Panigrahi, Swapnesh; Ramachandran, Hema; Alouini, Mehdi
2016-01-01
The efficiency of using intensity modulated light for estimation of scattering properties of a turbid medium and for ballistic photon discrimination is theoretically quantified in this article. Using the diffusion model for modulated photon transport and considering a noisy quadrature demodulation scheme, the minimum-variance bounds on estimation of parameters of interest are analytically derived and analyzed. The existence of a variance-minimizing optimal modulation frequency is shown and its evolution with the properties of the intervening medium is derived and studied. Furthermore, a metric is defined to quantify the efficiency of ballistic photon filtering which may be sought when imaging through turbid media. The analytical derivation of this metric shows that the minimum modulation frequency required to attain significant ballistic discrimination depends only on the reduced scattering coefficient of the medium in a linear fashion for a highly scattering medium.
Panigrahi, Swapnesh; Fade, Julien; Ramachandran, Hema; Alouini, Mehdi
2016-07-11
The efficiency of using intensity modulated light for the estimation of scattering properties of a turbid medium and for ballistic photon discrimination is theoretically quantified in this article. Using the diffusion model for modulated photon transport and considering a noisy quadrature demodulation scheme, the minimum-variance bounds on estimation of parameters of interest are analytically derived and analyzed. The existence of a variance-minimizing optimal modulation frequency is shown and its evolution with the properties of the intervening medium is derived and studied. Furthermore, a metric is defined to quantify the efficiency of ballistic photon filtering which may be sought when imaging through turbid media. The analytical derivation of this metric shows that the minimum modulation frequency required to attain significant ballistic discrimination depends only on the reduced scattering coefficient of the medium in a linear fashion for a highly scattering medium.
DEFF Research Database (Denmark)
Sales-Cruz, Mauricio; Heitzig, Martina; Cameron, Ian;
2011-01-01
of optimisation techniques coupled with dynamic solution of the underlying model. Linear and nonlinear approaches to parameter estimation are investigated. There is also the application of maximum likelihood principles in the estimation of parameters, as well as the use of orthogonal collocation to generate a set...
Ballistic model to estimate microsprinkler droplet distribution
Directory of Open Access Journals (Sweden)
Conceição Marco Antônio Fonseca
2003-01-01
Full Text Available Experimental determination of microsprinkler droplets is difficult and time-consuming. This determination, however, could be achieved using ballistic models. The present study aimed to compare simulated and measured values of microsprinkler droplet diameters. Experimental measurements were made using the flour method, and simulations using a ballistic model adopted by the SIRIAS computational software. Drop diameters quantified in the experiment varied between 0.30 mm and 1.30 mm, while the simulated between 0.28 mm and 1.06 mm. The greatest differences between simulated and measured values were registered at the highest radial distance from the emitter. The model presented a performance classified as excellent for simulating microsprinkler drop distribution.
Ballistic parameters and trauma potential of pistol crossbows.
Frank, Matthias; Schikorr, Wolfgang; Tesch, Ralf; Werner, Ronald; Hanisch, Steffen; Peters, Dieter; Ekkernkamp, Axel; Bockholdt, Britta; Seifert, Julia
2013-07-01
Hand-held pistol crossbows, which are smaller versions of conventional crossbows, have recently increased in popularity. Similar to conventional crossbows, life threatening injuries due to bolts discharged from pistol crossbows are reported in forensic and traumatological literature. While the ballistic background of conventional crossbows is comprehensively investigated, there are no investigations on the characteristic ballistic parameters (draw force, potential energy, recurve factor, kinetic energy, and efficiency) of pistol crossbows. Two hand-held pistol crossbows (Barnett Commando and Mini Cross Bow, rated draw force 362.9 N or 80 lbs) were tested. The maximum draw force was investigated using a dynamic tensile testing machine (TIRAtest 2705, TIRA GmbH). The potential energy was determined graphically by polynomial regression as area under the force-draw curve. External ballistic parameters of the bolts discharged from pistol crossbows were measured using a redundant ballistic speed measurement system (Dual-BMC 21a and Dual-LS 1000, Werner Mehl Kurzzeitmesstechnik). The average maximum draw force was 190.3 and 175.6 N for the Barnett and Mini Cross Bow, respectively. The corresponding total energy expended was 10.7 and 11 J, respectively. The recurve factor was calculated to be 0.705 and 1.044, respectively. Average bolt velocity was measured 43 up to 52 m/s. The efficiency was calculated up to 0.94. To conclude, this work provides the pending ballistic data on this special subgroup of crossbows which operate on a remarkable low kinetic energy level. Furthermore, it demonstrates that the nominal draw force pretended in the sales brochure is grossly exaggerated.
Estimating Cosmological Parameter Covariance
Taylor, Andy
2014-01-01
We investigate the bias and error in estimates of the cosmological parameter covariance matrix, due to sampling or modelling the data covariance matrix, for likelihood width and peak scatter estimators. We show that these estimators do not coincide unless the data covariance is exactly known. For sampled data covariances, with Gaussian distributed data and parameters, the parameter covariance matrix estimated from the width of the likelihood has a Wishart distribution, from which we derive the mean and covariance. This mean is biased and we propose an unbiased estimator of the parameter covariance matrix. Comparing our analytic results to a numerical Wishart sampler of the data covariance matrix we find excellent agreement. An accurate ansatz for the mean parameter covariance for the peak scatter estimator is found, and we fit its covariance to our numerical analysis. The mean is again biased and we propose an unbiased estimator for the peak parameter covariance. For sampled data covariances the width estimat...
["Piggyback" shot: ballistic parameters of two simultaneously discharged airgun pellets].
Frank, Matthias; Schönekess, Holger C; Grossjohann, Rico; Ekkernkamp, Axel; Bockholdt, Britta
2014-01-01
Green and Good reported an uncommon case of homicide committed with an air rifle in 1982 (Am. J. Forensic Med. Pathol. 3: 361-365). The fatal wound was unusual in that two airgun pellets were loaded in so-called "piggyback" fashion into a single shot air rifle. Lack of further information on the ballistic characteristics of two airgun pellets as opposed to one conventionally loaded projectile led to this investigation. The mean kinetic energy (E) of the two pellets discharged in "piggyback" fashion was E = 3.6 J and E = 3.4 J, respectively. In comparison, average kinetic energy values of E = 12.5 J were calculated for conventionally discharged single diabolo pellets. Test shots into ballistic soap confirmed the findings of a single entrance wound as reported by Green and Good. While the ballistic background of pellets discharged in "piggyback" fashion could be clarified, the reason behind this mode of shooting remains unclear.
Optomechanical parameter estimation
Ang, Shan Zheng; Bowen, Warwick P; Tsang, Mankei
2013-01-01
We propose a statistical framework for the problem of parameter estimation from a noisy optomechanical system. The Cram\\'er-Rao lower bound on the estimation errors in the long-time limit is derived and compared with the errors of radiometer and expectation-maximization (EM) algorithms in the estimation of the force noise power. When applied to experimental data, the EM estimator is found to have the lowest error and follow the Cram\\'er-Rao bound most closely. With its ability to estimate most of the system parameters, the EM algorithm is envisioned to be useful for optomechanical sensing, atomic magnetometry, and classical or quantum system identification applications in general.
Parameter Estimation Through Ignorance
Du, Hailiang
2015-01-01
Dynamical modelling lies at the heart of our understanding of physical systems. Its role in science is deeper than mere operational forecasting, in that it allows us to evaluate the adequacy of the mathematical structure of our models. Despite the importance of model parameters, there is no general method of parameter estimation outside linear systems. A new relatively simple method of parameter estimation for nonlinear systems is presented, based on variations in the accuracy of probability forecasts. It is illustrated on the Logistic Map, the Henon Map and the 12-D Lorenz96 flow, and its ability to outperform linear least squares in these systems is explored at various noise levels and sampling rates. As expected, it is more effective when the forecast error distributions are non-Gaussian. The new method selects parameter values by minimizing a proper, local skill score for continuous probability forecasts as a function of the parameter values. This new approach is easier to implement in practice than alter...
Frank, Matthias; Franke, Ernst; Schönekess, Holger C; Jorczyk, Jörn; Bockholdt, Britta; Ekkernkamp, Axel
2012-03-01
Since their introduction in the 1950s in the construction and building trade, powder-actuated fastening tools (nail guns) are of forensic and traumatological importance. There are countless reports on both accidental and intentional injuries and fatalities caused by these tools in medical literature. While the ballistic parameters of so-called low-velocity fastening tools, where the expanding gases act on a captive piston that drives the fastener into the material, are well known, ballistic parameters of "high-velocity" tools, which operate like a firearm and release the energy of the propellant directly on the fastener, are unknown. Therefore, it was the aim of this work to investigate external ballistic parameters of cal. 9 and 6-mm fastening bolts discharged from four different direct-acting nail guns (Type Ideal, Record Piccolo S, Rapid Hammer R300, Titan Type 1). Average muzzle velocity ranged from 400 to 580 m/s, while average kinetic energy of the projectiles ranged from 385 to 547 J. Mean energy density of the projectiles ranged from 9 to 18 J/mm(2). To conclude, this work demonstrates that the muzzle velocity of direct-acting high-velocity tools is approximately five times higher than the muzzle velocity of piston-type tools. Hence, the much-cited comparison to the ballistic parameters of a cal. 22 handgun might be understated and a comparison to the widespread and well-known cal. 9 mm Luger might be more appropriate.
Revisiting Cosmological parameter estimation
Prasad, Jayanti
2014-01-01
Constraining theoretical models with measuring the parameters of those from cosmic microwave background (CMB) anisotropy data is one of the most active areas in cosmology. WMAP, Planck and other recent experiments have shown that the six parameters standard $\\Lambda$CDM cosmological model still best fits the data. Bayesian methods based on Markov-Chain Monte Carlo (MCMC) sampling have been playing leading role in parameter estimation from CMB data. In one of the recent studies \\cite{2012PhRvD..85l3008P} we have shown that particle swarm optimization (PSO) which is a population based search procedure can also be effectively used to find the cosmological parameters which are best fit to the WMAP seven year data. In the present work we show that PSO not only can find the best-fit point, it can also sample the parameter space quite effectively, to the extent that we can use the same analysis pipeline to process PSO sampled points which is used to process the points sampled by Markov Chains, and get consistent res...
Optimal State Estimation of Ballistic Trajectories with Angle-Only Measurements
1979-01-24
An iterative least square estimation algorithm is dervied and applied to the problem of state estimation of ballistic trajectories with angle-only... least square filter achieves the Cramer-Rao bound and it performs better than the extended Kalman filter when the sensor is on a free-falling platform
Estimation of ballistic block landing energy during 2014 Mount Ontake eruption
Tsunematsu, Kae; Ishimine, Yasuhiro; Kaneko, Takayuki; Yoshimoto, Mitsuhiro; Fujii, Toshitsugu; Yamaoka, Koshun
2016-05-01
The 2014 Mount Ontake eruption started just before noon on September 27, 2014. It killed 58 people, and five are still missing (as of January 1, 2016). The casualties were mainly caused by the impact of ballistic blocks around the summit area. It is necessary to know the magnitude of the block velocity and energy to construct a hazard map of ballistic projectiles and design effective shelters and mountain huts. The ejection velocities of the ballistic projectiles were estimated by comparing the observed distribution of the ballistic impact craters on the ground with simulated distributions of landing positions under various sets of conditions. A three-dimensional numerical multiparticle ballistic model adapted to account for topographic effect was used to estimate the ejection angles. From these simulations, we have obtained an ejection angle of γ = 20° from vertical to horizontal and α = 20° from north to east. With these ejection angle conditions, the ejection speed was estimated to be between 145 and 185 m/s for a previously obtained range of drag coefficients of 0.62-1.01. The order of magnitude of the mean landing energy obtained using our numerical simulation was 104 J.
Boost-Phase ballistic missile trajectory estimation with ground based radar
Institute of Scientific and Technical Information of China (English)
Tang Yuyan; Huang Peikang
2006-01-01
A conditional boost-phase trajectory estimation method based on ballistic missile (BM) information database and classification is developed to estimate and predict boos-phase BM trajectory. The main uncertain factors to describe BM dynamics equation are reduced to the control law of trajectory pitch angle in boost-phase. After the BM mass at the beginning of estimation, the BM attack angle and the modification of engine thrust denoting BM acceleration are modeled reasonably, the boost-phase BM trajectory estimation with ground based radar is well realized. The validity of this estimation method is testified by computer simulation with a typical example.
PARAMETER ESTIMATION OF EXPONENTIAL DISTRIBUTION
Institute of Scientific and Technical Information of China (English)
XU Haiyan; FEI Heliang
2005-01-01
Because of the importance of grouped data, many scholars have been devoted to the study of this kind of data. But, few documents have been concerned with the threshold parameter. In this paper, we assume that the threshold parameter is smaller than the first observing point. Then, on the basis of the two-parameter exponential distribution, the maximum likelihood estimations of both parameters are given, the sufficient and necessary conditions for their existence and uniqueness are argued, and the asymptotic properties of the estimations are also presented, according to which approximate confidence intervals of the parameters are derived. At the same time, the estimation of the parameters is generalized, and some methods are introduced to get explicit expressions of these generalized estimations. Also, a special case where the first failure time of the units is observed is considered.
Parameter estimation in food science.
Dolan, Kirk D; Mishra, Dharmendra K
2013-01-01
Modeling includes two distinct parts, the forward problem and the inverse problem. The forward problem-computing y(t) given known parameters-has received much attention, especially with the explosion of commercial simulation software. What is rarely made clear is that the forward results can be no better than the accuracy of the parameters. Therefore, the inverse problem-estimation of parameters given measured y(t)-is at least as important as the forward problem. However, in the food science literature there has been little attention paid to the accuracy of parameters. The purpose of this article is to summarize the state of the art of parameter estimation in food science, to review some of the common food science models used for parameter estimation (for microbial inactivation and growth, thermal properties, and kinetics), and to suggest a generic method to standardize parameter estimation, thereby making research results more useful. Scaled sensitivity coefficients are introduced and shown to be important in parameter identifiability. Sequential estimation and optimal experimental design are also reviewed as powerful parameter estimation methods that are beginning to be used in the food science literature.
Parameters estimation in quantum optics
D'Ariano, G M; Sacchi, M F; Paris, Matteo G. A.; Sacchi, Massimiliano F.
2000-01-01
We address several estimation problems in quantum optics by means of the maximum-likelihood principle. We consider Gaussian state estimation and the determination of the coupling parameters of quadratic Hamiltonians. Moreover, we analyze different schemes of phase-shift estimation. Finally, the absolute estimation of the quantum efficiency of both linear and avalanche photodetectors is studied. In all the considered applications, the Gaussian bound on statistical errors is attained with a few thousand data.
Influence of pellet seating on the external ballistic parameters of spring-piston air guns.
Werner, Ronald; Schultz, Benno; Frank, Matthias
2016-09-01
In firearm examiners' and forensic specialists' casework as well as in air gun proof testing, reliable measurement of the weapon's muzzle velocity is indispensable. While there are standardized and generally accepted procedures for testing the performance of air guns, the method of seating the diabolo pellets deeper into the breech of break barrel spring-piston air guns has not found its way into standardized test procedures. The influence of pellet seating on the external ballistic parameters was investigated using ten different break barrel spring-piston air guns. Test shots were performed with the diabolo pellets seated 2 mm deeper into the breech using a pellet seater. The results were then compared to reference shots with conventionally loaded diabolo pellets. Projectile velocity was measured with a high-precision redundant ballistic speed measurement system. In eight out of ten weapons, the muzzle energy increased significantly when the pellet seater was used. The average increase in kinetic energy was 31 % (range 9-96 %). To conclude, seating the pellet even slightly deeper into the breech of spring-piston air guns might significantly alter the muzzle energy. Therefore, it is strongly recommended that this effect is taken into account when accurate and reliable measurements of air gun muzzle velocity are necessary.
Pavier, Julien; Langlet, André; Eches, Nicolas; Prat, Nicolas; Bailly, Patrice; Jacquet, Jean-François
2015-07-01
The objective of the study is to better understand how blunt projectile ballistic parameters and material properties influence the events leading to injuries. The present work focuses on lateral thoracic impacts and follows an experimental approach. The projectiles are made with a soft foam nose assembled with a rigid rear plastic part. The dynamic properties of the foams were first determined using the Split Hopkinson Pressure Bar (SHPB) system. The impact forces on a rigid wall were then measured to provide reference load data. Lastly, shots were made on isolated thoraxes of porcine cadavers to investigate the response in the vicinity of the impact (wall displacements, rib accelerations and strains, rib fractures). Results show that the severity of the response appears to be mainly correlated with the impulse and with the pre-impact momentum.
Directory of Open Access Journals (Sweden)
S. N. Asthana
1991-10-01
Full Text Available This paper reports the influence of important process parameters, namely mixing time and batch size; on the mechanical properties and ballistics of nitramine-based advanced CMDB propellants. Considerable improvement to the tune of 67 per cent in tensile strength was observed at a mixing time increase of 60-135 min. Scaling up of batch size from 8 to 25 kg resulted in 30 per cent higher tensile strength. Recorded enhancement of burning rate was of the order of 8 per cent in both the sets of experiments. Ballistically modified composition revealed 11-12 per cent increase in burning rate at all the pressure ranges, on combined increase in mixing time (55 to 85 min and batch size(5-17kg. These findings are in line with those reported for composite and ballistically modified double-base propellants.
Estimating the shooting distance of a 9-mm Parabellum bullet via ballistic experiment.
Bresson, F; Franck, O
2009-11-20
We demonstrate here how the shooting distance of a 9-mm Parabellum FMJ bullet (115gr) has been estimated via shooting experiments. Such a bullet was found by investigators near a concrete wall, fairly distorted at its tip. The bullet carries no evidence of multiple impact and no evidence of ballistic impact on the wall has been reported. We estimated the impact velocity by comparing the questioned bullet with a set of comparison bullets hitting a wall (rigid target) with different velocities. The shooting distance was recovered from the impact velocity by studying the typical behavior of a manufactured 9 mm bullet weighting 115g (7.45g), shot in pistol or a sub-machine gun. The results demonstrated that the questioned bullet was a lost bullet. The shooting distance also helped the investigators, narrowing the range of the estimated positions of the shooter.
Parameter estimation and inverse problems
Aster, Richard C; Thurber, Clifford H
2005-01-01
Parameter Estimation and Inverse Problems primarily serves as a textbook for advanced undergraduate and introductory graduate courses. Class notes have been developed and reside on the World Wide Web for faciliting use and feedback by teaching colleagues. The authors'' treatment promotes an understanding of fundamental and practical issus associated with parameter fitting and inverse problems including basic theory of inverse problems, statistical issues, computational issues, and an understanding of how to analyze the success and limitations of solutions to these probles. The text is also a practical resource for general students and professional researchers, where techniques and concepts can be readily picked up on a chapter-by-chapter basis.Parameter Estimation and Inverse Problems is structured around a course at New Mexico Tech and is designed to be accessible to typical graduate students in the physical sciences who may not have an extensive mathematical background. It is accompanied by a Web site that...
Parameter Estimation Using VLA Data
Venter, Willem C.
The main objective of this dissertation is to extract parameters from multiple wavelength images, on a pixel-to-pixel basis, when the images are corrupted with noise and a point spread function. The data used are from the field of radio astronomy. The very large array (VLA) at Socorro in New Mexico was used to observe planetary nebula NGC 7027 at three different wavelengths, 2 cm, 6 cm and 20 cm. A temperature model, describing the temperature variation in the nebula as a function of optical depth, is postulated. Mathematical expressions for the brightness distribution (flux density) of the nebula, at the three observed wavelengths, are obtained. Using these three equations and the three data values available, one from the observed flux density map at each wavelength, it is possible to solve for two temperature parameters and one optical depth parameter at each pixel location. Due to the fact that the number of unknowns equal the number of equations available, estimation theory cannot be used to smooth any noise present in the data values. It was found that a direct solution of the three highly nonlinear flux density equations is very sensitive to noise in the data. Results obtained from solving for the three unknown parameters directly, as discussed above, were not physical realizable. This was partly due to the effect of incomplete sampling at the time when the data were gathered and to noise in the system. The application of rigorous digital parameter estimation techniques result in estimated parameters that are also not physically realizable. The estimated values for the temperature parameters are for example either too high or negative, which is not physically possible. Simulation studies have shown that a "double smoothing" technique improves the results by a large margin. This technique consists of two parts: in the first part the original observed data are smoothed using a running window and in the second part a similar smoothing of the estimated parameters
Load Estimation from Modal Parameters
DEFF Research Database (Denmark)
Aenlle, Manuel López; Brincker, Rune; Fernández, Pelayo Fernández;
2007-01-01
In Natural Input Modal Analysis the modal parameters are estimated just from the responses while the loading is not recorded. However, engineers are sometimes interested in knowing some features of the loading acting on a structure. In this paper, a procedure to determine the loading from a FRF...... matrix assembled from modal parameters and the experimental responses recorded using standard sensors, is presented. The method implies the inversion of the FRF which, in general, is not full rank matrix due to the truncation of the modal space. Furthermore, some ecommendations are included to improve...
Ballistic parameters and trauma potential of carbon dioxide-actuated arrow pistols.
Nguyen, Tien Thanh; Grossjohann, Rico; Ekkernkamp, Axel; Bockholdt, Britta; Frank, Matthias
2015-05-01
Medical literature abounds with reports of injuries and fatalities caused by arrows and crossbow bolts. Crossbows are of particular forensic and traumatological interest, because their mode of construction allows for temporary mechanical storage of energy. A newly developed type of pistol (Arcus Arrowstar), which belongs to the category of air and carbon dioxide weapons, discharges arrow-shaped bolts actuated by carbon dioxide cylinders. As, to the best of the authors' knowledge, literature contains no information on this uncommon subclass of weapons it is the aim of this work to provide the experimental data and to assess the trauma potential of these projectiles based on the ascertained physical parameters. Basic kinetic parameters of these carbon dioxide-actuated bolts (velocity v = 39 m/s, energy E = 7.2 J, energy density E' = 0.26 J/mm(2)) are similar to bolts discharged by pistol crossbows. Subsequent firing resulted in a continuous and fast decrease in kinetic energy of the arrows. Test shots into ballistic soap blocks reveal a high penetration capacity, especially when compared to conventional projectiles of equal kinetic energy values (like, e.g., airgun pellets). To conclude, these data demonstrate the high efficiency of arrow-shaped projectiles, which are also characterized by a high cross-sectional density (ratio of mass to cross-sectional area of a projectile).
Data Handling and Parameter Estimation
DEFF Research Database (Denmark)
Sin, Gürkan; Gernaey, Krist
2016-01-01
a set of tools and the techniques necessary to estimate the kinetic and stoichiometric parameters for wastewater treatment processes using data obtained from experimental batch activity tests. These methods and tools are mainly intended for practical applications, i.e. by consultants...... literature that are mostly based on the ActivatedSludge Model (ASM) framework and their appropriate extensions (Henze et al., 2000).The chapter presents an overview of the most commonly used methods in the estimation of parameters from experimental batch data, namely: (i) data handling and validation, (ii......). Models have also been used as an integral part of the comprehensive analysis and interpretation of data obtained from a range of experimental methods from the laboratory, as well as pilot-scale studies to characterise and study wastewater treatment plants. In this regard, models help to properly explain...
Mode choice model parameters estimation
Strnad, Irena
2010-01-01
The present work focuses on parameter estimation of two mode choice models: multinomial logit and EVA 2 model, where four different modes and five different trip purposes are taken into account. Mode choice model discusses the behavioral aspect of mode choice making and enables its application to a traffic model. Mode choice model includes mode choice affecting trip factors by using each mode and their relative importance to choice made. When trip factor values are known, it...
Inflation and cosmological parameter estimation
Energy Technology Data Exchange (ETDEWEB)
Hamann, J.
2007-05-15
In this work, we focus on two aspects of cosmological data analysis: inference of parameter values and the search for new effects in the inflationary sector. Constraints on cosmological parameters are commonly derived under the assumption of a minimal model. We point out that this procedure systematically underestimates errors and possibly biases estimates, due to overly restrictive assumptions. In a more conservative approach, we analyse cosmological data using a more general eleven-parameter model. We find that regions of the parameter space that were previously thought ruled out are still compatible with the data; the bounds on individual parameters are relaxed by up to a factor of two, compared to the results for the minimal six-parameter model. Moreover, we analyse a class of inflation models, in which the slow roll conditions are briefly violated, due to a step in the potential. We show that the presence of a step generically leads to an oscillating spectrum and perform a fit to CMB and galaxy clustering data. We do not find conclusive evidence for a step in the potential and derive strong bounds on quantities that parameterise the step. (orig.)
Improving absolute gravity estimates by the $L_p$-norm approximation of the ballistic trajectory
Nagornyi, V D; Araya, A
2015-01-01
Iteratively Re-weighted Least Squares (IRLS) were used to simulate the $L_p$-norm approximation of the ballistic trajectory in absolute gravimeters. Two iterations of the IRLS delivered sufficient accuracy of the approximation, with the bias indiscernible in random noise. The simulations were performed for different samplings of the trajectory and different distributions of the data noise. On the platykurtic distributions, the simulations found $L_p$-approximation with $p\\approx 3.25$ to yield several times more precise gravity estimates than those obtained with the standard least-squares ($p=2$). The similar improvement at $p\\approx 3.5$ was observed on real data measured at the excessive noise conditions.
Applied parameter estimation for chemical engineers
Englezos, Peter
2000-01-01
Formulation of the parameter estimation problem; computation of parameters in linear models-linear regression; Gauss-Newton method for algebraic models; other nonlinear regression methods for algebraic models; Gauss-Newton method for ordinary differential equation (ODE) models; shortcut estimation methods for ODE models; practical guidelines for algorithm implementation; constrained parameter estimation; Gauss-Newton method for partial differential equation (PDE) models; statistical inferences; design of experiments; recursive parameter estimation; parameter estimation in nonlinear thermodynam
Application of chaotic theory to parameter estimation
Institute of Scientific and Technical Information of China (English)
无
2002-01-01
High precision parameter estimation is very important for control system design and compensation. This paper utilizes the properties of chaotic system for parameter estimation. Theoretical analysis and experimental results indicated that this method has extremely high sensitivity and resolving power. The most important contribution of this paper is apart from the traditional engineering viewpoint and actualizing parameter estimation just based on unstable chaotic systems.
Jeon, Jongwook; Kang, Myounggon
2016-05-01
In this work, we investigated the noise source and noise parameters of a quasi-ballistic MOSFET at the high-frequency regime. We presented the shot noise properties in the measured drain current noise and its impact on the induced gate noise and the noise parameters of 10-nm-scale n-/p-type MOS (N/PMOS) devices for the first time. The measured noise sources and noise parameters were carefully analyzed with the shot and thermal noise models in all operation regions. On the basis of the results, new noise parameter models are proposed and the noise performance improvement in the quasi-ballistic regime is shown.
Parameter Estimation in Continuous Time Domain
Directory of Open Access Journals (Sweden)
Gabriela M. ATANASIU
2016-12-01
Full Text Available This paper will aim to presents the applications of a continuous-time parameter estimation method for estimating structural parameters of a real bridge structure. For the purpose of illustrating this method two case studies of a bridge pile located in a highly seismic risk area are considered, for which the structural parameters for the mass, damping and stiffness are estimated. The estimation process is followed by the validation of the analytical results and comparison with them to the measurement data. Further benefits and applications for the continuous-time parameter estimation method in civil engineering are presented in the final part of this paper.
PARAMETER ESTIMATION OF ENGINEERING TURBULENCE MODEL
Institute of Scientific and Technical Information of China (English)
钱炜祺; 蔡金狮
2001-01-01
A parameter estimation algorithm is introduced and used to determine the parameters in the standard k-ε two equation turbulence model (SKE). It can be found from the estimation results that although the parameter estimation method is an effective method to determine model parameters, it is difficult to obtain a set of parameters for SKE to suit all kinds of separated flow and a modification of the turbulence model structure should be considered. So, a new nonlinear k-ε two-equation model (NNKE) is put forward in this paper and the corresponding parameter estimation technique is applied to determine the model parameters. By implementing the NNKE to solve some engineering turbulent flows, it is shown that NNKE is more accurate and versatile than SKE. Thus, the success of NNKE implies that the parameter estimation technique may have a bright prospect in engineering turbulence model research.
Earth Rotation Parameter Estimation by GPS Observations
Institute of Scientific and Technical Information of China (English)
YAO Yibin
2006-01-01
The methods of Earth rotation parameter (ERP) estimation based on IGS SINEX file of GPS solution are discussed in detail. There are two different ways to estimate ERP: one is the parameter transformation method, and the other is direct adjustment method with restrictive conditions. By comparing the estimated results with independent copyright program to IERS results, the residual systemic error can be found in estimated ERP with GPS observations.
Parameter Estimation in Multivariate Gamma Distribution
Directory of Open Access Journals (Sweden)
V S Vaidyanathan
2015-05-01
Full Text Available Multivariate gamma distribution finds abundant applications in stochastic modelling, hydrology and reliability. Parameter estimation in this distribution is a challenging one as it involves many parameters to be estimated simultaneously. In this paper, the form of multivariate gamma distribution proposed by Mathai and Moschopoulos [10] is considered. This form has nice properties in terms of marginal and conditional densities. A new method of estimation based on optimal search is proposed for estimating the parameters using the marginal distributions and the concepts of maximum likelihood, spacings and least squares. The proposed methodology is easy to implement and is free from calculus. It optimizes the objective function by searching over a wide range of values and determines the estimate of the parameters. The consistency of the estimates is demonstrated in terms of mean, standard deviation and mean square error through simulation studies for different choices of parameters.
Estimation of physical parameters in induction motors
DEFF Research Database (Denmark)
Børsting, H.; Knudsen, Morten; Rasmussen, Henrik
1994-01-01
Parameter estimation in induction motors is a field of great interest, because accurate models are needed for robust dynamic control of induction motors......Parameter estimation in induction motors is a field of great interest, because accurate models are needed for robust dynamic control of induction motors...
Postprocessing MPEG based on estimated quantization parameters
DEFF Research Database (Denmark)
Forchhammer, Søren
2009-01-01
the case where the coded stream is not accessible, or from an architectural point of view not desirable to use, and instead estimate some of the MPEG stream parameters based on the decoded sequence. The I-frames are detected and the quantization parameters are estimated from the coded stream and used...
Multi response optimization of wire-EDM process parameters of ballistic grade aluminium alloy
Directory of Open Access Journals (Sweden)
Ravindranadh Bobbili
2015-12-01
Full Text Available In the current investigation, a multi response optimization technique based on Taguchi method coupled with Grey relational analysis is planned for wire-EDM operations on ballistic grade aluminium alloy for armour applications. Experiments have been performed with four machining variables: pulse-on time, pulse-off time, peak current and spark voltage. Experimentation has been planned as per Taguchi technique. Three performance characteristics namely material removal rate (MRR, surface roughness (SR and gap current (GC have been chosen for this study. Results showed that pulse-on time, peak current and spark voltage were significant variables to Grey relational grade. Variation of performance measures with process variables was modelled by using response surface method. The confirmation tests have also been performed to validate the results obtained by Grey relational analysis and found that great improvement with 6% error is achieved.
Parameter Estimation, Model Reduction and Quantum Filtering
Chase, Bradley A
2009-01-01
This dissertation explores the topics of parameter estimation and model reduction in the context of quantum filtering. Chapters 2 and 3 provide a review of classical and quantum probability theory, stochastic calculus and filtering. Chapter 4 studies the problem of quantum parameter estimation and introduces the quantum particle filter as a practical computational method for parameter estimation via continuous measurement. Chapter 5 applies these techniques in magnetometry and studies the estimator's uncertainty scalings in a double-pass atomic magnetometer. Chapter 6 presents an efficient feedback controller for continuous-time quantum error correction. Chapter 7 presents an exact model of symmetric processes of collective qubit systems.
ESTIMATION ACCURACY OF EXPONENTIAL DISTRIBUTION PARAMETERS
Directory of Open Access Journals (Sweden)
muhammad zahid rashid
2011-04-01
Full Text Available The exponential distribution is commonly used to model the behavior of units that have a constant failure rate. The two-parameter exponential distribution provides a simple but nevertheless useful model for the analysis of lifetimes, especially when investigating reliability of technical equipment.This paper is concerned with estimation of parameters of the two parameter (location and scale exponential distribution. We used the least squares method (LSM, relative least squares method (RELS, ridge regression method (RR, moment estimators (ME, modified moment estimators (MME, maximum likelihood estimators (MLE and modified maximum likelihood estimators (MMLE. We used the mean square error MSE, and total deviation TD, as measurement for the comparison between these methods. We determined the best method for estimation using different values for the parameters and different sample sizes
Cosmological parameter estimation using Particle Swarm Optimization
Prasad, J.; Souradeep, T.
2014-03-01
Constraining parameters of a theoretical model from observational data is an important exercise in cosmology. There are many theoretically motivated models, which demand greater number of cosmological parameters than the standard model of cosmology uses, and make the problem of parameter estimation challenging. It is a common practice to employ Bayesian formalism for parameter estimation for which, in general, likelihood surface is probed. For the standard cosmological model with six parameters, likelihood surface is quite smooth and does not have local maxima, and sampling based methods like Markov Chain Monte Carlo (MCMC) method are quite successful. However, when there are a large number of parameters or the likelihood surface is not smooth, other methods may be more effective. In this paper, we have demonstrated application of another method inspired from artificial intelligence, called Particle Swarm Optimization (PSO) for estimating cosmological parameters from Cosmic Microwave Background (CMB) data taken from the WMAP satellite.
Improving absolute gravity estimates by the L p -norm approximation of the ballistic trajectory
Nagornyi, V. D.; Svitlov, S.; Araya, A.
2016-04-01
Iteratively re-weighted least squares (IRLS) were used to simulate the L p -norm approximation of the ballistic trajectory in absolute gravimeters. Two iterations of the IRLS delivered sufficient accuracy of the approximation without a significant bias. The simulations were performed on different samplings and perturbations of the trajectory. For the platykurtic distributions of the perturbations, the L p -approximation with 3 performed at the excessive noise conditions.
Application of spreadsheet to estimate infiltration parameters
Directory of Open Access Journals (Sweden)
Mohammad Zakwan
2016-09-01
Full Text Available Infiltration is the process of flow of water into the ground through the soil surface. Soil water although contributes a negligible fraction of total water present on earth surface, but is of utmost importance for plant life. Estimation of infiltration rates is of paramount importance for estimation of effective rainfall, groundwater recharge, and designing of irrigation systems. Numerous infiltration models are in use for estimation of infiltration rates. The conventional graphical approach for estimation of infiltration parameters often fails to estimate the infiltration parameters precisely. The generalised reduced gradient (GRG solver is reported to be a powerful tool for estimating parameters of nonlinear equations and it has, therefore, been implemented to estimate the infiltration parameters in the present paper. Field data of infiltration rate available in literature for sandy loam soils of Umuahia, Nigeria were used to evaluate the performance of GRG solver. A comparative study of graphical method and GRG solver shows that the performance of GRG solver is better than that of conventional graphical method for estimation of infiltration rates. Further, the performance of Kostiakov model has been found to be better than the Horton and Philip's model in most of the cases based on both the approaches of parameter estimation.
State and parameter estimation in bio processes
Energy Technology Data Exchange (ETDEWEB)
Maher, M.; Roux, G.; Dahhou, B. [Centre National de la Recherche Scientifique (CNRS), 31 - Toulouse (France)]|[Institut National des Sciences Appliquees (INSA), 31 - Toulouse (France)
1994-12-31
A major difficulty in monitoring and control of bio-processes is the lack of reliable and simple sensors for following the evolution of the main state variables and parameters such as biomass, substrate, product, growth rate, etc... In this article, an adaptive estimation algorithm is proposed to recover the state and parameters in bio-processes. This estimator utilizes the physical process model and the reference model approach. Experimentations concerning estimation of biomass and product concentrations and specific growth rate, during batch, fed-batch and continuous fermentation processes are presented. The results show the performance of this adaptive estimation approach. (authors) 12 refs.
On Carleman estimates with two large parameters
Energy Technology Data Exchange (ETDEWEB)
Le Rousseau, Jerome, E-mail: jlr@univ-orleans.fr [Jerome Le Rousseau. Universite d' Orleans, Laboratoire Mathematiques et Applications, Physique Mathematique d' Orleans, CNRS UMR 6628, Federation Denis-Poisson, FR CNRS 2964, B.P. 6759, 45067 Orleans cedex 2 (France)
2011-04-01
We provide a general framework for the analysis and the derivation of Carleman estimates with two large parameters. For an appropriate form of weight functions strong pseudo-convexity conditions are shown to be necessary and sufficient.
Estimation of Modal Parameters and their Uncertainties
DEFF Research Database (Denmark)
Andersen, P.; Brincker, Rune
1999-01-01
In this paper it is shown how to estimate the modal parameters as well as their uncertainties using the prediction error method of a dynamic system on the basis of uotput measurements only. The estimation scheme is assessed by means of a simulation study. As a part of the introduction, an example...
PARAMETER ESTIMATION IN BREAD BAKING MODEL
Hadiyanto Hadiyanto; AJB van Boxtel
2012-01-01
Bread product quality is highly dependent to the baking process. A model for the development of product quality, which was obtained by using quantitative and qualitative relationships, was calibrated by experiments at a fixed baking temperature of 200°C alone and in combination with 100 W microwave powers. The model parameters were estimated in a stepwise procedure i.e. first, heat and mass transfer related parameters, then the parameters related to product transformations and finally pro...
Parameter Estimation of Partial Differential Equation Models
Xun, Xiaolei
2013-09-01
Partial differential equation (PDE) models are commonly used to model complex dynamic systems in applied sciences such as biology and finance. The forms of these PDE models are usually proposed by experts based on their prior knowledge and understanding of the dynamic system. Parameters in PDE models often have interesting scientific interpretations, but their values are often unknown and need to be estimated from the measurements of the dynamic system in the presence of measurement errors. Most PDEs used in practice have no analytic solutions, and can only be solved with numerical methods. Currently, methods for estimating PDE parameters require repeatedly solving PDEs numerically under thousands of candidate parameter values, and thus the computational load is high. In this article, we propose two methods to estimate parameters in PDE models: a parameter cascading method and a Bayesian approach. In both methods, the underlying dynamic process modeled with the PDE model is represented via basis function expansion. For the parameter cascading method, we develop two nested levels of optimization to estimate the PDE parameters. For the Bayesian method, we develop a joint model for data and the PDE and develop a novel hierarchical model allowing us to employ Markov chain Monte Carlo (MCMC) techniques to make posterior inference. Simulation studies show that the Bayesian method and parameter cascading method are comparable, and both outperform other available methods in terms of estimation accuracy. The two methods are demonstrated by estimating parameters in a PDE model from long-range infrared light detection and ranging data. Supplementary materials for this article are available online. © 2013 American Statistical Association.
MODFLOW-style parameters in underdetermined parameter estimation
D'Oria, Marco D.; Fienen, Michael N.
2012-01-01
In this article, we discuss the use of MODFLOW-Style parameters in the numerical codes MODFLOW_2005 and MODFLOW_2005-Adjoint for the definition of variables in the Layer Property Flow package. Parameters are a useful tool to represent aquifer properties in both codes and are the only option available in the adjoint version. Moreover, for overdetermined parameter estimation problems, the parameter approach for model input can make data input easier. We found that if each estimable parameter is defined by one parameter, the codes require a large computational effort and substantial gains in efficiency are achieved by removing logical comparison of character strings that represent the names and types of the parameters. An alternative formulation already available in the current implementation of the code can also alleviate the efficiency degradation due to character comparisons in the special case of distributed parameters defined through multiplication matrices. The authors also hope that lessons learned in analyzing the performance of the MODFLOW family codes will be enlightening to developers of other Fortran implementations of numerical codes.
Statistics of Parameter Estimates: A Concrete Example
Aguilar, Oscar
2015-01-01
© 2015 Society for Industrial and Applied Mathematics. Most mathematical models include parameters that need to be determined from measurements. The estimated values of these parameters and their uncertainties depend on assumptions made about noise levels, models, or prior knowledge. But what can we say about the validity of such estimates, and the influence of these assumptions? This paper is concerned with methods to address these questions, and for didactic purposes it is written in the context of a concrete nonlinear parameter estimation problem. We will use the results of a physical experiment conducted by Allmaras et al. at Texas A&M University [M. Allmaras et al., SIAM Rev., 55 (2013), pp. 149-167] to illustrate the importance of validation procedures for statistical parameter estimation. We describe statistical methods and data analysis tools to check the choices of likelihood and prior distributions, and provide examples of how to compare Bayesian results with those obtained by non-Bayesian methods based on different types of assumptions. We explain how different statistical methods can be used in complementary ways to improve the understanding of parameter estimates and their uncertainties.
Rosenberg, Zvi
2016-01-01
This book comprehensively discusses essential aspects of terminal ballistics, combining experimental data, numerical simulations and analytical modeling. Employing a unique approach to numerical simulations as a measure of sensitivity for the major physical parameters, the new edition also includes the following features: new figures to better illustrate the problems discussed; improved explanations for the equation of state of a solid and for the cavity expansion process; new data concerning the Kolsky bar test; and a discussion of analytical modeling for the hole diameter in a thin metallic plate impacted by a shaped charge jet. The section on thick concrete targets penetrated by rigid projectiles has now been expanded to include the latest findings, and two new sections have been added: one on a novel approach to the perforation of thin concrete slabs, and one on testing the failure of thin metallic plates using a hydrodynamic ram.
Interval Estimation of Seismic Hazard Parameters
Orlecka-Sikora, Beata; Lasocki, Stanislaw
2016-11-01
The paper considers Poisson temporal occurrence of earthquakes and presents a way to integrate uncertainties of the estimates of mean activity rate and magnitude cumulative distribution function in the interval estimation of the most widely used seismic hazard functions, such as the exceedance probability and the mean return period. The proposed algorithm can be used either when the Gutenberg-Richter model of magnitude distribution is accepted or when the nonparametric estimation is in use. When the Gutenberg-Richter model of magnitude distribution is used the interval estimation of its parameters is based on the asymptotic normality of the maximum likelihood estimator. When the nonparametric kernel estimation of magnitude distribution is used, we propose the iterated bias corrected and accelerated method for interval estimation based on the smoothed bootstrap and second-order bootstrap samples. The changes resulted from the integrated approach in the interval estimation of the seismic hazard functions with respect to the approach, which neglects the uncertainty of the mean activity rate estimates have been studied using Monte Carlo simulations and two real dataset examples. The results indicate that the uncertainty of mean activity rate affects significantly the interval estimates of hazard functions only when the product of activity rate and the time period, for which the hazard is estimated, is no more than 5.0. When this product becomes greater than 5.0, the impact of the uncertainty of cumulative distribution function of magnitude dominates the impact of the uncertainty of mean activity rate in the aggregated uncertainty of the hazard functions. Following, the interval estimates with and without inclusion of the uncertainty of mean activity rate converge. The presented algorithm is generic and can be applied also to capture the propagation of uncertainty of estimates, which are parameters of a multiparameter function, onto this function.
The CLICopti RF structure parameter estimator
Sjobak, Kyrre Ness
2014-01-01
This document describes the CLICopti RF structure parameter estimator. This is a C++ library which makes it possible to quickly estimate the parameters of an RF structure from its length, apertures, tapering, and basic cell type. Typical estimated parameters are the input power required to reach a certain voltage with a given beam current, the maximum safe pulse length for a given input power and the minimum bunch spacing in RF cycles allowed by a given long-range wake limit. The document describes the implemented physics, usage of the library through its Application Programming Interface (API) and the relation between the different parts of the library. Also discussed is how the library is checked for correctness, and the example programs included with the sources are described.
Parameter inference with estimated covariance matrices
Sellentin, Elena
2015-01-01
When inferring parameters from a Gaussian-distributed data set by computing a likelihood, a covariance matrix is needed that describes the data errors and their correlations. If the covariance matrix is not known a priori, it may be estimated and thereby becomes a random object with some intrinsic uncertainty itself. We show how to infer parameters in the presence of such an estimated covariance matrix, by marginalising over the true covariance matrix, conditioned on its estimated value. This leads to a likelihood function that is no longer Gaussian, but rather an adapted version of a multivariate $t$-distribution, which has the same numerical complexity as the multivariate Gaussian. As expected, marginalisation over the true covariance matrix improves inference when compared with Hartlap et al.'s method, which uses an unbiased estimate of the inverse covariance matrix but still assumes that the likelihood is Gaussian.
