Extent

ERIC Educational Resources Information Center

Griffiths, Thomas L.; Tenenbaum, Joshua B.

2011-01-01

Predicting the future is a basic problem that people have to solve every day and a component of planning, decision making, memory, and causal reasoning. In this article, we present 5 experiments testing a Bayesian model of predicting the duration or extent of phenomena from their current state. This Bayesian model indicates how people should…

Characteristics of ocean-reflected short radar pulses with application to altimetry and surface roughness determination

NASA Technical Reports Server (NTRS)

Miller, L. S.; Hayne, G. S.

1972-01-01

Current work related to geodetic altimetry is summarized. Special emphasis is placed on the effects of pulse length on both altimetry and sea-state estimation. Some discussion is also given of system tradeoff parameters and sea truth requirements to support scattering studies. The problem of analyzing signal characteristics and altimeter waveforms arising from rough surface backscattering is also considered.

Software sensors for bioprocesses.

PubMed

Bogaerts, Ph; Vande Wouwer, A

2003-10-01

State estimation is a significant problem in biotechnological processes, due to the general lack of hardware sensor measurements of the variables describing the process dynamics. The objective of this paper is to review a number of software sensor design methods, including extended Kalman filters, receding-horizon observers, asymptotic observers, and hybrid observers, which can be efficiently applied to bioprocesses. These several methods are illustrated with simulation and real-life case studies.