Parameter Estimation of Turbo Code Encoder
Directory of Open Access Journals (Sweden)
Mehdi Teimouri
2014-01-01
Full Text Available The problem of reconstruction of a channel code consists of finding out its design parameters solely based on its output. This paper investigates the problem of reconstruction of parallel turbo codes. Reconstruction of a turbo code has been addressed in the literature assuming that some of the parameters of the turbo encoder, such as the number of input and output bits of the constituent encoders and puncturing pattern, are known. However in practical noncooperative situations, these parameters are unknown and should be estimated before applying reconstruction process. Considering such practical situations, this paper proposes a novel method to estimate the above-mentioned code parameters. The proposed algorithm increases the efficiency of the reconstruction process significantly by judiciously reducing the size of search space based on an analysis of the observed channel code output. Moreover, simulation results show that the proposed algorithm is highly robust against channel errors when it is fed with noisy observations.
LISA parameter estimation using numerical merger waveforms
Energy Technology Data Exchange (ETDEWEB)
Thorpe, J I; McWilliams, S T; Kelly, B J; Fahey, R P; Arnaud, K; Baker, J G, E-mail: James.I.Thorpe@nasa.go [NASA Goddard Space Flight Center, 8800 Greenbelt Rd, Greenbelt, MD 20771 (United States)
2009-05-07
Recent advances in numerical relativity provide a detailed description of the waveforms of coalescing massive black hole binaries (MBHBs), expected to be the strongest detectable LISA sources. We present a preliminary study of LISA's sensitivity to MBHB parameters using a hybrid numerical/analytic waveform for equal-mass, non-spinning holes. The Synthetic LISA software package is used to simulate the instrument response, and the Fisher information matrix method is used to estimate errors in the parameters. Initial results indicate that inclusion of the merger signal can significantly improve the precision of some parameter estimates. For example, the median parameter errors for an ensemble of systems with total redshifted mass of 10{sup 6} M{sub o-dot} at a redshift of z approx 1 were found to decrease by a factor of slightly more than two for signals with merger as compared to signals truncated at the Schwarzchild ISCO.
LISA parameter estimation using numerical merger waveforms
Thorpe, J I; Kelly, B J; Fahey, R P; Arnaud, K; Baker, J G
2008-01-01
Recent advances in numerical relativity provide a detailed description of the waveforms of coalescing massive black hole binaries (MBHBs), expected to be the strongest detectable LISA sources. We present a preliminary study of LISA's sensitivity to MBHB parameters using a hybrid numerical/analytic waveform for equal-mass, non-spinning holes. The Synthetic LISA software package is used to simulate the instrument response and the Fisher information matrix method is used to estimate errors in the parameters. Initial results indicate that inclusion of the merger signal can significantly improve the precision of some parameter estimates. For example, the median parameter errors for an ensemble of systems with total redshifted mass of one million Solar masses at a redshift of one were found to decrease by a factor of slightly more than two for signals with merger as compared to signals truncated at the Schwarzchild ISCO.
Parameter Estimation of Noise Corrupted Sinusoids
O'Brien, Francis J; Johnnie, Nathan
2011-01-01
Existing algorithms for fitting the parameters of a sinusoid to noisy discrete time observations are not always successful due to initial value sensitivity and other issues. This paper demonstrates the techniques of FIR filtering, Fast Fourier Transform, and nonlinear least squares minimization as useful in the parameter estimation of amplitude, frequency and phase exemplified for a low-frequency time-delayed sinusoid describing simple harmonic motion. Alternative means are described for estimating frequency and phase angle. An autocorrelation function for harmonic motion is also derived.
Hurst Parameter Estimation Using Artificial Neural Networks
Directory of Open Access Journals (Sweden)
S..Ledesma-Orozco
2011-08-01
Full Text Available The Hurst parameter captures the amount of long-range dependence (LRD in a time series. There are severalmethods to estimate the Hurst parameter, being the most popular: the variance-time plot, the R/S plot, theperiodogram, and Whittle’s estimator. The first three are graphical methods, and the estimation accuracy depends onhow the plot is interpreted and calculated. In contrast, Whittle’s estimator is based on a maximum likelihood techniqueand does not depend on a graph reading; however, it is computationally expensive. A new method to estimate theHurst parameter is proposed. This new method is based on an artificial neural network. Experimental results showthat this method outperforms traditional approaches, and can be used on applications where a fast and accurateestimate of the Hurst parameter is required, i.e., computer network traffic control. Additionally, the Hurst parameterwas computed on series of different length using several methods. The simulation results show that the proposedmethod is at least ten times faster than traditional methods.
Multi-Parameter Estimation for Orthorhombic Media
Masmoudi, Nabil
2015-08-19
Building reliable anisotropy models is crucial in seismic modeling, imaging and full waveform inversion. However, estimating anisotropy parameters is often hampered by the trade off between inhomogeneity and anisotropy. For instance, one way to estimate the anisotropy parameters is to relate them analytically to traveltimes, which is challenging in inhomogeneous media. Using perturbation theory, we develop travel-time approximations for orthorhombic media as explicit functions of the anellipticity parameters η1, η2 and a parameter Δγ in inhomogeneous background media. Specifically, our expansion assumes inhomogeneous ellipsoidal anisotropic background model, which can be obtained from well information and stacking velocity analysis. This approach has two main advantages: in one hand, it provides a computationally efficient tool to solve the orthorhombic eikonal equation, on the other hand, it provides a mechanism to scan for the best fitting anisotropy parameters without the need for repetitive modeling of traveltimes, because the coefficients of the traveltime expansion are independent of the perturbed parameters. Furthermore, the coefficients of the traveltime expansion provide insights on the sensitivity of the traveltime with respect to the perturbed parameters. We show the accuracy of the traveltime approximations as well as an approach for multi-parameter scanning in orthorhombic media.
Discriminative Parameter Estimation for Random Walks Segmentation
Baudin, Pierre-Yves; Goodman, Danny; Kumar, Puneet; Azzabou, Noura; Carlier, Pierre G.; Paragios, Nikos; Pawan Kumar, M.
2013-01-01
International audience; The Random Walks (RW) algorithm is one of the most e - cient and easy-to-use probabilistic segmentation methods. By combining contrast terms with prior terms, it provides accurate segmentations of medical images in a fully automated manner. However, one of the main drawbacks of using the RW algorithm is that its parameters have to be hand-tuned. we propose a novel discriminative learning framework that estimates the parameters using a training dataset. The main challen...
Robust estimation of hydrological model parameters
Directory of Open Access Journals (Sweden)
A. Bárdossy
2008-11-01
Full Text Available The estimation of hydrological model parameters is a challenging task. With increasing capacity of computational power several complex optimization algorithms have emerged, but none of the algorithms gives a unique and very best parameter vector. The parameters of fitted hydrological models depend upon the input data. The quality of input data cannot be assured as there may be measurement errors for both input and state variables. In this study a methodology has been developed to find a set of robust parameter vectors for a hydrological model. To see the effect of observational error on parameters, stochastically generated synthetic measurement errors were applied to observed discharge and temperature data. With this modified data, the model was calibrated and the effect of measurement errors on parameters was analysed. It was found that the measurement errors have a significant effect on the best performing parameter vector. The erroneous data led to very different optimal parameter vectors. To overcome this problem and to find a set of robust parameter vectors, a geometrical approach based on Tukey's half space depth was used. The depth of the set of N randomly generated parameters was calculated with respect to the set with the best model performance (Nash-Sutclife efficiency was used for this study for each parameter vector. Based on the depth of parameter vectors, one can find a set of robust parameter vectors. The results show that the parameters chosen according to the above criteria have low sensitivity and perform well when transfered to a different time period. The method is demonstrated on the upper Neckar catchment in Germany. The conceptual HBV model was used for this study.
Parameter estimation for an expanding universe
Directory of Open Access Journals (Sweden)
Jieci Wang
2015-03-01
Full Text Available We study the parameter estimation for excitations of Dirac fields in the expanding Robertson–Walker universe. We employ quantum metrology techniques to demonstrate the possibility for high precision estimation for the volume rate of the expanding universe. We show that the optimal precision of the estimation depends sensitively on the dimensionless mass m˜ and dimensionless momentum k˜ of the Dirac particles. The optimal precision for the ratio estimation peaks at some finite dimensionless mass m˜ and momentum k˜. We find that the precision of the estimation can be improved by choosing the probe state as an eigenvector of the hamiltonian. This occurs because the largest quantum Fisher information is obtained by performing projective measurements implemented by the projectors onto the eigenvectors of specific probe states.
Parameter estimation methods for chaotic intercellular networks.
Directory of Open Access Journals (Sweden)
Inés P Mariño
Full Text Available We have investigated simulation-based techniques for parameter estimation in chaotic intercellular networks. The proposed methodology combines a synchronization-based framework for parameter estimation in coupled chaotic systems with some state-of-the-art computational inference methods borrowed from the field of computational statistics. The first method is a stochastic optimization algorithm, known as accelerated random search method, and the other two techniques are based on approximate Bayesian computation. The latter is a general methodology for non-parametric inference that can be applied to practically any system of interest. The first method based on approximate Bayesian computation is a Markov Chain Monte Carlo scheme that generates a series of random parameter realizations for which a low synchronization error is guaranteed. We show that accurate parameter estimates can be obtained by averaging over these realizations. The second ABC-based technique is a Sequential Monte Carlo scheme. The algorithm generates a sequence of "populations", i.e., sets of randomly generated parameter values, where the members of a certain population attain a synchronization error that is lesser than the error attained by members of the previous population. Again, we show that accurate estimates can be obtained by averaging over the parameter values in the last population of the sequence. We have analysed how effective these methods are from a computational perspective. For the numerical simulations we have considered a network that consists of two modified repressilators with identical parameters, coupled by the fast diffusion of the autoinducer across the cell membranes.
Using Digital Filtration for Hurst Parameter Estimation
Directory of Open Access Journals (Sweden)
J. Prochaska
2009-06-01
Full Text Available We present a new method to estimate the Hurst parameter. The method exploits the form of the autocorrelation function for second-order self-similar processes and is based on one-pass digital filtration. We compare the performance and properties of the new method with that of the most common methods.
Parameter estimation in stochastic differential equations
Bishwal, Jaya P N
2008-01-01
Parameter estimation in stochastic differential equations and stochastic partial differential equations is the science, art and technology of modelling complex phenomena and making beautiful decisions. The subject has attracted researchers from several areas of mathematics and other related fields like economics and finance. This volume presents the estimation of the unknown parameters in the corresponding continuous models based on continuous and discrete observations and examines extensively maximum likelihood, minimum contrast and Bayesian methods. Useful because of the current availability of high frequency data is the study of refined asymptotic properties of several estimators when the observation time length is large and the observation time interval is small. Also space time white noise driven models, useful for spatial data, and more sophisticated non-Markovian and non-semimartingale models like fractional diffusions that model the long memory phenomena are examined in this volume.
Discriminative parameter estimation for random walks segmentation.
Baudin, Pierre-Yves; Goodman, Danny; Kumrnar, Puneet; Azzabou, Noura; Carlier, Pierre G; Paragios, Nikos; Kumar, M Pawan
2013-01-01
The Random Walks (RW) algorithm is one of the most efficient and easy-to-use probabilistic segmentation methods. By combining contrast terms with prior terms, it provides accurate segmentations of medical images in a fully automated manner. However, one of the main drawbacks of using the RW algorithm is that its parameters have to be hand-tuned. we propose a novel discriminative learning framework that estimates the parameters using a training dataset. The main challenge we face is that the training samples are not fully supervised. Specifically, they provide a hard segmentation of the images, instead of a probabilistic segmentation. We overcome this challenge by treating the optimal probabilistic segmentation that is compatible with the given hard segmentation as a latent variable. This allows us to employ the latent support vector machine formulation for parameter estimation. We show that our approach significantly outperforms the baseline methods on a challenging dataset consisting of real clinical 3D MRI volumes of skeletal muscles.
Parameter estimation in channel network flow simulation
Institute of Scientific and Technical Information of China (English)
Han Longxi
2008-01-01
Simulations of water flow in channel networks require estimated values of roughness for all the individual channel segments that make up a network. When the number of individual channel segments is large, the parameter calibration workload is substantial and a high level of uncertainty in estimated roughness cannot be avoided. In this study, all the individual channel segments are graded according to the factors determining the value of roughness. It is assumed that channel segments with the same grade have the same value of roughness. Based on observed hydrological data, an optimal model for roughness estimation is built. The procedure of solving the optimal problem using the optimal model is described. In a test of its efficacy, this estimation method was applied successfully in the simulation of tidal water flow in a large complicated channel network in the lower reach of the Yangtze River in China.
Nonparametric estimation of location and scale parameters
Potgieter, C.J.
2012-12-01
Two random variables X and Y belong to the same location-scale family if there are constants μ and σ such that Y and μ+σX have the same distribution. In this paper we consider non-parametric estimation of the parameters μ and σ under minimal assumptions regarding the form of the distribution functions of X and Y. We discuss an approach to the estimation problem that is based on asymptotic likelihood considerations. Our results enable us to provide a methodology that can be implemented easily and which yields estimators that are often near optimal when compared to fully parametric methods. We evaluate the performance of the estimators in a series of Monte Carlo simulations. © 2012 Elsevier B.V. All rights reserved.
Multiple Parameter Estimation With Quantized Channel Output
Mezghani, Amine; Nossek, Josef A
2010-01-01
We present a general problem formulation for optimal parameter estimation based on quantized observations, with application to antenna array communication and processing (channel estimation, time-of-arrival (TOA) and direction-of-arrival (DOA) estimation). The work is of interest in the case when low resolution A/D-converters (ADCs) have to be used to enable higher sampling rate and to simplify the hardware. An Expectation-Maximization (EM) based algorithm is proposed for solving this problem in a general setting. Besides, we derive the Cramer-Rao Bound (CRB) and discuss the effects of quantization and the optimal choice of the ADC characteristic. Numerical and analytical analysis reveals that reliable estimation may still be possible even when the quantization is very coarse.
Sensor Placement for Modal Parameter Subset Estimation
DEFF Research Database (Denmark)
Ulriksen, Martin Dalgaard; Bernal, Dionisio; Damkilde, Lars
2016-01-01
The present paper proposes an approach for deciding on sensor placements in the context of modal parameter estimation from vibration measurements. The approach is based on placing sensors, of which the amount is determined a priori, such that the minimum Fisher information that the frequency...... responses carry on the selected modal parameter subset is, in some sense, maximized. The approach is validated in the context of a simple 10-DOF mass-spring-damper system by computing the variance of a set of identified modal parameters in a Monte Carlo setting for a set of sensor configurations, whose......). It is shown that the widely used Effective Independence (EI) method, which uses the modal amplitudes as surrogates for the parameters of interest, provides sensor configurations yielding theoretical lower bound variances whose maxima are up to 30 % larger than those obtained by use of the max-min approach....
On closure parameter estimation in chaotic systems
Directory of Open Access Journals (Sweden)
J. Hakkarainen
2012-02-01
Full Text Available Many dynamical models, such as numerical weather prediction and climate models, contain so called closure parameters. These parameters usually appear in physical parameterizations of sub-grid scale processes, and they act as "tuning handles" of the models. Currently, the values of these parameters are specified mostly manually, but the increasing complexity of the models calls for more algorithmic ways to perform the tuning. Traditionally, parameters of dynamical systems are estimated by directly comparing the model simulations to observed data using, for instance, a least squares approach. However, if the models are chaotic, the classical approach can be ineffective, since small errors in the initial conditions can lead to large, unpredictable deviations from the observations. In this paper, we study numerical methods available for estimating closure parameters in chaotic models. We discuss three techniques: off-line likelihood calculations using filtering methods, the state augmentation method, and the approach that utilizes summary statistics from long model simulations. The properties of the methods are studied using a modified version of the Lorenz 95 system, where the effect of fast variables are described using a simple parameterization.
Parameter estimation using B-Trees
DEFF Research Database (Denmark)
Schmidt, Albrecht; Bøhlen, Michael H.
2004-01-01
This paper presents a method for accelerating algorithms for computing common statistical operations like parameter estimation or sampling on B-Tree indexed data; the work was carried out in the context of visualisation of large scientific data sets. The underlying idea is the following: the shape...... at opportunities and limitations of this approach for visualisation of large data sets. The advantages of the method are manifold. Not only does it enable advanced algorithms through a performance boost for basic operations like density estimation, but it also builds on functionality that is already present...
Quantum Estimation of Parameters of Classical Spacetimes
Downes, T G; Knill, E; Milburn, G J; Caves, C M
2016-01-01
We describe a quantum limit to measurement of classical spacetimes. Specifically, we formulate a quantum Cramer-Rao lower bound for estimating the single parameter in any one-parameter family of spacetime metrics. We employ the locally covariant formulation of quantum field theory in curved spacetime, which allows for a manifestly background-independent derivation. The result is an uncertainty relation that applies to all globally hyperbolic spacetimes. Among other examples, we apply our method to detection of gravitational waves using the electromagnetic field as a probe, as in laser-interferometric gravitational-wave detectors. Other applications are discussed, from terrestrial gravimetry to cosmology.
Rapid Compact Binary Coalescence Parameter Estimation
Pankow, Chris; Brady, Patrick; O'Shaughnessy, Richard; Ochsner, Evan; Qi, Hong
2016-03-01
The first observation run with second generation gravitational-wave observatories will conclude at the beginning of 2016. Given their unprecedented and growing sensitivity, the benefit of prompt and accurate estimation of the orientation and physical parameters of binary coalescences is obvious in its coupling to electromagnetic astrophysics and observations. Popular Bayesian schemes to measure properties of compact object binaries use Markovian sampling to compute the posterior. While very successful, in some cases, convergence is delayed until well after the electromagnetic fluence has subsided thus diminishing the potential science return. With this in mind, we have developed a scheme which is also Bayesian and simply parallelizable across all available computing resources, drastically decreasing convergence time to a few tens of minutes. In this talk, I will emphasize the complementary use of results from low latency gravitational-wave searches to improve computational efficiency and demonstrate the capabilities of our parameter estimation framework with a simulated set of binary compact object coalescences.
Bayesian parameter estimation for effective field theories
Wesolowski, S.; Klco, N.; Furnstahl, R. J.; Phillips, D. R.; Thapaliya, A.
2016-07-01
We present procedures based on Bayesian statistics for estimating, from data, the parameters of effective field theories (EFTs). The extraction of low-energy constants (LECs) is guided by theoretical expectations in a quantifiable way through the specification of Bayesian priors. A prior for natural-sized LECs reduces the possibility of overfitting, and leads to a consistent accounting of different sources of uncertainty. A set of diagnostic tools is developed that analyzes the fit and ensures that the priors do not bias the EFT parameter estimation. The procedures are illustrated using representative model problems, including the extraction of LECs for the nucleon-mass expansion in SU(2) chiral perturbation theory from synthetic lattice data.
CosmoSIS: modular cosmological parameter estimation
Zuntz, Joe; Jennings, Elise; Rudd, Douglas; Manzotti, Alessandro; Dodelson, Scott; Bridle, Sarah; Sehrish, Saba; Kowalkowski, James
2014-01-01
Cosmological parameter estimation is entering a new era. Large collaborations need to coordinate high-stakes analyses using multiple methods; furthermore such analyses have grown in complexity due to sophisticated models of cosmology and systematic uncertainties. In this paper we argue that modularity is the key to addressing these challenges: calculations should be broken up into interchangeable modular units with inputs and outputs clearly defined. We present a new framework for cosmological parameter estimation, CosmoSIS, designed to connect together, share, and advance development of inference tools across the community. We describe the modules already available in CosmoSIS, including CAMB, Planck, cosmic shear calculations, and a suite of samplers. We illustrate it using demonstration code that you can run out-of-the-box with the installer available at http://bitbucket.org/joezuntz/cosmosis
Bayesian parameter estimation for effective field theories
Wesolowski, S; Furnstahl, R J; Phillips, D R; Thapaliya, A
2015-01-01
We present procedures based on Bayesian statistics for effective field theory (EFT) parameter estimation from data. The extraction of low-energy constants (LECs) is guided by theoretical expectations that supplement such information in a quantifiable way through the specification of Bayesian priors. A prior for natural-sized LECs reduces the possibility of overfitting, and leads to a consistent accounting of different sources of uncertainty. A set of diagnostic tools are developed that analyze the fit and ensure that the priors do not bias the EFT parameter estimation. The procedures are illustrated using representative model problems and the extraction of LECs for the nucleon mass expansion in SU(2) chiral perturbation theory from synthetic lattice data.
Renal parameter estimates in unrestrained dogs
Rader, R. D.; Stevens, C. M.
1974-01-01
A mathematical formulation has been developed to describe the hemodynamic parameters of a conceptualized kidney model. The model was developed by considering regional pressure drops and regional storage capacities within the renal vasculature. Estimation of renal artery compliance, pre- and postglomerular resistance, and glomerular filtration pressure is feasible by considering mean levels and time derivatives of abdominal aortic pressure and renal artery flow. Changes in the smooth muscle tone of the renal vessels induced by exogenous angiotensin amide, acetylcholine, and by the anaesthetic agent halothane were estimated by use of the model. By employing totally implanted telemetry, the technique was applied on unrestrained dogs to measure renal resistive and compliant parameters while the dogs were being subjected to obedience training, to avoidance reaction, and to unrestrained caging.
Optimal design criteria - prediction vs. parameter estimation
Waldl, Helmut
2014-05-01
G-optimality is a popular design criterion for optimal prediction, it tries to minimize the kriging variance over the whole design region. A G-optimal design minimizes the maximum variance of all predicted values. If we use kriging methods for prediction it is self-evident to use the kriging variance as a measure of uncertainty for the estimates. Though the computation of the kriging variance and even more the computation of the empirical kriging variance is computationally very costly and finding the maximum kriging variance in high-dimensional regions can be time demanding such that we cannot really find the G-optimal design with nowadays available computer equipment in practice. We cannot always avoid this problem by using space-filling designs because small designs that minimize the empirical kriging variance are often non-space-filling. D-optimality is the design criterion related to parameter estimation. A D-optimal design maximizes the determinant of the information matrix of the estimates. D-optimality in terms of trend parameter estimation and D-optimality in terms of covariance parameter estimation yield basically different designs. The Pareto frontier of these two competing determinant criteria corresponds with designs that perform well under both criteria. Under certain conditions searching the G-optimal design on the above Pareto frontier yields almost as good results as searching the G-optimal design in the whole design region. In doing so the maximum of the empirical kriging variance has to be computed only a few times though. The method is demonstrated by means of a computer simulation experiment based on data provided by the Belgian institute Management Unit of the North Sea Mathematical Models (MUMM) that describe the evolution of inorganic and organic carbon and nutrients, phytoplankton, bacteria and zooplankton in the Southern Bight of the North Sea.
Parameter estimation, model reduction and quantum filtering
Chase, Bradley A.
This thesis explores the topics of parameter estimation and model reduction in the context of quantum filtering. The last is a mathematically rigorous formulation of continuous quantum measurement, in which a stream of auxiliary quantum systems is used to infer the state of a target quantum system. Fundamental quantum uncertainties appear as noise which corrupts the probe observations and therefore must be filtered in order to extract information about the target system. This is analogous to the classical filtering problem in which techniques of inference are used to process noisy observations of a system in order to estimate its state. Given the clear similarities between the two filtering problems, I devote the beginning of this thesis to a review of classical and quantum probability theory, stochastic calculus and filtering. This allows for a mathematically rigorous and technically adroit presentation of the quantum filtering problem and solution. Given this foundation, I next consider the related problem of quantum parameter estimation, in which one seeks to infer the strength of a parameter that drives the evolution of a probe quantum system. By embedding this problem in the state estimation problem solved by the quantum filter, I present the optimal Bayesian estimator for a parameter when given continuous measurements of the probe system to which it couples. For cases when the probe takes on a finite number of values, I review a set of sufficient conditions for asymptotic convergence of the estimator. For a continuous-valued parameter, I present a computational method called quantum particle filtering for practical estimation of the parameter. Using these methods, I then study the particular problem of atomic magnetometry and review an experimental method for potentially reducing the uncertainty in the estimate of the magnetic field beyond the standard quantum limit. The technique involves double-passing a probe laser field through the atomic system, giving
Online Dynamic Parameter Estimation of Synchronous Machines
West, Michael R.
Traditionally, synchronous machine parameters are determined through an offline characterization procedure. The IEEE 115 standard suggests a variety of mechanical and electrical tests to capture the fundamental characteristics and behaviors of a given machine. These characteristics and behaviors can be used to develop and understand machine models that accurately reflect the machine's performance. To perform such tests, the machine is required to be removed from service. Characterizing a machine offline can result in economic losses due to down time, labor expenses, etc. Such losses may be mitigated by implementing online characterization procedures. Historically, different approaches have been taken to develop methods of calculating a machine's electrical characteristics, without removing the machine from service. Using a machine's input and response data combined with a numerical algorithm, a machine's characteristics can be determined. This thesis explores such characterization methods and strives to compare the IEEE 115 standard for offline characterization with the least squares approximation iterative approach implemented on a 20 h.p. synchronous machine. This least squares estimation method of online parameter estimation shows encouraging results for steady-state parameters, in comparison with steady-state parameters obtained through the IEEE 115 standard.
Errors on errors - Estimating cosmological parameter covariance
Joachimi, Benjamin
2014-01-01
Current and forthcoming cosmological data analyses share the challenge of huge datasets alongside increasingly tight requirements on the precision and accuracy of extracted cosmological parameters. The community is becoming increasingly aware that these requirements not only apply to the central values of parameters but, equally important, also to the error bars. Due to non-linear effects in the astrophysics, the instrument, and the analysis pipeline, data covariance matrices are usually not well known a priori and need to be estimated from the data itself, or from suites of large simulations. In either case, the finite number of realisations available to determine data covariances introduces significant biases and additional variance in the errors on cosmological parameters in a standard likelihood analysis. Here, we review recent work on quantifying these biases and additional variances and discuss approaches to remedy these effects.
Institute of Scientific and Technical Information of China (English)
李伟; 朱锡; 梅志远; 王晓强
2009-01-01
In order to set rationalized armor-plates and effectively estimate armor's ballistic performance, the principle of energy balance was studied diagrammatically, and used in estimating armor-plates' ballistic performance. The results were validated by ballistic experiments of steel and basalt fiber composites reinforced by unsaturated polyester. Studies show that: in the method, it is not necessary to account for the armor's damage mechanism, and the influencial parameters are simplified, however, high precision of estimation is achieved. The V_(50) or V_t which is estimated by energy balance method has a deviation of lower than 50m/s, and a relative deviation of lower than 10%. These can meet engineering demands.%为了合理设置装甲板,并进行有效的性能评估,使用图解方法研究了能量平衡原理在装甲板弹道性能估算中的应用,并以不饱和聚酯树脂基玄武岩纤维增强复合材料和钢为例进行了实验验证,研究表明:估算过程中虽然没有从装甲板的毁伤机理方面研究,并简化了抗弹性能的影响参数,但保证了较高的估算精度,预测速度偏差在50m/s以下,预测相对偏差在10%以下,能够满足工程需要.
Directory of Open Access Journals (Sweden)
Erfan Ebadi Afshar
2016-12-01
Full Text Available In this research a study in estimating velocity ballistic in glass epoxy composite sheet with construction process of padding-manually, under high velocity impact was conducted for laboratory with gas gun device and ballistic limit velocity for composite sheet with a thickness 2 mm were obtained under geometry of projectile. So that result is obtained in construction of military armor, aerospace industry, automotive, and general any industry to be used with impact challenges and faced dealt. That is down strength and toughness and resistance to crack growth in structural weight. Glass epoxy composite (three layers made and for build projectile of steel rod VCN200 (Brand steel 1.6580 was used to manually peeling method; amounting to 16 gas gun device was performed to dimensions of 65 × 65 mm on the samples. With results analysis obtained ballistic tests were two important conclusions: first, in compare of two projectile geometry together, projectile with spherical tip compared to projectile with conical tip for better performance in penetrate and pass of this armor; second ballistic limit velocity for armor was obtained under spherical tip projectile 136.6 (meters per second and under conic tip projectile 143.6 (meters per second.
PARAMETER ESTIMATION IN BREAD BAKING MODEL
Directory of Open Access Journals (Sweden)
Hadiyanto Hadiyanto
2012-05-01
Full Text Available Bread product quality is highly dependent to the baking process. A model for the development of product quality, which was obtained by using quantitative and qualitative relationships, was calibrated by experiments at a fixed baking temperature of 200°C alone and in combination with 100 W microwave powers. The model parameters were estimated in a stepwise procedure i.e. first, heat and mass transfer related parameters, then the parameters related to product transformations and finally product quality parameters. There was a fair agreement between the calibrated model results and the experimental data. The results showed that the applied simple qualitative relationships for quality performed above expectation. Furthermore, it was confirmed that the microwave input is most meaningful for the internal product properties and not for the surface properties as crispness and color. The model with adjusted parameters was applied in a quality driven food process design procedure to derive a dynamic operation pattern, which was subsequently tested experimentally to calibrate the model. Despite the limited calibration with fixed operation settings, the model predicted well on the behavior under dynamic convective operation and on combined convective and microwave operation. It was expected that the suitability between model and baking system could be improved further by performing calibration experiments at higher temperature and various microwave power levels. Abstrak PERKIRAAN PARAMETER DALAM MODEL UNTUK PROSES BAKING ROTI. Kualitas produk roti sangat tergantung pada proses baking yang digunakan. Suatu model yang telah dikembangkan dengan metode kualitatif dan kuantitaif telah dikalibrasi dengan percobaan pada temperatur 200oC dan dengan kombinasi dengan mikrowave pada 100 Watt. Parameter-parameter model diestimasi dengan prosedur bertahap yaitu pertama, parameter pada model perpindahan masa dan panas, parameter pada model transformasi, dan
Parameter estimation in tree graph metabolic networks
Directory of Open Access Journals (Sweden)
Laura Astola
2016-09-01
Full Text Available We study the glycosylation processes that convert initially toxic substrates to nutritionally valuable metabolites in the flavonoid biosynthesis pathway of tomato (Solanum lycopersicum seedlings. To estimate the reaction rates we use ordinary differential equations (ODEs to model the enzyme kinetics. A popular choice is to use a system of linear ODEs with constant kinetic rates or to use Michaelis–Menten kinetics. In reality, the catalytic rates, which are affected among other factors by kinetic constants and enzyme concentrations, are changing in time and with the approaches just mentioned, this phenomenon cannot be described. Another problem is that, in general these kinetic coefficients are not always identifiable. A third problem is that, it is not precisely known which enzymes are catalyzing the observed glycosylation processes. With several hundred potential gene candidates, experimental validation using purified target proteins is expensive and time consuming. We aim at reducing this task via mathematical modeling to allow for the pre-selection of most potential gene candidates. In this article we discuss a fast and relatively simple approach to estimate time varying kinetic rates, with three favorable properties: firstly, it allows for identifiable estimation of time dependent parameters in networks with a tree-like structure. Secondly, it is relatively fast compared to usually applied methods that estimate the model derivatives together with the network parameters. Thirdly, by combining the metabolite concentration data with a corresponding microarray data, it can help in detecting the genes related to the enzymatic processes. By comparing the estimated time dynamics of the catalytic rates with time series gene expression data we may assess potential candidate genes behind enzymatic reactions. As an example, we show how to apply this method to select prominent glycosyltransferase genes in tomato seedlings.
Uncertainty relation based on unbiased parameter estimations
Sun, Liang-Liang; Song, Yong-Shun; Qiao, Cong-Feng; Yu, Sixia; Chen, Zeng-Bing
2017-02-01
Heisenberg's uncertainty relation has been extensively studied in spirit of its well-known original form, in which the inaccuracy measures used exhibit some controversial properties and don't conform with quantum metrology, where the measurement precision is well defined in terms of estimation theory. In this paper, we treat the joint measurement of incompatible observables as a parameter estimation problem, i.e., estimating the parameters characterizing the statistics of the incompatible observables. Our crucial observation is that, in a sequential measurement scenario, the bias induced by the first unbiased measurement in the subsequent measurement can be eradicated by the information acquired, allowing one to extract unbiased information of the second measurement of an incompatible observable. In terms of Fisher information we propose a kind of information comparison measure and explore various types of trade-offs between the information gains and measurement precisions, which interpret the uncertainty relation as surplus variance trade-off over individual perfect measurements instead of a constraint on extracting complete information of incompatible observables.
Parameter estimation for lithium ion batteries
Santhanagopalan, Shriram
With an increase in the demand for lithium based batteries at the rate of about 7% per year, the amount of effort put into improving the performance of these batteries from both experimental and theoretical perspectives is increasing. There exist a number of mathematical models ranging from simple empirical models to complicated physics-based models to describe the processes leading to failure of these cells. The literature is also rife with experimental studies that characterize the various properties of the system in an attempt to improve the performance of lithium ion cells. However, very little has been done to quantify the experimental observations and relate these results to the existing mathematical models. In fact, the best of the physics based models in the literature show as much as 20% discrepancy when compared to experimental data. The reasons for such a big difference include, but are not limited to, numerical complexities involved in extracting parameters from experimental data and inconsistencies in interpreting directly measured values for the parameters. In this work, an attempt has been made to implement simplified models to extract parameter values that accurately characterize the performance of lithium ion cells. The validity of these models under a variety of experimental conditions is verified using a model discrimination procedure. Transport and kinetic properties are estimated using a non-linear estimation procedure. The initial state of charge inside each electrode is also maintained as an unknown parameter, since this value plays a significant role in accurately matching experimental charge/discharge curves with model predictions and is not readily known from experimental data. The second part of the dissertation focuses on parameters that change rapidly with time. For example, in the case of lithium ion batteries used in Hybrid Electric Vehicle (HEV) applications, the prediction of the State of Charge (SOC) of the cell under a variety of
2006-09-14
Missile BMD Ballistic Missile Defense CAS Computer Algebra System CDD Capability Development Document CONOPS Concept of Operations CONUS Continental...this section. Analysis and calculations described in this section were conducted using Waterloo Maple® 7 Computer Algebra System (CAS). Initially...When two or more electromagnetic waves combine, their electric fields are integrated vectorially at each point in space for any
Composite likelihood estimation of demographic parameters
Directory of Open Access Journals (Sweden)
Garrigan Daniel
2009-11-01
Full Text Available Abstract Background Most existing likelihood-based methods for fitting historical demographic models to DNA sequence polymorphism data to do not scale feasibly up to the level of whole-genome data sets. Computational economies can be achieved by incorporating two forms of pseudo-likelihood: composite and approximate likelihood methods. Composite likelihood enables scaling up to large data sets because it takes the product of marginal likelihoods as an estimator of the likelihood of the complete data set. This approach is especially useful when a large number of genomic regions constitutes the data set. Additionally, approximate likelihood methods can reduce the dimensionality of the data by summarizing the information in the original data by either a sufficient statistic, or a set of statistics. Both composite and approximate likelihood methods hold promise for analyzing large data sets or for use in situations where the underlying demographic model is complex and has many parameters. This paper considers a simple demographic model of allopatric divergence between two populations, in which one of the population is hypothesized to have experienced a founder event, or population bottleneck. A large resequencing data set from human populations is summarized by the joint frequency spectrum, which is a matrix of the genomic frequency spectrum of derived base frequencies in two populations. A Bayesian Metropolis-coupled Markov chain Monte Carlo (MCMCMC method for parameter estimation is developed that uses both composite and likelihood methods and is applied to the three different pairwise combinations of the human population resequence data. The accuracy of the method is also tested on data sets sampled from a simulated population model with known parameters. Results The Bayesian MCMCMC method also estimates the ratio of effective population size for the X chromosome versus that of the autosomes. The method is shown to estimate, with reasonable
Toward unbiased estimations of the statefinder parameters
Aviles, Alejandro; Luongo, Orlando
2016-01-01
With the use of simulated supernova catalogs, we show that the statefinder parameters turn out to be poorly and biased estimated by standard cosmography. To this end, we compute their standard deviations and several bias statistics on cosmologies near the concordance model, demonstrating that these are very large, making standard cosmography unsuitable for future and wider compilations of data. To overcome this issue, we propose a new method that consists in introducing the series of the Hubble function into the luminosity distance, instead of considering the usual direct Taylor expansions of the luminosity distance. Moreover, in order to speed up the numerical computations, we estimate the coefficients of our expansions in a hierarchical manner, in which the order of the expansion depends on the redshift of every single piece of data. In addition, we propose two hybrids methods that incorporates standard cosmography at low redshifts. The methods presented here perform better than the standard approach of cos...
Parameter Estimation in Active Plate Structures
DEFF Research Database (Denmark)
Araujo, A. L.; Lopes, H. M. R.; Vaz, M. A. P.;
2006-01-01
In this paper two non-destructive methods for elastic and piezoelectric parameter estimation in active plate structures with surface bonded piezoelectric patches are presented. These methods rely on experimental undamped natural frequencies of free vibration. The first solves the inverse problem...... through gradient based optimization techniques, while the second is based on a metamodel of the inverse problem, using artificial neural networks. A numerical higher order finite element laminated plate model is used in both methods and results are compared and discussed through a simulated...
Estimation of Model Parameters for Steerable Needles
Park, Wooram; Reed, Kyle B.; Okamura, Allison M.; Chirikjian, Gregory S.
2010-01-01
Flexible needles with bevel tips are being developed as useful tools for minimally invasive surgery and percutaneous therapy. When such a needle is inserted into soft tissue, it bends due to the asymmetric geometry of the bevel tip. This insertion with bending is not completely repeatable. We characterize the deviations in needle tip pose (position and orientation) by performing repeated needle insertions into artificial tissue. The base of the needle is pushed at a constant speed without rotating, and the covariance of the distribution of the needle tip pose is computed from experimental data. We develop the closed-form equations to describe how the covariance varies with different model parameters. We estimate the model parameters by matching the closed-form covariance and the experimentally obtained covariance. In this work, we use a needle model modified from a previously developed model with two noise parameters. The modified needle model uses three noise parameters to better capture the stochastic behavior of the needle insertion. The modified needle model provides an improvement of the covariance error from 26.1% to 6.55%. PMID:21643451
Estimation of Model Parameters for Steerable Needles.
Park, Wooram; Reed, Kyle B; Okamura, Allison M; Chirikjian, Gregory S
2010-01-01
Flexible needles with bevel tips are being developed as useful tools for minimally invasive surgery and percutaneous therapy. When such a needle is inserted into soft tissue, it bends due to the asymmetric geometry of the bevel tip. This insertion with bending is not completely repeatable. We characterize the deviations in needle tip pose (position and orientation) by performing repeated needle insertions into artificial tissue. The base of the needle is pushed at a constant speed without rotating, and the covariance of the distribution of the needle tip pose is computed from experimental data. We develop the closed-form equations to describe how the covariance varies with different model parameters. We estimate the model parameters by matching the closed-form covariance and the experimentally obtained covariance. In this work, we use a needle model modified from a previously developed model with two noise parameters. The modified needle model uses three noise parameters to better capture the stochastic behavior of the needle insertion. The modified needle model provides an improvement of the covariance error from 26.1% to 6.55%.
Estimating Infiltration Parameters from Basic Soil Properties
van de Genachte, G.; Mallants, D.; Ramos, J.; Deckers, J. A.; Feyen, J.
1996-05-01
Infiltration data were collected on two rectangular grids with 25 sampling points each. Both experimental grids were located in tropical rain forest (Guyana), the first in an Arenosol area and the second in a Ferralsol field. Four different infiltration models were evaluated based on their performance in describing the infiltration data. The model parameters were estimated using non-linear optimization techniques. The infiltration behaviour in the Ferralsol was equally well described by the equations of Philip, Green-Ampt, Kostiakov and Horton. For the Arenosol, the equations of Philip, Green-Ampt and Horton were significantly better than the Kostiakov model. Basic soil properties such as textural composition (percentage sand, silt and clay), organic carbon content, dry bulk density, porosity, initial soil water content and root content were also determined for each sampling point of the two grids. The fitted infiltration parameters were then estimated based on other soil properties using multiple regression. Prior to the regression analysis, all predictor variables were transformed to normality. The regression analysis was performed using two information levels. The first information level contained only three texture fractions for the Ferralsol (sand, silt and clay) and four fractions for the Arenosol (coarse, medium and fine sand, and silt and clay). At the first information level the regression models explained up to 60% of the variability of some of the infiltration parameters for the Ferralsol field plot. At the second information level the complete textural analysis was used (nine fractions for the Ferralsol and six for the Arenosol). At the second information level a principal components analysis (PCA) was performed prior to the regression analysis to overcome the problem of multicollinearity among the predictor variables. Regression analysis was then carried out using the orthogonally transformed soil properties as the independent variables. Results for
Fast cosmological parameter estimation using neural networks
Auld, T; Hobson, M P; Gull, S F
2006-01-01
We present a method for accelerating the calculation of CMB power spectra, matter power spectra and likelihood functions for use in cosmological parameter estimation. The algorithm, called CosmoNet, is based on training a multilayer perceptron neural network and shares all the advantages of the recently released Pico algorithm of Fendt & Wandelt, but has several additional benefits in terms of simplicity, computational speed, memory requirements and ease of training. We demonstrate the capabilities of CosmoNet by computing CMB power spectra over a box in the parameter space of flat \\Lambda CDM models containing the 3\\sigma WMAP1 confidence region. We also use CosmoNet to compute the WMAP3 likelihood for flat \\Lambda CDM models and show that marginalised posteriors on parameters derived are very similar to those obtained using CAMB and the WMAP3 code. We find that the average error in the power spectra is typically 2-3% of cosmic variance, and that CosmoNet is \\sim 7 \\times 10^4 faster than CAMB (for flat ...
Cosmological parameter estimation: impact of CMB aberration
Catena, Riccardo
2012-01-01
The peculiar motion of an observer with respect to the CMB rest frame induces an apparent deflection of the observed CMB photons, i.e. aberration, and a shift in their frequency, i.e. Doppler effect. Both effects distort the temperature multipoles a_lm's via a mixing matrix at any l. The common lore when performing a CMB based cosmological parameter estimation is to consider that Doppler affects only the l=1 multipole, and neglect any other corrections. In this paper we reconsider the validity of this assumption, showing that it is actually not robust when sky cuts are included to model CMB foreground contaminations. Assuming a simple fiducial cosmological model with five parameters, we simulated CMB temperature maps of the sky in a WMAP-like and in a Planck-like experiment and added aberration and Doppler effects to the maps. We then analyzed with a MCMC in a Bayesian framework the maps with and without aberration and Doppler effects in order to assess the ability of reconstructing the parameters of the fidu...
Noncoherent sampling technique for communications parameter estimations
Su, Y. T.; Choi, H. J.
1985-01-01
This paper presents a method of noncoherent demodulation of the PSK signal for signal distortion analysis at the RF interface. The received RF signal is downconverted and noncoherently sampled for further off-line processing. Any mismatch in phase and frequency is then compensated for by the software using the estimation techniques to extract the baseband waveform, which is needed in measuring various signal parameters. In this way, various kinds of modulated signals can be treated uniformly, independent of modulation format, and additional distortions introduced by the receiver or the hardware measurement instruments can thus be eliminated. Quantization errors incurred by digital sampling and ensuing software manipulations are analyzed and related numerical results are presented also.
Parameter estimation in LISA Pathfinder operational exercises
Nofrarias, Miquel; Congedo, Giuseppe; Hueller, Mauro; Armano, M; Diaz-Aguilo, M; Grynagier, A; Hewitson, M
2011-01-01
The LISA Pathfinder data analysis team has been developing in the last years the infrastructure and methods required to run the mission during flight operations. These are gathered in the LTPDA toolbox, an object oriented MATLAB toolbox that allows all the data analysis functionalities for the mission, while storing the history of all operations performed to the data, thus easing traceability and reproducibility of the analysis. The parameter estimation methods in the toolbox have been applied recently to data sets generated with the OSE (Off-line Simulations Environment), a detailed LISA Pathfinder non-linear simulator that will serve as a reference simulator during mission operations. These operational exercises aim at testing the on-orbit experiments in a realistic environment in terms of software and time constraints. These simulations, so called operational exercises, are the last verification step before translating these experiments into tele-command sequences for the spacecraft, producing therefore ve...
Multiple nonlinear parameter estimation using PI feedback control
Lith, van P. F.; Witteveen, H.; Betlem, B.H.L.; Roffel, B.
2001-01-01
Nonlinear parameters often need to be estimated during the building of chemical process models. To accomplish this, many techniques are available. This paper discusses an alternative view to parameter estimation, where the concept of PI feedback control is used to estimate model parameters. The appr
Bayesian approach to decompression sickness model parameter estimation.
Howle, L E; Weber, P W; Nichols, J M
2017-03-01
We examine both maximum likelihood and Bayesian approaches for estimating probabilistic decompression sickness model parameters. Maximum likelihood estimation treats parameters as fixed values and determines the best estimate through repeated trials, whereas the Bayesian approach treats parameters as random variables and determines the parameter probability distributions. We would ultimately like to know the probability that a parameter lies in a certain range rather than simply make statements about the repeatability of our estimator. Although both represent powerful methods of inference, for models with complex or multi-peaked likelihoods, maximum likelihood parameter estimates can prove more difficult to interpret than the estimates of the parameter distributions provided by the Bayesian approach. For models of decompression sickness, we show that while these two estimation methods are complementary, the credible intervals generated by the Bayesian approach are more naturally suited to quantifying uncertainty in the model parameters.
Ballistic Missile Defense System (BMDS)
2015-12-01
Estimate RDT&E - Research , Development, Test, and Evaluation SAR - Selected Acquisition Report SCP - Service Cost Position TBD - To Be Determined TY - Then...all ranges and in all phases of flight. Following guidance from the President, the Secretary of Defense approved the Ballistic Missile Defense (BMD...based Midcourse Defense (GMD) system to enhance our capability against Intercontinental Ballistic Missiles. We are currently sustaining 30
Estimation of high altitude Martian dust parameters
Pabari, Jayesh; Bhalodi, Pinali
2016-07-01
Dust devils are known to occur near the Martian surface mostly during the mid of Southern hemisphere summer and they play vital role in deciding background dust opacity in the atmosphere. The second source of high altitude Martian dust could be due to the secondary ejecta caused by impacts on Martian Moons, Phobos and Deimos. Also, the surfaces of the Moons are charged positively due to ultraviolet rays from the Sun and negatively due to space plasma currents. Such surface charging may cause fine grains to be levitated, which can easily escape the Moons. It is expected that the escaping dust form dust rings within the orbits of the Moons and therefore also around the Mars. One more possible source of high altitude Martian dust is interplanetary in nature. Due to continuous supply of the dust from various sources and also due to a kind of feedback mechanism existing between the ring or tori and the sources, the dust rings or tori can sustain over a period of time. Recently, very high altitude dust at about 1000 km has been found by MAVEN mission and it is expected that the dust may be concentrated at about 150 to 500 km. However, it is mystery how dust has reached to such high altitudes. Estimation of dust parameters before-hand is necessary to design an instrument for the detection of high altitude Martian dust from a future orbiter. In this work, we have studied the dust supply rate responsible primarily for the formation of dust ring or tori, the life time of dust particles around the Mars, the dust number density as well as the effect of solar radiation pressure and Martian oblateness on dust dynamics. The results presented in this paper may be useful to space scientists for understanding the scenario and designing an orbiter based instrument to measure the dust surrounding the Mars for solving the mystery. The further work is underway.
Frank, Matthias; Schönekeß, Holger; Jäger, Frank; Herbst, Jörg; Ekkernkamp, Axel; Nguyen, Thanh Tien; Bockholdt, Britta
2013-11-01
The capability of conventional air gun lead pellets (diabolo pellets) to cause severe injuries or fatalities even at low kinetic energy levels is well documented in medical literature. Modern composite hunting pellets, usually a metal core (made of steel, lead, zinc, or a zinc and aluminum alloy) encased in a plastic sleeve, are of special forensic and traumatological interest. These projectiles are advertised by the manufacturers to discharge at higher velocities than conventional air gun pellets, thus generating very high tissue-penetrating capabilities. Lack of experimental data on these uncommon air gun projectiles induced this work. Ballistic parameters of 12 different caliber .177 (4.5 mm) composite pellets, discharged from two spring-piston air guns (Weihrauch HW 35, Webley CUB) and three pneumatic air guns (Walther LGR, Walther LG400, Walther LP300), were investigated using a ballistic speed measurement system and compared to a conventional diabolo pellet (RWS Meisterkugel) as reference projectile. Although overall results were inconsistent, for some projectile-weapon combinations (particularly spring-piston air guns), a significant change of the kinetic energy (-53 up to +48 %) to the reference projectile was observed. The data provided in this work may serve as a basis for forensic investigation as well as traumatological diagnosis and treatment of injuries caused by these uncommon projectiles.
Directory of Open Access Journals (Sweden)
Orlov A. I.
2015-05-01
Full Text Available According to the new paradigm of applied mathematical statistics one should prefer non-parametric methods and models. However, in applied statistics we currently use a variety of parametric models. The term "parametric" means that the probabilistic-statistical model is fully described by a finite-dimensional vector of fixed dimension, and this dimension does not depend on the size of the sample. In parametric statistics the estimation problem is to estimate the unknown value (for statistician of parameter by means of the best (in some sense method. In the statistical problems of standardization and quality control we use a three-parameter family of gamma distributions. In this article, it is considered as an example of the parametric distribution family. We compare the methods for estimating the parameters. The method of moments is universal. However, the estimates obtained with the help of method of moments have optimal properties only in rare cases. Maximum likelihood estimation (MLE belongs to the class of the best asymptotically normal estimates. In most cases, analytical solutions do not exist; therefore, to find MLE it is necessary to apply numerical methods. However, the use of numerical methods creates numerous problems. Convergence of iterative algorithms requires justification. In a number of examples of the analysis of real data, the likelihood function has many local maxima, and because of that natural iterative procedures do not converge. We suggest the use of one-step estimates (OS-estimates. They have equally good asymptotic properties as the maximum likelihood estimators, under the same conditions of regularity that MLE. One-step estimates are written in the form of explicit formulas. In this article it is proved that the one-step estimates are the best asymptotically normal estimates (under natural conditions. We have found OS-estimates for the gamma distribution and given the results of calculations using data on operating time
Bayesian parameter estimation by continuous homodyne detection
Kiilerich, Alexander Holm; Mølmer, Klaus
2016-09-01
We simulate the process of continuous homodyne detection of the radiative emission from a quantum system, and we investigate how a Bayesian analysis can be employed to determine unknown parameters that govern the system evolution. Measurement backaction quenches the system dynamics at all times and we show that the ensuing transient evolution is more sensitive to system parameters than the steady state of the system. The parameter sensitivity can be quantified by the Fisher information, and we investigate numerically and analytically how the temporal noise correlations in the measurement signal contribute to the ultimate sensitivity limit of homodyne detection.
Bayesian parameter estimation by continuous homodyne detection
DEFF Research Database (Denmark)
Kiilerich, Alexander Holm; Molmer, Klaus
2016-01-01
and we show that the ensuing transient evolution is more sensitive to system parameters than the steady state of the system. The parameter sensitivity can be quantified by the Fisher information, and we investigate numerically and analytically how the temporal noise correlations in the measurement signal......We simulate the process of continuous homodyne detection of the radiative emission from a quantum system, and we investigate how a Bayesian analysis can be employed to determine unknown parameters that govern the system evolution. Measurement backaction quenches the system dynamics at all times...
Baker Syed; Poskar C; Junker Björn
2011-01-01
Abstract In systems biology, experimentally measured parameters are not always available, necessitating the use of computationally based parameter estimation. In order to rely on estimated parameters, it is critical to first determine which parameters can be estimated for a given model and measurement set. This is done with parameter identifiability analysis. A kinetic model of the sucrose accumulation in the sugar cane culm tissue developed by Rohwer et al. was taken as a test case model. Wh...
An approach for parameter estimation of biotechnological processes
Energy Technology Data Exchange (ETDEWEB)
Ljubenova, V. (Central Lab. of Bioinstrumentation and Automation, Bulgarian Academy of Sciences, Sofia (Bulgaria)); Ignatova, M.
1994-08-01
An approach for parameter estimators design of biotechnological processes (BTP) is presented in case of lack of real time information about state variables. It is based on general reaction rate models and measurements of at least one reaction rate. A general parameter estimator of BTP is designed with the help of which specific rate estimators are synthesized. Stability and convergence of an estimator of specific growth rate for a class of aerobic batch processes are proved. Its effectiveness is illustrated by simulation results. The proposed on-line parameter estimation approach can be used for design of BTP on-line variable estimation algorithms (variable observers of BTP). (orig.)
Estimation of Kinetic Parameters in an Automotive SCR Catalyst Model
DEFF Research Database (Denmark)
Åberg, Andreas; Widd, Anders; Abildskov, Jens;
2016-01-01
A challenge during the development of models for simulation of the automotive Selective Catalytic Reduction catalyst is the parameter estimation of the kinetic parameters, which can be time consuming and problematic. The parameter estimation is often carried out on small-scale reactor tests, or p...
Parameter and Uncertainty Estimation in Groundwater Modelling
DEFF Research Database (Denmark)
Jensen, Jacob Birk
The data basis on which groundwater models are constructed is in general very incomplete, and this leads to uncertainty in model outcome. Groundwater models form the basis for many, often costly decisions and if these are to be made on solid grounds, the uncertainty attached to model results must...... be quantified. This study was motivated by the need to estimate the uncertainty involved in groundwater models.Chapter 2 presents an integrated surface/subsurface unstructured finite difference model that was developed and applied to a synthetic case study.The following two chapters concern calibration...... and uncertainty estimation. Essential issues relating to calibration are discussed. The classical regression methods are described; however, the main focus is on the Generalized Likelihood Uncertainty Estimation (GLUE) methodology. The next two chapters describe case studies in which the GLUE methodology...
METHOD ON ESTIMATION OF DRUG'S PENETRATED PARAMETERS
Institute of Scientific and Technical Information of China (English)
刘宇红; 曾衍钧; 许景锋; 张梅
2004-01-01
Transdermal drug delivery system (TDDS) is a new method for drug delivery. The analysis of plenty of experiments in vitro can lead to a suitable mathematical model for the description of the process of the drug's penetration through the skin, together with the important parameters that are related to the characters of the drugs.After the research work of the experiments data,a suitable nonlinear regression model was selected. Using this model, the most important parameter-penetrated coefficient of 20 drugs was computed.In the result one can find, this work supports the theory that the skin can be regarded as singular membrane.
A Comparative Study of Distribution System Parameter Estimation Methods
Energy Technology Data Exchange (ETDEWEB)
Sun, Yannan; Williams, Tess L.; Gourisetti, Sri Nikhil Gup
2016-07-17
In this paper, we compare two parameter estimation methods for distribution systems: residual sensitivity analysis and state-vector augmentation with a Kalman filter. These two methods were originally proposed for transmission systems, and are still the most commonly used methods for parameter estimation. Distribution systems have much lower measurement redundancy than transmission systems. Therefore, estimating parameters is much more difficult. To increase the robustness of parameter estimation, the two methods are applied with combined measurement snapshots (measurement sets taken at different points in time), so that the redundancy for computing the parameter values is increased. The advantages and disadvantages of both methods are discussed. The results of this paper show that state-vector augmentation is a better approach for parameter estimation in distribution systems. Simulation studies are done on a modified version of IEEE 13-Node Test Feeder with varying levels of measurement noise and non-zero error in the other system model parameters.
A Sparse Bayesian Learning Algorithm With Dictionary Parameter Estimation
DEFF Research Database (Denmark)
Hansen, Thomas Lundgaard; Badiu, Mihai Alin; Fleury, Bernard Henri
2014-01-01
) algorithm, which estimates the atom parameters along with the model order and weighting coefficients. Numerical experiments for spectral estimation with closely-spaced frequency components, show that the proposed SBL algorithm outperforms subspace and compressed sensing methods....
Estimation of motility parameters from trajectory data
DEFF Research Database (Denmark)
Vestergaard, Christian L.; Pedersen, Jonas Nyvold; Mortensen, Kim I.;
2015-01-01
Given a theoretical model for a self-propelled particle or micro-organism, how does one optimally determine the parameters of the model from experimental data in the form of a time-lapse recorded trajectory? For very long trajectories, one has very good statistics, and optimality may matter little...... to which similar results may be obtained also for self-propelled particles....
A Modified Extended Bayesian Method for Parameter Estimation
Institute of Scientific and Technical Information of China (English)
无
2007-01-01
This paper presents a modified extended Bayesian method for parameter estimation. In this method the mean value of the a priori estimation is taken from the values of the estimated parameters in the previous iteration step. In this way, the parameter covariance matrix can be automatically updated during the estimation procedure, thereby avoiding the selection of an empirical parameter. Because the extended Bayesian method can be regarded as a Tikhonov regularization, this new method is more stable than both the least-squares method and the maximum likelihood method. The validity of the proposed method is illustrated by two examples: one based on simulated data and one based on real engineering data.
Parameter estimation and error analysis in environmental modeling and computation
Kalmaz, E. E.
1986-01-01
A method for the estimation of parameters and error analysis in the development of nonlinear modeling for environmental impact assessment studies is presented. The modular computer program can interactively fit different nonlinear models to the same set of data, dynamically changing the error structure associated with observed values. Parameter estimation techniques and sequential estimation algorithms employed in parameter identification and model selection are first discussed. Then, least-square parameter estimation procedures are formulated, utilizing differential or integrated equations, and are used to define a model for association of error with experimentally observed data.
Parameter estimation using compensatory neural networks
Indian Academy of Sciences (India)
M Sinha; P K Kalra; K Kumar
2000-04-01
Proposed here is a new neuron model, a basis for Compensatory Neural Network Architecture (CNNA), which not only reduces the total number of interconnections among neurons but also reduces the total computing time for training. The suggested model has properties of the basic neuron model as well as the higher neuron model (multiplicative aggregation function). It can adapt to standard neuron and higher order neuron, as well as a combination of the two. This approach is found to estimate the orbit with accuracy significantly better than Kalman Filter (KF) and Feedforward Multilayer Neural Network (FMNN) (also simply referred to as Artificial Neural Network, ANN) with lambda-gamma learning. The typical simulation runs also bring out the superiority of the proposed scheme over Kalman filter from the standpoint of computation time and the amount of data needed for the desired degree of estimated accuracy for the specific problem of orbit determination.
Muscle parameters estimation based on biplanar radiography.
Dubois, G; Rouch, P; Bonneau, D; Gennisson, J L; Skalli, W
2016-11-01
The evaluation of muscle and joint forces in vivo is still a challenge. Musculo-Skeletal (musculo-skeletal) models are used to compute forces based on movement analysis. Most of them are built from a scaled-generic model based on cadaver measurements, which provides a low level of personalization, or from Magnetic Resonance Images, which provide a personalized model in lying position. This study proposed an original two steps method to access a subject-specific musculo-skeletal model in 30 min, which is based solely on biplanar X-Rays. First, the subject-specific 3D geometry of bones and skin envelopes were reconstructed from biplanar X-Rays radiography. Then, 2200 corresponding control points were identified between a reference model and the subject-specific X-Rays model. Finally, the shape of 21 lower limb muscles was estimated using a non-linear transformation between the control points in order to fit the muscle shape of the reference model to the X-Rays model. Twelfth musculo-skeletal models were reconstructed and compared to their reference. The muscle volume was not accurately estimated with a standard deviation (SD) ranging from 10 to 68%. However, this method provided an accurate estimation the muscle line of action with a SD of the length difference lower than 2% and a positioning error lower than 20 mm. The moment arm was also well estimated with SD lower than 15% for most muscle, which was significantly better than scaled-generic model for most muscle. This method open the way to a quick modeling method for gait analysis based on biplanar radiography.
Bias in parameter estimation of form errors
Zhang, Xiangchao; Zhang, Hao; He, Xiaoying; Xu, Min
2014-09-01
The surface form qualities of precision components are critical to their functionalities. In precision instruments algebraic fitting is usually adopted and the form deviations are assessed in the z direction only, in which case the deviations at steep regions of curved surfaces will be over-weighted, making the fitted results biased and unstable. In this paper the orthogonal distance fitting is performed for curved surfaces and the form errors are measured along the normal vectors of the fitted ideal surfaces. The relative bias of the form error parameters between the vertical assessment and orthogonal assessment are analytically calculated and it is represented as functions of the surface slopes. The parameter bias caused by the non-uniformity of data points can be corrected by weighting, i.e. each data is weighted by the 3D area of the Voronoi cell around the projection point on the fitted surface. Finally numerical experiments are given to compare different fitting methods and definitions of the form error parameters. The proposed definition is demonstrated to show great superiority in terms of stability and unbiasedness.
Parameter Estimation for Improving Association Indicators in Binary Logistic Regression
Directory of Open Access Journals (Sweden)
Mahdi Bashiri
2012-02-01
Full Text Available The aim of this paper is estimation of Binary logistic regression parameters for maximizing the log-likelihood function with improved association indicators. In this paper the parameter estimation steps have been explained and then measures of association have been introduced and their calculations have been analyzed. Moreover a new related indicators based on membership degree level have been expressed. Indeed association measures demonstrate the number of success responses occurred in front of failure in certain number of Bernoulli independent experiments. In parameter estimation, existing indicators values is not sensitive to the parameter values, whereas the proposed indicators are sensitive to the estimated parameters during the iterative procedure. Therefore, proposing a new association indicator of binary logistic regression with more sensitivity to the estimated parameters in maximizing the log- likelihood in iterative procedure is innovation of this study.
Estimation of motility parameters from trajectory data
DEFF Research Database (Denmark)
Vestergaard, Christian L.; Pedersen, Jonas Nyvold; Mortensen, Kim I.;
2015-01-01
Given a theoretical model for a self-propelled particle or micro-organism, how does one optimally determine the parameters of the model from experimental data in the form of a time-lapse recorded trajectory? For very long trajectories, one has very good statistics, and optimality may matter little....... However, for biological micro-organisms, one may not control the duration of recordings, and then optimality can matter. This is especially the case if one is interested in individuality and hence cannot improve statistics by taking population averages over many trajectories. One can learn much about...
Shape parameter estimate for a glottal model without time position
Degottex, Gilles; Roebel, Axel; Rodet, Xavier
2009-01-01
cote interne IRCAM: Degottex09a; None / None; National audience; From a recorded speech signal, we propose to estimate a shape parameter of a glottal model without estimating his time position. Indeed, the literature usually propose to estimate the time position first (ex. by detecting Glottal Closure Instants). The vocal-tract filter estimate is expressed as a minimum-phase envelope estimation after removing the glottal model and a standard lips radiation model. Since this filter is mainly b...
Control and Estimation of Distributed Parameter Systems
Kappel, F; Kunisch, K
1998-01-01
Consisting of 23 refereed contributions, this volume offers a broad and diverse view of current research in control and estimation of partial differential equations. Topics addressed include, but are not limited to - control and stability of hyperbolic systems related to elasticity, linear and nonlinear; - control and identification of nonlinear parabolic systems; - exact and approximate controllability, and observability; - Pontryagin's maximum principle and dynamic programming in PDE; and - numerics pertinent to optimal and suboptimal control problems. This volume is primarily geared toward control theorists seeking information on the latest developments in their area of expertise. It may also serve as a stimulating reader to any researcher who wants to gain an impression of activities at the forefront of a vigorously expanding area in applied mathematics.
Two-state filtering for joint state-parameter estimation
Santitissadeekorn, Naratip
2014-01-01
This paper presents an approach for simultaneous estimation of the state and unknown parameters in a sequential data assimilation framework. The state augmentation technique, in which the state vector is augmented by the model parameters, has been investigated in many previous studies and some success with this technique has been reported in the case where model parameters are additive. However, many geophysical or climate models contains non-additive parameters such as those arising from physical parametrization of sub-grid scale processes, in which case the state augmentation technique may become ineffective since its inference about parameters from partially observed states based on the cross covariance between states and parameters is inadequate if states and parameters are not linearly correlated. In this paper, we propose a two-stages filtering technique that runs particle filtering (PF) to estimate parameters while updating the state estimate using Ensemble Kalman filter (ENKF; these two "sub-filters" ...
Estimating a weighted average of stratum-specific parameters.
Brumback, Babette A; Winner, Larry H; Casella, George; Ghosh, Malay; Hall, Allyson; Zhang, Jianyi; Chorba, Lorna; Duncan, Paul
2008-10-30
This article investigates estimators of a weighted average of stratum-specific univariate parameters and compares them in terms of a design-based estimate of mean-squared error (MSE). The research is motivated by a stratified survey sample of Florida Medicaid beneficiaries, in which the parameters are population stratum means and the weights are known and determined by the population sampling frame. Assuming heterogeneous parameters, it is common to estimate the weighted average with the weighted sum of sample stratum means; under homogeneity, one ignores the known weights in favor of precision weighting. Adaptive estimators arise from random effects models for the parameters. We propose adaptive estimators motivated from these random effects models, but we compare their design-based performance. We further propose selecting the tuning parameter to minimize a design-based estimate of mean-squared error. This differs from the model-based approach of selecting the tuning parameter to accurately represent the heterogeneity of stratum means. Our design-based approach effectively downweights strata with small weights in the assessment of homogeneity, which can lead to a smaller MSE. We compare the standard random effects model with identically distributed parameters to a novel alternative, which models the variances of the parameters as inversely proportional to the known weights. We also present theoretical and computational details for estimators based on a general class of random effects models. The methods are applied to estimate average satisfaction with health plan and care among Florida beneficiaries just prior to Medicaid reform.
Statistical methods for cosmological parameter selection and estimation
Liddle, Andrew R
2009-01-01
The estimation of cosmological parameters from precision observables is an important industry with crucial ramifications for particle physics. This article discusses the statistical methods presently used in cosmological data analysis, highlighting the main assumptions and uncertainties. The topics covered are parameter estimation, model selection, multi-model inference, and experimental design, all primarily from a Bayesian perspective.
Estimation of Physical Parameters in Linear and Nonlinear Dynamic Systems
DEFF Research Database (Denmark)
Knudsen, Morten
and estimation of physical parameters in particular. 2. To apply the new methods for modelling of specific objects, such as loudspeakers, ac- and dc-motors wind turbines and beat exchangers. A reliable quality measure of an obtained parameter estimate is a prerequisite for any reasonable use of the result...
On Estimating the Parameters of Truncated Trivariate Normal Distributions
Directory of Open Access Journals (Sweden)
M. N. Bhattacharyya
1969-07-01
Full Text Available Maximum likehood estimates of the parameters of a trivariate normal distribution, with single truncation on two-variates, have been derived in this paper. The information matrix has also been given from which the asymptotic variances and covariances might be obtained for the estimates of the parameters of the restricted variables. Numerical examples have been worked out.
Modeling Of Ballistic Missile Dynamics
Directory of Open Access Journals (Sweden)
Salih Mahmoud Attiya
2013-05-01
Full Text Available Aerodynamic modeling of ballistic missile in pitch plane is performed and the open-loop transfer function related to the jet deflector angle as input and pitch rate, normal acceleration as output has been derived with certain acceptable assumptions. For typical values of ballistic missile parameters such as mass, velocity, altitude, moment of inertia, thrust, moment and lift coefficient show that, the step time response and frequency response of the missile is unstable. The steady state gain, damping ratio and undraped natural frequency depend on the missile parameters. To stabilize the missile a lead compensator must be added to the forward loop.
Parameter estimation of hydrologic models using data assimilation
Kaheil, Y. H.
2005-12-01
The uncertainties associated with the modeling of hydrologic systems sometimes demand that data should be incorporated in an on-line fashion in order to understand the behavior of the system. This paper represents a Bayesian strategy to estimate parameters for hydrologic models in an iterative mode. The paper presents a modified technique called localized Bayesian recursive estimation (LoBaRE) that efficiently identifies the optimum parameter region, avoiding convergence to a single best parameter set. The LoBaRE methodology is tested for parameter estimation for two different types of models: a support vector machine (SVM) model for predicting soil moisture, and the Sacramento Soil Moisture Accounting (SAC-SMA) model for estimating streamflow. The SAC-SMA model has 13 parameters that must be determined. The SVM model has three parameters. Bayesian inference is used to estimate the best parameter set in an iterative fashion. This is done by narrowing the sampling space by imposing uncertainty bounds on the posterior best parameter set and/or updating the "parent" bounds based on their fitness. The new approach results in fast convergence towards the optimal parameter set using minimum training/calibration data and evaluation of fewer parameter sets. The efficacy of the localized methodology is also compared with the previously used Bayesian recursive estimation (BaRE) algorithm.
Parameter and State Estimator for State Space Models
Directory of Open Access Journals (Sweden)
Ruifeng Ding
2014-01-01
Full Text Available This paper proposes a parameter and state estimator for canonical state space systems from measured input-output data. The key is to solve the system state from the state equation and to substitute it into the output equation, eliminating the state variables, and the resulting equation contains only the system inputs and outputs, and to derive a least squares parameter identification algorithm. Furthermore, the system states are computed from the estimated parameters and the input-output data. Convergence analysis using the martingale convergence theorem indicates that the parameter estimates converge to their true values. Finally, an illustrative example is provided to show that the proposed algorithm is effective.
Estimation of ground water hydraulic parameters
Energy Technology Data Exchange (ETDEWEB)
Hvilshoej, Soeren
1998-11-01
The main objective was to assess field methods to determine ground water hydraulic parameters and to develop and apply new analysis methods to selected field techniques. A field site in Vejen, Denmark, which previously has been intensively investigated on the basis of a large amount of mini slug tests and tracer tests, was chosen for experimental application and evaluation. Particular interest was in analysing partially penetrating pumping tests and a recently proposed single-well dipole test. Three wells were constructed in which partially penetrating pumping tests and multi-level single-well dipole tests were performed. In addition, multi-level slug tests, flow meter tests, gamma-logs, and geologic characterisation of soil samples were carried out. In addition to the three Vejen analyses, data from previously published partially penetrating pumping tests were analysed assuming homogeneous anisotropic aquifer conditions. In the present study methods were developed to analyse partially penetrating pumping tests and multi-level single-well dipole tests based on an inverse numerical model. The obtained horizontal hydraulic conductivities from the partially penetrating pumping tests were in accordance with measurements obtained from multi-level slug tests and mini slug tests. Accordance was also achieved between the anisotropy ratios determined from partially penetrating pumping tests and multi-level single-well dipole tests. It was demonstrated that the partially penetrating pumping test analysed by and inverse numerical model is a very valuable technique that may provide hydraulic information on the storage terms and the vertical distribution of the horizontal and vertical hydraulic conductivity under both confined and unconfined aquifer conditions. (EG) 138 refs.
PARAMETER ESTIMATION IN LINEAR REGRESSION MODELS FOR LONGITUDINAL CONTAMINATED DATA
Institute of Scientific and Technical Information of China (English)
QianWeimin; LiYumei
2005-01-01
The parameter estimation and the coefficient of contamination for the regression models with repeated measures are studied when its response variables are contaminated by another random variable sequence. Under the suitable conditions it is proved that the estimators which are established in the paper are strongly consistent estimators.
An Algorithm for Positive Definite Least Square Estimation of Parameters.
1986-05-01
This document presents an algorithm for positive definite least square estimation of parameters. This estimation problem arises from the PILOT...dynamic macro-economic model and is equivalent to an infinite convex quadratic program. It differs from ordinary least square estimations in that the
Modeling and Parameter Estimation of a Small Wind Generation System
Directory of Open Access Journals (Sweden)
Carlos A. Ramírez Gómez
2013-11-01
Full Text Available The modeling and parameter estimation of a small wind generation system is presented in this paper. The system consists of a wind turbine, a permanent magnet synchronous generator, a three phase rectifier, and a direct current load. In order to estimate the parameters wind speed data are registered in a weather station located in the Fraternidad Campus at ITM. Wind speed data were applied to a reference model programed with PSIM software. From that simulation, variables were registered to estimate the parameters. The wind generation system model together with the estimated parameters is an excellent representation of the detailed model, but the estimated model offers a higher flexibility than the programed model in PSIM software.
Parameter Estimation for Generalized Brownian Motion with Autoregressive Increments
Fendick, Kerry
2011-01-01
This paper develops methods for estimating parameters for a generalization of Brownian motion with autoregressive increments called a Brownian ray with drift. We show that a superposition of Brownian rays with drift depends on three types of parameters - a drift coefficient, autoregressive coefficients, and volatility matrix elements, and we introduce methods for estimating each of these types of parameters using multidimensional times series data. We also cover parameter estimation in the contexts of two applications of Brownian rays in the financial sphere: queuing analysis and option valuation. For queuing analysis, we show how samples of queue lengths can be used to estimate the conditional expectation functions for the length of the queue and for increments in its net input and lost potential output. For option valuation, we show how the Black-Scholes-Merton formula depends on the price of the security on which the option is written through estimates not only of its volatility, but also of a coefficient ...
Research on the estimation method for Earth rotation parameters
Yao, Yibin
2008-12-01
In this paper, the methods of earth rotation parameter (ERP) estimation based on IGS SINEX file of GPS solution are discussed in details. To estimate ERP, two different ways are involved: one is the parameter transformation method, and the other is direct adjustment method with restrictive conditions. With the IGS daily SINEX files produced by GPS tracking stations can be used to estimate ERP. The parameter transformation method can simplify the process. The process result indicates that the systemic error will exist in the estimated ERP by only using GPS observations. As to the daily GPS SINEX files, why the distinct systemic error is exist in the ERP, or whether this systemic error will affect other parameters estimation, and what its influenced magnitude being, it needs further study in the future.
Weibull Parameters Estimation Based on Physics of Failure Model
DEFF Research Database (Denmark)
Kostandyan, Erik; Sørensen, John Dalsgaard
2012-01-01
Reliability estimation procedures are discussed for the example of fatigue development in solder joints using a physics of failure model. The accumulated damage is estimated based on a physics of failure model, the Rainflow counting algorithm and the Miner’s rule. A threshold model is used...... distribution. Methods from structural reliability analysis are used to model the uncertainties and to assess the reliability for fatigue failure. Maximum Likelihood and Least Square estimation techniques are used to estimate fatigue life distribution parameters....
UPDATING AND DOWNDATING FOR PARAMETER ESTIMATION WITH BOUNDED UNCERTAIN DATA
Institute of Scientific and Technical Information of China (English)
无
2005-01-01
The bounded parameter estimation problem and its solution lead to moie meaningful results. Its superior performance is due to the fact that the new method guarantees that the effect of the uncertainties will never be unnecessarily overestimated.We then consider how to update and downdate the bounded parameter estimation problem. When updating and downdating of SVD are used to the new problem, special technologies are taken to avoid forming U and V explicitly, then increase the algorithm performance. Because of the link between the bounded parameter estimation and Tikhonov regularization procedure, we point out that our algorithms can also be used to modify regularization problem.
A simulation of water pollution model parameter estimation
Kibler, J. F.
1976-01-01
A parameter estimation procedure for a water pollution transport model is elaborated. A two-dimensional instantaneous-release shear-diffusion model serves as representative of a simple transport process. Pollution concentration levels are arrived at via modeling of a remote-sensing system. The remote-sensed data are simulated by adding Gaussian noise to the concentration level values generated via the transport model. Model parameters are estimated from the simulated data using a least-squares batch processor. Resolution, sensor array size, and number and location of sensor readings can be found from the accuracies of the parameter estimates.
Parameter Estimation in Epidemiology: from Simple to Complex Dynamics
Aguiar, Maíra; Ballesteros, Sebastién; Boto, João Pedro; Kooi, Bob W.; Mateus, Luís; Stollenwerk, Nico
2011-09-01
We revisit the parameter estimation framework for population biological dynamical systems, and apply it to calibrate various models in epidemiology with empirical time series, namely influenza and dengue fever. When it comes to more complex models like multi-strain dynamics to describe the virus-host interaction in dengue fever, even most recently developed parameter estimation techniques, like maximum likelihood iterated filtering, come to their computational limits. However, the first results of parameter estimation with data on dengue fever from Thailand indicate a subtle interplay between stochasticity and deterministic skeleton. The deterministic system on its own already displays complex dynamics up to deterministic chaos and coexistence of multiple attractors.
A new estimate of the parameters in linear mixed models
Institute of Scientific and Technical Information of China (English)
王松桂; 尹素菊
2002-01-01
In linear mixed models, there are two kinds of unknown parameters: one is the fixed effect, theother is the variance component. In this paper, new estimates of these parameters, called the spectral decom-position estimates, are proposed, Some important statistical properties of the new estimates are established,in particular the linearity of the estimates of the fixed effects with many statistical optimalities. A new methodis applied to two important models which are used in economics, finance, and mechanical fields. All estimatesobtained have good statistical and practical meaning.
Another Look at the EWMA Control Chart with Estimated Parameters
Saleh, N.A.; Mahmoud, M.A.; Jones-Farmer, L.A.; Zwetsloot, I.; Woodall, W.H.
2015-01-01
The authors assess the in-control performance of the exponentially weighted moving average (EWMA) control chart in terms of the SDARL and percentiles of the ARL distribution when the process parameters are estimated.
Kalman filter data assimilation: targeting observations and parameter estimation.
Bellsky, Thomas; Kostelich, Eric J; Mahalov, Alex
2014-06-01
This paper studies the effect of targeted observations on state and parameter estimates determined with Kalman filter data assimilation (DA) techniques. We first provide an analytical result demonstrating that targeting observations within the Kalman filter for a linear model can significantly reduce state estimation error as opposed to fixed or randomly located observations. We next conduct observing system simulation experiments for a chaotic model of meteorological interest, where we demonstrate that the local ensemble transform Kalman filter (LETKF) with targeted observations based on largest ensemble variance is skillful in providing more accurate state estimates than the LETKF with randomly located observations. Additionally, we find that a hybrid ensemble Kalman filter parameter estimation method accurately updates model parameters within the targeted observation context to further improve state estimation.
Parameter estimation in stochastic rainfall-runoff models
DEFF Research Database (Denmark)
Jonsdottir, Harpa; Madsen, Henrik; Palsson, Olafur Petur
2006-01-01
the parameters, including the noise terms. The parameter estimation method is a maximum likelihood method (ML) where the likelihood function is evaluated using a Kalman filter technique. The ML method estimates the parameters in a prediction error settings, i.e. the sum of squared prediction error is minimized....... For a comparison the parameters are also estimated by an output error method, where the sum of squared simulation error is minimized. The former methodology is optimal for short-term prediction whereas the latter is optimal for simulations. Hence, depending on the purpose it is possible to select whether...... the parameter values are optimal for simulation or prediction. The data originates from Iceland and the model is designed for Icelandic conditions, including a snow routine for mountainous areas. The model demands only two input data series, precipitation and temperature and one output data series...
Semidefinite Programming for Approximate Maximum Likelihood Sinusoidal Parameter Estimation
2009-01-01
We study the convex optimization approach for parameter estimation of several sinusoidal models, namely, single complex/real tone, multiple complex sinusoids, and single two-dimensional complex tone, in the presence of additive Gaussian noise. The major difficulty for optimally determining the parameters is that the corresponding maximum likelihood (ML) estimators involve finding the global minimum or maximum of multimodal cost functions because the frequencies are nonlinear in the observed s...
Beef quality parameters estimation using ultrasound and color images
Nunes, Jose Luis; Piquerez, Martín; Pujadas, Leonardo; Armstrong,Eileen; Alicia FERNÁNDEZ; Lecumberry, Federico
2015-01-01
Background Beef quality measurement is a complex task with high economic impact. There is high interest in obtaining an automatic quality parameters estimation in live cattle or post mortem. In this paper we set out to obtain beef quality estimates from the analysis of ultrasound (in vivo) and color images (post mortem), with the measurement of various parameters related to tenderness and amount of meat: rib eye area, percentage of intramuscular fat and backfat thickness or subcutaneous fat. ...
A FAST PARAMETER ESTIMATION ALGORITHM FOR POLYPHASE CODED CW SIGNALS
Institute of Scientific and Technical Information of China (English)
Li Hong; Qin Yuliang; Wang Hongqiang; Li Yanpeng; Li Xiang
2011-01-01
A fast parameter estimation algorithm is discussed for a polyphase coded Continuous Waveform (CW) signal in Additive White Gaussian Noise (AWGN).The proposed estimator is based on the sum of the modulus square of the ambiguity function at the different Doppler shifts.An iterative refinement stage is proposed to avoid the effect of the spurious peaks that arise when the summation length of the estimator exceeds the subcode duration.The theoretical variance of the subcode rate estimate is derived.The Monte-Carlo simulation results show that the proposed estimator is highly accurate and effective at moderate Signal-to-Noise Ratio (SNR).
Simultaneous optimal experimental design for in vitro binding parameter estimation.
Ernest, C Steven; Karlsson, Mats O; Hooker, Andrew C
2013-10-01
Simultaneous optimization of in vitro ligand binding studies using an optimal design software package that can incorporate multiple design variables through non-linear mixed effect models and provide a general optimized design regardless of the binding site capacity and relative binding rates for a two binding system. Experimental design optimization was employed with D- and ED-optimality using PopED 2.8 including commonly encountered factors during experimentation (residual error, between experiment variability and non-specific binding) for in vitro ligand binding experiments: association, dissociation, equilibrium and non-specific binding experiments. Moreover, a method for optimizing several design parameters (ligand concentrations, measurement times and total number of samples) was examined. With changes in relative binding site density and relative binding rates, different measurement times and ligand concentrations were needed to provide precise estimation of binding parameters. However, using optimized design variables, significant reductions in number of samples provided as good or better precision of the parameter estimates compared to the original extensive sampling design. Employing ED-optimality led to a general experimental design regardless of the relative binding site density and relative binding rates. Precision of the parameter estimates were as good as the extensive sampling design for most parameters and better for the poorly estimated parameters. Optimized designs for in vitro ligand binding studies provided robust parameter estimation while allowing more efficient and cost effective experimentation by reducing the measurement times and separate ligand concentrations required and in some cases, the total number of samples.
A new method for parameter estimation in nonlinear dynamical equations
Wang, Liu; He, Wen-Ping; Liao, Le-Jian; Wan, Shi-Quan; He, Tao
2015-01-01
Parameter estimation is an important scientific problem in various fields such as chaos control, chaos synchronization and other mathematical models. In this paper, a new method for parameter estimation in nonlinear dynamical equations is proposed based on evolutionary modelling (EM). This will be achieved by utilizing the following characteristics of EM which includes self-organizing, adaptive and self-learning features which are inspired by biological natural selection, and mutation and genetic inheritance. The performance of the new method is demonstrated by using various numerical tests on the classic chaos model—Lorenz equation (Lorenz 1963). The results indicate that the new method can be used for fast and effective parameter estimation irrespective of whether partial parameters or all parameters are unknown in the Lorenz equation. Moreover, the new method has a good convergence rate. Noises are inevitable in observational data. The influence of observational noises on the performance of the presented method has been investigated. The results indicate that the strong noises, such as signal noise ratio (SNR) of 10 dB, have a larger influence on parameter estimation than the relatively weak noises. However, it is found that the precision of the parameter estimation remains acceptable for the relatively weak noises, e.g. SNR is 20 or 30 dB. It indicates that the presented method also has some anti-noise performance.
Simultaneous estimation of parameters in the bivariate Emax model.
Magnusdottir, Bergrun T; Nyquist, Hans
2015-12-10
In this paper, we explore inference in multi-response, nonlinear models. By multi-response, we mean models with m > 1 response variables and accordingly m relations. Each parameter/explanatory variable may appear in one or more of the relations. We study a system estimation approach for simultaneous computation and inference of the model and (co)variance parameters. For illustration, we fit a bivariate Emax model to diabetes dose-response data. Further, the bivariate Emax model is used in a simulation study that compares the system estimation approach to equation-by-equation estimation. We conclude that overall, the system estimation approach performs better for the bivariate Emax model when there are dependencies among relations. The stronger the dependencies, the more we gain in precision by using system estimation rather than equation-by-equation estimation.
Accelerated maximum likelihood parameter estimation for stochastic biochemical systems
Directory of Open Access Journals (Sweden)
Daigle Bernie J
2012-05-01
Full Text Available Abstract Background A prerequisite for the mechanistic simulation of a biochemical system is detailed knowledge of its kinetic parameters. Despite recent experimental advances, the estimation of unknown parameter values from observed data is still a bottleneck for obtaining accurate simulation results. Many methods exist for parameter estimation in deterministic biochemical systems; methods for discrete stochastic systems are less well developed. Given the probabilistic nature of stochastic biochemical models, a natural approach is to choose parameter values that maximize the probability of the observed data with respect to the unknown parameters, a.k.a. the maximum likelihood parameter estimates (MLEs. MLE computation for all but the simplest models requires the simulation of many system trajectories that are consistent with experimental data. For models with unknown parameters, this presents a computational challenge, as the generation of consistent trajectories can be an extremely rare occurrence. Results We have developed Monte Carlo Expectation-Maximization with Modified Cross-Entropy Method (MCEM2: an accelerated method for calculating MLEs that combines advances in rare event simulation with a computationally efficient version of the Monte Carlo expectation-maximization (MCEM algorithm. Our method requires no prior knowledge regarding parameter values, and it automatically provides a multivariate parameter uncertainty estimate. We applied the method to five stochastic systems of increasing complexity, progressing from an analytically tractable pure-birth model to a computationally demanding model of yeast-polarization. Our results demonstrate that MCEM2 substantially accelerates MLE computation on all tested models when compared to a stand-alone version of MCEM. Additionally, we show how our method identifies parameter values for certain classes of models more accurately than two recently proposed computationally efficient methods
On the Nature of SEM Estimates of ARMA Parameters.
Hamaker, Ellen L.; Dolan, Conor V.; Molenaar, Peter C. M.
2002-01-01
Reexamined the nature of structural equation modeling (SEM) estimates of autoregressive moving average (ARMA) models, replicated the simulation experiments of P. Molenaar, and examined the behavior of the log-likelihood ratio test. Simulation studies indicate that estimates of ARMA parameters observed with SEM software are identical to those…
Parameter estimation of hidden periodic model in random fields
Institute of Scientific and Technical Information of China (English)
何书元
1999-01-01
Two-dimensional hidden periodic model is an important model in random fields. The model is used in the field of two-dimensional signal processing, prediction and spectral analysis. A method of estimating the parameters for the model is designed. The strong consistency of the estimators is proved.
Parameter Estimation for a Computable General Equilibrium Model
DEFF Research Database (Denmark)
Arndt, Channing; Robinson, Sherman; Tarp, Finn
2002-01-01
We introduce a maximum entropy approach to parameter estimation for computable general equilibrium (CGE) models. The approach applies information theory to estimating a system of non-linear simultaneous equations. It has a number of advantages. First, it imposes all general equilibrium constraints...
Distribution Line Parameter Estimation Under Consideration of Measurement Tolerances
DEFF Research Database (Denmark)
Prostejovsky, Alexander; Gehrke, Oliver; Kosek, Anna Magdalena
2016-01-01
State estimation and control approaches in electric distribution grids rely on precise electric models that may be inaccurate. This work presents a novel method of estimating distribution line parameters using only root mean square voltage and power measurements under consideration of measurement...
Parameter estimation of gravitational wave compact binary coalescences
Haster, Carl-Johan; LIGO Scientific Collaboration Collaboration
2017-01-01
The first detections of gravitational waves from coalescing binary black holes have allowed unprecedented inference on the astrophysical parameters of such binaries. Given recent updates in detector capabilities, gravitational wave model templates and data analysis techniques, in this talk I will describe the prospects of parameter estimation of compact binary coalescences during the second observation run of the LIGO-Virgo collaboration.
Parameter Estimation for a Computable General Equilibrium Model
DEFF Research Database (Denmark)
Arndt, Channing; Robinson, Sherman; Tarp, Finn
. Second, it permits incorporation of prior information on parameter values. Third, it can be applied in the absence of copious data. Finally, it supplies measures of the capacity of the model to reproduce the historical record and the statistical significance of parameter estimates. The method is applied...
Estimation of shape model parameters for 3D surfaces
DEFF Research Database (Denmark)
Erbou, Søren Gylling Hemmingsen; Darkner, Sune; Fripp, Jurgen;
2008-01-01
Statistical shape models are widely used as a compact way of representing shape variation. Fitting a shape model to unseen data enables characterizing the data in terms of the model parameters. In this paper a Gauss-Newton optimization scheme is proposed to estimate shape model parameters of 3D s...
Adaptive Unified Biased Estimators of Parameters in Linear Model
Institute of Scientific and Technical Information of China (English)
Hu Yang; Li-xing Zhu
2004-01-01
To tackle multi collinearity or ill-conditioned design matrices in linear models,adaptive biased estimators such as the time-honored Stein estimator,the ridge and the principal component estimators have been studied intensively.To study when a biased estimator uniformly outperforms the least squares estimator,some suficient conditions are proposed in the literature.In this paper,we propose a unified framework to formulate a class of adaptive biased estimators.This class includes all existing biased estimators and some new ones.A suficient condition for outperforming the least squares estimator is proposed.In terms of selecting parameters in the condition,we can obtain all double-type conditions in the literature.
Bayesian parameter estimation for nonlinear modelling of biological pathways
Directory of Open Access Journals (Sweden)
Ghasemi Omid
2011-12-01
Full Text Available Abstract Background The availability of temporal measurements on biological experiments has significantly promoted research areas in systems biology. To gain insight into the interaction and regulation of biological systems, mathematical frameworks such as ordinary differential equations have been widely applied to model biological pathways and interpret the temporal data. Hill equations are the preferred formats to represent the reaction rate in differential equation frameworks, due to their simple structures and their capabilities for easy fitting to saturated experimental measurements. However, Hill equations are highly nonlinearly parameterized functions, and parameters in these functions cannot be measured easily. Additionally, because of its high nonlinearity, adaptive parameter estimation algorithms developed for linear parameterized differential equations cannot be applied. Therefore, parameter estimation in nonlinearly parameterized differential equation models for biological pathways is both challenging and rewarding. In this study, we propose a Bayesian parameter estimation algorithm to estimate parameters in nonlinear mathematical models for biological pathways using time series data. Results We used the Runge-Kutta method to transform differential equations to difference equations assuming a known structure of the differential equations. This transformation allowed us to generate predictions dependent on previous states and to apply a Bayesian approach, namely, the Markov chain Monte Carlo (MCMC method. We applied this approach to the biological pathways involved in the left ventricle (LV response to myocardial infarction (MI and verified our algorithm by estimating two parameters in a Hill equation embedded in the nonlinear model. We further evaluated our estimation performance with different parameter settings and signal to noise ratios. Our results demonstrated the effectiveness of the algorithm for both linearly and nonlinearly
Parameter Estimation and Experimental Design in Groundwater Modeling
Institute of Scientific and Technical Information of China (English)
SUN Ne-zheng
2004-01-01
This paper reviews the latest developments on parameter estimation and experimental design in the field of groundwater modeling. Special considerations are given when the structure of the identified parameter is complex and unknown. A new methodology for constructing useful groundwater models is described, which is based on the quantitative relationships among the complexity of model structure, the identifiability of parameter, the sufficiency of data, and the reliability of model application.
NEW DOCTORAL DEGREE Parameter estimation problem in the Weibull model
Marković, Darija
2009-01-01
In this dissertation we consider the problem of the existence of best parameters in the Weibull model, one of the most widely used statistical models in reliability theory and life data theory. Particular attention is given to a 3-parameter Weibull model. We have listed some of the many applications of this model. We have described some of the classical methods for estimating parameters of the Weibull model, two graphical methods (Weibull probability plot and hazard plot), and two analyt...
Global parameter estimation methods for stochastic biochemical systems
Directory of Open Access Journals (Sweden)
Poovathingal Suresh
2010-08-01
Full Text Available Abstract Background The importance of stochasticity in cellular processes having low number of molecules has resulted in the development of stochastic models such as chemical master equation. As in other modelling frameworks, the accompanying rate constants are important for the end-applications like analyzing system properties (e.g. robustness or predicting the effects of genetic perturbations. Prior knowledge of kinetic constants is usually limited and the model identification routine typically includes parameter estimation from experimental data. Although the subject of parameter estimation is well-established for deterministic models, it is not yet routine for the chemical master equation. In addition, recent advances in measurement technology have made the quantification of genetic substrates possible to single molecular levels. Thus, the purpose of this work is to develop practical and effective methods for estimating kinetic model parameters in the chemical master equation and other stochastic models from single cell and cell population experimental data. Results Three parameter estimation methods are proposed based on the maximum likelihood and density function distance, including probability and cumulative density functions. Since stochastic models such as chemical master equations are typically solved using a Monte Carlo approach in which only a finite number of Monte Carlo realizations are computationally practical, specific considerations are given to account for the effect of finite sampling in the histogram binning of the state density functions. Applications to three practical case studies showed that while maximum likelihood method can effectively handle low replicate measurements, the density function distance methods, particularly the cumulative density function distance estimation, are more robust in estimating the parameters with consistently higher accuracy, even for systems showing multimodality. Conclusions The parameter
Parameter Estimation of the Extended Vasiček Model
Rujivan, Sanae
2010-01-01
In this paper, an estimate of the drift and diffusion parameters of the extended Vasiček model is presented. The estimate is based on the method of maximum likelihood. We derive a closed-form expansion for the transition (probability) density of the extended Vasiček process and use the expansion to construct an approximate log-likelihood function of a discretely sampled data of the process. Approximate maximum likelihood estimators (AMLEs) of the parameters are obtained by maximizing the appr...
Maximum Likelihood Estimation of the Identification Parameters and Its Correction
Institute of Scientific and Technical Information of China (English)
无
2002-01-01
By taking the subsequence out of the input-output sequence of a system polluted by white noise, anindependent observation sequence and its probability density are obtained and then a maximum likelihood estimation of theidentification parameters is given. In order to decrease the asymptotic error, a corrector of maximum likelihood (CML)estimation with its recursive algorithm is given. It has been proved that the corrector has smaller asymptotic error thanthe least square methods. A simulation example shows that the corrector of maximum likelihood estimation is of higherapproximating precision to the true parameters than the least square methods.
Estimation of the input parameters in the Feller neuronal model
Ditlevsen, Susanne; Lansky, Petr
2006-06-01
The stochastic Feller neuronal model is studied, and estimators of the model input parameters, depending on the firing regime of the process, are derived. Closed expressions for the first two moments of functionals of the first-passage time (FTP) through a constant boundary in the suprathreshold regime are derived, which are used to calculate moment estimators. In the subthreshold regime, the exponentiality of the FTP is utilized to characterize the input parameters. The methods are illustrated on simulated data. Finally, approximations of the first-passage-time moments are suggested, and biological interpretations and comparisons of the parameters in the Feller and the Ornstein-Uhlenbeck models are discussed.
Estimating Illumination Parameters Using Spherical Harmonics Coefficients in Frequency Space
Institute of Scientific and Technical Information of China (English)
XIE Feng; TAO Linmi; XU Guangyou
2007-01-01
An algorithm is presented for estimating the direction and strength of point light with the strength of ambient illumination. Existing approaches evaluate these illumination parameters directly in the high dimensional image space, while we estimate the parameters in two steps:first by projecting the image to an orthogonal linear subspace based on spherical harmonic basis functions and then by calculating the parameters in the low dimensional subspace.The test results using the CMU PIE database and Yale Database B show the stability and effectiveness of the method.The resulting illumination information can be used to synthesize more realistic relighting images and to recognize objects under variable illumination.
Robust Parameter and Signal Estimation in Induction Motors
DEFF Research Database (Denmark)
Børsting, H.
in nonlinear systems, have been exposed. The main objectives of this project are: - analysis and application of theories and methods for robust estimation of parameters in a model structure, obtained from knowledge of the physics of the induction motor. - analysis and application of theories and methods......-time approximation. All methods and theories have been evaluated on the basis of experimental results obtained from measurements on a laboratory setup. Standard methods have been modified and combined to obtain usable solutions to the estimation problems. The major results of the work can be summarized as follows......: - identifiability has been treated in theory and practice in connection with parameter and signal estimation in induction motors. - a non recursive prediction error method has successfully been used to estimate physical related parameters in a continuous-time model of the induction motor. The speed of the rotor has...
Iterative methods for distributed parameter estimation in parabolic PDE
Energy Technology Data Exchange (ETDEWEB)
Vogel, C.R. [Montana State Univ., Bozeman, MT (United States); Wade, J.G. [Bowling Green State Univ., OH (United States)
1994-12-31
The goal of the work presented is the development of effective iterative techniques for large-scale inverse or parameter estimation problems. In this extended abstract, a detailed description of the mathematical framework in which the authors view these problem is presented, followed by an outline of the ideas and algorithms developed. Distributed parameter estimation problems often arise in mathematical modeling with partial differential equations. They can be viewed as inverse problems; the `forward problem` is that of using the fully specified model to predict the behavior of the system. The inverse or parameter estimation problem is: given the form of the model and some observed data from the system being modeled, determine the unknown parameters of the model. These problems are of great practical and mathematical interest, and the development of efficient computational algorithms is an active area of study.
Parameter Estimation of Damped Compound Pendulum Using Bat Algorithm
Directory of Open Access Journals (Sweden)
Saad Mohd Sazli
2016-01-01
Full Text Available In this study, the parameter identification of the damped compound pendulum system is proposed using one of the most promising nature inspired algorithms which is Bat Algorithm (BA. The procedure used to achieve the parameter identification of the experimental system consists of input-output data collection, ARX model order selection and parameter estimation using bat algorithm (BA method. PRBS signal is used as an input signal to regulate the motor speed. Whereas, the output signal is taken from position sensor. Both, input and output data is used to estimate the parameter of the autoregressive with exogenous input (ARX model. The performance of the model is validated using mean squares error (MSE between the actual and predicted output responses of the models. Finally, comparative study is conducted between BA and the conventional estimation method (i.e. Least Square. Based on the results obtained, MSE produce from Bat Algorithm (BA is outperformed the Least Square (LS method.
Dynamic Load Model using PSO-Based Parameter Estimation
Taoka, Hisao; Matsuki, Junya; Tomoda, Michiya; Hayashi, Yasuhiro; Yamagishi, Yoshio; Kanao, Norikazu
This paper presents a new method for estimating unknown parameters of dynamic load model as a parallel composite of a constant impedance load and an induction motor behind a series constant reactance. An adequate dynamic load model is essential for evaluating power system stability, and this model can represent the behavior of actual load by using appropriate parameters. However, the problem of this model is that a lot of parameters are necessary and it is not easy to estimate a lot of unknown parameters. We propose an estimating method based on Particle Swarm Optimization (PSO) which is a non-linear optimization method by using the data of voltage, active power and reactive power measured at voltage sag.
Xie, Minggang; Zhu, Meng-Hua
2016-04-01
A clear understanding of thickness distributions of primary ejecta and local material is critical to interpreting the process of ballistic sedimentation, provenances of lunar samples, the evolution of the lunar surface, and the origin of multi-ring basins. The youngest lunar multi-ring basin, Orientale, provides the best preserved structure for determining the thicknesses of primary ejecta and local material. In general, the primary ejecta thickness was often estimated using crater morphometry. However, previous methods ignored either crater erosion, the crater interior geometry, or both. In addition, ejecta deposits were taken as mostly primary ejecta. And, as far as we know, the local material thickness had not been determined for the Orientale. In this work, we proposed a model based on matching measurements of partially filled pre-Orientale craters (PFPOCs) with the simulations of crater erosion to determine their thicknesses. We provided estimates of primary ejecta thickness distribution with the thickness of 0.85 km at Cordillera ring and a decay power law exponent of b = 2.8, the transient crater radius of 200 km, excavation volume of 2.3 ×106 km3, primary ejecta volume of 2.8 ×106 km3. These results suggest that previous works (e.g., Fassett et al., 2011; Moore et al., 1974) might overestimate the primary ejecta thicknesses of Orientale, and the primary ejecta thickness model of Pike (1974a) for multi-ring basins may give better estimates than the widely cited model of McGetchin et al. (1973) and the scaling law for impacts into Ottawa Sand (Housen et al., 1983). Structural uplift decays slower than previously thought, and rim relief is mostly rim uplift for Orientale. The main reason for rim uplift may be the fracturing and squeezing upward of the surrounding rocks. The proportion of local material to ejecta deposits increases with increasing radial distance from basin center, and the thickness of local material is larger than that of primary ejecta at
Institute of Scientific and Technical Information of China (English)
Li Wen XU; Song Gui WANG
2007-01-01
In this paper, the authors address the problem of the minimax estimator of linear com-binations of stochastic regression coefficients and parameters in the general normal linear model with random effects. Under a quadratic loss function, the minimax property of linear estimators is inves- tigated. In the class of all estimators, the minimax estimator of estimable functions, which is unique with probability 1, is obtained under a multivariate normal distribution.
A software for parameter estimation in dynamic models
Directory of Open Access Journals (Sweden)
M. Yuceer
2008-12-01
Full Text Available A common problem in dynamic systems is to determine parameters in an equation used to represent experimental data. The goal is to determine the values of model parameters that provide the best fit to measured data, generally based on some type of least squares or maximum likelihood criterion. In the most general case, this requires the solution of a nonlinear and frequently non-convex optimization problem. Some of the available software lack in generality, while others do not provide ease of use. A user-interactive parameter estimation software was needed for identifying kinetic parameters. In this work we developed an integration based optimization approach to provide a solution to such problems. For easy implementation of the technique, a parameter estimation software (PARES has been developed in MATLAB environment. When tested with extensive example problems from literature, the suggested approach is proven to provide good agreement between predicted and observed data within relatively less computing time and iterations.
Parameter estimation and forecasting for multiplicative log-normal cascades.
Leövey, Andrés E; Lux, Thomas
2012-04-01
We study the well-known multiplicative log-normal cascade process in which the multiplication of Gaussian and log normally distributed random variables yields time series with intermittent bursts of activity. Due to the nonstationarity of this process and the combinatorial nature of such a formalism, its parameters have been estimated mostly by fitting the numerical approximation of the associated non-Gaussian probability density function to empirical data, cf. Castaing et al. [Physica D 46, 177 (1990)]. More recently, alternative estimators based upon various moments have been proposed by Beck [Physica D 193, 195 (2004)] and Kiyono et al. [Phys. Rev. E 76, 041113 (2007)]. In this paper, we pursue this moment-based approach further and develop a more rigorous generalized method of moments (GMM) estimation procedure to cope with the documented difficulties of previous methodologies. We show that even under uncertainty about the actual number of cascade steps, our methodology yields very reliable results for the estimated intermittency parameter. Employing the Levinson-Durbin algorithm for best linear forecasts, we also show that estimated parameters can be used for forecasting the evolution of the turbulent flow. We compare forecasting results from the GMM and Kiyono et al.'s procedure via Monte Carlo simulations. We finally test the applicability of our approach by estimating the intermittency parameter and forecasting of volatility for a sample of financial data from stock and foreign exchange markets.
Ballistics for the neurosurgeon.
Jandial, Rahul; Reichwage, Brett; Levy, Michael; Duenas, Vincent; Sturdivan, Larry
2008-02-01
Craniocerebral injuries from ballistic projectiles are qualitatively different from injuries in unconfined soft tissue with similar impact. Penetrating and nonpenetrating ballistic injuries are influenced not only by the physical properties of the projectile, but also by its ballistics. Ballistics provides information on the motion of projectiles while in the gun barrel, the trajectory of the projectile in air, and the behavior of the projectile on reaching its target. This basic knowledge can be applied to better understand the ultimate craniocerebral consequences of ballistic head injuries.
Traveltime approximations and parameter estimation for orthorhombic media
Masmoudi, Nabil
2016-05-30
Building anisotropy models is necessary for seismic modeling and imaging. However, anisotropy estimation is challenging due to the trade-off between inhomogeneity and anisotropy. Luckily, we can estimate the anisotropy parameters Building anisotropy models is necessary for seismic modeling and imaging. However, anisotropy estimation is challenging due to the trade-off between inhomogeneity and anisotropy. Luckily, we can estimate the anisotropy parameters if we relate them analytically to traveltimes. Using perturbation theory, we have developed traveltime approximations for orthorhombic media as explicit functions of the anellipticity parameters η1, η2, and Δχ in inhomogeneous background media. The parameter Δχ is related to Tsvankin-Thomsen notation and ensures easier computation of traveltimes in the background model. Specifically, our expansion assumes an inhomogeneous ellipsoidal anisotropic background model, which can be obtained from well information and stacking velocity analysis. We have used the Shanks transform to enhance the accuracy of the formulas. A homogeneous medium simplification of the traveltime expansion provided a nonhyperbolic moveout description of the traveltime that was more accurate than other derived approximations. Moreover, the formulation provides a computationally efficient tool to solve the eikonal equation of an orthorhombic medium, without any constraints on the background model complexity. Although, the expansion is based on the factorized representation of the perturbation parameters, smooth variations of these parameters (represented as effective values) provides reasonable results. Thus, this formulation provides a mechanism to estimate the three effective parameters η1, η2, and Δχ. We have derived Dix-type formulas for orthorhombic medium to convert the effective parameters to their interval values.
Adaptive distributed parameter and input estimation in linear parabolic PDEs
Mechhoud, Sarra
2016-01-01
In this paper, we discuss the on-line estimation of distributed source term, diffusion, and reaction coefficients of a linear parabolic partial differential equation using both distributed and interior-point measurements. First, new sufficient identifiability conditions of the input and the parameter simultaneous estimation are stated. Then, by means of Lyapunov-based design, an adaptive estimator is derived in the infinite-dimensional framework. It consists of a state observer and gradient-based parameter and input adaptation laws. The parameter convergence depends on the plant signal richness assumption, whereas the state convergence is established using a Lyapunov approach. The results of the paper are illustrated by simulation on tokamak plasma heat transport model using simulated data.
Interval Estimations of the Two-Parameter Exponential Distribution
Directory of Open Access Journals (Sweden)
Lai Jiang
2012-01-01
Full Text Available In applied work, the two-parameter exponential distribution gives useful representations of many physical situations. Confidence interval for the scale parameter and predictive interval for a future independent observation have been studied by many, including Petropoulos (2011 and Lawless (1977, respectively. However, interval estimates for the threshold parameter have not been widely examined in statistical literature. The aim of this paper is to, first, obtain the exact significance function of the scale parameter by renormalizing the p∗-formula. Then the approximate Studentization method is applied to obtain the significance function of the threshold parameter. Finally, a predictive density function of the two-parameter exponential distribution is derived. A real-life data set is used to show the implementation of the method. Simulation studies are then carried out to illustrate the accuracy of the proposed methods.
Parameter Estimation of the Extended Vasiček Model
Directory of Open Access Journals (Sweden)
Sanae RUJIVAN
2010-01-01
Full Text Available In this paper, an estimate of the drift and diffusion parameters of the extended Vasiček model is presented. The estimate is based on the method of maximum likelihood. We derive a closed-form expansion for the transition (probability density of the extended Vasiček process and use the expansion to construct an approximate log-likelihood function of a discretely sampled data of the process. Approximate maximum likelihood estimators (AMLEs of the parameters are obtained by maximizing the approximate log-likelihood function. The convergence of the AMLEs to the true maximum likelihood estimators is obtained by increasing the number of terms in the expansions with a small time step size.
Accurate parameter estimation for unbalanced three-phase system.
Chen, Yuan; So, Hing Cheung
2014-01-01
Smart grid is an intelligent power generation and control console in modern electricity networks, where the unbalanced three-phase power system is the commonly used model. Here, parameter estimation for this system is addressed. After converting the three-phase waveforms into a pair of orthogonal signals via the α β-transformation, the nonlinear least squares (NLS) estimator is developed for accurately finding the frequency, phase, and voltage parameters. The estimator is realized by the Newton-Raphson scheme, whose global convergence is studied in this paper. Computer simulations show that the mean square error performance of NLS method can attain the Cramér-Rao lower bound. Moreover, our proposal provides more accurate frequency estimation when compared with the complex least mean square (CLMS) and augmented CLMS.
Directory of Open Access Journals (Sweden)
Baker Syed
2011-01-01
Full Text Available Abstract In systems biology, experimentally measured parameters are not always available, necessitating the use of computationally based parameter estimation. In order to rely on estimated parameters, it is critical to first determine which parameters can be estimated for a given model and measurement set. This is done with parameter identifiability analysis. A kinetic model of the sucrose accumulation in the sugar cane culm tissue developed by Rohwer et al. was taken as a test case model. What differentiates this approach is the integration of an orthogonal-based local identifiability method into the unscented Kalman filter (UKF, rather than using the more common observability-based method which has inherent limitations. It also introduces a variable step size based on the system uncertainty of the UKF during the sensitivity calculation. This method identified 10 out of 12 parameters as identifiable. These ten parameters were estimated using the UKF, which was run 97 times. Throughout the repetitions the UKF proved to be more consistent than the estimation algorithms used for comparison.
Baker, Syed Murtuza; Poskar, C Hart; Junker, Björn H
2011-10-11
In systems biology, experimentally measured parameters are not always available, necessitating the use of computationally based parameter estimation. In order to rely on estimated parameters, it is critical to first determine which parameters can be estimated for a given model and measurement set. This is done with parameter identifiability analysis. A kinetic model of the sucrose accumulation in the sugar cane culm tissue developed by Rohwer et al. was taken as a test case model. What differentiates this approach is the integration of an orthogonal-based local identifiability method into the unscented Kalman filter (UKF), rather than using the more common observability-based method which has inherent limitations. It also introduces a variable step size based on the system uncertainty of the UKF during the sensitivity calculation. This method identified 10 out of 12 parameters as identifiable. These ten parameters were estimated using the UKF, which was run 97 times. Throughout the repetitions the UKF proved to be more consistent than the estimation algorithms used for comparison.
Parameter estimation and model selection in computational biology.
Directory of Open Access Journals (Sweden)
Gabriele Lillacci
2010-03-01
Full Text Available A central challenge in computational modeling of biological systems is the determination of the model parameters. Typically, only a fraction of the parameters (such as kinetic rate constants are experimentally measured, while the rest are often fitted. The fitting process is usually based on experimental time course measurements of observables, which are used to assign parameter values that minimize some measure of the error between these measurements and the corresponding model prediction. The measurements, which can come from immunoblotting assays, fluorescent markers, etc., tend to be very noisy and taken at a limited number of time points. In this work we present a new approach to the problem of parameter selection of biological models. We show how one can use a dynamic recursive estimator, known as extended Kalman filter, to arrive at estimates of the model parameters. The proposed method follows. First, we use a variation of the Kalman filter that is particularly well suited to biological applications to obtain a first guess for the unknown parameters. Secondly, we employ an a posteriori identifiability test to check the reliability of the estimates. Finally, we solve an optimization problem to refine the first guess in case it should not be accurate enough. The final estimates are guaranteed to be statistically consistent with the measurements. Furthermore, we show how the same tools can be used to discriminate among alternate models of the same biological process. We demonstrate these ideas by applying our methods to two examples, namely a model of the heat shock response in E. coli, and a model of a synthetic gene regulation system. The methods presented are quite general and may be applied to a wide class of biological systems where noisy measurements are used for parameter estimation or model selection.
Parameter Estimation of Photovoltaic Models via Cuckoo Search
Directory of Open Access Journals (Sweden)
Jieming Ma
2013-01-01
Full Text Available Since conventional methods are incapable of estimating the parameters of Photovoltaic (PV models with high accuracy, bioinspired algorithms have attracted significant attention in the last decade. Cuckoo Search (CS is invented based on the inspiration of brood parasitic behavior of some cuckoo species in combination with the Lévy flight behavior. In this paper, a CS-based parameter estimation method is proposed to extract the parameters of single-diode models for commercial PV generators. Simulation results and experimental data show that the CS algorithm is capable of obtaining all the parameters with extremely high accuracy, depicted by a low Root-Mean-Squared-Error (RMSE value. The proposed method outperforms other algorithms applied in this study.
Towards predictive food process models: A protocol for parameter estimation.
Vilas, Carlos; Arias-Méndez, Ana; Garcia, Miriam R; Alonso, Antonio A; Balsa-Canto, E
2016-05-31
Mathematical models, in particular, physics-based models, are essential tools to food product and process design, optimization and control. The success of mathematical models relies on their predictive capabilities. However, describing physical, chemical and biological changes in food processing requires the values of some, typically unknown, parameters. Therefore, parameter estimation from experimental data is critical to achieving desired model predictive properties. This work takes a new look into the parameter estimation (or identification) problem in food process modeling. First, we examine common pitfalls such as lack of identifiability and multimodality. Second, we present the theoretical background of a parameter identification protocol intended to deal with those challenges. And, to finish, we illustrate the performance of the proposed protocol with an example related to the thermal processing of packaged foods.
Estimation of distances to stars with stellar parameters from LAMOST
Carlin, Jeffrey L; Newberg, Heidi Jo; Beers, Timothy C; Chen, Li; Deng, Licai; Guhathakurta, Puragra; Hou, Jinliang; Hou, Yonghui; Lepine, Sebastien; Li, Guangwei; Luo, A-Li; Smith, Martin C; Wu, Yue; Yang, Ming; Yanny, Brian; Zhang, Haotong; Zheng, Zheng
2015-01-01
We present a method to estimate distances to stars with spectroscopically derived stellar parameters. The technique is a Bayesian approach with likelihood estimated via comparison of measured parameters to a grid of stellar isochrones, and returns a posterior probability density function for each star's absolute magnitude. This technique is tailored specifically to data from the Large Sky Area Multi-object Fiber Spectroscopic Telescope (LAMOST) survey. Because LAMOST obtains roughly 3000 stellar spectra simultaneously within each ~5-degree diameter "plate" that is observed, we can use the stellar parameters of the observed stars to account for the stellar luminosity function and target selection effects. This removes biasing assumptions about the underlying populations, both due to predictions of the luminosity function from stellar evolution modeling, and from Galactic models of stellar populations along each line of sight. Using calibration data of stars with known distances and stellar parameters, we show ...
Parameter Estimation of Damped Compound Pendulum Differential Evolution Algorithm
Directory of Open Access Journals (Sweden)
Saad Mohd Sazli
2016-01-01
Full Text Available This paper present the parameter identification of damped compound pendulum using differential evolution algorithm. The procedure used to achieve the parameter identification of the experimental system consisted of input output data collection, ARX model order selection and parameter estimation using conventional method least square (LS and differential evolution (DE algorithm. PRBS signal is used to be input signal to regulate the motor speed. Whereas, the output signal is taken from position sensor. Both, input and output data is used to estimate the parameter of the ARX model. The residual error between the actual and predicted output responses of the models is validated using mean squares error (MSE. Analysis showed that, MSE value for LS is 0.0026 and MSE value for DE is 3.6601×10-5. Based results obtained, it was found that DE have lower MSE than the LS method.
Parameter estimation of an aeroelastic aircraft using neural networks
Indian Academy of Sciences (India)
S C Raisinghani; A K Ghosh
2000-04-01
Application of neural networks to the problem of aerodynamic modelling and parameter estimation for aeroelastic aircraft is addressed. A neural model capable of predicting generalized force and moment coefficients using measured motion and control variables only, without any need for conventional normal elastic variables ortheirtime derivatives, is proposed. Furthermore, it is shown that such a neural model can be used to extract equivalent stability and control derivatives of a flexible aircraft. Results are presented for aircraft with different levels of flexibility to demonstrate the utility ofthe neural approach for both modelling and estimation of parameters.
MPEG2 video parameter and no reference PSNR estimation
DEFF Research Database (Denmark)
Li, Huiying; Forchhammer, Søren
2009-01-01
MPEG coded video may be processed for quality assessment or postprocessed to reduce coding artifacts or transcoded. Utilizing information about the MPEG stream may be useful for these tasks. This paper deals with estimating MPEG parameter information from the decoded video stream without access...... to the MPEG stream. This may be used in systems and applications where the coded stream is not accessible. Detection of MPEG I-frames and DCT (discrete cosine transform) block size is presented. For the I-frames, the quantization parameters are estimated. Combining these with statistics of the reconstructed...
Parameter Estimation in Stochastic Differential Equations; An Overview
DEFF Research Database (Denmark)
Nielsen, Jan Nygaard; Madsen, Henrik; Young, P. C.
2000-01-01
This paper presents an overview of the progress of research on parameter estimation methods for stochastic differential equations (mostly in the sense of Ito calculus) over the period 1981-1999. These are considered both without measurement noise and with measurement noise, where the discretely...... observed stochastic differential equations are embedded in a continuous-discrete time state space model. Every attempts has been made to include results from other scientific disciplines. Maximum likelihood estimation of parameters in nonlinear stochastic differential equations is in general not possible...
Estimation of octanol/water partition coefficients using LSER parameters
Luehrs, Dean C.; Hickey, James P.; Godbole, Kalpana A.; Rogers, Tony N.
1998-01-01
The logarithms of octanol/water partition coefficients, logKow, were regressed against the linear solvation energy relationship (LSER) parameters for a training set of 981 diverse organic chemicals. The standard deviation for logKow was 0.49. The regression equation was then used to estimate logKow for a test of 146 chemicals which included pesticides and other diverse polyfunctional compounds. Thus the octanol/water partition coefficient may be estimated by LSER parameters without elaborate software but only moderate accuracy should be expected.
Robust Nonlinear Regression in Enzyme Kinetic Parameters Estimation
Directory of Open Access Journals (Sweden)
Maja Marasović
2017-01-01
Full Text Available Accurate estimation of essential enzyme kinetic parameters, such as Km and Vmax, is very important in modern biology. To this date, linearization of kinetic equations is still widely established practice for determining these parameters in chemical and enzyme catalysis. Although simplicity of linear optimization is alluring, these methods have certain pitfalls due to which they more often then not result in misleading estimation of enzyme parameters. In order to obtain more accurate predictions of parameter values, the use of nonlinear least-squares fitting techniques is recommended. However, when there are outliers present in the data, these techniques become unreliable. This paper proposes the use of a robust nonlinear regression estimator based on modified Tukey’s biweight function that can provide more resilient results in the presence of outliers and/or influential observations. Real and synthetic kinetic data have been used to test our approach. Monte Carlo simulations are performed to illustrate the efficacy and the robustness of the biweight estimator in comparison with the standard linearization methods and the ordinary least-squares nonlinear regression. We then apply this method to experimental data for the tyrosinase enzyme (EC 1.14.18.1 extracted from Solanum tuberosum, Agaricus bisporus, and Pleurotus ostreatus. The results on both artificial and experimental data clearly show that the proposed robust estimator can be successfully employed to determine accurate values of Km and Vmax.
Parameter Estimation for Single Diode Models of Photovoltaic Modules
Energy Technology Data Exchange (ETDEWEB)
Hansen, Clifford [Sandia National Lab. (SNL-NM), Albuquerque, NM (United States). Photovoltaic and Distributed Systems Integration Dept.
2015-03-01
Many popular models for photovoltaic system performance employ a single diode model to compute the I - V curve for a module or string of modules at given irradiance and temperature conditions. A single diode model requires a number of parameters to be estimated from measured I - V curves. Many available parameter estimation methods use only short circuit, o pen circuit and maximum power points for a single I - V curve at standard test conditions together with temperature coefficients determined separately for individual cells. In contrast, module testing frequently records I - V curves over a wide range of irradi ance and temperature conditions which, when available , should also be used to parameterize the performance model. We present a parameter estimation method that makes use of a fu ll range of available I - V curves. We verify the accuracy of the method by recov ering known parameter values from simulated I - V curves . We validate the method by estimating model parameters for a module using outdoor test data and predicting the outdoor performance of the module.
Estimation of regional pulmonary perfusion parameters from microfocal angiograms
Clough, Anne V.; Al-Tinawi, Amir; Linehan, John H.; Dawson, Christopher A.
1995-05-01
An important application of functional imaging is the estimation of regional blood flow and volume using residue detection of vascular indicators. An indicator-dilution model applicable to tissue regions distal from the inlet site was developed. Theoretical methods for determining regional blood flow, volume, and mean transit time parameters from time-absorbance curves arise from this model. The robustness of the parameter estimation methods was evaluated using a computer-simulated vessel network model. Flow through arterioles, networks of capillaries, and venules was simulated. Parameter identification and practical implementation issues were addressed. The shape of the inlet concentration curve and moderate amounts of random noise did not effect the ability of the method to recover accurate parameter estimates. The parameter estimates degraded in the presence of significant dispersion of the measured inlet concentration curve as it traveled through arteries upstream from the microvascular region. The methods were applied to image data obtained using microfocal x-ray angiography to study the pulmonary microcirculation. Time- absorbance curves were acquired from a small feeding artery, the surrounding microvasculature and a draining vein of an isolated dog lung as contrast material passed through the field-of-view. Changes in regional microvascular volume were determined from these curves.
Parameter Estimation Technique of Nonlinear Prosthetic Hand System
Directory of Open Access Journals (Sweden)
M.H.Jali
2016-10-01
Full Text Available This paper illustrated the parameter estimation technique of motorized prosthetic hand system. Prosthetic hands have become importance device to help amputee to gain a normal functional hand. By integrating various types of actuators such as DC motor, hydraulic and pneumatic as well as mechanical part, a highly useful and functional prosthetic device can be produced. One of the first steps to develop a prosthetic device is to design a control system. Mathematical modeling is derived to ease the control design process later on. This paper explained the parameter estimation technique of a nonlinear dynamic modeling of the system using Lagrangian equation. The model of the system is derived by considering the energies of the finger when it is actuated by the DC motor. The parameter estimation technique is implemented using Simulink Design Optimization toolbox in MATLAB. All the parameters are optimized until it achieves a satisfactory output response. The results show that the output response of the system with parameter estimation value produces a better response compare to the default value
Targeted estimation of nuisance parameters to obtain valid statistical inference.
van der Laan, Mark J
2014-01-01
In order to obtain concrete results, we focus on estimation of the treatment specific mean, controlling for all measured baseline covariates, based on observing independent and identically distributed copies of a random variable consisting of baseline covariates, a subsequently assigned binary treatment, and a final outcome. The statistical model only assumes possible restrictions on the conditional distribution of treatment, given the covariates, the so-called propensity score. Estimators of the treatment specific mean involve estimation of the propensity score and/or estimation of the conditional mean of the outcome, given the treatment and covariates. In order to make these estimators asymptotically unbiased at any data distribution in the statistical model, it is essential to use data-adaptive estimators of these nuisance parameters such as ensemble learning, and specifically super-learning. Because such estimators involve optimal trade-off of bias and variance w.r.t. the infinite dimensional nuisance parameter itself, they result in a sub-optimal bias/variance trade-off for the resulting real-valued estimator of the estimand. We demonstrate that additional targeting of the estimators of these nuisance parameters guarantees that this bias for the estimand is second order and thereby allows us to prove theorems that establish asymptotic linearity of the estimator of the treatment specific mean under regularity conditions. These insights result in novel targeted minimum loss-based estimators (TMLEs) that use ensemble learning with additional targeted bias reduction to construct estimators of the nuisance parameters. In particular, we construct collaborative TMLEs (C-TMLEs) with known influence curve allowing for statistical inference, even though these C-TMLEs involve variable selection for the propensity score based on a criterion that measures how effective the resulting fit of the propensity score is in removing bias for the estimand. As a particular special
CADLIVE optimizer: web-based parameter estimation for dynamic models
Directory of Open Access Journals (Sweden)
Inoue Kentaro
2012-08-01
Full Text Available Abstract Computer simulation has been an important technique to capture the dynamics of biochemical networks. In most networks, however, few kinetic parameters have been measured in vivo because of experimental complexity. We develop a kinetic parameter estimation system, named the CADLIVE Optimizer, which comprises genetic algorithms-based solvers with a graphical user interface. This optimizer is integrated into the CADLIVE Dynamic Simulator to attain efficient simulation for dynamic models.
Estimation of the parameters of ETAS models by Simulated Annealing
Lombardi, Anna Maria
2015-01-01
This paper proposes a new algorithm to estimate the maximum likelihood parameters of an Epidemic Type Aftershock Sequences (ETAS) model. It is based on Simulated Annealing, a versatile method that solves problems of global optimization and ensures convergence to a global optimum. The procedure is tested on both simulated and real catalogs. The main conclusion is that the method performs poorly as the size of the catalog decreases because the effect of the correlation of the ETAS parameters is...
Human ECG signal parameters estimation during controlled physical activity
Maciejewski, Marcin; Surtel, Wojciech; Dzida, Grzegorz
2015-09-01
ECG signal parameters are commonly used indicators of human health condition. In most cases the patient should remain stationary during the examination to decrease the influence of muscle artifacts. During physical activity, the noise level increases significantly. The ECG signals were acquired during controlled physical activity on a stationary bicycle and during rest. Afterwards, the signals were processed using a method based on Pan-Tompkins algorithms to estimate their parameters and to test the method.
Accuracy of Parameter Estimation in Gibbs Sampling under the Two-Parameter Logistic Model.
Kim, Seock-Ho; Cohen, Allan S.
The accuracy of Gibbs sampling, a Markov chain Monte Carlo procedure, was considered for estimation of item and ability parameters under the two-parameter logistic model. Memory test data were analyzed to illustrate the Gibbs sampling procedure. Simulated data sets were analyzed using Gibbs sampling and the marginal Bayesian method. The marginal…
Parameter estimation and investigation of a bolted joint model
Shiryayev, O. V.; Page, S. M.; Pettit, C. L.; Slater, J. C.
2007-11-01
Mechanical joints are a primary source of variability in the dynamics of built-up structures. Physical phenomena in the joint are quite complex and therefore too impractical to model at the micro-scale. This motivates the development of lumped parameter joint models with discrete interfaces so that they can be easily implemented in finite element codes. Among the most important considerations in choosing a model for dynamically excited systems is its ability to model energy dissipation. This translates into the need for accurate and reliable methods to measure model parameters and estimate their inherent variability from experiments. The adjusted Iwan model was identified as a promising candidate for representing joint dynamics. Recent research focused on this model has exclusively employed impulse excitation in conjunction with neural networks to identify the model parameters. This paper presents an investigation of an alternative parameter estimation approach for the adjusted Iwan model, which employs data from oscillatory forcing. This approach is shown to produce parameter estimates with precision similar to the impulse excitation method for a range of model parameters.
Bayesian estimation of parameters in a regional hydrological model
Directory of Open Access Journals (Sweden)
K. Engeland
2002-01-01
Full Text Available This study evaluates the applicability of the distributed, process-oriented Ecomag model for prediction of daily streamflow in ungauged basins. The Ecomag model is applied as a regional model to nine catchments in the NOPEX area, using Bayesian statistics to estimate the posterior distribution of the model parameters conditioned on the observed streamflow. The distribution is calculated by Markov Chain Monte Carlo (MCMC analysis. The Bayesian method requires formulation of a likelihood function for the parameters and three alternative formulations are used. The first is a subjectively chosen objective function that describes the goodness of fit between the simulated and observed streamflow, as defined in the GLUE framework. The second and third formulations are more statistically correct likelihood models that describe the simulation errors. The full statistical likelihood model describes the simulation errors as an AR(1 process, whereas the simple model excludes the auto-regressive part. The statistical parameters depend on the catchments and the hydrological processes and the statistical and the hydrological parameters are estimated simultaneously. The results show that the simple likelihood model gives the most robust parameter estimates. The simulation error may be explained to a large extent by the catchment characteristics and climatic conditions, so it is possible to transfer knowledge about them to ungauged catchments. The statistical models for the simulation errors indicate that structural errors in the model are more important than parameter uncertainties. Keywords: regional hydrological model, model uncertainty, Bayesian analysis, Markov Chain Monte Carlo analysis
Parameter Estimation in Stochastic Grey-Box Models
DEFF Research Database (Denmark)
Kristensen, Niels Rode; Madsen, Henrik; Jørgensen, Sten Bay
2004-01-01
An efficient and flexible parameter estimation scheme for grey-box models in the sense of discretely, partially observed Ito stochastic differential equations with measurement noise is presented along with a corresponding software implementation. The estimation scheme is based on the extended...... Kalman filter and features maximum likelihood as well as maximum a posteriori estimation on multiple independent data sets, including irregularly sampled data sets and data sets with occasional outliers and missing observations. The software implementation is compared to an existing software tool...
Parameter identification and slip estimation of induction machine
Orman, Maciej; Orkisz, Michal; Pinto, Cajetan T.
2011-05-01
This paper presents a newly developed algorithm for induction machine rotor speed estimation and parameter detection. The proposed algorithm is based on spectrum analysis of the stator current. The main idea is to find the best fit of motor parameters and rotor slip with the group of characteristic frequencies which are always present in the current spectrum. Rotor speed and parameters such as pole pairs or number of rotor slots are the results of the presented algorithm. Numerical calculations show that the method yields very accurate results and can be an important part of machine monitoring systems.
Low Complexity Parameter Estimation For Off-the-Grid Targets
Jardak, Seifallah
2015-10-05
In multiple-input multiple-output radar, to estimate the reflection coefficient, spatial location, and Doppler shift of a target, a derived cost function is usually evaluated and optimized over a grid of points. The performance of such algorithms is directly affected by the size of the grid: increasing the number of points will enhance the resolution of the algorithm but exponentially increase its complexity. In this work, to estimate the parameters of a target, a reduced complexity super resolution algorithm is proposed. For off-the-grid targets, it uses a low order two dimensional fast Fourier transform to determine a suboptimal solution and then an iterative algorithm to jointly estimate the spatial location and Doppler shift. Simulation results show that the mean square estimation error of the proposed estimators achieve the Cram\\'er-Rao lower bound. © 2015 IEEE.
Cubic spline approximation techniques for parameter estimation in distributed systems
Banks, H. T.; Crowley, J. M.; Kunisch, K.
1983-01-01
Approximation schemes employing cubic splines in the context of a linear semigroup framework are developed for both parabolic and hyperbolic second-order partial differential equation parameter estimation problems. Convergence results are established for problems with linear and nonlinear systems, and a summary of numerical experiments with the techniques proposed is given.
On Modal Parameter Estimates from Ambient Vibration Tests
DEFF Research Database (Denmark)
Agneni, A.; Brincker, Rune; Coppotelli, B.
2004-01-01
Modal parameter estimates from ambient vibration testing are turning into the preferred technique when one is interested in systems under actual loadings and operational conditions. Moreover, with this approach, expensive devices to excite the structure are not needed, since it can be adequately...
Estimation of coal quality parameters using disjunctive kriging
Energy Technology Data Exchange (ETDEWEB)
Tercan, A.E. [Hacettepe University, Department of Mining Engineering, Beytepe (Turkey)
1998-07-01
Disjunctive kriging is a nonlinear estimation technique that allows the conditional probability that the value of coal quality parameter is greater than a cutoff value. The method can be used in management decision making to help control blending and make coal quality sampling. The use of disjunctive kriging is illustrated using the data from Kangal coal deposit. 7 refs.
Synchronous Generator Model Parameter Estimation Based on Noisy Dynamic Waveforms
Berhausen, Sebastian; Paszek, Stefan
2016-01-01
In recent years, there have occurred system failures in many power systems all over the world. They have resulted in a lack of power supply to a large number of recipients. To minimize the risk of occurrence of power failures, it is necessary to perform multivariate investigations, including simulations, of power system operating conditions. To conduct reliable simulations, the current base of parameters of the models of generating units, containing the models of synchronous generators, is necessary. In the paper, there is presented a method for parameter estimation of a synchronous generator nonlinear model based on the analysis of selected transient waveforms caused by introducing a disturbance (in the form of a pseudorandom signal) in the generator voltage regulation channel. The parameter estimation was performed by minimizing the objective function defined as a mean square error for deviations between the measurement waveforms and the waveforms calculated based on the generator mathematical model. A hybrid algorithm was used for the minimization of the objective function. In the paper, there is described a filter system used for filtering the noisy measurement waveforms. The calculation results of the model of a 44 kW synchronous generator installed on a laboratory stand of the Institute of Electrical Engineering and Computer Science of the Silesian University of Technology are also given. The presented estimation method can be successfully applied to parameter estimation of different models of high-power synchronous generators operating in a power system.
IRT parameter estimation with response times as collateral information
Linden, W.J. van der; RKlein Entink, R.H.; Fox, J.-P.
2010-01-01
Hierarchical modeling of responses and response times on test items facilitates the use of response times as collateral information in the estimation of the response parameters. In addition to the regular information in the response data, two sources of collateral information are identified: (a) the
Online vegetation parameter estimation using passive microwave remote sensing observations
In adaptive system identification the Kalman filter can be used to identify the coefficient of the observation operator of a linear system. Here the ensemble Kalman filter is tested for adaptive online estimation of the vegetation opacity parameter of a radiative transfer model. A state augmentatio...
Visco-piezo-elastic parameter estimation in laminated plate structures
DEFF Research Database (Denmark)
Araujo, A. L.; Mota Soares, C. M.; Herskovits, J.;
2009-01-01
A parameter estimation technique is presented in this article, for identification of elastic, piezoelectric and viscoelastic properties of active laminated composite plates with surface-bonded piezoelectric patches. The inverse method presented uses experimental data in the form of a set of measu...
DEFF Research Database (Denmark)
Sommer, Helle Mølgaard; Holst, Helle; Spliid, Henrik;
1995-01-01
and the growth of the biomass are described by the Monod model consisting of two nonlinear coupled first-order differential equations. The objective of this study was to estimate the kinetic parameters in the Monod model and to test whether the parameters from the three identical experiments have the same values....... Estimation of the parameters was obtained using an iterative maximum likelihood method and the test used was an approximative likelihood ratio test. The test showed that the three sets of parameters were identical only on a 4% alpha level....
Hybrid fault diagnosis of nonlinear systems using neural parameter estimators.
Sobhani-Tehrani, E; Talebi, H A; Khorasani, K
2014-02-01
This paper presents a novel integrated hybrid approach for fault diagnosis (FD) of nonlinear systems taking advantage of both the system's mathematical model and the adaptive nonlinear approximation capability of computational intelligence techniques. Unlike most FD techniques, the proposed solution simultaneously accomplishes fault detection, isolation, and identification (FDII) within a unified diagnostic module. At the core of this solution is a bank of adaptive neural parameter estimators (NPEs) associated with a set of single-parameter fault models. The NPEs continuously estimate unknown fault parameters (FPs) that are indicators of faults in the system. Two NPE structures, series-parallel and parallel, are developed with their exclusive set of desirable attributes. The parallel scheme is extremely robust to measurement noise and possesses a simpler, yet more solid, fault isolation logic. In contrast, the series-parallel scheme displays short FD delays and is robust to closed-loop system transients due to changes in control commands. Finally, a fault tolerant observer (FTO) is designed to extend the capability of the two NPEs that originally assumes full state measurements for systems that have only partial state measurements. The proposed FTO is a neural state estimator that can estimate unmeasured states even in the presence of faults. The estimated and the measured states then comprise the inputs to the two proposed FDII schemes. Simulation results for FDII of reaction wheels of a three-axis stabilized satellite in the presence of disturbances and noise demonstrate the effectiveness of the proposed FDII solutions under partial state measurements.
PARAMETER ESTIMATION METHODOLOGY FOR NONLINEAR SYSTEMS: APPLICATION TO INDUCTION MOTOR
Institute of Scientific and Technical Information of China (English)
G.KENNE; F.FLORET; H.NKWAWO; F.LAMNABHI-LAGARRIGUE
2005-01-01
This paper deals with on-line state and parameter estimation of a reasonably large class of nonlinear continuous-time systems using a step-by-step sliding mode observer approach. The method proposed can also be used for adaptation to parameters that vary with time. The other interesting feature of the method is that it is easily implementable in real-time. The efficiency of this technique is demonstrated via the on-line estimation of the electrical parameters and rotor flux of an induction motor. This application is based on the standard model of the induction motor expressed in rotor coordinates with the stator current and voltage as well as the rotor speed assumed to be measurable.Real-time implementation results are then reported and the ability of the algorithm to rapidly estimate the motor parameters is demonstrated. These results show the robustness of this approach with respect to measurement noise, discretization effects, parameter uncertainties and modeling inaccuracies.Comparisons between the results obtained and those of the classical recursive least square algorithm are also presented. The real-time implementation results show that the proposed algorithm gives better performance than the recursive least square method in terms of the convergence rate and the robustness with respect to measurement noise.
Tsunami Prediction and Earthquake Parameters Estimation in the Red Sea
Sawlan, Zaid A
2012-12-01
Tsunami concerns have increased in the world after the 2004 Indian Ocean tsunami and the 2011 Tohoku tsunami. Consequently, tsunami models have been developed rapidly in the last few years. One of the advanced tsunami models is the GeoClaw tsunami model introduced by LeVeque (2011). This model is adaptive and consistent. Because of different sources of uncertainties in the model, observations are needed to improve model prediction through a data assimilation framework. Model inputs are earthquake parameters and topography. This thesis introduces a real-time tsunami forecasting method that combines tsunami model with observations using a hybrid ensemble Kalman filter and ensemble Kalman smoother. The filter is used for state prediction while the smoother operates smoothing to estimate the earthquake parameters. This method reduces the error produced by uncertain inputs. In addition, state-parameter EnKF is implemented to estimate earthquake parameters. Although number of observations is small, estimated parameters generates a better tsunami prediction than the model. Methods and results of prediction experiments in the Red Sea are presented and the prospect of developing an operational tsunami prediction system in the Red Sea is discussed.
Cosmological parameter estimation with free-form primordial power spectrum
Hazra, Dhiraj Kumar; Souradeep, Tarun
2013-01-01
Constraints on the main cosmological parameters using CMB or large scale structure data are usually based on power-law assumption of the primordial power spectrum (PPS). However, in the absence of a preferred model for the early universe, this raises a concern that current cosmological parameter estimates are strongly prejudiced by the assumed power-law form of PPS. In this paper, for the first time, we perform cosmological parameter estimation allowing the free form of the primordial spectrum. This is in fact the most general approach to estimate cosmological parameters without assuming any particular form for the primordial spectrum. We use direct reconstruction of the PPS for any point in the cosmological parameter space using recently modified Richardson-Lucy algorithm however other alternative reconstruction methods could be used for this purpose as well. We use WMAP 9 year data in our analysis considering CMB lensing effect and we report, for the first time, that the flat spatial universe with no cosmol...
Estimation of rice biophysical parameters using multitemporal RADARSAT-2 images
Li, S.; Ni, P.; Cui, G.; He, P.; Liu, H.; Li, L.; Liang, Z.
2016-04-01
Compared with optical sensors, synthetic aperture radar (SAR) has the capability of acquiring images in all-weather conditions. Thus, SAR images are suitable for using in rice growth regions that are characterized by frequent cloud cover and rain. The objective of this paper was to evaluate the probability of rice biophysical parameters estimation using multitemporal RADARSAT-2 images, and to develop the estimation models. Three RADARSTA-2 images were acquired during the rice critical growth stages in 2014 near Meishan, Sichuan province, Southwest China. Leaf area index (LAI), the fraction of photosynthetically active radiation (FPAR), height, biomass and canopy water content (WC) were observed at 30 experimental plots over 5 periods. The relationship between RADARSAT-2 backscattering coefficients (σ 0) or their ratios and rice biophysical parameters were analysed. These biophysical parameters were significantly and consistently correlated with the VV and VH σ 0 ratio (σ 0 VV/ σ 0 VH) throughout all growth stages. The regression model were developed between biophysical parameters and σ 0 VV/ σ 0 VH. The results suggest that the RADARSAT-2 data has great potential capability for the rice biophysical parameters estimation and the timely rice growth monitoring.
Effect of noncircularity of experimental beam on CMB parameter estimation
Das, Santanu; Mitra, Sanjit; Tabitha Paulson, Sonu
2015-03-01
Measurement of Cosmic Microwave Background (CMB) anisotropies has been playing a lead role in precision cosmology by providing some of the tightest constrains on cosmological models and parameters. However, precision can only be meaningful when all major systematic effects are taken into account. Non-circular beams in CMB experiments can cause large systematic deviation in the angular power spectrum, not only by modifying the measurement at a given multipole, but also introducing coupling between different multipoles through a deterministic bias matrix. Here we add a mechanism for emulating the effect of a full bias matrix to the PLANCK likelihood code through the parameter estimation code SCoPE. We show that if the angular power spectrum was measured with a non-circular beam, the assumption of circular Gaussian beam or considering only the diagonal part of the bias matrix can lead to huge error in parameter estimation. We demonstrate that, at least for elliptical Gaussian beams, use of scalar beam window functions obtained via Monte Carlo simulations starting from a fiducial spectrum, as implemented in PLANCK analyses for example, leads to only few percent of sigma deviation of the best-fit parameters. However, we notice more significant differences in the posterior distributions for some of the parameters, which would in turn lead to incorrect errorbars. These differences can be reduced, so that the errorbars match within few percent, by adding an iterative reanalysis step, where the beam window function would be recomputed using the best-fit spectrum estimated in the first step.
Semidefinite Programming for Approximate Maximum Likelihood Sinusoidal Parameter Estimation
Lui, Kenneth W. K.; So, H. C.
2009-12-01
We study the convex optimization approach for parameter estimation of several sinusoidal models, namely, single complex/real tone, multiple complex sinusoids, and single two-dimensional complex tone, in the presence of additive Gaussian noise. The major difficulty for optimally determining the parameters is that the corresponding maximum likelihood (ML) estimators involve finding the global minimum or maximum of multimodal cost functions because the frequencies are nonlinear in the observed signals. By relaxing the nonconvex ML formulations using semidefinite programs, high-fidelity approximate solutions are obtained in a globally optimum fashion. Computer simulations are included to contrast the estimation performance of the proposed semi-definite relaxation methods with the iterative quadratic maximum likelihood technique as well as Cramér-Rao lower bound.
Semidefinite Programming for Approximate Maximum Likelihood Sinusoidal Parameter Estimation
Directory of Open Access Journals (Sweden)
Kenneth W. K. Lui
2009-01-01
Full Text Available We study the convex optimization approach for parameter estimation of several sinusoidal models, namely, single complex/real tone, multiple complex sinusoids, and single two-dimensional complex tone, in the presence of additive Gaussian noise. The major difficulty for optimally determining the parameters is that the corresponding maximum likelihood (ML estimators involve finding the global minimum or maximum of multimodal cost functions because the frequencies are nonlinear in the observed signals. By relaxing the nonconvex ML formulations using semidefinite programs, high-fidelity approximate solutions are obtained in a globally optimum fashion. Computer simulations are included to contrast the estimation performance of the proposed semi-definite relaxation methods with the iterative quadratic maximum likelihood technique as well as Cramér-Rao lower bound.
Prediction and simulation errors in parameter estimation for nonlinear systems
Aguirre, Luis A.; Barbosa, Bruno H. G.; Braga, Antônio P.
2010-11-01
This article compares the pros and cons of using prediction error and simulation error to define cost functions for parameter estimation in the context of nonlinear system identification. To avoid being influenced by estimators of the least squares family (e.g. prediction error methods), and in order to be able to solve non-convex optimisation problems (e.g. minimisation of some norm of the free-run simulation error), evolutionary algorithms were used. Simulated examples which include polynomial, rational and neural network models are discussed. Our results—obtained using different model classes—show that, in general the use of simulation error is preferable to prediction error. An interesting exception to this rule seems to be the equation error case when the model structure includes the true model. In the case of error-in-variables, although parameter estimation is biased in both cases, the algorithm based on simulation error is more robust.
Parameter estimation and reliable fault detection of electric motors
Institute of Scientific and Technical Information of China (English)
Dusan PROGOVAC; Le Yi WANG; George YIN
2014-01-01
Accurate model identification and fault detection are necessary for reliable motor control. Motor-characterizing parameters experience substantial changes due to aging, motor operating conditions, and faults. Consequently, motor parameters must be estimated accurately and reliably during operation. Based on enhanced model structures of electric motors that accommodate both normal and faulty modes, this paper introduces bias-corrected least-squares (LS) estimation algorithms that incorporate functions for correcting estimation bias, forgetting factors for capturing sudden faults, and recursive structures for efficient real-time implementation. Permanent magnet motors are used as a benchmark type for concrete algorithm development and evaluation. Algorithms are presented, their properties are established, and their accuracy and robustness are evaluated by simulation case studies under both normal operations and inter-turn winding faults. Implementation issues from different motor control schemes are also discussed.
Estimation of Soft Tissue Mechanical Parameters from Robotic Manipulation Data.
Boonvisut, Pasu; Cavuşoğlu, M Cenk
2013-10-01
Robotic motion planning algorithms used for task automation in robotic surgical systems rely on availability of accurate models of target soft tissue's deformation. Relying on generic tissue parameters in constructing the tissue deformation models is problematic because, biological tissues are known to have very large (inter- and intra-subject) variability. A priori mechanical characterization (e.g., uniaxial bench test) of the target tissues before a surgical procedure is also not usually practical. In this paper, a method for estimating mechanical parameters of soft tissue from sensory data collected during robotic surgical manipulation is presented. The method uses force data collected from a multiaxial force sensor mounted on the robotic manipulator, and tissue deformation data collected from a stereo camera system. The tissue parameters are then estimated using an inverse finite element method. The effects of measurement and modeling uncertainties on the proposed method are analyzed in simulation. The results of experimental evaluation of the method are also presented.
Power Network Parameter Estimation Method Based on Data Mining Technology
Institute of Scientific and Technical Information of China (English)
ZHANG Qi-ping; WANG Cheng-min; HOU Zhi-fian
2008-01-01
The parameter values which actually change with the circumstances, weather and load level etc.produce great effect to the result of state estimation. A new parameter estimation method based on data mining technology was proposed. The clustering method was used to classify the historical data in supervisory control and data acquisition (SCADA) database as several types. The data processing technology was impliedto treat the isolated point, missing data and yawp data in samples for classified groups. The measurement data which belong to each classification were introduced to the linear regression equation in order to gain the regression coefficient and actual parameters by the least square method. A practical system demonstrates the high correctness, reliability and strong practicability of the proposed method.
Estimating Arrhenius parameters using temperature programmed molecular dynamics
Imandi, Venkataramana; Chatterjee, Abhijit
2016-07-01
Kinetic rates at different temperatures and the associated Arrhenius parameters, whenever Arrhenius law is obeyed, are efficiently estimated by applying maximum likelihood analysis to waiting times collected using the temperature programmed molecular dynamics method. When transitions involving many activated pathways are available in the dataset, their rates may be calculated using the same collection of waiting times. Arrhenius behaviour is ascertained by comparing rates at the sampled temperatures with ones from the Arrhenius expression. Three prototype systems with corrugated energy landscapes, namely, solvated alanine dipeptide, diffusion at the metal-solvent interphase, and lithium diffusion in silicon, are studied to highlight various aspects of the method. The method becomes particularly appealing when the Arrhenius parameters can be used to find rates at low temperatures where transitions are rare. Systematic coarse-graining of states can further extend the time scales accessible to the method. Good estimates for the rate parameters are obtained with 500-1000 waiting times.
Comparison of Parameter Estimation Methods for Transformer Weibull Lifetime Modelling
Institute of Scientific and Technical Information of China (English)
ZHOU Dan; LI Chengrong; WANG Zhongdong
2013-01-01
Two-parameter Weibull distribution is the most widely adopted lifetime model for power transformers.An appropriate parameter estimation method is essential to guarantee the accuracy of a derived Weibull lifetime model.Six popular parameter estimation methods (i.e.the maximum likelihood estimation method,two median rank regression methods including the one regressing X on Y and the other one regressing Y on X,the Kaplan-Meier method,the method based on cumulative hazard plot,and the Li's method) are reviewed and compared in order to find the optimal one that suits transformer's Weibull lifetime modelling.The comparison took several different scenarios into consideration:10 000 sets of lifetime data,each of which had a sampling size of 40 ～ 1 000 and a censoring rate of 90％,were obtained by Monte-Carlo simulations for each scienario.Scale and shape parameters of Weibull distribution estimated by the six methods,as well as their mean value,median value and 90％ confidence band are obtained.The cross comparison of these results reveals that,among the six methods,the maximum likelihood method is the best one,since it could provide the most accurate Weibull parameters,i.e.parameters having the smallest bias in both mean and median values,as well as the shortest length of the 90％ confidence band.The maximum likelihood method is therefore recommended to be used over the other methods in transformer Weibull lifetime modelling.
Influence of measurement errors and estimated parameters on combustion diagnosis
Energy Technology Data Exchange (ETDEWEB)
Payri, F.; Molina, S.; Martin, J. [CMT-Motores Termicos, Universidad Politecnica de Valencia, Camino de Vera s/n. 46022 Valencia (Spain); Armas, O. [Departamento de Mecanica Aplicada e Ingenieria de proyectos, Universidad de Castilla-La Mancha. Av. Camilo Jose Cela s/n 13071,Ciudad Real (Spain)
2006-02-01
Thermodynamic diagnosis models are valuable tools for the study of Diesel combustion. Inputs required by such models comprise measured mean and instantaneous variables, together with suitable values for adjustable parameters used in different submodels. In the case of measured variables, one may estimate the uncertainty associated with measurement errors; however, the influence of errors in model parameter estimation may not be so easily established on an experimental basis. In this paper, a simulated pressure cycle has been used along with known input parameters, so that any uncertainty in the inputs is avoided. Then, the influence of errors in measured variables and geometric and heat transmission parameters on the results of a diagnosis combustion model for direct injection diesel engines have been studied. This procedure allowed to establish the relative importance of these parameters and to set limits to the maximal errors of the model, accounting for both the maximal expected errors in the input parameters and the sensitivity of the model to those errors. (author)
Directory of Open Access Journals (Sweden)
Jonathan R Karr
2015-05-01
Full Text Available Whole-cell models that explicitly represent all cellular components at the molecular level have the potential to predict phenotype from genotype. However, even for simple bacteria, whole-cell models will contain thousands of parameters, many of which are poorly characterized or unknown. New algorithms are needed to estimate these parameters and enable researchers to build increasingly comprehensive models. We organized the Dialogue for Reverse Engineering Assessments and Methods (DREAM 8 Whole-Cell Parameter Estimation Challenge to develop new parameter estimation algorithms for whole-cell models. We asked participants to identify a subset of parameters of a whole-cell model given the model's structure and in silico "experimental" data. Here we describe the challenge, the best performing methods, and new insights into the identifiability of whole-cell models. We also describe several valuable lessons we learned toward improving future challenges. Going forward, we believe that collaborative efforts supported by inexpensive cloud computing have the potential to solve whole-cell model parameter estimation.
Adaptive Estimation of Intravascular Shear Rate Based on Parameter Optimization
Nitta, Naotaka; Takeda, Naoto
2008-05-01
The relationships between the intravascular wall shear stress, controlled by flow dynamics, and the progress of arteriosclerosis plaque have been clarified by various studies. Since the shear stress is determined by the viscosity coefficient and shear rate, both factors must be estimated accurately. In this paper, an adaptive method for improving the accuracy of quantitative shear rate estimation was investigated. First, the parameter dependence of the estimated shear rate was investigated in terms of the differential window width and the number of averaged velocity profiles based on simulation and experimental data, and then the shear rate calculation was optimized. The optimized result revealed that the proposed adaptive method of shear rate estimation was effective for improving the accuracy of shear rate calculation.
Multipath Parameter Estimation from OFDM Signals in Mobile Channels
Letzepis, Nick; Haley, David
2010-01-01
We study multipath parameter estimation from orthogonal frequency division multiplex signals transmitted over doubly dispersive mobile radio channels. We are interested in cases where the transmission is long enough to suffer time selectivity, but short enough such that the time variation can be accurately modeled as depending only on per-tap linear phase variations due to Doppler effects. We therefore concentrate on the estimation of the complex gain, delay and Doppler offset of each tap of the multipath channel impulse response. We show that the frequency domain channel coefficients for an entire packet can be expressed as the superimposition of two-dimensional complex sinusoids. The maximum likelihood estimate requires solution of a multidimensional non-linear least squares problem, which is computationally infeasible in practice. We therefore propose a low complexity suboptimal solution based on iterative successive and parallel cancellation. First, initial delay/Doppler estimates are obtained via success...
Anisotropic parameter estimation using velocity variation with offset analysis
Energy Technology Data Exchange (ETDEWEB)
Herawati, I.; Saladin, M.; Pranowo, W.; Winardhie, S.; Priyono, A. [Faculty of Mining and Petroleum Engineering, Institut Teknologi Bandung, Jalan Ganesa 10, Bandung, 40132 (Indonesia)
2013-09-09
Seismic anisotropy is defined as velocity dependent upon angle or offset. Knowledge about anisotropy effect on seismic data is important in amplitude analysis, stacking process and time to depth conversion. Due to this anisotropic effect, reflector can not be flattened using single velocity based on hyperbolic moveout equation. Therefore, after normal moveout correction, there will still be residual moveout that relates to velocity information. This research aims to obtain anisotropic parameters, ε and δ, using two proposed methods. The first method is called velocity variation with offset (VVO) which is based on simplification of weak anisotropy equation. In VVO method, velocity at each offset is calculated and plotted to obtain vertical velocity and parameter δ. The second method is inversion method using linear approach where vertical velocity, δ, and ε is estimated simultaneously. Both methods are tested on synthetic models using ray-tracing forward modelling. Results show that δ value can be estimated appropriately using both methods. Meanwhile, inversion based method give better estimation for obtaining ε value. This study shows that estimation on anisotropic parameters rely on the accuracy of normal moveout velocity, residual moveout and offset to angle transformation.
Cosmological parameter estimation using Particle Swarm Optimization (PSO)
Prasad, Jayanti
2011-01-01
Obtaining the set of cosmological parameters consistent with observational data is an important exercise in current cosmological research. It involves finding the global maximum of the likelihood function in the multi-dimensional parameter space. Currently sampling based methods, which are in general stochastic in nature, like Markov-Chain Monte Carlo(MCMC), are being commonly used for parameter estimation. The beauty of stochastic methods is that the computational cost grows, at the most, linearly in place of exponentially (as in grid based approaches) with the dimensionality of the search space. MCMC methods sample the full joint probability distribution (posterior) from which one and two dimensional probability distributions, best fit (average) values of parameters and then error bars can be computed. In the present work we demonstrate the application of another stochastic method, named Particle Swarm Optimization (PSO), that is widely used in the field of engineering and artificial intelligence, for cosmo...
Parameter estimation method for blurred cell images from fluorescence microscope
He, Fuyun; Zhang, Zhisheng; Luo, Xiaoshu; Zhao, Shulin
2016-10-01
Microscopic cell image analysis is indispensable to cell biology. Images of cells can easily degrade due to optical diffraction or focus shift, as this results in low signal-to-noise ratio (SNR) and poor image quality, hence affecting the accuracy of cell analysis and identification. For a quantitative analysis of cell images, restoring blurred images to improve the SNR is the first step. A parameter estimation method for defocused microscopic cell images based on the power law properties of the power spectrum of cell images is proposed. The circular radon transform (CRT) is used to identify the zero-mode of the power spectrum. The parameter of the CRT curve is initially estimated by an improved differential evolution algorithm. Following this, the parameters are optimized through the gradient descent method. Using synthetic experiments, it was confirmed that the proposed method effectively increased the peak SNR (PSNR) of the recovered images with high accuracy. Furthermore, experimental results involving actual microscopic cell images verified that the superiority of the proposed parameter estimation method for blurred microscopic cell images other method in terms of qualitative visual sense as well as quantitative gradient and PSNR.
Estimation of common cause failure parameters with periodic tests
Energy Technology Data Exchange (ETDEWEB)
Barros, Anne [Institut Charles Delaunay - Universite de technologie de Troyes - FRE CNRS 2848, 12, rue Marie Curie - BP 2060 -10010 Troyes cedex (France)], E-mail: anne.barros@utt.fr; Grall, Antoine [Institut Charles Delaunay - Universite de technologie de Troyes - FRE CNRS 2848, 12, rue Marie Curie - BP 2060 -10010 Troyes cedex (France); Vasseur, Dominique [Electricite de France, EDF R and D - Industrial Risk Management Department 1, av. du General de Gaulle- 92141 Clamart (France)
2009-04-15
In the specific case of safety systems, CCF parameters estimators for standby components depend on the periodic test schemes. Classically, the testing schemes are either staggered (alternation of tests on redundant components) or non-staggered (all components are tested at the same time). In reality, periodic tests schemes performed on safety components are more complex and combine staggered tests, when the plant is in operation, to non-staggered tests during maintenance and refueling outage periods of the installation. Moreover, the CCF parameters estimators described in the US literature are derived in a consistent way with US Technical Specifications constraints that do not apply on the French Nuclear Power Plants for staggered tests on standby components. Given these issues, the evaluation of CCF parameters from the operating feedback data available within EDF implies the development of methodologies that integrate the testing schemes specificities. This paper aims to formally propose a solution for the estimation of CCF parameters given two distinct difficulties respectively related to a mixed testing scheme and to the consistency with EDF's specific practices inducing systematic non-simultaneity of the observed failures in a staggered testing scheme.
Experimental design for parameter estimation of gene regulatory networks.
Directory of Open Access Journals (Sweden)
Bernhard Steiert
Full Text Available Systems biology aims for building quantitative models to address unresolved issues in molecular biology. In order to describe the behavior of biological cells adequately, gene regulatory networks (GRNs are intensively investigated. As the validity of models built for GRNs depends crucially on the kinetic rates, various methods have been developed to estimate these parameters from experimental data. For this purpose, it is favorable to choose the experimental conditions yielding maximal information. However, existing experimental design principles often rely on unfulfilled mathematical assumptions or become computationally demanding with growing model complexity. To solve this problem, we combined advanced methods for parameter and uncertainty estimation with experimental design considerations. As a showcase, we optimized three simulated GRNs in one of the challenges from the Dialogue for Reverse Engineering Assessment and Methods (DREAM. This article presents our approach, which was awarded the best performing procedure at the DREAM6 Estimation of Model Parameters challenge. For fast and reliable parameter estimation, local deterministic optimization of the likelihood was applied. We analyzed identifiability and precision of the estimates by calculating the profile likelihood. Furthermore, the profiles provided a way to uncover a selection of most informative experiments, from which the optimal one was chosen using additional criteria at every step of the design process. In conclusion, we provide a strategy for optimal experimental design and show its successful application on three highly nonlinear dynamic models. Although presented in the context of the GRNs to be inferred for the DREAM6 challenge, the approach is generic and applicable to most types of quantitative models in systems biology and other disciplines.
Bayesian adaptive Markov chain Monte Carlo estimation of genetic parameters.
Mathew, B; Bauer, A M; Koistinen, P; Reetz, T C; Léon, J; Sillanpää, M J
2012-10-01
Accurate and fast estimation of genetic parameters that underlie quantitative traits using mixed linear models with additive and dominance effects is of great importance in both natural and breeding populations. Here, we propose a new fast adaptive Markov chain Monte Carlo (MCMC) sampling algorithm for the estimation of genetic parameters in the linear mixed model with several random effects. In the learning phase of our algorithm, we use the hybrid Gibbs sampler to learn the covariance structure of the variance components. In the second phase of the algorithm, we use this covariance structure to formulate an effective proposal distribution for a Metropolis-Hastings algorithm, which uses a likelihood function in which the random effects have been integrated out. Compared with the hybrid Gibbs sampler, the new algorithm had better mixing properties and was approximately twice as fast to run. Our new algorithm was able to detect different modes in the posterior distribution. In addition, the posterior mode estimates from the adaptive MCMC method were close to the REML (residual maximum likelihood) estimates. Moreover, our exponential prior for inverse variance components was vague and enabled the estimated mode of the posterior variance to be practically zero, which was in agreement with the support from the likelihood (in the case of no dominance). The method performance is illustrated using simulated data sets with replicates and field data in barley.
Observable Priors: Limiting Biases in Estimated Parameters for Incomplete Orbits
Kosmo, Kelly; Martinez, Gregory; Hees, Aurelien; Witzel, Gunther; Ghez, Andrea M.; Do, Tuan; Sitarski, Breann; Chu, Devin; Dehghanfar, Arezu
2017-01-01
Over twenty years of monitoring stellar orbits at the Galactic center has provided an unprecedented opportunity to study the physics and astrophysics of the supermassive black hole (SMBH) at the center of the Milky Way Galaxy. In order to constrain the mass of and distance to the black hole, and to evaluate its gravitational influence on orbiting bodies, we use Bayesian statistics to infer black hole and stellar orbital parameters from astrometric and radial velocity measurements of stars orbiting the central SMBH. Unfortunately, most of the short period stars in the Galactic center have periods much longer than our twenty year time baseline of observations, resulting in incomplete orbital phase coverage--potentially biasing fitted parameters. Using the Bayesian statistical framework, we evaluate biases in the black hole and orbital parameters of stars with varying phase coverage, using various prior models to fit the data. We present evidence that incomplete phase coverage of an orbit causes prior assumptions to bias statistical quantities, and propose a solution to reduce these biases for orbits with low phase coverage. The explored solution assumes uniformity in the observables rather than in the inferred model parameters, as is the current standard method of orbit fitting. Of the cases tested, priors that assume uniform astrometric and radial velocity observables reduce the biases in the estimated parameters. The proposed method will not only improve orbital estimates of stars orbiting the central SMBH, but can also be extended to other orbiting bodies with low phase coverage such as visual binaries and exoplanets.
Terrain mechanical parameters online estimation for lunar rovers
Liu, Bing; Cui, Pingyuan; Ju, Hehua
2007-11-01
This paper presents a new method for terrain mechanical parameters estimation for a wheeled lunar rover. First, after deducing the detailed distribution expressions of normal stress and sheer stress at the wheel-terrain interface, the force/torque balance equations of the drive wheel for computing terrain mechanical parameters is derived through analyzing the rigid drive wheel of a lunar rover which moves with uniform speed in deformable terrain. Then a two-points Guass-Lengendre numerical integral method is used to simplify the balance equations, after simplifying and rearranging the resolve model are derived which are composed of three non-linear equations. Finally the iterative method of Newton and the steepest descent method are combined to solve the non-linear equations, and the outputs of on-board virtual sensors are used for computing terrain key mechanical parameters i.e. internal friction angle and press-sinkage parameters. Simulation results show correctness under high noises disturbance and effectiveness with low computational complexity, which allows a lunar rover for online terrain mechanical parameters estimation.
Iterative procedure for camera parameters estimation using extrinsic matrix decomposition
Goshin, Yegor V.; Fursov, Vladimir A.
2016-03-01
This paper addresses the problem of 3D scene reconstruction in cases when the extrinsic parameters (rotation and translation) of the camera are unknown. This problem is both important and urgent because the accuracy of the camera parameters significantly influences the resulting 3D model. A common approach is to determine the fundamental matrix from corresponding points on two views of a scene and then to use singular value decomposition for camera projection matrix estimation. However, this common approach is very sensitive to fundamental matrix errors. In this paper we propose a novel approach in which camera parameters are determined directly from the equations of the projective transformation by using corresponding points on the views. The proposed decomposition allows us to use an iterative procedure for determining the parameters of the camera. This procedure is implemented in two steps: the translation determination and the rotation determination. The experimental results of the camera parameters estimation and 3D scene reconstruction demonstrate the reliability of the proposed approach.
Parameter Estimation for Groundwater Models under Uncertain Irrigation Data.
Demissie, Yonas; Valocchi, Albert; Cai, Ximing; Brozovic, Nicholas; Senay, Gabriel; Gebremichael, Mekonnen
2015-01-01
The success of modeling groundwater is strongly influenced by the accuracy of the model parameters that are used to characterize the subsurface system. However, the presence of uncertainty and possibly bias in groundwater model source/sink terms may lead to biased estimates of model parameters and model predictions when the standard regression-based inverse modeling techniques are used. This study first quantifies the levels of bias in groundwater model parameters and predictions due to the presence of errors in irrigation data. Then, a new inverse modeling technique called input uncertainty weighted least-squares (IUWLS) is presented for unbiased estimation of the parameters when pumping and other source/sink data are uncertain. The approach uses the concept of generalized least-squares method with the weight of the objective function depending on the level of pumping uncertainty and iteratively adjusted during the parameter optimization process. We have conducted both analytical and numerical experiments, using irrigation pumping data from the Republican River Basin in Nebraska, to evaluate the performance of ordinary least-squares (OLS) and IUWLS calibration methods under different levels of uncertainty of irrigation data and calibration conditions. The result from the OLS method shows the presence of statistically significant (p irrigation pumping uncertainties during the calibration procedures, the proposed IUWLS is able to minimize the bias effectively without adding significant computational burden to the calibration processes.
Parameter Estimation as a Problem in Statistical Thermodynamics
Earle, Keith A.; Schneider, David J.
2011-01-01
In this work, we explore the connections between parameter fitting and statistical thermodynamics using the maxent principle of Jaynes as a starting point. In particular, we show how signal averaging may be described by a suitable one particle partition function, modified for the case of a variable number of particles. These modifications lead to an entropy that is extensive in the number of measurements in the average. Systematic error may be interpreted as a departure from ideal gas behavior. In addition, we show how to combine measurements from different experiments in an unbiased way in order to maximize the entropy of simultaneous parameter fitting. We suggest that fit parameters may be interpreted as generalized coordinates and the forces conjugate to them may be derived from the system partition function. From this perspective, the parameter fitting problem may be interpreted as a process where the system (spectrum) does work against internal stresses (non-optimum model parameters) to achieve a state of minimum free energy/maximum entropy. Finally, we show how the distribution function allows us to define a geometry on parameter space, building on previous work[1, 2]. This geometry has implications for error estimation and we outline a program for incorporating these geometrical insights into an automated parameter fitting algorithm. PMID:21927520
J-A Hysteresis Model Parameters Estimation using GA
Directory of Open Access Journals (Sweden)
Bogomir Zidaric
2005-01-01
Full Text Available This paper presents the Jiles and Atherton (J-A hysteresis model parameter estimation for soft magnetic composite (SMC material. The calculation of Jiles and Atherton hysteresis model parameters is based on experimental data and genetic algorithms (GA. Genetic algorithms operate in a given area of possible solutions. Finding the best solution of a problem in wide area of possible solutions is uncertain. A new approach in use of genetic algorithms is proposed to overcome this uncertainty. The basis of this approach is in genetic algorithm built in another genetic algorithm.
Parameter estimation in X-ray astronomy using maximum likelihood
Wachter, K.; Leach, R.; Kellogg, E.
1979-01-01
Methods of estimation of parameter values and confidence regions by maximum likelihood and Fisher efficient scores starting from Poisson probabilities are developed for the nonlinear spectral functions commonly encountered in X-ray astronomy. It is argued that these methods offer significant advantages over the commonly used alternatives called minimum chi-squared because they rely on less pervasive statistical approximations and so may be expected to remain valid for data of poorer quality. Extensive numerical simulations of the maximum likelihood method are reported which verify that the best-fit parameter value and confidence region calculations are correct over a wide range of input spectra.
Estimation of the parameters of ETAS models by Simulated Annealing
Lombardi, Anna Maria
2015-02-01
This paper proposes a new algorithm to estimate the maximum likelihood parameters of an Epidemic Type Aftershock Sequences (ETAS) model. It is based on Simulated Annealing, a versatile method that solves problems of global optimization and ensures convergence to a global optimum. The procedure is tested on both simulated and real catalogs. The main conclusion is that the method performs poorly as the size of the catalog decreases because the effect of the correlation of the ETAS parameters is more significant. These results give new insights into the ETAS model and the efficiency of the maximum-likelihood method within this context.
Estimation of drying parameters in rotary dryers using differential evolution
Energy Technology Data Exchange (ETDEWEB)
Lobato, F S; Jr, V Steffen; Barrozo, M A S; Arruda, E B, E-mail: vsteffen@mecanica.ufu.br, E-mail: masbarrozo@ufu.br
2008-11-01
Inverse problems arise from the necessity of obtaining parameters of theoretical models to simulate the behavior of the system for different operating conditions. Several heuristics that mimic different phenomena found in nature have been proposed for the solution of this kind of problem. In this work, the Differential Evolution Technique is used for the estimation of drying parameters in realistic rotary dryers, which is formulated as an optimization problem by using experimental data. Test case results demonstrate both the feasibility and the effectiveness of the proposed methodology.
Propagation channel characterization, parameter estimation, and modeling for wireless communications
Yin, Xuefeng
2016-01-01
Thoroughly covering channel characteristics and parameters, this book provides the knowledge needed to design various wireless systems, such as cellular communication systems, RFID and ad hoc wireless communication systems. It gives a detailed introduction to aspects of channels before presenting the novel estimation and modelling techniques which can be used to achieve accurate models. To systematically guide readers through the topic, the book is organised in three distinct parts. The first part covers the fundamentals of the characterization of propagation channels, including the conventional single-input single-output (SISO) propagation channel characterization as well as its extension to multiple-input multiple-output (MIMO) cases. Part two focuses on channel measurements and channel data post-processing. Wideband channel measurements are introduced, including the equipment, technology and advantages and disadvantages of different data acquisition schemes. The channel parameter estimation methods are ...
Improving gravitational-wave parameter estimation using Gaussian process regression
Moore, Christopher J; Chua, Alvin J K; Gair, Jonathan R
2015-01-01
Folding uncertainty in theoretical models into Bayesian parameter estimation is necessary in order to make reliable inferences. A general means of achieving this is by marginalising over model uncertainty using a prior distribution constructed using Gaussian process regression (GPR). Here, we apply this technique to (simulated) gravitational-wave signals from binary black holes that could be observed using advanced-era gravitational-wave detectors. Unless properly accounted for, uncertainty in the gravitational-wave templates could be the dominant source of error in studies of these systems. We explain our approach in detail and provide proofs of various features of the method, including the limiting behaviour for high signal-to-noise, where systematic model uncertainties dominate over noise errors. We find that the marginalised likelihood constructed via GPR offers a significant improvement in parameter estimation over the standard, uncorrected likelihood. We also examine the dependence of the method on the ...
Bayesian parameter estimation for chiral effective field theory
Wesolowski, Sarah; Furnstahl, Richard; Phillips, Daniel; Klco, Natalie
2016-09-01
The low-energy constants (LECs) of a chiral effective field theory (EFT) interaction in the two-body sector are fit to observable data using a Bayesian parameter estimation framework. By using Bayesian prior probability distributions (pdfs), we quantify relevant physical expectations such as LEC naturalness and include them in the parameter estimation procedure. The final result is a posterior pdf for the LECs, which can be used to propagate uncertainty resulting from the fit to data to the final observable predictions. The posterior pdf also allows an empirical test of operator redundancy and other features of the potential. We compare results of our framework with other fitting procedures, interpreting the underlying assumptions in Bayesian probabilistic language. We also compare results from fitting all partial waves of the interaction simultaneously to cross section data compared to fitting to extracted phase shifts, appropriately accounting for correlations in the data. Supported in part by the NSF and DOE.
Real-Time Parameter Estimation Using Output Error
Grauer, Jared A.
2014-01-01
Output-error parameter estimation, normally a post- ight batch technique, was applied to real-time dynamic modeling problems. Variations on the traditional algorithm were investigated with the goal of making the method suitable for operation in real time. Im- plementation recommendations are given that are dependent on the modeling problem of interest. Application to ight test data showed that accurate parameter estimates and un- certainties for the short-period dynamics model were available every 2 s using time domain data, or every 3 s using frequency domain data. The data compatibility problem was also solved in real time, providing corrected sensor measurements every 4 s. If uncertainty corrections for colored residuals are omitted, this rate can be increased to every 0.5 s.
A Bayesian framework for parameter estimation in dynamical models.
Directory of Open Access Journals (Sweden)
Flávio Codeço Coelho
Full Text Available Mathematical models in biology are powerful tools for the study and exploration of complex dynamics. Nevertheless, bringing theoretical results to an agreement with experimental observations involves acknowledging a great deal of uncertainty intrinsic to our theoretical representation of a real system. Proper handling of such uncertainties is key to the successful usage of models to predict experimental or field observations. This problem has been addressed over the years by many tools for model calibration and parameter estimation. In this article we present a general framework for uncertainty analysis and parameter estimation that is designed to handle uncertainties associated with the modeling of dynamic biological systems while remaining agnostic as to the type of model used. We apply the framework to fit an SIR-like influenza transmission model to 7 years of incidence data in three European countries: Belgium, the Netherlands and Portugal.
PARAMETER ESTIMATION OF THE HYBRID CENSORED LOMAX DISTRIBUTION
Directory of Open Access Journals (Sweden)
Samir Kamel Ashour
2010-12-01
Full Text Available Survival analysis is used in various fields for analyzing data involving the duration between two events. It is also known as event history analysis, lifetime data analysis, reliability analysis or time to event analysis. One of the difficulties which arise in this area is the presence of censored data. The lifetime of an individual is censored when it cannot be exactly measured but partial information is available. Different circumstances can produce different types of censoring. The two most common censoring schemes used in life testing experiments are Type-I and Type-II censoring schemes. Hybrid censoring scheme is mixture of Type-I and Type-II censoring scheme. In this paper we consider the estimation of parameters of Lomax distribution based on hybrid censored data. The parameters are estimated by the maximum likelihood and Bayesian methods. The Fisher information matrix has been obtained and it can be used for constructing asymptotic confidence intervals.
Probabilistic estimation of the constitutive parameters of polymers
Directory of Open Access Journals (Sweden)
Siviour C.R.
2012-08-01
Full Text Available The Mulliken-Boyce constitutive model predicts the dynamic response of crystalline polymers as a function of strain rate and temperature. This paper describes the Mulliken-Boyce model-based estimation of the constitutive parameters in a Bayesian probabilistic framework. Experimental data from dynamic mechanical analysis and dynamic compression of PVC samples over a wide range of strain rates are analyzed. Both experimental uncertainty and natural variations in the material properties are simultaneously considered as independent and joint distributions; the posterior probability distributions are shown and compared with prior estimates of the material constitutive parameters. Additionally, particular statistical distributions are shown to be effective at capturing the rate and temperature dependence of internal phase transitions in DMA data.
CosmoSIS: A System for MC Parameter Estimation
Energy Technology Data Exchange (ETDEWEB)
Zuntz, Joe [Manchester U.; Paterno, Marc [Fermilab; Jennings, Elise [Chicago U., EFI; Rudd, Douglas [U. Chicago; Manzotti, Alessandro [Chicago U., Astron. Astrophys. Ctr.; Dodelson, Scott [Chicago U., Astron. Astrophys. Ctr.; Bridle, Sarah [Manchester U.; Sehrish, Saba [Fermilab; Kowalkowski, James [Fermilab
2015-01-01
Cosmological parameter estimation is entering a new era. Large collaborations need to coordinate high-stakes analyses using multiple methods; furthermore such analyses have grown in complexity due to sophisticated models of cosmology and systematic uncertainties. In this paper we argue that modularity is the key to addressing these challenges: calculations should be broken up into interchangeable modular units with inputs and outputs clearly defined. We present a new framework for cosmological parameter estimation, CosmoSIS, designed to connect together, share, and advance development of inference tools across the community. We describe the modules already available in Cosmo- SIS, including camb, Planck, cosmic shear calculations, and a suite of samplers. We illustrate it using demonstration code that you can run out-of-the-box with the installer available at http://bitbucket.org/joezuntz/cosmosis.
Estimating stellar atmospheric parameters based on Lasso features
Liu, Chuan-Xing; Zhang, Pei-Ai; Lu, Yu
2014-04-01
With the rapid development of large scale sky surveys like the Sloan Digital Sky Survey (SDSS), GAIA and LAMOST (Guoshoujing telescope), stellar spectra can be obtained on an ever-increasing scale. Therefore, it is necessary to estimate stellar atmospheric parameters such as Teff, log g and [Fe/H] automatically to achieve the scientific goals and make full use of the potential value of these observations. Feature selection plays a key role in the automatic measurement of atmospheric parameters. We propose to use the least absolute shrinkage selection operator (Lasso) algorithm to select features from stellar spectra. Feature selection can reduce redundancy in spectra, alleviate the influence of noise, improve calculation speed and enhance the robustness of the estimation system. Based on the extracted features, stellar atmospheric parameters are estimated by the support vector regression model. Three typical schemes are evaluated on spectral data from both the ELODIE library and SDSS. Experimental results show the potential performance to a certain degree. In addition, results show that our method is stable when applied to different spectra.
Estimating Hydraulic Parameters When Poroelastic Effects Are Significant
Berg, S.J.; Hsieh, P.A.; Illman, W.A.
2011-01-01
For almost 80 years, deformation-induced head changes caused by poroelastic effects have been observed during pumping tests in multilayered aquifer-aquitard systems. As water in the aquifer is released from compressive storage during pumping, the aquifer is deformed both in the horizontal and vertical directions. This deformation in the pumped aquifer causes deformation in the adjacent layers, resulting in changes in pore pressure that may produce drawdown curves that differ significantly from those predicted by traditional groundwater theory. Although these deformation-induced head changes have been analyzed in several studies by poroelasticity theory, there are at present no practical guidelines for the interpretation of pumping test data influenced by these effects. To investigate the impact that poroelastic effects during pumping tests have on the estimation of hydraulic parameters, we generate synthetic data for three different aquifer-aquitard settings using a poroelasticity model, and then analyze the synthetic data using type curves and parameter estimation techniques, both of which are based on traditional groundwater theory and do not account for poroelastic effects. Results show that even when poroelastic effects result in significant deformation-induced head changes, it is possible to obtain reasonable estimates of hydraulic parameters using methods based on traditional groundwater theory, as long as pumping is sufficiently long so that deformation-induced effects have largely dissipated. ?? 2011 The Author(s). Journal compilation ?? 2011 National Ground Water Association.
Directory of Open Access Journals (Sweden)
Akatsuki eKimura
2015-03-01
Full Text Available Construction of quantitative models is a primary goal of quantitative biology, which aims to understand cellular and organismal phenomena in a quantitative manner. In this article, we introduce optimization procedures to search for parameters in a quantitative model that can reproduce experimental data. The aim of optimization is to minimize the sum of squared errors (SSE in a prediction or to maximize likelihood. A (local maximum of likelihood or (local minimum of the SSE can efficiently be identified using gradient approaches. Addition of a stochastic process enables us to identify the global maximum/minimum without becoming trapped in local maxima/minima. Sampling approaches take advantage of increasing computational power to test numerous sets of parameters in order to determine the optimum set. By combining Bayesian inference with gradient or sampling approaches, we can estimate both the optimum parameters and the form of the likelihood function related to the parameters. Finally, we introduce four examples of research that utilize parameter optimization to obtain biological insights from quantified data: transcriptional regulation, bacterial chemotaxis, morphogenesis, and cell cycle regulation. With practical knowledge of parameter optimization, cell and developmental biologists can develop realistic models that reproduce their observations and thus, obtain mechanistic insights into phenomena of interest.
Estimation of multiexponential fluorescence decay parameters using compressive sensing.
Yang, Sejung; Lee, Joohyun; Lee, Youmin; Lee, Minyung; Lee, Byung-Uk
2015-09-01
Fluorescence lifetime imaging microscopy (FLIM) is a microscopic imaging technique to present an image of fluorophore lifetimes. It circumvents the problems of typical imaging methods such as intensity attenuation from depth since a lifetime is independent of the excitation intensity or fluorophore concentration. The lifetime is estimated from the time sequence of photon counts observed with signal-dependent noise, which has a Poisson distribution. Conventional methods usually estimate single or biexponential decay parameters. However, a lifetime component has a distribution or width, because the lifetime depends on macromolecular conformation or inhomogeneity. We present a novel algorithm based on a sparse representation which can estimate the distribution of lifetime. We verify the enhanced performance through simulations and experiments.
Maximum-likelihood fits to histograms for improved parameter estimation
Fowler, Joseph W
2013-01-01
Straightforward methods for adapting the familiar chi^2 statistic to histograms of discrete events and other Poisson distributed data generally yield biased estimates of the parameters of a model. The bias can be important even when the total number of events is large. For the case of estimating a microcalorimeter's energy resolution at 6 keV from the observed shape of the Mn K-alpha fluorescence spectrum, a poor choice of chi^2 can lead to biases of at least 10% in the estimated resolution when up to thousands of photons are observed. The best remedy is a Poisson maximum-likelihood fit, through a simple modification of the standard Levenberg-Marquardt algorithm for chi^2 minimization. Where the modification is not possible, another approach allows iterative approximation of the maximum-likelihood fit.
Learn-As-You-Go Acceleration of Cosmological Parameter Estimates
Aslanyan, Grigor; Price, Layne C
2015-01-01
Cosmological analyses can be accelerated by approximating slow calculations using a training set, which is either precomputed or generated dynamically. However, this approach is only safe if the approximations are well understood and controlled. This paper surveys issues associated with the use of machine-learning based emulation strategies for accelerating cosmological parameter estimation. We describe a learn-as-you-go algorithm that is implemented in the Cosmo++ code and (1) trains the emulator while simultaneously estimating posterior probabilities; (2) identifies unreliable estimates, computing the exact numerical likelihoods if necessary; and (3) progressively learns and updates the error model as the calculation progresses. We explicitly describe and model the emulation error and show how this can be propagated into the posterior probabilities. We apply these techniques to the Planck likelihood and the calculation of $\\Lambda$CDM posterior probabilities. The computation is significantly accelerated wit...
Accelerated gravitational wave parameter estimation with reduced order modeling.
Canizares, Priscilla; Field, Scott E; Gair, Jonathan; Raymond, Vivien; Smith, Rory; Tiglio, Manuel
2015-02-20
Inferring the astrophysical parameters of coalescing compact binaries is a key science goal of the upcoming advanced LIGO-Virgo gravitational-wave detector network and, more generally, gravitational-wave astronomy. However, current approaches to parameter estimation for these detectors require computationally expensive algorithms. Therefore, there is a pressing need for new, fast, and accurate Bayesian inference techniques. In this Letter, we demonstrate that a reduced order modeling approach enables rapid parameter estimation to be performed. By implementing a reduced order quadrature scheme within the LIGO Algorithm Library, we show that Bayesian inference on the 9-dimensional parameter space of nonspinning binary neutron star inspirals can be sped up by a factor of ∼30 for the early advanced detectors' configurations (with sensitivities down to around 40 Hz) and ∼70 for sensitivities down to around 20 Hz. This speedup will increase to about 150 as the detectors improve their low-frequency limit to 10 Hz, reducing to hours analyses which could otherwise take months to complete. Although these results focus on interferometric gravitational wave detectors, the techniques are broadly applicable to any experiment where fast Bayesian analysis is desirable.
Parameter estimation in a spatial unit root autoregressive model
Baran, Sándor
2011-01-01
Spatial autoregressive model $X_{k,\\ell}=\\alpha X_{k-1,\\ell}+\\beta X_{k,\\ell-1}+\\gamma X_{k-1,\\ell-1}+\\epsilon_{k,\\ell}$ is investigated in the unit root case, that is when the parameters are on the boundary of the domain of stability that forms a tetrahedron with vertices $(1,1,-1), \\ (1,-1,1),\\ (-1,1,1)$ and $(-1,-1,-1)$. It is shown that the limiting distribution of the least squares estimator of the parameters is normal and the rate of convergence is $n$ when the parameters are in the faces or on the edges of the tetrahedron, while on the vertices the rate is $n^{3/2}$.
Basic MR sequence parameters systematically bias automated brain volume estimation
Energy Technology Data Exchange (ETDEWEB)
Haller, Sven [University of Geneva, Faculty of Medicine, Geneva (Switzerland); Affidea Centre de Diagnostique Radiologique de Carouge CDRC, Geneva (Switzerland); Falkovskiy, Pavel; Roche, Alexis; Marechal, Benedicte [Siemens Healthcare HC CEMEA SUI DI BM PI, Advanced Clinical Imaging Technology, Lausanne (Switzerland); University Hospital (CHUV), Department of Radiology, Lausanne (Switzerland); Meuli, Reto [University Hospital (CHUV), Department of Radiology, Lausanne (Switzerland); Thiran, Jean-Philippe [LTS5, Ecole Polytechnique Federale de Lausanne, Lausanne (Switzerland); Krueger, Gunnar [Siemens Medical Solutions USA, Inc., Boston, MA (United States); Lovblad, Karl-Olof [University of Geneva, Faculty of Medicine, Geneva (Switzerland); University Hospitals of Geneva, Geneva (Switzerland); Kober, Tobias [Siemens Healthcare HC CEMEA SUI DI BM PI, Advanced Clinical Imaging Technology, Lausanne (Switzerland); LTS5, Ecole Polytechnique Federale de Lausanne, Lausanne (Switzerland)
2016-11-15
Automated brain MRI morphometry, including hippocampal volumetry for Alzheimer disease, is increasingly recognized as a biomarker. Consequently, a rapidly increasing number of software tools have become available. We tested whether modifications of simple MR protocol parameters typically used in clinical routine systematically bias automated brain MRI segmentation results. The study was approved by the local ethical committee and included 20 consecutive patients (13 females, mean age 75.8 ± 13.8 years) undergoing clinical brain MRI at 1.5 T for workup of cognitive decline. We compared three 3D T1 magnetization prepared rapid gradient echo (MPRAGE) sequences with the following parameter settings: ADNI-2 1.2 mm iso-voxel, no image filtering, LOCAL- 1.0 mm iso-voxel no image filtering, LOCAL+ 1.0 mm iso-voxel with image edge enhancement. Brain segmentation was performed by two different and established analysis tools, FreeSurfer and MorphoBox, using standard parameters. Spatial resolution (1.0 versus 1.2 mm iso-voxel) and modification in contrast resulted in relative estimated volume difference of up to 4.28 % (p < 0.001) in cortical gray matter and 4.16 % (p < 0.01) in hippocampus. Image data filtering resulted in estimated volume difference of up to 5.48 % (p < 0.05) in cortical gray matter. A simple change of MR parameters, notably spatial resolution, contrast, and filtering, may systematically bias results of automated brain MRI morphometry of up to 4-5 %. This is in the same range as early disease-related brain volume alterations, for example, in Alzheimer disease. Automated brain segmentation software packages should therefore require strict MR parameter selection or include compensatory algorithms to avoid MR parameter-related bias of brain morphometry results. (orig.)
Novel metaheuristic for parameter estimation in nonlinear dynamic biological systems
Directory of Open Access Journals (Sweden)
Banga Julio R
2006-11-01
Full Text Available Abstract Background We consider the problem of parameter estimation (model calibration in nonlinear dynamic models of biological systems. Due to the frequent ill-conditioning and multi-modality of many of these problems, traditional local methods usually fail (unless initialized with very good guesses of the parameter vector. In order to surmount these difficulties, global optimization (GO methods have been suggested as robust alternatives. Currently, deterministic GO methods can not solve problems of realistic size within this class in reasonable computation times. In contrast, certain types of stochastic GO methods have shown promising results, although the computational cost remains large. Rodriguez-Fernandez and coworkers have presented hybrid stochastic-deterministic GO methods which could reduce computation time by one order of magnitude while guaranteeing robustness. Our goal here was to further reduce the computational effort without loosing robustness. Results We have developed a new procedure based on the scatter search methodology for nonlinear optimization of dynamic models of arbitrary (or even unknown structure (i.e. black-box models. In this contribution, we describe and apply this novel metaheuristic, inspired by recent developments in the field of operations research, to a set of complex identification problems and we make a critical comparison with respect to the previous (above mentioned successful methods. Conclusion Robust and efficient methods for parameter estimation are of key importance in systems biology and related areas. The new metaheuristic presented in this paper aims to ensure the proper solution of these problems by adopting a global optimization approach, while keeping the computational effort under reasonable values. This new metaheuristic was applied to a set of three challenging parameter estimation problems of nonlinear dynamic biological systems, outperforming very significantly all the methods previously
Campbell, D A; Chkrebtii, O
2013-12-01
Statistical inference for biochemical models often faces a variety of characteristic challenges. In this paper we examine state and parameter estimation for the JAK-STAT intracellular signalling mechanism, which exemplifies the implementation intricacies common in many biochemical inference problems. We introduce an extension to the Generalized Smoothing approach for estimating delay differential equation models, addressing selection of complexity parameters, choice of the basis system, and appropriate optimization strategies. Motivated by the JAK-STAT system, we further extend the generalized smoothing approach to consider a nonlinear observation process with additional unknown parameters, and highlight how the approach handles unobserved states and unevenly spaced observations. The methodology developed is generally applicable to problems of estimation for differential equation models with delays, unobserved states, nonlinear observation processes, and partially observed histories.
Temporal Parameters Estimation for Wheelchair Propulsion Using Wearable Sensors
Directory of Open Access Journals (Sweden)
Manoela Ojeda
2014-01-01
Full Text Available Due to lower limb paralysis, individuals with spinal cord injury (SCI rely on their upper limbs for mobility. The prevalence of upper extremity pain and injury is high among this population. We evaluated the performance of three triaxis accelerometers placed on the upper arm, wrist, and under the wheelchair, to estimate temporal parameters of wheelchair propulsion. Twenty-six participants with SCI were asked to push their wheelchair equipped with a SMARTWheel. The estimated stroke number was compared with the criterion from video observations and the estimated push frequency was compared with the criterion from the SMARTWheel. Mean absolute errors (MAE and mean absolute percentage of error (MAPE were calculated. Intraclass correlation coefficients and Bland-Altman plots were used to assess the agreement. Results showed reasonable accuracies especially using the accelerometer placed on the upper arm where the MAPE was 8.0% for stroke number and 12.9% for push frequency. The ICC was 0.994 for stroke number and 0.916 for push frequency. The wrist and seat accelerometer showed lower accuracy with a MAPE for the stroke number of 10.8% and 13.4% and ICC of 0.990 and 0.984, respectively. Results suggested that accelerometers could be an option for monitoring temporal parameters of wheelchair propulsion.
PARAMETER ESTIMATION OF VALVE STICTION USING ANT COLONY OPTIMIZATION
Directory of Open Access Journals (Sweden)
S. Kalaivani
2012-07-01
Full Text Available In this paper, a procedure for quantifying valve stiction in control loops based on ant colony optimization has been proposed. Pneumatic control valves are widely used in the process industry. The control valve contains non-linearities such as stiction, backlash, and deadband that in turn cause oscillations in the process output. Stiction is one of the long-standing problems and it is the most severe problem in the control valves. Thus the measurement data from an oscillating control loop can be used as a possible diagnostic signal to provide an estimate of the stiction magnitude. Quantification of control valve stiction is still a challenging issue. Prior to doing stiction detection and quantification, it is necessary to choose a suitable model structure to describe control-valve stiction. To understand the stiction phenomenon, the Stenman model is used. Ant Colony Optimization (ACO, an intelligent swarm algorithm, proves effective in various fields. The ACO algorithm is inspired from the natural trail following behaviour of ants. The parameters of the Stenman model are estimated using ant colony optimization, from the input-output data by minimizing the error between the actual stiction model output and the simulated stiction model output. Using ant colony optimization, Stenman model with known nonlinear structure and unknown parameters can be estimated.
Matched-filtering and parameter estimation of ringdown waveforms
Berti, Emanuele; Cardoso, Vitor; Cavaglia, Marco
2007-01-01
Using recent results from numerical relativity simulations of non-spinning binary black hole mergers we revisit the problem of detecting ringdown waveforms and of estimating the source parameters, considering both LISA and Earth-based interferometers. We find that Advanced LIGO and EGO could detect intermediate-mass black holes of mass up to about 1000 solar masses out to a luminosity distance of a few Gpc. For typical multipolar energy distributions, we show that the single-mode ringdown templates presently used for ringdown searches in the LIGO data stream can produce a significant event loss (> 10% for all detectors in a large interval of black hole masses) and very large parameter estimation errors on the black hole's mass and spin. We estimate that more than 10^6 templates would be needed for a single-stage multi-mode search. Therefore, we recommend a "two stage" search to save on computational costs: single-mode templates can be used for detection, but multi-mode templates or Prony methods should be use...
Effect of noncircularity of experimental beam on CMB parameter estimation
Das, Santanu; Paulson, Sonu Tabitha
2015-01-01
Measurement of Cosmic Microwave Background (CMB) anisotropies has been playing a lead role in precision cosmology by providing some of the tightest constrains on cosmological models and parameters. However, precision can only be meaningful when all major systematic effects are taken into account. Non-circular beams in CMB experiments can cause large systematic deviation in the angular power spectrum, not only by modifying the measurement at a given multipole, but also introducing coupling between different multipoles through a deterministic bias matrix. Here we add a mechanism for emulating the effect of a full bias matrix to the Planck likelihood code through the parameter estimation code SCoPE. We show that if the angular power spectrum was measured with a non-circular beam, the assumption of circular Gaussian beam or considering only the diagonal part of the bias matrix can lead to huge error in parameter estimation. We demonstrate that, at least for elliptical Gaussian beams, use of scalar beam window fun...
Parameter Estimation of Induction Motors Using Water Cycle Optimization
Directory of Open Access Journals (Sweden)
M. Yazdani-Asrami
2013-12-01
Full Text Available This paper presents the application of recently introduced water cycle algorithm (WCA to optimize the parameters of exact and approximate induction motor from the nameplate data. Considering that induction motors are widely used in industrial applications, these parameters have a significant effect on the accuracy and efficiency of the motors and, ultimately, the overall system performance. Therefore, it is essential to develop algorithms for the parameter estimation of the induction motor. The fundamental concepts and ideas which underlie the proposed method is inspired from nature and based on the observation of water cycle process and how rivers and streams ﬂow to the sea in the real world. The objective function is defined as the minimization of the real values of the relative error between the measured and estimated torques of the machine in different slip points. The proposed WCA approach has been applied on two different sample motors. Results of the proposed method have been compared with other previously applied Meta heuristic methods on the problem, which show the feasibility and the fast convergence of the proposed approach.
Parameter estimation for stochastic hybrid model applied to urban traffic flow estimation
2015-01-01
This study proposes a novel data-based approach for estimating the parameters of a stochastic hybrid model describing the traffic flow in an urban traffic network with signalized intersections. The model represents the evolution of the traffic flow rate, measuring the number of vehicles passing a given location per time unit. This traffic flow rate is described using a mode-dependent first-order autoregressive (AR) stochastic process. The parameters of the AR process take different values dep...
Estimating parameters in stochastic systems: A variational Bayesian approach
Vrettas, Michail D.; Cornford, Dan; Opper, Manfred
2011-11-01
This work is concerned with approximate inference in dynamical systems, from a variational Bayesian perspective. When modelling real world dynamical systems, stochastic differential equations appear as a natural choice, mainly because of their ability to model the noise of the system by adding a variation of some stochastic process to the deterministic dynamics. Hence, inference in such processes has drawn much attention. Here a new extended framework is derived that is based on a local polynomial approximation of a recently proposed variational Bayesian algorithm. The paper begins by showing that the new extension of this variational algorithm can be used for state estimation (smoothing) and converges to the original algorithm. However, the main focus is on estimating the (hyper-) parameters of these systems (i.e. drift parameters and diffusion coefficients). The new approach is validated on a range of different systems which vary in dimensionality and non-linearity. These are the Ornstein-Uhlenbeck process, the exact likelihood of which can be computed analytically, the univariate and highly non-linear, stochastic double well and the multivariate chaotic stochastic Lorenz ’63 (3D model). As a special case the algorithm is also applied to the 40 dimensional stochastic Lorenz ’96 system. In our investigation we compare this new approach with a variety of other well known methods, such as the hybrid Monte Carlo, dual unscented Kalman filter, full weak-constraint 4D-Var algorithm and analyse empirically their asymptotic behaviour as a function of observation density or length of time window increases. In particular we show that we are able to estimate parameters in both the drift (deterministic) and the diffusion (stochastic) part of the model evolution equations using our new methods.
Optimization-based particle filter for state and parameter estimation
Institute of Scientific and Technical Information of China (English)
Li Fu; Qi Fei; Shi Guangming; Zhang Li
2009-01-01
In recent years, the theory of particle filter has been developed and widely used for state and parameter estimation in nonlinear/non-Gaussian systems. Choosing good importance density is a critical issue in particle filter design. In order to improve the approximation of posterior distribution, this paper provides an optimization-based algorithm (the steepest descent method) to generate the proposal distribution and then sample particles from the distribution. This algorithm is applied in 1-D case, and the simulation results show that the proposed particle filter performs better than the extended Kalman filter (EKF), the standard particle filter (PF), the extended Kalman particle filter (PF-EKF) and the unscented particle filter (UPF) both in efficiency and in estimation precision.
Area-to-point parameter estimation with geographically weighted regression
Murakami, Daisuke; Tsutsumi, Morito
2015-07-01
The modifiable areal unit problem (MAUP) is a problem by which aggregated units of data influence the results of spatial data analysis. Standard GWR, which ignores aggregation mechanisms, cannot be considered to serve as an efficient countermeasure of MAUP. Accordingly, this study proposes a type of GWR with aggregation mechanisms, termed area-to-point (ATP) GWR herein. ATP GWR, which is closely related to geostatistical approaches, estimates the disaggregate-level local trend parameters by using aggregated variables. We examine the effectiveness of ATP GWR for mitigating MAUP through a simulation study and an empirical study. The simulation study indicates that the method proposed herein is robust to the MAUP when the spatial scales of aggregation are not too global compared with the scale of the underlying spatial variations. The empirical studies demonstrate that the method provides intuitively consistent estimates.
Estimation of Aircraft Nonlinear Unsteady Parameters From Wind Tunnel Data
Klein, Vladislav; Murphy, Patrick C.
1998-01-01
Aerodynamic equations were formulated for an aircraft in one-degree-of-freedom large amplitude motion about each of its body axes. The model formulation based on indicial functions separated the resulting aerodynamic forces and moments into static terms, purely rotary terms and unsteady terms. Model identification from experimental data combined stepwise regression and maximum likelihood estimation in a two-stage optimization algorithm that can identify the unsteady term and rotary term if necessary. The identification scheme was applied to oscillatory data in two examples. The model identified from experimental data fit the data well, however, some parameters were estimated with limited accuracy. The resulting model was a good predictor for oscillatory and ramp input data.
Estimation of growth parameters using a nonlinear mixed Gompertz model.
Wang, Z; Zuidhof, M J
2004-06-01
In order to maximize the utility of simulation models for decision making, accurate estimation of growth parameters and associated variances is crucial. A mixed Gompertz growth model was used to account for between-bird variation and heterogeneous variance. The mixed model had several advantages over the fixed effects model. The mixed model partitioned BW variation into between- and within-bird variation, and the covariance structure assumed with the random effect accounted for part of the BW correlation across ages in the same individual. The amount of residual variance decreased by over 55% with the mixed model. The mixed model reduced estimation biases that resulted from selective sampling. For analysis of longitudinal growth data, the mixed effects growth model is recommended.
Estimating seismic demand parameters using the endurance time method
Institute of Scientific and Technical Information of China (English)
Ramin MADARSHAHIAN; Homayoon ESTEKANCHI; Akbar MAHVASHMOHAMMADI
2011-01-01
The endurance time (ET) method is a time history based dynamic analysis in which structures are subjected to gradually intensifying excitations and their performances are judged based on their responses at various excitation levels.Using this method,the computational effort required for estimating probable seismic demand parameters can be reduced by an order of magnitude.Calculation of the maximum displacement or target displacement is a basic requirement for estimating performance based on structural design.The purpose of this paper is to compare the results of the nonlinear ET method with the nonlinear static pushover (NSP) method of FEMA 356 by evaluating performances and target displacements of steel frames.This study will lead to a deeper insight into the capabilities and limitations of the ET method.The results are further compared with those of the standard nonlinear response history analysis.We conclude that results from the ET analysis are in proper agreement with those from standard procedures.
Energy parameter estimation in solar powered wireless sensor networks
Mousa, Mustafa
2014-02-24
The operation of solar powered wireless sensor networks is associated with numerous challenges. One of the main challenges is the high variability of solar power input and battery capacity, due to factors such as weather, humidity, dust and temperature. In this article, we propose a set of tools that can be implemented onboard high power wireless sensor networks to estimate the battery condition and capacity as well as solar power availability. These parameters are very important to optimize sensing and communications operations and maximize the reliability of the complete system. Experimental results show that the performance of typical Lithium Ion batteries severely degrades outdoors in a matter of weeks or months, and that the availability of solar energy in an urban solar powered wireless sensor network is highly variable, which underlines the need for such power and energy estimation algorithms.
The Truth About Ballistic Coefficients
Courtney, Michael
2007-01-01
The ballistic coefficient of a bullet describes how it slows in flight due to air resistance. This article presents experimental determinations of ballistic coefficients showing that the majority of bullets tested have their previously published ballistic coefficients exaggerated from 5-25% by the bullet manufacturers. These exaggerated ballistic coefficients lead to inaccurate predictions of long range bullet drop, retained energy and wind drift.
Lunar ~3He estimations and related parameters analyses
Institute of Scientific and Technical Information of China (English)
无
2010-01-01
As a potential nuclear fuel, 3He element is significant for both the solution of impending human energy crisis and the conservation of natural environment. Lunar regolith contains abundant and easily extracted 3He. Based on the analyses of the impact factors of 3He abundance, here we have compared a few key assessment parameters and approaches used in lunar regolith 3He reserve estimation and some representative estimation results, and discussed the issues concerned in 3He abundance variation and 3He reserve estimation. Our studies suggest that in a range of at least meters deep, 3He abundance in lunar regolith is homogeneously distributed and generally does not depend on the depth; lunar regolith has long been in a saturation state of 3He trapped by minerals through chemical bonds, and the temperature fluctuation on the lunar surface exerts little influence on the lattice 3He abundance. In terms of above conclusions and the newest lunar regolith depth data from the microwave brightness temperature retrieval of the "ChangE-1" Lunar Microwave Sounder, a new 3He reserve estimation has been presented.
Acoustical estimation of parameters of porous road pavement
Valyaev, V. Yu.; Shanin, A. V.
2012-11-01
In the simplest case, porous road pavement of a known thickness is described by such parameters as porosity, tortuosity, and flow resistance. The problem of estimating these parameters is investigated in this paper. An acoustic signal reflected by the pavement is used for this. It is shown that this problem can be solved by an experiment conducted in the time domain (i.e., the pulse response of the media is recorded). The incident sound wave is thrown at a grazing angle to the surface between the pavement and the air to improve penetration into the porous medium. The procedure of computing of the pulse response using the Morse-Ingard model is described in detail.
Estimation of the reconstruction parameters for Atom Probe Tomography
Gault, Baptiste; Stephenson, Leigh T; Moody, Michael P; Muddle, Barry C; Ringer, Simon P
2015-01-01
The application of wide field-of-view detection systems to atom probe experiments emphasizes the importance of careful parameter selection in the tomographic reconstruction of the analysed volume, as the sensitivity to errors rises steeply with increases in analysis dimensions. In this paper, a self-consistent method is presented for the systematic determination of the main reconstruction parameters. In the proposed approach, the compression factor and the field factor are determined using geometrical projections from the desorption images. A 3D Fourier transform is then applied to a series of reconstructions and, comparing to the known material crystallography, the efficiency of the detector is estimated. The final results demonstrate a significant improvement in the accuracy of the reconstructed volumes.
Pedotransfer functions estimating soil hydraulic properties using different soil parameters
DEFF Research Database (Denmark)
Børgesen, Christen Duus; Iversen, Bo Vangsø; Jacobsen, Ole Hørbye;
2008-01-01
Estimates of soil hydraulic properties using pedotransfer functions (PTF) are useful in many studies such as hydrochemical modelling and soil mapping. The objective of this study was to calibrate and test parametric PTFs that predict soil water retention and unsaturated hydraulic conductivity...... parameters. The PTFs are based on neural networks and the Bootstrap method using different sets of predictors and predict the van Genuchten/Mualem parameters. A Danish soil data set (152 horizons) dominated by sandy and sandy loamy soils was used in the development of PTFs to predict the Mualem hydraulic...... of the hydraulic properties of the studied soils. We found that introducing measured water content as a predictor generally gave lower errors for water retention predictions and higher errors for conductivity predictions. The best of the developed PTFs for predicting hydraulic conductivity was tested against PTFs...
Error estimation and adaptivity for transport problems with uncertain parameters
Sahni, Onkar; Li, Jason; Oberai, Assad
2016-11-01
Stochastic partial differential equations (PDEs) with uncertain parameters and source terms arise in many transport problems. In this study, we develop and apply an adaptive approach based on the variational multiscale (VMS) formulation for discretizing stochastic PDEs. In this approach we employ finite elements in the physical domain and generalize polynomial chaos based spectral basis in the stochastic domain. We demonstrate our approach on non-trivial transport problems where the uncertain parameters are such that the advective and diffusive regimes are spanned in the stochastic domain. We show that the proposed method is effective as a local error estimator in quantifying the element-wise error and in driving adaptivity in the physical and stochastic domains. We will also indicate how this approach may be extended to the Navier-Stokes equations. NSF Award 1350454 (CAREER).
Synchronization and parameter estimations of an uncertain Rikitake system
Energy Technology Data Exchange (ETDEWEB)
Aguilar-Ibanez, Carlos, E-mail: caguilar@cic.ipn.m [CIC-IPN, Av. Juan de Dios Batiz s/n, Esq. Manuel Othon de M., Unidad Profesional Adolfo Lopez Mateos, Col. Nueva Industrial Vallejo, Del. Gustavo A. Madero, C.P. 07738, Mexico D.F. (Mexico); Martinez-Guerra, Rafael, E-mail: rguerra@ctrl.cinvestav.m [CINVESTAV-IPN, Departamento de Control Automatico, Av. Instituto Politecnico Nacional 2508, Col. San Pedro Zacatenco, Mexico, D. F., 07360 (Mexico); Aguilar-Lopez, Ricardo [CINVESTAV-IPN, Departamento de Biotecnologia y Bioingenieria (Mexico); Mata-Machuca, Juan L. [CINVESTAV-IPN, Departamento de Control Automatico, Av. Instituto Politecnico Nacional 2508, Col. San Pedro Zacatenco, Mexico, D. F., 07360 (Mexico)
2010-08-02
In this Letter we address the synchronization and parameter estimation of the uncertain Rikitake system, under the assumption the state is partially known. To this end we use the master/slave scheme in conjunction with the adaptive control technique. Our control approach consists of proposing a slave system which has to follow asymptotically the uncertain Rikitake system, refereed as the master system. The gains of the slave system are adjusted continually according to a convenient adaptation control law, until the measurable output errors converge to zero. The convergence analysis is carried out by using the Barbalat's Lemma. Under this context, uncertainty means that although the system structure is known, only a partial knowledge of the corresponding parameter values is available.
Singularity of Some Software Reliability Models and Parameter Estimation Method
Institute of Scientific and Technical Information of China (English)
无
2000-01-01
According to the principle, “The failure data is the basis of software reliability analysis”, we built a software reliability expert system (SRES) by adopting the artificial intelligence technology. By reasoning out the conclusion from the fitting results of failure data of a software project, the SRES can recommend users “the most suitable model” as a software reliability measurement model. We believe that the SRES can overcome the inconsistency in applications of software reliability models well. We report investigation results of singularity and parameter estimation methods of experimental models in SRES.
Linear Estimation of Location and Scale Parameters Using Partial Maxima
Papadatos, Nickos
2010-01-01
Consider an i.i.d. sample X^*_1,X^*_2,...,X^*_n from a location-scale family, and assume that the only available observations consist of the partial maxima (or minima)sequence, X^*_{1:1},X^*_{2:2},...,X^*_{n:n}, where X^*_{j:j}=max{X^*_1,...,X^*_j}. This kind of truncation appears in several circumstances, including best performances in athletics events. In the case of partial maxima, the form of the BLUEs (best linear unbiased estimators) is quite similar to the form of the well-known Lloyd's (1952, Least-squares estimation of location and scale parameters using order statistics, Biometrika, vol. 39, pp. 88-95) BLUEs, based on (the sufficient sample of) order statistics, but, in contrast to the classical case, their consistency is no longer obvious. The present paper is mainly concerned with the scale parameter, showing that the variance of the partial maxima BLUE is at most of order O(1/log n), for a wide class of distributions.
Parameter estimation in space systems using recurrent neural networks
Parlos, Alexander G.; Atiya, Amir F.; Sunkel, John W.
1991-01-01
The identification of time-varying parameters encountered in space systems is addressed, using artificial neural systems. A hybrid feedforward/feedback neural network, namely a recurrent multilayer perception, is used as the model structure in the nonlinear system identification. The feedforward portion of the network architecture provides its well-known interpolation property, while through recurrency and cross-talk, the local information feedback enables representation of temporal variations in the system nonlinearities. The standard back-propagation-learning algorithm is modified and it is used for both the off-line and on-line supervised training of the proposed hybrid network. The performance of recurrent multilayer perceptron networks in identifying parameters of nonlinear dynamic systems is investigated by estimating the mass properties of a representative large spacecraft. The changes in the spacecraft inertia are predicted using a trained neural network, during two configurations corresponding to the early and late stages of the spacecraft on-orbit assembly sequence. The proposed on-line mass properties estimation capability offers encouraging results, though, further research is warranted for training and testing the predictive capabilities of these networks beyond nominal spacecraft operations.
Estimation of Secondary Meteorological Parameters Using Mining Data Techniques
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Rosabel Zerquera Díaz
2010-10-01
Full Text Available This work develops a process of Knowledge Discovery in Databases (KDD at the Higher Polytechnic Institute José Antonio Echeverría for the group of Environmental Research in collaboration with the Center of Information Management and Energy Development (CUBAENERGÍA in order to obtain a data model to estimate the behavior of secondary weather parameters from surface data. It describes some aspects of Data Mining and its application in the meteorological environment, also selects and describes the CRISP-DM methodology and data analysis tool WEKA. Tasks used: attribute selection and regression, technique: neural network of multilayer perceptron type and algorithms: CfsSubsetEval, BestFirst and MultilayerPerceptron. Estimation models are obtained for secondary meteorological parameters: height of convective mixed layer, height of mechanical mixed layer and convective velocity scale, necessary for the study of patterns of dispersion of pollutants in Cujae's area. The results set a precedent for future research and for the continuity of this in its first stage.
Parameter estimation and hypothesis testing in linear models
Koch, Karl-Rudolf
1999-01-01
The necessity to publish the second edition of this book arose when its third German edition had just been published. This second English edition is there fore a translation of the third German edition of Parameter Estimation and Hypothesis Testing in Linear Models, published in 1997. It differs from the first English edition by the addition of a new chapter on robust estimation of parameters and the deletion of the section on discriminant analysis, which has been more completely dealt with by the author in the book Bayesian In ference with Geodetic Applications, Springer-Verlag, Berlin Heidelberg New York, 1990. Smaller additions and deletions have been incorporated, to im prove the text, to point out new developments or to eliminate errors which became apparent. A few examples have been also added. I thank Springer-Verlag for publishing this second edition and for the assistance in checking the translation, although the responsibility of errors remains with the author. I also want to express my thanks...
Shoemaker, David M.
Described and listed herein with concomitant sample input and output is the Fortran IV program which estimates parameters and standard errors of estimate per parameters for parameters estimated through multiple matrix sampling. The specific program is an improved and expanded version of an earlier version. (Author/BJG)
Periodic orbits of hybrid systems and parameter estimation via AD.
Energy Technology Data Exchange (ETDEWEB)
Guckenheimer, John. (Cornell University); Phipps, Eric Todd; Casey, Richard (INRIA Sophia-Antipolis)
2004-07-01
Rhythmic, periodic processes are ubiquitous in biological systems; for example, the heart beat, walking, circadian rhythms and the menstrual cycle. Modeling these processes with high fidelity as periodic orbits of dynamical systems is challenging because: (1) (most) nonlinear differential equations can only be solved numerically; (2) accurate computation requires solving boundary value problems; (3) many problems and solutions are only piecewise smooth; (4) many problems require solving differential-algebraic equations; (5) sensitivity information for parameter dependence of solutions requires solving variational equations; and (6) truncation errors in numerical integration degrade performance of optimization methods for parameter estimation. In addition, mathematical models of biological processes frequently contain many poorly-known parameters, and the problems associated with this impedes the construction of detailed, high-fidelity models. Modelers are often faced with the difficult problem of using simulations of a nonlinear model, with complex dynamics and many parameters, to match experimental data. Improved computational tools for exploring parameter space and fitting models to data are clearly needed. This paper describes techniques for computing periodic orbits in systems of hybrid differential-algebraic equations and parameter estimation methods for fitting these orbits to data. These techniques make extensive use of automatic differentiation to accurately and efficiently evaluate derivatives for time integration, parameter sensitivities, root finding and optimization. The boundary value problem representing a periodic orbit in a hybrid system of differential algebraic equations is discretized via multiple-shooting using a high-degree Taylor series integration method [GM00, Phi03]. Numerical solutions to the shooting equations are then estimated by a Newton process yielding an approximate periodic orbit. A metric is defined for computing the distance
Bayesian Approach in Estimation of Scale Parameter of Nakagami Distribution
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Azam Zaka
2014-08-01
Full Text Available Normal 0 false false false EN-US X-NONE X-NONE Nakagami distribution is a flexible life time distribution that may offer a good fit to some failure data sets. It has applications in attenuation of wireless signals traversing multiple paths, deriving unit hydrographs in hydrology, medical imaging studies etc. In this research, we obtain Bayesian estimators of the scale parameter of Nakagami distribution. For the posterior distribution of this parameter, we consider Uniform, Inverse Exponential and Levy priors. The three loss functions taken up are Squared Error Loss function, Quadratic Loss Function and Precautionary Loss function. The performance of an estimator is assessed on the basis of its relative posterior risk. Monte Carlo Simulations are used to compare the performance of the estimators. It is discovered that the PLF produces the least posterior risk when uniform priors is used. SELF is the best when inverse exponential and Levy Priors are used. /* Style Definitions */ table.MsoNormalTable {mso-style-name:"Table Normal"; mso-tstyle-rowband-size:0; mso-tstyle-colband-size:0; mso-style-noshow:yes; mso-style-priority:99; mso-style-qformat:yes; mso-style-parent:""; mso-padding-alt:0in 5.4pt 0in 5.4pt; mso-para-margin-top:0in; mso-para-margin-right:0in; mso-para-margin-bottom:10.0pt; mso-para-margin-left:0in; line-height:115%; mso-pagination:widow-orphan; font-size:11.0pt; font-family:"Calibri","sans-serif"; mso-ascii-font-family:Calibri; mso-ascii-theme-font:minor-latin; mso-fareast-font-family:"Times New Roman"; mso-fareast-theme-font:minor-fareast; mso-hansi-font-family:Calibri; mso-hansi-theme-font:minor-latin;}
On-line estimation of concentration parameters in fermentation processes
Institute of Scientific and Technical Information of China (English)
XIONG Zhi-hua; HUANG Guo-hong; SHAO Hui-he
2005-01-01
It has long been thought that bioprocess, with their inherent measurement difficulties and complex dynamics, posed almost insurmountable problems to engineers. A novel software sensor is proposed to make more effective use of those measurements that are already available, which enable improvement in fermentation process control. The proposed method is based on mixtures of Gaussian processes (GP) with expectation maximization (EM) algorithm employed for parameter estimation of mixture of models. The mixture model can alleviate computational complexity of GP and also accord with changes of operating condition in fermentation processes, i.e., it would certainly be able to examine what types of process-knowledge would be most relevant for local models' specific operating points of the process and then combine them into a global one. Demonstrated by on-line estimate of yeast concentration in fermentation industry as an example, it is shown that soft sensor based state estimation is a powerful technique for both enhancing automatic control performance of biological systems and implementing on-line monitoring and optimization.
Thermodynamic criteria for estimating the kinetic parameters of catalytic reactions
Mitrichev, I. I.; Zhensa, A. V.; Kol'tsova, E. M.
2017-01-01
Kinetic parameters are estimated using two criteria in addition to the traditional criterion that considers the consistency between experimental and modeled conversion data: thermodynamic consistency and the consistency with entropy production (i.e., the absolute rate of the change in entropy due to exchange with the environment is consistent with the rate of entropy production in the steady state). A special procedure is developed and executed on a computer to achieve the thermodynamic consistency of a set of kinetic parameters with respect to both the standard entropy of a reaction and the standard enthalpy of a reaction. A problem of multi-criterion optimization, reduced to a single-criterion problem by summing weighted values of the three criteria listed above, is solved. Using the reaction of NO reduction with CO on a platinum catalyst as an example, it is shown that the set of parameters proposed by D.B. Mantri and P. Aghalayam gives much worse agreement with experimental values than the set obtained on the basis of three criteria: the sum of the squares of deviations for conversion, the thermodynamic consistency, and the consistency with entropy production.
Parameter Estimation of Nonlinear Systems by Dynamic Cuckoo Search.
Liao, Qixiang; Zhou, Shudao; Shi, Hanqing; Shi, Weilai
2017-04-01
In order to address with the problem of the traditional or improved cuckoo search (CS) algorithm, we propose a dynamic adaptive cuckoo search with crossover operator (DACS-CO) algorithm. Normally, the parameters of the CS algorithm are kept constant or adapted by empirical equation that may result in decreasing the efficiency of the algorithm. In order to solve the problem, a feedback control scheme of algorithm parameters is adopted in cuckoo search; Rechenberg's 1/5 criterion, combined with a learning strategy, is used to evaluate the evolution process. In addition, there are no information exchanges between individuals for cuckoo search algorithm. To promote the search progress and overcome premature convergence, the multiple-point random crossover operator is merged into the CS algorithm to exchange information between individuals and improve the diversification and intensification of the population. The performance of the proposed hybrid algorithm is investigated through different nonlinear systems, with the numerical results demonstrating that the method can estimate parameters accurately and efficiently. Finally, we compare the results with the standard CS algorithm, orthogonal learning cuckoo search algorithm (OLCS), an adaptive and simulated annealing operation with the cuckoo search algorithm (ACS-SA), a genetic algorithm (GA), a particle swarm optimization algorithm (PSO), and a genetic simulated annealing algorithm (GA-SA). Our simulation results demonstrate the effectiveness and superior performance of the proposed algorithm.
Estimating negative binomial parameters from occurrence data with detection times.
Hwang, Wen-Han; Huggins, Richard; Stoklosa, Jakub
2016-11-01
The negative binomial distribution is a common model for the analysis of count data in biology and ecology. In many applications, we may not observe the complete frequency count in a quadrat but only that a species occurred in the quadrat. If only occurrence data are available then the two parameters of the negative binomial distribution, the aggregation index and the mean, are not identifiable. This can be overcome by data augmentation or through modeling the dependence between quadrat occupancies. Here, we propose to record the (first) detection time while collecting occurrence data in a quadrat. We show that under what we call proportionate sampling, where the time to survey a region is proportional to the area of the region, that both negative binomial parameters are estimable. When the mean parameter is larger than two, our proposed approach is more efficient than the data augmentation method developed by Solow and Smith (, Am. Nat. 176, 96-98), and in general is cheaper to conduct. We also investigate the effect of misidentification when collecting negative binomially distributed data, and conclude that, in general, the effect can be simply adjusted for provided that the mean and variance of misidentification probabilities are known. The results are demonstrated in a simulation study and illustrated in several real examples.
Directory of Open Access Journals (Sweden)
Nicholas W. Mitiukov
2015-12-01
Full Text Available In paper there is proposed a new method of historical research, based on analysis of derivatives coefficients of database (for example, the form factor in the database of ballistic data. This method has a much greater protection from subjectivism and direct falsification, compared with the analysis obtained directly from the source of the numerical series, as any intentional or unintentional distortion of the raw data provides a significant contrast ratio derived from the average sample values. Application of this method to the analysis of ballistic data base of naval artillery allowed to find the facts, forcing a new look at some of the events in the history data on the German naval artillery before World War I, probably overpriced for disinformation opponents of the Entente; during the First World War, Spain, apparently held secret talks with the firm Bofors ended purchase of Swedish shells; the first Russian naval rifled guns were created obvious based on the project Blackly, not Krupp as traditionally considered.
Metamaterials for Ballistic Electrons
Dragoman, D; Dragoman, Daniela; Dragoman, Mircea
2007-01-01
The paper presents a metamaterial for ballistic electrons, which consists of a quantum barrier formed in a semiconductor with negative effective electron mass. This barrier is the analogue of a metamaterial for electromagnetic waves in media with negative electrical permittivity and magnetic permeability. Besides applications similar to those of optical metamaterials, a nanosized slab of a metamaterial for ballistic electrons, sandwiched between quantum wells of positive effective mass materials, reveals unexpected conduction properties, e.g. single or multiple room temperature negative differential conductance regions at very low voltages and with considerable peak-to-valley ratios, while the traversal time of ballistic electrons can be tuned to larger or smaller values than in the absence of the metamaterial slab. Thus, slow and fast electrons, analogous to slow and fast light, occur in metamaterials for ballistic electrons.
Federal Laboratory Consortium — The Ballistic Test Facility is comprised of two outdoor and one indoor test ranges, which are all instrumented for data acquisition and analysis. Full-size aircraft...
Parameter Estimations for Signal Type Classification of Korean Disordered Voices
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JiYeoun Lee
2015-12-01
Full Text Available Although many signal-typing studies have been published, they are primarily based on manual inspection and experts’ judgments of voice samples’ acoustic content. Software may be required to automatically and objectively classify pathological voices into the four signal types and to facilitate experts’ opinion formation by providing specific signal type determination criteria. This paper suggests the coefficient of normalized skewness variation (CSV, coefficient of normalized kurtosis variation (CKV, and bicoherence value (BV based on the linear predictive coding (LPC residual to categorize voice signals. Its objective is to improve the performances of acoustic parameters such as jitter, shimmer, and the signal-to-noise ratio (SNR in signal type classification. In this study, the classification and regression tree (CART was used to estimate the performances of the acoustic, CSV, CKV, and BV parameters by using the LPC residual. In the investigation of acoustic parameters such as jitter, shimmer, and the SNR, the optimal tree generated by jitter alone yielded an average accuracy of 78.6%. When the acoustic, CSV, CKV, and BV parameters together were used to generate the decision tree, the average accuracy was 82.1%. In this case, the optimal tree formed by jitter and the BV effectively discriminated between the signal types. To perform accurate acoustic pathological voice analysis, signal type quantification is of great interest. Automatic pathological voice classification can be an important objective tool as the signal type can be numerically measured. Future investigations will incorporate multiple pathological data in classification methods to improve their performance and implement more reliable detectors.
Estimation of the Alpha Factor Parameters Using the ICDE Database
Energy Technology Data Exchange (ETDEWEB)
Kang, Dae Il; Hwang, M. J.; Han, S. H
2007-04-15
Detailed common cause failure (CCF) analysis generally need for the data for CCF events of other nuclear power plants because the CCF events rarely occur. KAERI has been participated at the international common cause failure data exchange (ICDE) project to get the data for the CCF events. The operation office of the ICDE project sent the CCF event data for EDG to the KAERI at December 2006. As a pilot study, we performed the detailed CCF analysis of EDGs for Yonggwang Units 3 and 4 and Ulchin Units 3 and 4 using the ICDE database. There are two onsite EDGs for each NPP. When an offsite power and the two onsite EDGs are not available, one alternate AC (AAC) diesel generator (hereafter AAC) is provided. Two onsite EDGs and the AAC are manufactured by the same company, but they are designed differently. We estimated the Alpha Factor and the CCF probability for the cases where three EDGs were assumed to be identically designed, and for those were assumed to be not identically designed. For the cases where three EDGs were assumed to be identically designed, double CCF probabilities of Yonggwang Units 3/4 and Ulchin Units 3/4 for 'fails to start' were estimated as 2.20E-4 and 2.10E-4, respectively. Triple CCF probabilities of those were estimated as 2.39E-4 and 2.42E-4, respectively. As each NPP has no experience for 'fails to run', Yonggwang Units 3/4 and Ulchin Units 3/4 have the same CCF probability. The estimated double and triple CCF probabilities for 'fails to run' are 4.21E-4 and 4.61E-4, respectively. Quantification results show that the system unavailability for the cases where the three EDGs are identical is higher than that where the three EDGs are different. The estimated system unavailability of the former case was increased by 3.4% comparing with that of the latter. As a future study, a computerization work for the estimations of the CCF parameters will be performed.
Colocated MIMO Radar: Beamforming, Waveform design, and Target Parameter Estimation
Jardak, Seifallah
2014-04-01
Thanks to its improved capabilities, the Multiple Input Multiple Output (MIMO) radar is attracting the attention of researchers and practitioners alike. Because it transmits orthogonal or partially correlated waveforms, this emerging technology outperformed the phased array radar by providing better parametric identifiability, achieving higher spatial resolution, and designing complex beampatterns. To avoid jamming and enhance the signal to noise ratio, it is often interesting to maximize the transmitted power in a given region of interest and minimize it elsewhere. This problem is known as the transmit beampattern design and is usually tackled as a two-step process: a transmit covariance matrix is firstly designed by minimizing a convex optimization problem, which is then used to generate practical waveforms. In this work, we propose simple novel methods to generate correlated waveforms using finite alphabet constant and non-constant-envelope symbols. To generate finite alphabet waveforms, the proposed method maps easily generated Gaussian random variables onto the phase-shift-keying, pulse-amplitude, and quadrature-amplitude modulation schemes. For such mapping, the probability density function of Gaussian random variables is divided into M regions, where M is the number of alphabets in the corresponding modulation scheme. By exploiting the mapping function, the relationship between the cross-correlation of Gaussian and finite alphabet symbols is derived. The second part of this thesis covers the topic of target parameter estimation. To determine the reflection coefficient, spatial location, and Doppler shift of a target, maximum likelihood estimation yields the best performance. However, it requires a two dimensional search problem. Therefore, its computational complexity is prohibitively high. So, we proposed a reduced complexity and optimum performance algorithm which allows the two dimensional fast Fourier transform to jointly estimate the spatial location
Optimizing Ballistic Imaging Operations.
Wang, Can; Beggs-Cassin, Mardy; Wein, Lawrence M
2017-04-03
Ballistic imaging systems can help solve crimes by comparing images of cartridge cases, which are recovered from a crime scene or test-fired from a gun, to a database of images obtained from past crime scenes. Many U.S. municipalities lack the resources to process all of their cartridge cases. Using data from Stockton, CA, we analyze two problems: how to allocate limited capacity to maximize the number of cartridge cases that generate at least one hit, and how to prioritize the cartridge cases that are processed to maximize the usefulness (i.e., obtained before the corresponding criminal case is closed) of hits. The number of hits can be significantly increased by prioritizing crime scene evidence over test-fires, and by ranking calibers by their hit probability and processing only the higher ranking calibers. We also estimate that last-come first-served increases the proportion of hits that are useful by only 0.05 relative to first-come first-served.
Dynamic systems models new methods of parameter and state estimation
2016-01-01
This monograph is an exposition of a novel method for solving inverse problems, a method of parameter estimation for time series data collected from simulations of real experiments. These time series might be generated by measuring the dynamics of aircraft in flight, by the function of a hidden Markov model used in bioinformatics or speech recognition or when analyzing the dynamics of asset pricing provided by the nonlinear models of financial mathematics. Dynamic Systems Models demonstrates the use of algorithms based on polynomial approximation which have weaker requirements than already-popular iterative methods. Specifically, they do not require a first approximation of a root vector and they allow non-differentiable elements in the vector functions being approximated. The text covers all the points necessary for the understanding and use of polynomial approximation from the mathematical fundamentals, through algorithm development to the application of the method in, for instance, aeroplane flight dynamic...
Robustness of Modal Parameter Estimation Methods Applied to Lightweight Structures
DEFF Research Database (Denmark)
Dickow, Kristoffer Ahrens; Kirkegaard, Poul Henning; Andersen, Lars Vabbersgaard
2013-01-01
of nominally identical test subjects. However, the literature on modal testing of timber structures is rather limited and the applicability and robustness of dierent curve tting methods for modal analysis of such structures is not described in detail. The aim of this paper is to investigate the robustness....... The ability to handle closely spaced modes and broad frequency ranges is investigated for a numerical model of a lightweight junction under dierent signal-to-noise ratios. The selection of both excitation points and response points are discussed. It is found that both the Rational Fraction Polynomial-Z method...... of two parameter estimation methods built into the commercial modal testing software B&K Pulse Re ex Advanced Modal Analysis. The investigations are done by means of frequency response functions generated from a nite-element model and subjected to articial noise before being analyzed with Pulse Re ex...
Optimal segmentation of pupillometric images for estimating pupil shape parameters.
De Santis, A; Iacoviello, D
2006-12-01
The problem of determining the pupil morphological parameters from pupillometric data is considered. These characteristics are of great interest for non-invasive early diagnosis of the central nervous system response to environmental stimuli of different nature, in subjects suffering some typical diseases such as diabetes, Alzheimer disease, schizophrenia, drug and alcohol addiction. Pupil geometrical features such as diameter, area, centroid coordinates, are estimated by a procedure based on an image segmentation algorithm. It exploits the level set formulation of the variational problem related to the segmentation. A discrete set up of this problem that admits a unique optimal solution is proposed: an arbitrary initial curve is evolved towards the optimal segmentation boundary by a difference equation; therefore no numerical approximation schemes are needed, as required in the equivalent continuum formulation usually adopted in the relevant literature.
Cosmological Parameter Estimation with Large Scale Structure Observations
Di Dio, Enea; Durrer, Ruth; Lesgourgues, Julien
2014-01-01
We estimate the sensitivity of future galaxy surveys to cosmological parameters, using the redshift dependent angular power spectra of galaxy number counts, $C_\\ell(z_1,z_2)$, calculated with all relativistic corrections at first order in perturbation theory. We pay special attention to the redshift dependence of the non-linearity scale and present Fisher matrix forecasts for Euclid-like and DES-like galaxy surveys. We compare the standard $P(k)$ analysis with the new $C_\\ell(z_1,z_2)$ method. We show that for surveys with photometric redshifts the new analysis performs significantly better than the $P(k)$ analysis. For spectroscopic redshifts, however, the large number of redshift bins which would be needed to fully profit from the redshift information, is severely limited by shot noise. We also identify surveys which can measure the lensing contribution and we study the monopole, $C_0(z_1,z_2)$.
MANOVA, LDA, and FA criteria in clusters parameter estimation
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Stan Lipovetsky
2015-12-01
Full Text Available Multivariate analysis of variance (MANOVA and linear discriminant analysis (LDA apply such well-known criteria as the Wilks’ lambda, Lawley–Hotelling trace, and Pillai’s trace test for checking quality of the solutions. The current paper suggests using these criteria for building objectives for finding clusters parameters because optimizing such objectives corresponds to the best distinguishing between the clusters. Relation to Joreskog’s classification for factor analysis (FA techniques is also considered. The problem can be reduced to the multinomial parameterization, and solution can be found in a nonlinear optimization procedure which yields the estimates for the cluster centers and sizes. This approach for clustering works with data compressed into covariance matrix so can be especially useful for big data.
Parameter Estimation in Ultrasonic Measurements on Trabecular Bone
Marutyan, Karen R.; Anderson, Christian C.; Wear, Keith A.; Holland, Mark R.; Miller, James G.; Bretthorst, G. Larry
2007-11-01
Ultrasonic tissue characterization has shown promise for clinical diagnosis of diseased bone (e.g., osteoporosis) by establishing correlations between bone ultrasonic characteristics and the state of disease. Porous (trabecular) bone supports propagation of two compressional modes, a fast wave and a slow wave, each of which is characterized by an approximately linear-with-frequency attenuation coefficient and monotonically increasing with frequency phase velocity. Only a single wave, however, is generally apparent in the received signals. The ultrasonic parameters that govern propagation of this single wave appear to be causally inconsistent [1]. Specifically, the attenuation coefficient rises approximately linearly with frequency, but the phase velocity exhibits a decrease with frequency. These inconsistent results are obtained when the data are analyzed under the assumption that the received signal is composed of one wave. The inconsistency disappears if the data are analyzed under the assumption that the signal is composed of superposed fast and slow waves. In the current investigation, Bayesian probability theory is applied to estimate the ultrasonic characteristics underlying the propagation of the fast and slow wave from computer simulations. Our motivation is the assumption that identifying the intrinsic material properties of bone will provide more reliable estimates of bone quality and fracture risk than the apparent properties derived by analyzing the data using a one-mode model.
Hazard map for volcanic ballistic impacts at Popocatépetl volcano (Mexico)
Alatorre-Ibargüengoitia, Miguel A.; Delgado-Granados, Hugo; Dingwell, Donald B.
2012-11-01
During volcanic explosions, volcanic ballistic projectiles (VBP) are frequently ejected. These projectiles represent a threat to people, infrastructure, vegetation, and aircraft due to their high temperatures and impact velocities. In order to protect people adequately, it is necessary to delimit the projectiles' maximum range within well-defined explosion scenarios likely to occur in a particular volcano. In this study, a general methodology to delimit the hazard zones for VBP during volcanic eruptions is applied to Popocatépetl volcano. Three explosion scenarios with different intensities have been defined based on the past activity of the volcano and parameterized by considering the maximum kinetic energy associated with VBP ejected during previous eruptions. A ballistic model is used to reconstruct the "launching" kinetic energy of VBP observed in the field. In the case of Vulcanian eruptions, the most common type of activity at Popocatépetl, the ballistic model was used in concert with an eruptive model to correlate ballistic range with initial pressure and gas content, parameters that can be estimated by monitoring techniques. The results are validated with field data and video observations of different Vulcanian eruptions at Popocatépetl. For each scenario, the ballistic model is used to calculate the maximum range of VBP under optimum "launching" conditions: ballistic diameter, ejection angle, topography, and wind velocity. Our results are presented in the form of a VBP hazard map with topographic profiles that depict the likely maximum ranges of VBP under explosion scenarios defined specifically for Popocatépetl volcano. The hazard zones shown on the map allow the responsible authorities to plan the definition and mitigation of restricted areas during volcanic crises.
Analysis of Wave Directional Spreading by Bayesian Parameter Estimation
Institute of Scientific and Technical Information of China (English)
钱桦; 莊士贤; 高家俊
2002-01-01
A spatial array of wave gauges installed on an observatoion platform has been designed and arranged to measure the lo-cal features of winter monsoon directional waves off Taishi coast of Taiwan. A new method, named the Bayesian ParameterEstimation Method( BPEM), is developed and adopted to determine the main direction and the directional spreading parame-ter of directional spectra. The BPEM could be considered as a regression analysis to find the maximum joint probability ofparameters, which best approximates the observed data from the Bayesian viewpoint. The result of the analysis of field wavedata demonstrates the highly dependency of the characteristics of normalized directional spreading on the wave age. The Mit-suyasu type empirical formula of directional spectnun is therefore modified to be representative of monsoon wave field. More-over, it is suggested that Smax could be expressed as a function of wave steepness. The values of Smax decrease with increas-ing steepness. Finally, a local directional spreading model, which is simple to be utilized in engineering practice, is prop-osed.
Estimation of genetic parameters for reproductive traits in Shall sheep.
Amou Posht-e-Masari, Hesam; Shadparvar, Abdol Ahad; Ghavi Hossein-Zadeh, Navid; Hadi Tavatori, Mohammad Hossein
2013-06-01
The objective of this study was to estimate genetic parameters for reproductive traits in Shall sheep. Data included 1,316 records on reproductive performances of 395 Shall ewes from 41 sires and 136 dams which were collected from 2001 to 2007 in Shall breeding station in Qazvin province at the Northwest of Iran. Studied traits were litter size at birth (LSB), litter size at weaning (LSW), litter mean weight per lamb born (LMWLB), litter mean weight per lamb weaned (LMWLW), total litter weight at birth (TLWB), and total litter weight at weaning (TLWW). Test of significance to include fixed effects in the statistical model was performed using the general linear model procedure of SAS. The effects of lambing year and ewe age at lambing were significant (PLSB, LSW, LMWLB, LMWLW, TLWB, and TLWW, respectively, and corresponding repeatabilities were 0.02, 0.01, 0.73, 0.41, 0.27, and 0.03. Genetic correlation estimates between traits ranged from -0.99 for LSW-LMWLW to 0.99 for LSB-TLWB, LSW-TLWB, and LSW-TLWW. Phenotypic correlations ranged from -0.71 for LSB-LMWLW to 0.98 for LSB-TLWW and environmental correlations ranged from -0.89 for LSB-LMWLW to 0.99 for LSB-TLWW. Results showed that the highest heritability estimates were for LMWLB and LMWLW suggesting that direct selection based on these traits could be effective. Also, strong positive genetic correlations of LMWLB and LMWLW with other traits may improve meat production efficiency in Shall sheep.
Parameter estimation for models of ligninolytic and cellulolytic enzyme kinetics
Energy Technology Data Exchange (ETDEWEB)
Wang, Gangsheng [ORNL; Post, Wilfred M [ORNL; Mayes, Melanie [ORNL; Frerichs, Joshua T [ORNL; Jagadamma, Sindhu [ORNL
2012-01-01
While soil enzymes have been explicitly included in the soil organic carbon (SOC) decomposition models, there is a serious lack of suitable data for model parameterization. This study provides well-documented enzymatic parameters for application in enzyme-driven SOC decomposition models from a compilation and analysis of published measurements. In particular, we developed appropriate kinetic parameters for five typical ligninolytic and cellulolytic enzymes ( -glucosidase, cellobiohydrolase, endo-glucanase, peroxidase, and phenol oxidase). The kinetic parameters included the maximum specific enzyme activity (Vmax) and half-saturation constant (Km) in the Michaelis-Menten equation. The activation energy (Ea) and the pH optimum and sensitivity (pHopt and pHsen) were also analyzed. pHsen was estimated by fitting an exponential-quadratic function. The Vmax values, often presented in different units under various measurement conditions, were converted into the same units at a reference temperature (20 C) and pHopt. Major conclusions are: (i) Both Vmax and Km were log-normal distributed, with no significant difference in Vmax exhibited between enzymes originating from bacteria or fungi. (ii) No significant difference in Vmax was found between cellulases and ligninases; however, there was significant difference in Km between them. (iii) Ligninases had higher Ea values and lower pHopt than cellulases; average ratio of pHsen to pHopt ranged 0.3 0.4 for the five enzymes, which means that an increase or decrease of 1.1 1.7 pH units from pHopt would reduce Vmax by 50%. (iv) Our analysis indicated that the Vmax values from lab measurements with purified enzymes were 1 2 orders of magnitude higher than those for use in SOC decomposition models under field conditions.
Quantiles, parametric-select density estimation, and bi-information parameter estimators
Parzen, E.
1982-01-01
A quantile-based approach to statistical analysis and probability modeling of data is presented which formulates statistical inference problems as functional inference problems in which the parameters to be estimated are density functions. Density estimators can be non-parametric (computed independently of model identified) or parametric-select (approximated by finite parametric models that can provide standard models whose fit can be tested). Exponential models and autoregressive models are approximating densities which can be justified as maximum entropy for respectively the entropy of a probability density and the entropy of a quantile density. Applications of these ideas are outlined to the problems of modeling: (1) univariate data; (2) bivariate data and tests for independence; and (3) two samples and likelihood ratios. It is proposed that bi-information estimation of a density function can be developed by analogy to the problem of identification of regression models.
Liu, Jingwei; Liu, Yi; Xu, Meizhi
2015-01-01
Parameter estimation method of Jelinski-Moranda (JM) model based on weighted nonlinear least squares (WNLS) is proposed. The formulae of resolving the parameter WNLS estimation (WNLSE) are derived, and the empirical weight function and heteroscedasticity problem are discussed. The effects of optimization parameter estimation selection based on maximum likelihood estimation (MLE) method, least squares estimation (LSE) method and weighted nonlinear least squares estimation (WNLSE) method are al...
Genetic parameter estimation of reproductive traits of Litopenaeus vannamei
Tan, Jian; Kong, Jie; Cao, Baoxiang; Luo, Kun; Liu, Ning; Meng, Xianhong; Xu, Shengyu; Guo, Zhaojia; Chen, Guoliang; Luan, Sheng
2017-02-01
In this study, the heritability, repeatability, phenotypic correlation, and genetic correlation of the reproductive and growth traits of L. vannamei were investigated and estimated. Eight traits of 385 shrimps from forty-two families, including the number of eggs (EN), number of nauplii (NN), egg diameter (ED), spawning frequency (SF), spawning success (SS), female body weight (BW) and body length (BL) at insemination, and condition factor (K), were measured,. A total of 519 spawning records including multiple spawning and 91 no spawning records were collected. The genetic parameters were estimated using an animal model, a multinomial logit model (for SF), and a sire-dam and probit model (for SS). Because there were repeated records, permanent environmental effects were included in the models. The heritability estimates for BW, BL, EN, NN, ED, SF, SS, and K were 0.49 ± 0.14, 0.51 ± 0.14, 0.12 ± 0.08, 0, 0.01 ± 0.04, 0.06 ± 0.06, 0.18 ± 0.07, and 0.10 ± 0.06, respectively. The genetic correlation was 0.99 ± 0.01 between BW and BL, 0.90 ± 0.19 between BW and EN, 0.22 ± 0.97 between BW and ED, -0.77 ± 1.14 between EN and ED, and -0.27 ± 0.36 between BW and K. The heritability of EN estimated without a covariate was 0.12 ± 0.08, and the genetic correlation was 0.90 ± 0.19 between BW and EN, indicating that improving BW may be used in selection programs to genetically improve the reproductive output of L. vannamei during the breeding. For EN, the data were also analyzed using body weight as a covariate (EN-2). The heritability of EN-2 was 0.03 ± 0.05, indicating that it is difficult to improve the reproductive output by genetic improvement. Furthermore, excessive pursuit of this selection is often at the expense of growth speed. Therefore, the selection of high-performance spawners using BW and SS may be an important strategy to improve nauplii production.
Clinical refinement of the automatic lung parameter estimator (ALPE).
Thomsen, Lars P; Karbing, Dan S; Smith, Bram W; Murley, David; Weinreich, Ulla M; Kjærgaard, Søren; Toft, Egon; Thorgaard, Per; Andreassen, Steen; Rees, Stephen E
2013-06-01
The automatic lung parameter estimator (ALPE) method was developed in 2002 for bedside estimation of pulmonary gas exchange using step changes in inspired oxygen fraction (FIO₂). Since then a number of studies have been conducted indicating the potential for clinical application and necessitating systems evolution to match clinical application. This paper describes and evaluates the evolution of the ALPE method from a research implementation (ALPE1) to two commercial implementations (ALPE2 and ALPE3). A need for dedicated implementations of the ALPE method was identified: one for spontaneously breathing (non-mechanically ventilated) patients (ALPE2) and one for mechanically ventilated patients (ALPE3). For these two implementations, design issues relating to usability and automation are described including the mixing of gasses to achieve FIO₂ levels, and the automatic selection of FIO₂. For ALPE2, these improvements are evaluated against patients studied using the system. The major result is the evolution of the ALPE method into two dedicated implementations, namely ALPE2 and ALPE3. For ALPE2, the usability and automation of FIO₂ selection has been evaluated in spontaneously breathing patients showing that variability of gas delivery is 0.3 % (standard deviation) in 1,332 breaths from 20 patients. Also for ALPE2, the automated FIO2 selection method was successfully applied in 287 patient cases, taking 7.2 ± 2.4 min and was shown to be safe with only one patient having SpO₂ < 86 % when the clinician disabled the alarms. The ALPE method has evolved into two practical, usable systems targeted at clinical application, namely ALPE2 for spontaneously breathing patients and ALPE3 for mechanically ventilated patients. These systems may promote the exploration of the use of more detailed descriptions of pulmonary gas exchange in clinical practice.
Parameter estimation for the subcritical Heston model based on discrete time observations
2014-01-01
We study asymptotic properties of some (essentially conditional least squares) parameter estimators for the subcritical Heston model based on discrete time observations derived from conditional least squares estimators of some modified parameters.
Comparative study on parameter estimation methods for attenuation relationships
Sedaghati, Farhad; Pezeshk, Shahram
2016-12-01
In this paper, the performance and advantages and disadvantages of various regression methods to derive coefficients of an attenuation relationship have been investigated. A database containing 350 records out of 85 earthquakes with moment magnitudes of 5-7.6 and Joyner-Boore distances up to 100 km in Europe and the Middle East has been considered. The functional form proposed by Ambraseys et al (2005 Bull. Earthq. Eng. 3 1-53) is selected to compare chosen regression methods. Statistical tests reveal that although the estimated parameters are different for each method, the overall results are very similar. In essence, the weighted least squares method and one-stage maximum likelihood perform better than the other considered regression methods. Moreover, using a blind weighting matrix or a weighting matrix related to the number of records would not yield in improving the performance of the results. Further, to obtain the true standard deviation, the pure error analysis is necessary. Assuming that the correlation between different records of a specific earthquake exists, the one-stage maximum likelihood considering the true variance acquired by the pure error analysis is the most preferred method to compute the coefficients of a ground motion predication equation.
Modeling and parameter estimation for hydraulic system of excavator's arm
Institute of Scientific and Technical Information of China (English)
HE Qing-hua; HAO Peng; ZHANG Da-qing
2008-01-01
A retrofitted electro-bydraulic proportional system for hydraulic excavator was introduced firstly. According to the principle and characteristic of load independent flow distribution(LUDV)system, taking boom hydraulic system as an example and ignoring the leakage of hydraulic cylinder and the mass of oil in it,a force equilibrium equation and a continuous equation of hydraulic cylinder were set up.Based On the flow equation of electro-hydraulic proportional valve, the pressure passing through the valve and the difference of pressure were tested and analyzed.The results show that the difference of pressure does not change with load, and it approximates to 2.0 MPa. And then, assume the flow across the valve is directly proportional to spool displacement andis not influenced by load, a simplified model of electro-hydraulic system was put forward. At the same time, by analyzing the structure and load-bearing of boom instrument, and combining moment equivalent equation of manipulator with rotating law, the estimation methods and equations for such parameters as equivalent mass and bearing force of hydraulic cylinder were set up. Finally, the step response of flow of boom cylinder was tested when the electro-hydraulic proportional valve was controlled by the stepcurrent. Based on the experiment curve, the flow gain coefficient of valve is identified as 2.825×10-4m3/(s·A)and the model is verified.
Yu, Xiaolin; Zhang, Shaoqing; Lin, Xiaopei; Li, Mingkui
2017-03-01
The uncertainties in values of coupled model parameters are an important source of model bias that causes model climate drift. The values can be calibrated by a parameter estimation procedure that projects observational information onto model parameters. The signal-to-noise ratio of error covariance between the model state and the parameter being estimated directly determines whether the parameter estimation succeeds or not. With a conceptual climate model that couples the stochastic atmosphere and slow-varying ocean, this study examines the sensitivity of state-parameter covariance on the accuracy of estimated model states in different model components of a coupled system. Due to the interaction of multiple timescales, the fast-varying atmosphere with a chaotic nature is the major source of the inaccuracy of estimated state-parameter covariance. Thus, enhancing the estimation accuracy of atmospheric states is very important for the success of coupled model parameter estimation, especially for the parameters in the air-sea interaction processes. The impact of chaotic-to-periodic ratio in state variability on parameter estimation is also discussed. This simple model study provides a guideline when real observations are used to optimize model parameters in a coupled general circulation model for improving climate analysis and predictions.
Estimation of uranium migration parameters in sandstone aquifers.
Malov, A I
2016-03-01
The chemical composition and isotopes of carbon and uranium were investigated in groundwater samples that were collected from 16 wells and 2 sources in the Northern Dvina Basin, Northwest Russia. Across the dataset, the temperatures in the groundwater ranged from 3.6 to 6.9 °C, the pH ranged from 7.6 to 9.0, the Eh ranged from -137 to +128 mV, the total dissolved solids (TDS) ranged from 209 to 22,000 mg L(-1), and the dissolved oxygen (DO) ranged from 0 to 9.9 ppm. The (14)C activity ranged from 0 to 69.96 ± 0.69 percent modern carbon (pmC). The uranium content in the groundwater ranged from 0.006 to 16 ppb, and the (234)U:(238)U activity ratio ranged from 1.35 ± 0.21 to 8.61 ± 1.35. The uranium concentration and (234)U:(238)U activity ratio increased from the recharge area to the redox barrier; behind the barrier, the uranium content is minimal. The results were systematized by creating a conceptual model of the Northern Dvina Basin's hydrogeological system. The use of uranium isotope dating in conjunction with radiocarbon dating allowed the determination of important water-rock interaction parameters, such as the dissolution rate:recoil loss factor ratio Rd:p (a(-1)) and the uranium retardation factor:recoil loss factor ratio R:p in the aquifer. The (14)C age of the water was estimated to be between modern and >35,000 years. The (234)U-(238)U age of the water was estimated to be between 260 and 582,000 years. The Rd:p ratio decreases with increasing groundwater residence time in the aquifer from n × 10(-5) to n × 10(-7) a(-1). This finding is observed because the TDS increases in that direction from 0.2 to 9 g L(-1), and accordingly, the mineral saturation indices increase. Relatively high values of R:p (200-1000) characterize aquifers in sandy-clayey sediments from the Late Pleistocene and the deepest parts of the Vendian strata. In samples from the sandstones of the upper part of the Vendian strata, the R:p value is ∼ 24, i.e., sorption processes are
On Parameters Estimation of Lomax Distribution under General Progressive Censoring
Directory of Open Access Journals (Sweden)
Bander Al-Zahrani
2013-01-01
Full Text Available We consider the estimation problem of the probability S=P(Y
Comparison of Estimation Techniques for the Four Parameter Beta Distribution.
1981-12-01
estimators. Mendenhall and Scheaffer define an estimator as ##a rule that tells us how to calculate an estimate based on the measurements contained...Dynamics Laboratory, October 1976. 19. Mendenhall, William and Richard L. Scheaffer . Mathema- tical Statistics with ApflAlicions. North Scituate
Variational methods to estimate terrestrial ecosystem model parameters
Delahaies, Sylvain; Roulstone, Ian
2016-04-01
Carbon is at the basis of the chemistry of life. Its ubiquity in the Earth system is the result of complex recycling processes. Present in the atmosphere in the form of carbon dioxide it is adsorbed by marine and terrestrial ecosystems and stored within living biomass and decaying organic matter. Then soil chemistry and a non negligible amount of time transform the dead matter into fossil fuels. Throughout this cycle, carbon dioxide is released in the atmosphere through respiration and combustion of fossils fuels. Model-data fusion techniques allow us to combine our understanding of these complex processes with an ever-growing amount of observational data to help improving models and predictions. The data assimilation linked ecosystem carbon (DALEC) model is a simple box model simulating the carbon budget allocation for terrestrial ecosystems. Over the last decade several studies have demonstrated the relative merit of various inverse modelling strategies (MCMC, ENKF, 4DVAR) to estimate model parameters and initial carbon stocks for DALEC and to quantify the uncertainty in the predictions. Despite its simplicity, DALEC represents the basic processes at the heart of more sophisticated models of the carbon cycle. Using adjoint based methods we study inverse problems for DALEC with various data streams (8 days MODIS LAI, monthly MODIS LAI, NEE). The framework of constraint optimization allows us to incorporate ecological common sense into the variational framework. We use resolution matrices to study the nature of the inverse problems and to obtain data importance and information content for the different type of data. We study how varying the time step affect the solutions, and we show how "spin up" naturally improves the conditioning of the inverse problems.
Automated Modal Parameter Estimation of Civil Engineering Structures
DEFF Research Database (Denmark)
Andersen, Palle; Brincker, Rune; Goursat, Maurice
In this paper the problems of doing automatic modal parameter extraction of ambient excited civil engineering structures is considered. Two different approaches for obtaining the modal parameters automatically are presented: The Frequency Domain Decomposition (FDD) technique and a correlation...
Ballistic hole magnetic microscopy
Haq, E.; Banerjee, T.; Siekman, M.H.; Lodder, J.C.; Jansen, R.
2005-01-01
A technique to study nanoscale spin transport of holes is presented: ballistic hole magnetic microscopy. The tip of a scanning tunneling microscope is used to inject hot electrons into a ferromagnetic heterostructure, where inelastic decay creates a distribution of electron-hole pairs. Spin-dependen
Estimating atmospheric parameters and reducing noise for multispectral imaging
Conger, James Lynn
2014-02-25
A method and system for estimating atmospheric radiance and transmittance. An atmospheric estimation system is divided into a first phase and a second phase. The first phase inputs an observed multispectral image and an initial estimate of the atmospheric radiance and transmittance for each spectral band and calculates the atmospheric radiance and transmittance for each spectral band, which can be used to generate a "corrected" multispectral image that is an estimate of the surface multispectral image. The second phase inputs the observed multispectral image and the surface multispectral image that was generated by the first phase and removes noise from the surface multispectral image by smoothing out change in average deviations of temperatures.
A general method of estimating stellar astrophysical parameters from photometry
Belikov, A N
2008-01-01
Applying photometric catalogs to the study of the population of the Galaxy is obscured by the impossibility to map directly photometric colors into astrophysical parameters. Most of all-sky catalogs like ASCC or 2MASS are based upon broad-band photometric systems, and the use of broad photometric bands complicates the determination of the astrophysical parameters for individual stars. This paper presents an algorithm for determining stellar astrophysical parameters (effective temperature, gravity and metallicity) from broad-band photometry even in the presence of interstellar reddening. This method suits the combination of narrow bands as well. We applied the method of interval-cluster analysis to finding stellar astrophysical parameters based on the newest Kurucz models calibrated with the use of a compiled catalog of stellar parameters. Our new method of determining astrophysical parameters allows all possible solutions to be located in the effective temperature-gravity-metallicity space for the star and se...
Asymptotic Parameter Estimation for a Class of Linear Stochastic Systems Using Kalman-Bucy Filtering
Directory of Open Access Journals (Sweden)
Xiu Kan
2012-01-01
Full Text Available The asymptotic parameter estimation is investigated for a class of linear stochastic systems with unknown parameter θ:dXt=(θα(t+β(tXtdt+σ(tdWt. Continuous-time Kalman-Bucy linear filtering theory is first used to estimate the unknown parameter θ based on Bayesian analysis. Then, some sufficient conditions on coefficients are given to analyze the asymptotic convergence of the estimator. Finally, the strong consistent property of the estimator is discussed by comparison theorem.
Directory of Open Access Journals (Sweden)
Kohei Arai
2012-07-01
Full Text Available Method for geophysical parameter estimations with microwave radiometer data based on Simulated Annealing: SA is proposed. Geophysical parameters which are estimated with microwave radiometer data are closely related each other. Therefore simultaneous estimation makes constraints in accordance with the relations. On the other hand, SA requires huge computer resources for convergence. In order to accelerate convergence process, oscillated decreasing function is proposed for cool down function. Experimental results show that remarkable improvements are observed for geophysical parameter estimations.
Energy Technology Data Exchange (ETDEWEB)
Meliopoulos, Sakis [Georgia Inst. of Technology, Atlanta, GA (United States); Cokkinides, George [Georgia Inst. of Technology, Atlanta, GA (United States); Fardanesh, Bruce [New York Power Authority, NY (United States); Hedrington, Clinton [U.S. Virgin Islands Water and Power Authority (WAPA), St. Croix (U.S. Virgin Islands)
2013-12-31
This is the final report for this project that was performed in the period: October1, 2009 to June 30, 2013. In this project, a fully distributed high-fidelity dynamic state estimator (DSE) that continuously tracks the real time dynamic model of a wide area system with update rates better than 60 times per second is achieved. The proposed technology is based on GPS-synchronized measurements but also utilizes data from all available Intelligent Electronic Devices in the system (numerical relays, digital fault recorders, digital meters, etc.). The distributed state estimator provides the real time model of the system not only the voltage phasors. The proposed system provides the infrastructure for a variety of applications and two very important applications (a) a high fidelity generating unit parameters estimation and (b) an energy function based transient stability monitoring of a wide area electric power system with predictive capability. Also the dynamic distributed state estimation results are stored (the storage scheme includes data and coincidental model) enabling an automatic reconstruction and “play back” of a system wide disturbance. This approach enables complete play back capability with fidelity equal to that of real time with the advantage of “playing back” at a user selected speed. The proposed technologies were developed and tested in the lab during the first 18 months of the project and then demonstrated on two actual systems, the USVI Water and Power Administration system and the New York Power Authority’s Blenheim-Gilboa pumped hydro plant in the last 18 months of the project. The four main thrusts of this project, mentioned above, are extremely important to the industry. The DSE with the achieved update rates (more than 60 times per second) provides a superior solution to the “grid visibility” question. The generator parameter identification method fills an important and practical need of the industry. The “energy function” based
CUSUM Charts with Controlled Conditional Performance Under Estimated Parameters
Saleh, N.A.; Zwetsloot, I.M.; Mahmoud, M.A.; Woodall, W.H.
2016-01-01
We study the effect of the Phase I estimation error on the cumulative sum (CUSUM) chart. Impractically large amounts of Phase I data are needed to sufficiently reduce the variation in the in-control average run lengths (ARL) between practitioners. To reduce the effect of estimation error on the char
CUSUM Chart with Controlled Conditional Performance Under Estimated Parameters
Saleh, N.A.; Zwetsloot, I.M.; Mahmoud, M.A.; Woodall, W.H.
2016-01-01
We study the effect of the Phase I estimation error on the cumulative sum (CUSUM) chart. Impractically large amounts of Phase I data are needed to sufficiently reduce the variation in the in-control average run lengths (ARL) between practitioners. To reduce the effect of estimation error on the char
Robust Speed and Parameter Estimation in Induction Motors
DEFF Research Database (Denmark)
Børsting, H.; Vadstrup, P.
1995-01-01
This paper presents a Model Reference Adaptive System (MRAS) for the estimation of the induction motor speed, based on measured terminal voltages and currents.......This paper presents a Model Reference Adaptive System (MRAS) for the estimation of the induction motor speed, based on measured terminal voltages and currents....
Application of Parameter Estimation for Diffusions and Mixture Models
DEFF Research Database (Denmark)
Nolsøe, Kim
with the posterior score function. From an application point of view this methology is easy to apply, since the optimal estimating function G(;Xt1 ; : : : ;Xtn ) is equal to the classical optimal estimating function, plus a correction term which takes into account the prior information. The methology is particularly...... useful in situations where prior information is available and only few observations are present. The resulting estimators in some sense have better properties than the classical estimators. The second idea is to formulate Michael Sørensens method "prediction based estimating function" for measurement...... from a posterior distribution. The sampling algorithm is constructed from a Markov chain which allows the dimension of each sample to vary, this is obtained by utilizing the Reversible jumps methology proposed by Peter Green. Each sample is constructed such that the corresponding structures...
Estimation of Medium Voltage Cable Parameters for PD Detection
DEFF Research Database (Denmark)
Villefrance, Rasmus; Holbøll, Joachim T.; Henriksen, Mogens
1998-01-01
Medium voltage cable characteristics have been determined with respect to the parameters having influence on the evaluation of results from PD-measurements on paper/oil and XLPE-cables. In particular, parameters essential for discharge quantification and location were measured. In order to relate...
Estimating winter wheat phenological parameters: Implications for crop modeling
Crop parameters, such as the timing of developmental events, are critical for accurate simulation results in crop simulation models, yet uncertainty often exists in determining the parameters. Factors contributing to the uncertainty include: a) sources of variation within a plant (i.e., within diffe...
Astrophysical Prior Information and Gravitational-wave Parameter Estimation
Pankow, Chris; Perri, Leah; Chase, Eve; Coughlin, Scott; Zevin, Michael; Kalogera, Vassiliki
2016-01-01
The detection of electromagnetic counterparts to gravitational waves has great promise for the investigation of many scientific questions. It has long been hoped that in addition to providing extra, non-gravitational information about the sources of these signals, the detection of an electromagnetic signal in conjunction with a gravitational wave could aid in the analysis of the gravitational signal itself. That is, knowledge of the sky location, inclination, and redshift of a binary could break degeneracies between these extrinsic, coordinate-dependent parameters and the physical parameters, such as mass and spin, that are intrinsic to the binary. In this paper, we investigate this issue by assuming a perfect knowledge of extrinsic parameters, and assessing the maximal impact of this knowledge on our ability to extract intrinsic parameters. However, we find only modest improvements in a few parameters --- namely the primary component's spin --- and conclude that, even in the best case, the use of additional ...
Directory of Open Access Journals (Sweden)
Fang-Rong Yan
2014-01-01
Full Text Available Population pharmacokinetic (PPK models play a pivotal role in quantitative pharmacology study, which are classically analyzed by nonlinear mixed-effects models based on ordinary differential equations. This paper describes the implementation of SDEs in population pharmacokinetic models, where parameters are estimated by a novel approximation of likelihood function. This approximation is constructed by combining the MCMC method used in nonlinear mixed-effects modeling with the extended Kalman filter used in SDE models. The analysis and simulation results show that the performance of the approximation of likelihood function for mixed-effects SDEs model and analysis of population pharmacokinetic data is reliable. The results suggest that the proposed method is feasible for the analysis of population pharmacokinetic data.
Nearly best linear estimates of logistic parameters based on complete ordered statistics
Institute of Scientific and Technical Information of China (English)
无
2001-01-01
Deals with the determination of the nearly best linear estimates of location and scale parameters of a logistic population, when both parameters are unknown, by introducing Bloms semi-empirical α, β-correction′into the asymptotic mean and covariance formulae with complete and ordered samples taken into consideration and various nearly best linear estimates established and points out the high efficiency of these estimators relative to the best linear unbiased estimators (BLUEs) and other linear estimators makes them useful in practice.
BIASED BEARINGS-ONIKY PARAMETER ESTIMATION FOR BISTATIC SYSTEM
Institute of Scientific and Technical Information of China (English)
Xu Benlian; Wang Zhiquan
2007-01-01
According to the biased angles provided by the bistatic sensors,the necessary condition of observability and Cramer-Rao low bounds for the bistatic system are derived and analyzed,respectively.Additionally,a dual Kalman filter method is presented with the purpose of eliminating the effect of biased angles on the state variable estimation.Finally,Monte-Carlo simulations are conducted in the observable scenario.Simulation results show that the proposed theory holds true,and the dual Kalman filter method can estimate state variable and biased angles simultaneously.Furthermore,the estimated results can achieve their Cramer-Rao low bounds.
An improved method for nonlinear parameter estimation: a case study of the Rössler model
He, Wen-Ping; Wang, Liu; Jiang, Yun-Di; Wan, Shi-Quan
2016-08-01
Parameter estimation is an important research topic in nonlinear dynamics. Based on the evolutionary algorithm (EA), Wang et al. (2014) present a new scheme for nonlinear parameter estimation and numerical tests indicate that the estimation precision is satisfactory. However, the convergence rate of the EA is relatively slow when multiple unknown parameters in a multidimensional dynamical system are estimated simultaneously. To solve this problem, an improved method for parameter estimation of nonlinear dynamical equations is provided in the present paper. The main idea of the improved scheme is to use all of the known time series for all of the components in some dynamical equations to estimate the parameters in single component one by one, instead of estimating all of the parameters in all of the components simultaneously. Thus, we can estimate all of the parameters stage by stage. The performance of the improved method was tested using a classic chaotic system—Rössler model. The numerical tests show that the amended parameter estimation scheme can greatly improve the searching efficiency and that there is a significant increase in the convergence rate of the EA, particularly for multiparameter estimation in multidimensional dynamical equations. Moreover, the results indicate that the accuracy of parameter estimation and the CPU time consumed by the presented method have no obvious dependence on the sample size.
Estimation of poroelastic parameters from seismograms using Biot theory
De Barros, Louis
2010-01-01
We investigate the possibility to extract information contained in seismic waveforms propagating in fluid-filled porous media by developing and using a full waveform inversion procedure valid for layered structures. To reach this objective, we first solve the forward problem by implementing the Biot theory in a reflectivity-type simulation program. We then study the sensitivity of the seismic response of stratified media to the poroelastic parameters. Our numerical tests indicate that the porosity and consolidation parameter are the most sensitive parameters in forward and inverse modeling, whereas the permeability has only a very limited influence on the seismic response. Next, the analytical expressions of the sensitivity operators are introduced in a generalized least-square inversion algorithm based on an iterative modeling of the seismic waveforms. The application of this inversion procedure to synthetic data shows that the porosity as well as the fluid and solid parameters can be correctly reconstructed...
Retrospective forecast of ETAS model with daily parameters estimate
Falcone, Giuseppe; Murru, Maura; Console, Rodolfo; Marzocchi, Warner; Zhuang, Jiancang
2016-04-01
We present a retrospective ETAS (Epidemic Type of Aftershock Sequence) model based on the daily updating of free parameters during the background, the learning and the test phase of a seismic sequence. The idea was born after the 2011 Tohoku-Oki earthquake. The CSEP (Collaboratory for the Study of Earthquake Predictability) Center in Japan provided an appropriate testing benchmark for the five 1-day submitted models. Of all the models, only one was able to successfully predict the number of events that really happened. This result was verified using both the real time and the revised catalogs. The main cause of the failure was in the underestimation of the forecasted events, due to model parameters maintained fixed during the test. Moreover, the absence in the learning catalog of an event similar to the magnitude of the mainshock (M9.0), which drastically changed the seismicity in the area, made the learning parameters not suitable to describe the real seismicity. As an example of this methodological development we show the evolution of the model parameters during the last two strong seismic sequences in Italy: the 2009 L'Aquila and the 2012 Reggio Emilia episodes. The achievement of the model with daily updated parameters is compared with that of same model where the parameters remain fixed during the test time.
Estimated genetic parameters for carcass traits of Brahman cattle.
Riley, D G; Chase, C C; Hammond, A C; West, R L; Johnson, D D; Olson, T A; Coleman, S W
2002-04-01
Heritabilities and genetic and phenotypic correlations were estimated from feedlot and carcass data collected from Brahman calves (n = 504) in central Florida from 1996 to 2000. Data were analyzed using animal models in MTDFREML. Models included contemporary group (n = 44; groups of calves of the same sex, fed in the same pen, slaughtered on the same day) as a fixed effect and calf age in days at slaughter as a continuous variable. Estimated feedlot trait heritabilities were 0.64, 0.67, 0.47, and 0.26 for ADG, hip height at slaughter, slaughter weight, and shrink. The USDA yield grade estimated heritability was 0.71; heritabilities for component traits of yield grade, including hot carcass weight, adjusted 12th rib backfat thickness, loin muscle area, and percentage kidney, pelvic, and heart fat were 0.55, 0.63, 0.44, and 0.46, respectively. Heritability estimates for dressing percentage, marbling score, USDA quality grade, cutability, retail yield, and carcass hump height were 0.77, 0.44, 0.47, 0.71, 0.5, and 0.54, respectively. Estimated genetic correlations of adjusted 12th rib backfat thickness with ADG, slaughter weight, marbling score, percentage kidney, pelvic, and heart fat, and yield grade (0.49, 0.46, 0.56, 0.63, and 0.93, respectively) were generally larger than most literature estimates. Estimated genetic correlations of marbling score with ADG, percentage shrink, loin muscle area, percentage kidney, pelvic, and heart fat, USDA yield grade, cutability, retail yield, and carcass hump height were 0.28, 0.49, 0.44, 0.27, 0.45, -0.43, 0.27, and 0.43, respectively. Results indicate that sufficient genetic variation exists within the Brahman breed for design and implementation of effective selection programs for important carcass quality and yield traits.
Efficient estimates of cochlear hearing loss parameters in individual listeners
DEFF Research Database (Denmark)
Fereczkowski, Michal; Jepsen, Morten Løve; Dau, Torsten
2013-01-01
It has been suggested that the level corresponding to the knee-point of the basilar membrane (BM) input/output (I/O) function can be used to estimate the amount of inner- and outer hair-cell loss (IHL, OHL) in listeners with a moderate cochlear hearing impairment Plack et al. (2004). According...... to Jepsen and Dau (2011) IHL + OHL = HLT [dB], where HLT stands for total hearing loss. Hence having estimates of the total hearing loss and OHC loss, one can estimate the IHL. In the present study, results from forward masking experiments based on temporal masking curves (TMC; Nelson et al., 2001...... estimates of the knee-point level. Further, it is explored whether it is possible to estimate the compression ratio using only on-frequency TMCs. 10 normal-hearing and 10 hearing-impaired listeners (with mild-to-moderate sensorineural hearing loss) were tested at 1, 2 and 4 kHz. The results showed...
Empirical estimation of school siting parameter towards improving children's safety
Aziz, I. S.; Yusoff, Z. M.; Rasam, A. R. A.; Rahman, A. N. N. A.; Omar, D.
2014-02-01
Distance from school to home is a key determination in ensuring the safety of hildren. School siting parameters are made to make sure that a particular school is located in a safe environment. School siting parameters are made by Department of Town and Country Planning Malaysia (DTCP) and latest review was on June 2012. These school siting parameters are crucially important as they can affect the safety, school reputation, and not to mention the perception of the pupil and parents of the school. There have been many studies to review school siting parameters since these change in conjunction with this ever-changing world. In this study, the focus is the impact of school siting parameter on people with low income that live in the urban area, specifically in Johor Bahru, Malaysia. In achieving that, this study will use two methods which are on site and off site. The on site method is to give questionnaires to people and off site is to use Geographic Information System (GIS) and Statistical Product and Service Solutions (SPSS), to analyse the results obtained from the questionnaire. The output is a maps of suitable safe distance from school to house. The results of this study will be useful to people with low income as their children tend to walk to school rather than use transportation.
Multivariate phase type distributions - Applications and parameter estimation
DEFF Research Database (Denmark)
Meisch, David
and reducing model uncertainties. Research has shown that the errors on cost estimates for infrastructure projects clearly do not follow a normal distribution but is skewed towards cost overruns. This skewness can be described using phase type distributions. Cost benefit analysis assesses potential future...... to the class of phase type distributions. Phase type distributions have several advantages. They are versatile in the sense that they can be used to approximate any given probability distribution on the positive reals. There exist general probabilistic results for the entire class of phase type distributions......, allowing for different estimation methods for the whole class or subclasses of phase type distributions. These attributes make this class of distributions an interesting alternative to the normal distribution. When facing multivariate problems, the only general distribution that allows for estimation...
Sugarcane maturity estimation through edaphic-climatic parameters
Directory of Open Access Journals (Sweden)
Scarpari Maximiliano Salles
2004-01-01
Full Text Available Sugarcane (Saccharum officinarum L. grows under different weather conditions directly affecting crop maturation. Raw material quality predicting models are important tools in sugarcane crop management; the goal of these models is to provide productivity estimates during harvesting, increasing the efficiency of strategical and administrative decisions. The objective of this work was developing a model to predict Total Recoverable Sugars (TRS during harvesting, using data related to production factors such as soil water storage and negative degree-days. The database of a sugar mill for the crop seasons 1999/2000, 2000/2001 and 2001/2002 was analyzed, and statistical models were tested to estimate raw material. The maturity model for a one-year old sugarcane proved to be significant, with a coefficient of determination (R² of 0.7049*. No differences were detected between measured and estimated data in the simulation (P < 0.05.
Phase noise effects on turbulent weather radar spectrum parameter estimation
Lee, Jonggil; Baxa, Ernest G., Jr.
1990-01-01
Accurate weather spectrum moment estimation is important in the use of weather radar for hazardous windshear detection. The effect of the stable local oscillator (STALO) instability (jitter) on the spectrum moment estimation algorithm is investigated. Uncertainty in the stable local oscillator will affect both the transmitted signal and the received signal since the STALO provides transmitted and reference carriers. The proposed approach models STALO phase jitter as it affects the complex autocorrelation of the radar return. The results can therefore by interpreted in terms of any source of system phase jitter for which the model is appropriate and, in particular, may be considered as a cumulative effect of all radar system sources.
Estimation of Stiffness Parameter on the Common Carotid Artery
Koya, Yoshiharu; Mizoshiri, Isao; Matsui, Kiyoaki; Nakamura, Takashi
The arteriosclerosis is on the increase with an aging or change of our living environment. For that reason, diagnosis of the common carotid artery using echocardiogram is doing to take precautions carebropathy. Up to the present, several methods to measure stiffness parameter of the carotid artery have been proposed. However, they have analyzed at the only one point of common carotid artery. In this paper, we propose the method of analysis extended over a wide area of common carotid artery. In order to measure stiffness parameter of common carotid artery from echocardiogram, it is required to detect two border curves which are boundaries between vessel wall and blood. The method is composed of two steps. The first step is the detection of border curves, and the second step is the calculation of stiffness parameter using diameter of common carotid artery. Experimental results show the validity of the proposed method.
Analysis of distorted measurements -- parameter estimation and unfolding
Zech, Guenter
2016-01-01
1. Parameter inference from distorted measurements is discussed. 2. Smeared measurements are unfolded without explicit regularization. The corresponding results are unbiased and permit to fit parameters and to apply quantitative goodness-of-fit tests. 3. Common unfolding methods (iterative EM with early stopping, truncated SVD, ML fits with curvature, entropy and norm penalties) are tested and compared to each other with the regularization parameter adjusted to minimize the integrated square error (ISE) in all cases. Apart from histogram representations, spline approximations are considered. All simulations indicate that the EM method leads to smaller ISEs than the competing approaches. Especially promising is the EM unfolding to spline approximations. The studies are based on different distributions, event numbers, resolutions and enough independent simulations to obtain conclusive results. It is proposed to unfold data with the EM method to b-spline approximations and to supplement the results with histogra...
An Non-parametrical Approach to Estimate Location Parameters under Simple Order
Institute of Scientific and Technical Information of China (English)
孙旭
2005-01-01
This paper deals with estimating parameters under simple order when samples come from location models. Based on the idea of Hodges and Lehmann estimator (H-L estimator), a new approach to estimate parameters is proposed, which is difference with the classical L1 isotoaic regression and L2 isotonic regression. An algorithm to corupute estimators is given. Simulations by the Monte-Carlo method is applied to compare the likelihood functions with respect to L1 estimators and weighted isotonic H-L estimators.
Laboratory longitudinal diffusion tests: 2. Parameter estimation by inverse analysis
Takeda, M.; Zhang, M.; Nakajima, H.; Hiratsuka, T.
2008-04-01
This study focuses on the verification of test interpretations for different state analyses of diffusion experiments. Part 1 of this study identified that steady, quasi-steady and equilibrium state analyses for the through- and in-diffusion tests with solution reservoirs are generally feasible where the tracer is not highly sorptive. In Part 2 we investigate parameter identifiability in transient-state analysis of reservoir concentration variation using a numerical approach. For increased generality, the analytical models, objective functions and Jacobian matrix necessary for inverse analysis of transient-state data are reformulated using unified dimensionless parameters. In these dimensionless forms, the number of unknown parameters is reduced and a single dimensionless parameter represents the sorption property. The dimensionless objective functions are evaluated for individual test methods and parameter identifiability is discussed in relation to the sorption property. The effects of multiple minima and measurement error on parameter identifiability are also investigated. The main findings are that inverse problems for inlet and outlet reservoir concentration analyses are generally unstable and well-posed, respectively. Where the tracer is sorptive, the inverse problem for the inlet reservoir concentration analysis may have multiple minima. When insufficient measurement data is collected, multiple solutions may result and this should be taken into consideration when inversely analyzing data including that of inlet reservoir concentration. Verification of test interpretation by cross-checking different state analyses is feasible where the tracer is not highly sorptive. In an actual experiment, test interpretation validity is demonstrated through consistency between theory and practice for different state analyses.
Proper estimation of hydrological parameters from flood forecasting aspects
Miyamoto, Mamoru; Matsumoto, Kazuhiro; Tsuda, Morimasa; Yamakage, Yuzuru; Iwami, Yoichi; Yanami, Hitoshi; Anai, Hirokazu
2016-04-01
The hydrological parameters of a flood forecasting model are normally calibrated based on an entire hydrograph of past flood events by means of an error assessment function such as mean square error and relative error. However, the specific parts of a hydrograph, i.e., maximum discharge and rising parts, are particularly important for practical flood forecasting in the sense that underestimation may lead to a more dangerous situation due to delay in flood prevention and evacuation activities. We conducted numerical experiments to find the most proper parameter set for practical flood forecasting without underestimation in order to develop an error assessment method for calibration appropriate for flood forecasting. A distributed hydrological model developed in Public Works Research Institute (PWRI) in Japan was applied to fifteen past floods in the Gokase River basin of 1,820km2 in Japan. The model with gridded two-layer tanks for the entire target river basin included hydrological parameters, such as hydraulic conductivity, surface roughness and runoff coefficient, which were set according to land-use and soil-type distributions. Global data sets, e.g., Global Map and Digital Soil Map of the World (DSMW), were employed as input data for elevation, land use and soil type. The values of fourteen types of parameters were evenly sampled with 10,001 patterns of parameter sets determined by the Latin Hypercube Sampling within the search range of each parameter. Although the best reproduced case showed a high Nash-Sutcliffe Efficiency of 0.9 for all flood events, the maximum discharge was underestimated in many flood cases. Therefore, two conditions, which were non-underestimation in the maximum discharge and rising parts of a hydrograph, were added in calibration as the flood forecasting aptitudes. The cases with non-underestimation in the maximum discharge and rising parts of the hydrograph also showed a high Nash-Sutcliffe Efficiency of 0.9 except two flood cases
LIKELIHOOD ESTIMATION OF PARAMETERS USING SIMULTANEOUSLY MONITORED PROCESSES
DEFF Research Database (Denmark)
Friis-Hansen, Peter; Ditlevsen, Ove Dalager
2004-01-01
The topic is maximum likelihood inference from several simultaneously monitored response processes of a structure to obtain knowledge about the parameters of other not monitored but important response processes when the structure is subject to some Gaussian load field in space and time. The consi......The topic is maximum likelihood inference from several simultaneously monitored response processes of a structure to obtain knowledge about the parameters of other not monitored but important response processes when the structure is subject to some Gaussian load field in space and time....... The considered example is a ship sailing with a given speed through a Gaussian wave field....
Wave propagation in ballistic gelatine.
Naarayan, Srinivasan S; Subhash, Ghatu
2017-01-23
Wave propagation characteristics in long cylindrical specimens of ballistic gelatine have been investigated using a high speed digital camera and hyper elastic constitutive models. The induced transient deformation is modelled with strain rate dependent Mooney-Rivlin parameters which are determined by modelling the stress-strain response of gelatine at a range of strain rates. The varying velocity of wave propagation through the gelatine cylinder is derived as a function of prestress or stretch in the gelatine specimen. A finite element analysis is conducted using the above constitutive model by suitably defining the impulse imparted by the polymer bar into the gelatine specimen. The model results are found to capture the experimentally observed wave propagation characteristics in gelatine effectively.
A Simplified Estimation of Latent State--Trait Parameters
Hagemann, Dirk; Meyerhoff, David
2008-01-01
The latent state-trait (LST) theory is an extension of the classical test theory that allows one to decompose a test score into a true trait, a true state residual, and an error component. For practical applications, the variances of these latent variables may be estimated with standard methods of structural equation modeling (SEM). These…
Online Parameter Estimation for a Centrifugal Decanter System
DEFF Research Database (Denmark)
Larsen, Jesper Abildgaard; Alstrøm, Preben
2014-01-01
In many processing plants decanter systems are used for separation of heterogenious mixtures, and even though they account for a large fraction of the energy consumption, most decanters just runs at a fixed setpoint. Here, multi model estimation is applied to a waste water treatment plant...
Estimating the Parameters of the Beta-Binomial Distribution.
Wilcox, Rand R.
1979-01-01
For some situations the beta-binomial distribution might be used to describe the marginal distribution of test scores for a particular population of examinees. Several different methods of approximating the maximum likelihood estimate were investigated, and it was found that the Newton-Raphson method should be used when it yields admissable…
A Note on Parameter Estimations of Panel Vector Autoregressive Models with Intercorrelation
Institute of Scientific and Technical Information of China (English)
Jian-hong Wu; Li-xing Zhu; Zai-xing Li
2009-01-01
This note considers parameter estimation for panel vector autoregressive models with intercorrela-tion. Conditional least squares estimators are derived and the asymptotic normality is established. A simulation is carried out for illustration.
Time-course window estimator for ordinary differential equations linear in the parameters
Vujacic, Ivan; Dattner, Itai; Gonzalez, Javier; Wit, Ernst
2015-01-01
In many applications obtaining ordinary differential equation descriptions of dynamic processes is scientifically important. In both, Bayesian and likelihood approaches for estimating parameters of ordinary differential equations, the speed and the convergence of the estimation procedure may crucial
Improved parameter estimation for hydrological models using weighted object functions
Stein, A.; Zaadnoordijk, W.J.
1999-01-01
This paper discusses the sensitivity of calibration of hydrological model parameters to different objective functions. Several functions are defined with weights depending upon the hydrological background. These are compared with an objective function based upon kriging. Calibration is applied to pi
Comparing Three Estimation Methods for the Three-Parameter Logistic IRT Model
Lamsal, Sunil
2015-01-01
Different estimation procedures have been developed for the unidimensional three-parameter item response theory (IRT) model. These techniques include the marginal maximum likelihood estimation, the fully Bayesian estimation using Markov chain Monte Carlo simulation techniques, and the Metropolis-Hastings Robbin-Monro estimation. With each…
THE SUPERIORITY OF EMPIRICAL BAYES ESTIMATION OF PARAMETERS IN PARTITIONED NORMAL LINEAR MODEL
Institute of Scientific and Technical Information of China (English)
Zhang Weiping; Wei Laisheng
2008-01-01
In this article, the empirical Bayes (EB) estimators are constructed for the estimable functions of the parameters in partitioned normal linear model. The superiorities of the EB estimators over ordinary least-squares (LS) estimator are investigated under mean square error matrix (MSEM) criterion.
Energy Technology Data Exchange (ETDEWEB)
Prasad, M.S.R. [Koneru Lakshmiah Univ.. Dept. of Electrical and Electronics Engineering, Green fields, Vaddeswaram (India)
2012-07-01
If we consider the Statistics there is drastic increase in dependence of batteries from year to year, due to necessity of power storage equipment at homes, power generating off grid and on grid Wind, PV systems, etc.. Where wind power is leading in renewable sector, there is a need to look at its development. Considering the scenario in India, most of the wind resource areas are far away from grid and the remaining areas which are near to grid are of low wind currents which is of no use connecting these equipment directly to grid. So, there is a need for a power storage utility to be integrated, such as the BNB (Ballistic Negatron Battery). In this situation a country like India need a battery which should be reliable, cheap and which can be industrialized. So this paper presents the concept of working, design, operation, adaptability of a Ballistic Negatron Battery. Unlike present batteries with low energy density, huge size, more weight, more charging time and low resistant to wear level, this Ballistic Negatron Battery comes with, 1) High energy storage capability (many multiples more than the present most advanced battery). 2) Very compact in size. 3) Almost negligible in weight compared to present batteries. 4) Charges with in very less time. 5) Never exhibits a wear level greater than zero. Seems like inconceivable but adoptable with simple physics. This paper will explains in detail the principle, model, design, construction and practical considerations considered in making this battery. (Author)
An Iterated Local Search Algorithm for Estimating the Parameters of the Gamma/Gompertz Distribution
Directory of Open Access Journals (Sweden)
Behrouz Afshar-Nadjafi
2014-01-01
Full Text Available Extensive research has been devoted to the estimation of the parameters of frequently used distributions. However, little attention has been paid to estimation of parameters of Gamma/Gompertz distribution, which is often encountered in customer lifetime and mortality risks distribution literature. This distribution has three parameters. In this paper, we proposed an algorithm for estimating the parameters of Gamma/Gompertz distribution based on maximum likelihood estimation method. Iterated local search (ILS is proposed to maximize likelihood function. Finally, the proposed approach is computationally tested using some numerical examples and results are analyzed.
Sunbuloglu, Emin; Bozdag, Ergun; Toprak, Tuncer; Islak, Civan
2013-01-01
This study is aimed at setting a method of experimental parameter estimation for large-deforming nonlinear viscoelastic continuous fibre-reinforced composite material model. Specifically, arterial tissue was investigated during experimental research and parameter estimation studies, due to medical, scientific and socio-economic importance of soft tissue research. Using analytical formulations for specimens under combined inflation/extension/torsion on thick-walled cylindrical tubes, in vitro experiments were carried out with fresh sheep arterial segments, and parameter estimation procedures were carried out on experimental data. Model restrictions were pointed out using outcomes from parameter estimation. Needs for further studies that can be developed are discussed.
Directory of Open Access Journals (Sweden)
Azam Zaka
2014-10-01
Full Text Available This paper is concerned with the modifications of maximum likelihood, moments and percentile estimators of the two parameter Power function distribution. Sampling behavior of the estimators is indicated by Monte Carlo simulation. For some combinations of parameter values, some of the modified estimators appear better than the traditional maximum likelihood, moments and percentile estimators with respect to bias, mean square error and total deviation.
Estimating stellar parameters and interstellar extinction from evolutionary tracks
Sichevsky, S.; Malkov, O.
Developing methods for analyzing and extracting information from modern sky surveys is a challenging task in astrophysical studies. We study possibilities of parameterizing stars and interstellar medium from multicolor photometry performed in three modern photometric surveys: GALEX, SDSS, and 2MASS. For this purpose, we have developed a method to estimate stellar radius from effective temperature and gravity with the help of evolutionary tracks and model stellar atmospheres. In accordance with the evolution rate at every point of the evolutionary track, star formation rate, and initial mass function, a weight is assigned to the resulting value of radius that allows us to estimate the radius more accurately. The method is verified for the most populated areas of the Hertzsprung-Russell diagram: main-sequence stars and red giants, and it was found to be rather precise (for main-sequence stars, the average relative error of radius and its standard deviation are 0.03% and 3.87%, respectively).
Survivability Armor Ballistic Laboratory (SABL)
Federal Laboratory Consortium — The SABL provides independent analysis, ballistic testing, data collection, data reduction and qualification of current and advanced armors. Capabilities: The SABL...
Estimation of Soft Tissue Mechanical Parameters from Robotic Manipulation Data
Boonvisut, Pasu; Çavuşoğlu, M. Cenk
2013-01-01
Robotic motion planning algorithms used for task automation in robotic surgical systems rely on availability of accurate models of target soft tissue’s deformation. Relying on generic tissue parameters in constructing the tissue deformation models is problematic because, biological tissues are known to have very large (inter- and intra-subject) variability. A priori mechanical characterization (e.g., uniaxial bench test) of the target tissues before a surgical procedure is also not usually pr...
Estimation of Soft Tissue Mechanical Parameters from Robotic Manipulation Data
Boonvisut, Pasu; Jackson, Russell; Çavuşoğlu, M. Cenk
2012-01-01
Robotic motion planning algorithms used for task automation in robotic surgical systems rely on availability of accurate models of target soft tissue’s deformation. Relying on generic tissue parameters in constructing the tissue deformation models is problematic; because, biological tissues are known to have very large (inter- and intra-subject) variability. A priori mechanical characterization (e.g., uniaxial bench test) of the target tissues before a surgical procedure is ...
Directory of Open Access Journals (Sweden)
Bjørn A.J. Angelsen
1991-01-01
Full Text Available A method for noninvasive estimation of regurgitant orifice and volume in aortic regurgitation is proposed and tested in anaesthesized open chested pigs. The method can be used with noninvasive measurement of regurgitant jet velocity with continuous wave ultrasound Doppler measurements together with cuff measurements of systolic and diastolic systemic pressure in the arm. These measurements are then used for parameter estimation in a Windkessel-like model which include the regurgitant orifice as a parameter. The aortic volume compliance and the peripheral resistance are also included as parameters and estimated in the same process. For the test of the method, invasive measurements in the open chest pigs are used. Electromagnetic flow measurements in the ascending aorta and pulmonary artery are used for control, and a correlation between regurgitant volume obtained from parameter estimation and electromagnetic flow measurements of 0.95 over a range from 2.1 to 17.8 mL is obtained.
Institute of Scientific and Technical Information of China (English)
Youlong XIA; Zong-Liang YANG; Paul L. STOFFA; Mrinal K. SEN
2005-01-01
Most previous land-surface model calibration studies have defined global ranges for their parameters to search for optimal parameter sets. Little work has been conducted to study the impacts of realistic versus global ranges as well as model complexities on the calibration and uncertainty estimates. The primary purpose of this paper is to investigate these impacts by employing Bayesian Stochastic Inversion (BSI)to the Chameleon Surface Model (CHASM). The CHASM was designed to explore the general aspects of land-surface energy balance representation within a common modeling framework that can be run from a simple energy balance formulation to a complex mosaic type structure. The BSI is an uncertainty estimation technique based on Bayes theorem, importance sampling, and very fast simulated annealing.The model forcing data and surface flux data were collected at seven sites representing a wide range of climate and vegetation conditions. For each site, four experiments were performed with simple and complex CHASM formulations as well as realistic and global parameter ranges. Twenty eight experiments were conducted and 50 000 parameter sets were used for each run. The results show that the use of global and realistic ranges gives similar simulations for both modes for most sites, but the global ranges tend to produce some unreasonable optimal parameter values. Comparison of simple and complex modes shows that the simple mode has more parameters with unreasonable optimal values. Use of parameter ranges and model complexities have significant impacts on frequency distribution of parameters, marginal posterior probability density functions, and estimates of uncertainty of simulated sensible and latent heat fluxes.Comparison between model complexity and parameter ranges shows that the former has more significant impacts on parameter and uncertainty estimations.
Directory of Open Access Journals (Sweden)
Chuii Khim Chong
2012-06-01
Full Text Available This paper introduces an improved Differential Evolution algorithm (IDE which aims at improving its performance in estimating the relevant parameters for metabolic pathway data to simulate glycolysis pathway for yeast. Metabolic pathway data are expected to be of significant help in the development of efficient tools in kinetic modeling and parameter estimation platforms. Many computation algorithms face obstacles due to the noisy data and difficulty of the system in estimating myriad of parameters, and require longer computational time to estimate the relevant parameters. The proposed algorithm (IDE in this paper is a hybrid of a Differential Evolution algorithm (DE and a Kalman Filter (KF. The outcome of IDE is proven to be superior than Genetic Algorithm (GA and DE. The results of IDE from experiments show estimated optimal kinetic parameters values, shorter computation time and increased accuracy for simulated results compared with other estimation algorithms
Helsel, D.R.; Gilliom, R.J.
1986-01-01
Estimates of distributional parameters (mean, standard deviation, median, interquartile range) are often desired for data sets containing censored observations. Eight methods for estimating these parameters have been evaluated by R. J. Gilliom and D. R. Helsel (this issue) using Monte Carlo simulations. To verify those findings, the same methods are now applied to actual water quality data. The best method (lowest root-mean-squared error (rmse)) over all parameters, sample sizes, and censoring levels is log probability regression (LR), the method found best in the Monte Carlo simulations. Best methods for estimating moment or percentile parameters separately are also identical to the simulations. Reliability of these estimates can be expressed as confidence intervals using rmse and bias values taken from the simulation results. Finally, a new simulation study shows that best methods for estimating uncensored sample statistics from censored data sets are identical to those for estimating population parameters.
Estimation of genetic parameters for wool fiber diameter measures.
Iman, N Y; Johnson, C L; Russell, W C; Stobart, R H
1992-04-01
Genetic and phenotypic correlations and heritability estimates of side, britch, and core diameters; side and britch CV; side and britch diameter difference; and clean fleece weight were investigated using 385 western white-faced ewes produced by 50 sires and maintained at two locations on a selection study. Data were analyzed using analysis of variance procedures, and effects in the final model included breed of sire-selection line combination, sire within breed-selection line, and location. Heritabilities were estimated by paternal half-sib analysis. Sires within breed-selection line represented a significant source of variation for all traits studied. Location had a significant effect on side diameter, side and britch diameter difference, and clean fleece weight. Age of ewe only affected clean fleece weight. Phenotypic and genetic correlations among side, britch, and core diameter measures were high and positive. Phenotypic correlations ranged from .68 to .75 and genetic correlations ranged from .74 to .89. The genetic correlations between side and britch diameter difference and side diameter or core diameter were small (-.16 and .28, respectively). However, there was a stronger genetic correlation between side and britch diameter difference and britch diameter (.55). Heritability of the difference between side and britch diameter was high (.46 +/- .16) and similar to heritability estimates reported for other wool traits. Results of this study indicate that relatively rapid genetic progress through selection for fiber diameter should be possible. In addition, increased uniformity in fiber diameter should be possible through selection for either side and britch diameter difference or side or britch CV.
Parameters influencing deposit estimation when using water sensitive papers
Directory of Open Access Journals (Sweden)
Emanuele Cerruto
2013-10-01
Full Text Available The aim of the study was to assess the possibility of using water sensitive papers (WSP to estimate the amount of deposit on the target when varying the spray characteristics. To identify the main quantities influencing the deposit, some simplifying hypotheses were applied to simulate WSP behaviour: log-normal distribution of the diameters of the drops and circular stains randomly placed on the images. A very large number (4704 of images of WSPs were produced by means of simulation. The images were obtained by simulating drops of different arithmetic mean diameter (40-300 μm, different coefficient of variation (0.1-1.5, and different percentage of covered surface (2-100%, not considering overlaps. These images were considered to be effective WSP images and then analysed using image processing software in order to measure the percentage of covered surface, the number of particles, and the area of each particle; the deposit was then calculated. These data were correlated with those used to produce the images, varying the spray characteristics. As far as the drop populations are concerned, a classification based on the volume median diameter only should be avoided, especially in case of high variability. This, in fact, results in classifying sprays with very low arithmetic mean diameter as extremely or ultra coarse. The WSP image analysis shows that the relation between simulated and computed percentage of covered surface is independent of the type of spray, whereas impact density and unitary deposit can be estimated from the computed percentage of covered surface only if the spray characteristics (arithmetic mean and coefficient of variation of the drop diameters are known. These data can be estimated by analysing the particles on the WSP images. The results of a validation test show good agreement between simulated and computed deposits, testified by a high (0.93 coefficient of determination.
A two parameter ratio-product-ratio estimator using auxiliary information
Chami, Peter S; Thomas, Doneal
2012-01-01
We propose a two parameter ratio-product-ratio estimator for a finite population mean in a simple random sample without replacement following the methodology in Ray and Sahai (1980), Sahai and Ray (1980), Sahai and Sahai (1985) and Singh and Ruiz Espejo (2003). The bias and mean square error of our proposed estimator are obtained to the first degree of approximation. We derive conditions for the parameters under which the proposed estimator has smaller mean square error than the sample mean, ratio and product estimators. We carry out an application showing that the proposed estimator outperforms the traditional estimators using groundwater data taken from a geological site in the state of Florida.
Parameter estimates in binary black hole collisions using neural networks
Carrillo, M; González, J A; Guzmán, F S
2016-01-01
We present an algorithm based on artificial neural networks (ANNs), that estimates the mass ratio in a binary black hole collision out of given Gravitational Wave (GW) strains. In this analysis, the ANN is trained with a sample of GW signals generated with numerical simulations. The effectiveness of the algorithm is evaluated with GWs generated also with simulations for given mass ratios unknown to the ANN. We measure the accuracy of the algorithm in the interpolation and extrapolation regimes. We present the results for noise free signals and signals contaminated with Gaussian noise, in order to foresee the dependence of the method accuracy in terms of the signal to noise ratio.
Parameter estimates in binary black hole collisions using neural networks
Carrillo, M.; Gracia-Linares, M.; González, J. A.; Guzmán, F. S.
2016-10-01
We present an algorithm based on artificial neural networks (ANNs), that estimates the mass ratio in a binary black hole collision out of given gravitational wave (GW) strains. In this analysis, the ANN is trained with a sample of GW signals generated with numerical simulations. The effectiveness of the algorithm is evaluated with GWs generated also with simulations for given mass ratios unknown to the ANN. We measure the accuracy of the algorithm in the interpolation and extrapolation regimes. We present the results for noise free signals and signals contaminated with Gaussian noise, in order to foresee the dependence of the method accuracy in terms of the signal to noise ratio.
Robust estimation of noisy signal parameter in radar applications
Gajo, Z.; Linczuk, M.
2013-10-01
Estimating of time delay between two signals in the presence of impulsive noise is an important task since it has many practical application in signal processing, especially in passive and noise radar. In this paper a new robust method based on weighted myriad is presented. This method is dedicated to impulsive noises modeled by α - stable distribution, with low α. Its robustness and accuracy is compared with an lρ - norm minimization method. The advantage of the proposed method for very heavy tailed noise, with α <= 1 was experimentally confirmed.
Tian, Li-Ping; Liu, Lizhi; Wu, Fang-Xiang
2010-01-01
Derived from biochemical principles, molecular biological systems can be described by a group of differential equations. Generally these differential equations contain fractional functions plus polynomials (which we call improper fractional model) as reaction rates. As a result, molecular biological systems are nonlinear in both parameters and states. It is well known that it is challenging to estimate parameters nonlinear in a model. However, in fractional functions both the denominator and numerator are linear in the parameters while polynomials are also linear in parameters. Based on this observation, we develop an iterative linear least squares method for estimating parameters in biological systems modeled by improper fractional functions. The basic idea is to transfer optimizing a nonlinear least squares objective function into iteratively solving a sequence of linear least squares problems. The developed method is applied to the estimation of parameters in a metabolism system. The simulation results show the superior performance of the proposed method for estimating parameters in such molecular biological systems.
Estimation of source parameters of Chamoli Earthquake, India
Indian Academy of Sciences (India)
Y Pandey; R Dharmaraju; P K S Chauhan
2001-06-01
The devastating earthquake (mb = 6.6) at Chamoli, Garhwal Himalaya, which occurred in the morning hours on 29th March 1999, was recorded on Delhi Strong Motion Accelerograph (DSMA) Network operated by the Central Building Research Institute, Roorkee. In this paper the source parameters of this event calculated from the Strong Motion Data are presented. The seismic moment for this event has been found to be of the order of 1025 dyne.cm and the moment mag- nitude has been calculated in the range of 6.53-6.69 at different stations. The stress drop and source radius for the earthquake are also calculated.
A New Method For Cosmological Parameter Estimation From SNIa Data
March, Marisa; Trotta, R.; Berkes, P.; Starkman, G. D.; Vaudrevange, P. M.
2011-01-01
We present a new methodology to extract constraints on cosmological parameters from SNIa data obtained with the SALT2 lightcurve fitter. The power of our Bayesian method lies in its full exploitation of relevant prior information, which is ignored by the usual chisquare approach. Using realistic simulated data sets we demonstrate that our method outperforms the usual chisquare approach 2/3 of the time while achieving better long-term coverage properties. A further benefit of our methodology is its ability to produce a posterior probability distribution for the intrinsic dispersion of SNe. This feature can also be used to detect hidden systematics in the data.
An Entropy-Like Estimator for Robust Parameter Identification
Directory of Open Access Journals (Sweden)
Giovanni Indiveri
2009-10-01
Full Text Available This paper describes the basic ideas behind a novel prediction error parameter identification algorithm exhibiting high robustness with respect to outlying data. Given the low sensitivity to outliers, these can be more easily identified by analysing the residuals of the fit. The devised cost function is inspired by the definition of entropy, although the method in itself does not exploit the stochastic meaning of entropy in its usual sense. After describing the most common alternative approaches for robust identification, the novel method is presented together with numerical examples for validation.
Influence of statistical time range on estimating seismicity parameters
Institute of Scientific and Technical Information of China (English)
无
2001-01-01
The influence of non-uniqueness in selecting statistical time ranges on seismicity parameters of b value and annual mean occurrence rate n4 is widely analyzed and studied. The studied result states that the influence of statistical time range on the b value is generally smaller than on the annual mean rate. Owing to the exponentially functional relation between the annual mean rate and b value, the variation of b value by varying statistical time range brings about decrease or increase in the annual mean rates of each magnitude interval with power progression law. These results will exert a synthetic effect on seismic safety evaluation results in various regions in our country.
Estimation of the Processing Parameters in Electron Beam Thermal Treatments
Directory of Open Access Journals (Sweden)
DULAU Mircea
2014-05-01
Full Text Available Electron beam have many special properties which make them particularly well suited for use in materials handling through melting, welding, surface treatment, etc., taking into account that this manufacturing is performed in vacuum. The use of electron beam for surface limited heat treatment of workpiece has brought about a noticeable extension of the beam technologies. Some theoretical aspects and simulation results are presented in this paper, considering a high power electron beam processing system and Matlab facilities. This paper can be used in power engineering and electro-technologies fields as a guideline, in order to simulate and analyse the process parameters.
Sample Covariance Based Parameter Estimation For Digital Communications
2005-01-01
En aquesta tesi s'estudia el problema d'estimació cega de segon ordre en comunicacions digitals. En aquest camp, els símbols transmesos esdevenen paràmetres no desitjats (nuisance parameters) d'estadística no gaussiana que degraden les prestacions de l'estimador. En aquest context, l'estimador de màxima versemblança (ML) és normalment desconegut excepte si la relació senyal-soroll (SNR) és prou baixa. En aquest cas particular, l'estimador ML és una funció quadràtica del vector de dades rebude...
Parameter estimation via conditional expectation: a Bayesian inversion
Matthies, Hermann G.
2016-08-11
When a mathematical or computational model is used to analyse some system, it is usual that some parameters resp. functions or fields in the model are not known, and hence uncertain. These parametric quantities are then identified by actual observations of the response of the real system. In a probabilistic setting, Bayes’s theory is the proper mathematical background for this identification process. The possibility of being able to compute a conditional expectation turns out to be crucial for this purpose. We show how this theoretical background can be used in an actual numerical procedure, and shortly discuss various numerical approximations.
Estimation of atomic interaction parameters by photon counting
DEFF Research Database (Denmark)
Kiilerich, Alexander Holm; Mølmer, Klaus
2014-01-01
Detection of radiation signals is at the heart of precision metrology and sensing. In this article we show how the fluctuations in photon counting signals can be exploited to optimally extract information about the physical parameters that govern the dynamics of the emitter. For a simple two......-level emitter subject to photon counting, we show that the Fisher information and the Cram\\'er- Rao sensitivity bound based on the full detection record can be evaluated from the waiting time distribution in the fluorescence signal which can, in turn, be calculated for both perfect and imperfect detectors...
Target rotation parameter estimation for ISAR imaging via frame processing
Institute of Scientific and Technical Information of China (English)
Xuezhi Wang; Yajing Huang; Weiping Yang; Bill Moran
2016-01-01
Frame processing method offers a model-based approach to Inverse Synthetic Aperture Radar (ISAR) imaging. It also provides a way to estimate the rotation rate of a non-cooperative target from radar returns via the frame operator properties. In this paper, the relationship between the best achievable ISAR image and the reconstructed image from radar returns was derived in the framework of Finite Frame Processing theory. We show that image defocusing caused by the use of an incorrect target rotation rate is interpreted under the FP method as a frame operator mismatch problem which causes energy dispersion. The unknown target rotation rate may be computed by optimizing the frame operator via a prominent point. Consequently, a prominent intensity maximization method in FP framework was proposed to estimate the underlying target rotation rate from radar returns. In addition, an image filtering technique was implemented to assist searching for a prominent point in practice. The proposed method is justified via a simulation analysis on the performance of FP imaging versus target rotation rate error. Effectiveness of the proposed method is also confirmed from real ISAR data experiments.
Estimating stellar wind parameters from low-resolution magnetograms
Jardine, Moira; See, Victor
2016-01-01
Stellar winds govern the angular momentum evolution of solar-like stars throughout their main-sequence lifetime. The efficiency of this process depends on the geometry of the star's magnetic field. There has been a rapid increase recently in the number of stars for which this geometry can be determined through spectropolarimetry. We present a computationally efficient method to determine the 3D geometry of the stellar wind and to estimate the mass loss rate and angular momentum loss rate based on these observations. Using solar magnetograms as examples, we quantify the extent to which the values obtained are affected by the limited spatial resolution of stellar observations. We find that for a typical stellar surface resolution of 20$^{\\rm o}$-30$^{\\rm o}$, predicted wind speeds are within 5$\\%$ of the value at full resolution. Mass loss rates and angular momentum loss rates are within 5-20$\\%$. In contrast, the predicted X-ray emission measures can be under-estimated by 1-2 orders of magnitude, and their rot...
Experimental approach for thermal parameters estimation during glass forming process
Abdulhay, B.; Bourouga, B.; Alzetto, F.; Challita, C.
2016-10-01
In this paper, an experimental device designed and developedto estimate thermal conditions at the Glass / piston contact interface is presented. This deviceis made of two parts: the upper part contains the piston made of metal and a heating device to raise the temperature of the piston up to 500 °C. The lower part is composed of a lead crucible and a glass sample. The assembly is provided with a heating system, an induction furnace of 6 kW for heating the glass up to 950 °C.The developed experimental procedure has permitted in a previous published study to estimate the Thermal Contact ResistanceTCR using the inverse technique developed by Beck [1]. The semi-transparent character of the glass has been taken into account by an additional radiative heat flux and an equivalent thermal conductivity. After the set-up tests, reproducibility experiments for a specific contact pressure have been carried outwith a maximum dispersion that doesn't exceed 6%. Then, experiments under different conditions for a specific glass forming process regarding the application (Packaging, Buildings and Automobile) were carried out. The objective is to determine, experimentallyfor each application,the typical conditions capable to minimize the glass temperature loss during the glass forming process.
Laboratory experiments for estimating chemical osmotic parameters of mudstones
Miyoshi, S.; Tokunaga, T.; Mogi, K.; Ito, K.; Takeda, M.
2010-12-01
Recent studies have quantitatively shown that mudstone can act as semi-permeable membrane and can generate abnormally high pore pressure in sedimentary basins. Reflection coefficient is one of the important properties that affect the chemical osmotic behavior of mudstones. However, not many quantitative studies on the reflection coefficient of mudstones have been done. We have developed a laboratory apparatus to observe chemical osmotic behavior, and a numerical simulation technique to estimate the reflection coefficient and other relating properties of mudstones. A core sample of siliceous mudstone obtained from the drilled core at Horonobe, Japan, was set into the apparatus and was saturated by 0.1mol/L sodium chloride solution. Then, the up-side reservoir was replaced with 0.05mol/L sodium chloride solution, and temporal changes of both pressure and concentration of the solution in both up-side and bottom-side reservoirs were measured. Using the data obtained from the experiment, we estimated the reflection coefficient, effective diffusion coefficient, hydraulic conductivity, and specific storage of the sample by fitting the numerical simulation results with the observed ones. A preliminary numerical simulation of groundwater flow and solute migration was conducted in the area where the core sample was obtained, using the reflection coefficient and other properties obtained from this study. The result suggested that the abnormal pore pressure observed in the region can be explained by the chemical osmosis.
Estimating canopy fuel parameters for Atlantic Coastal Plain forest types.
Energy Technology Data Exchange (ETDEWEB)
Parresol, Bernard, R.
2007-01-15
Abstract It is necessary to quantify forest canopy characteristics to assess crown fire hazard, prioritize treatment areas, and design treatments to reduce crown fire potential. A number of fire behavior models such as FARSITE, FIRETEC, and NEXUS require as input four particular canopy fuel parameters: 1) canopy cover, 2) stand height, 3) crown base height, and 4) canopy bulk density. These canopy characteristics must be mapped across the landscape at high spatial resolution to accurately simulate crown fire. Currently no models exist to forecast these four canopy parameters for forests of the Atlantic Coastal Plain, a region that supports millions of acres of loblolly, longleaf, and slash pine forests as well as pine-broadleaf forests and mixed species broadleaf forests. Many forest cover types are recognized, too many to efficiently model. For expediency, forests of the Savannah River Site are categorized as belonging to 1 of 7 broad forest type groups, based on composition: 1) loblolly pine, 2) longleaf pine, 3) slash pine, 4) pine-hardwood, 5) hardwood-pine, 6) hardwoods, and 7) cypress-tupelo. These 7 broad forest types typify forests of the Atlantic Coastal Plain region, from Maryland to Florida.
Estimating cosmological parameters from future gravitational lens surveys
Dobke, Benjamin M; Fassnacht, Christopher D; Auger, Matthew W
2009-01-01
Upcoming ground and space based observatories such as the DES, the LSST, the JDEM concepts and the SKA, promise to dramatically increase the size of strong gravitational lens samples. A significant fraction of the systems are expected to be time delay lenses. Many of the existing lensing degeneracies become less of an issue with large samples since the distributions of a number of parameters are predictable, and can be incorporated into an analysis, thus helping to lessen the degeneracy. Assuming a mean galaxy density profile that does not evolve with redshift, a Lambda-CDM cosmology, and Gaussian distributions for bulk parameters describing the lens and source populations, we generate synthetic lens catalogues and examine the relationship between constraints on the Omega_m - Omega_Lambda plane and H_0 with increasing lens sample size. We find that, with sample sizes of ~400 time delay lenses, useful constraints can be obtained for Omega_m and Omega_Lambda with approximately similar levels of precision as fro...
Improving Distribution Resiliency with Microgrids and State and Parameter Estimation
Energy Technology Data Exchange (ETDEWEB)
Tuffner, Francis K. [Pacific Northwest National Lab. (PNNL), Richland, WA (United States); Williams, Tess L. [Pacific Northwest National Lab. (PNNL), Richland, WA (United States); Schneider, Kevin P. [Pacific Northwest National Lab. (PNNL), Richland, WA (United States); Elizondo, Marcelo A. [Pacific Northwest National Lab. (PNNL), Richland, WA (United States); Sun, Yannan [Pacific Northwest National Lab. (PNNL), Richland, WA (United States); Liu, Chen-Ching [Pacific Northwest National Lab. (PNNL), Richland, WA (United States); Xu, Yin [Pacific Northwest National Lab. (PNNL), Richland, WA (United States); Gourisetti, Sri Nikhil Gup [Pacific Northwest National Lab. (PNNL), Richland, WA (United States)
2015-09-30
Modern society relies on low-cost reliable electrical power, both to maintain industry, as well as provide basic social services to the populace. When major disturbances occur, such as Hurricane Katrina or Hurricane Sandy, the nation’s electrical infrastructure can experience significant outages. To help prevent the spread of these outages, as well as facilitating faster restoration after an outage, various aspects of improving the resiliency of the power system are needed. Two such approaches are breaking the system into smaller microgrid sections, and to have improved insight into the operations to detect failures or mis-operations before they become critical. Breaking the system into smaller sections of microgrid islands, power can be maintained in smaller areas where distribution generation and energy storage resources are still available, but bulk power generation is no longer connected. Additionally, microgrid systems can maintain service to local pockets of customers when there has been extensive damage to the local distribution system. However, microgrids are grid connected a majority of the time and implementing and operating a microgrid is much different than when islanded. This report discusses work conducted by the Pacific Northwest National Laboratory that developed improvements for simulation tools to capture the characteristics of microgrids and how they can be used to develop new operational strategies. These operational strategies reduce the cost of microgrid operation and increase the reliability and resilience of the nation’s electricity infrastructure. In addition to the ability to break the system into microgrids, improved observability into the state of the distribution grid can make the power system more resilient. State estimation on the transmission system already provides great insight into grid operations and detecting abnormal conditions by leveraging existing measurements. These transmission-level approaches are expanded to using
Parameter estimation in a simple stochastic differential equation for phytoplankton modelling
DEFF Research Database (Denmark)
Møller, Jan Kloppenborg; Madsen, Henrik; Carstensen, Jacob
2011-01-01
The use of stochastic differential equations (SDEs) for simulation of aquatic ecosystems has attracted increasing attention in recent years. The SDE setting also provides the opportunity for statistical estimation of ecosystem parameters. We present an estimation procedure, based on Kalman...... filtering and likelihood estimation, which has proven useful in other fields of application. The estimation procedure is presented and the development from ordinary differential equations (ODEs) to SDEs is discussed with emphasis on autocorrelated residuals, commonly encountered with ODEs. The estimation...
Parameter estimation for slit-type scanning sensors
Fowler, J. W.; Rolfe, E. G.
1981-01-01
The Infrared Astronomical Satellite, scheduled for launch into a 900 km near-polar orbit in August 1982, will perform an infrared point source survey by scanning the sky with slit-type sensors. The description of position information is shown to require the use of a non-Gaussian random variable. Methods are described for deciding whether separate detections stem from a single common source, and a formulism is developed for the scan-to-scan problems of identifying multiple sightings of inertially fixed point sources for combining their individual measurements into a refined estimate. Several cases are given where the general theory yields results which are quite different from the corresponding Gaussian applications, showing that argument by Gaussian analogy would lead to error.
Tumor parameter estimation considering the body geometry by thermography.
Hossain, Shazzat; Mohammadi, Farah A
2016-09-01
Implementation of non-invasive, non-contact, radiation-free thermal diagnostic tools requires an accurate correlation between surface temperature and interior physiology derived from living bio-heat phenomena. Such associations in the chest, forearm, and natural and deformed breasts have been investigated using finite element analysis (FEA), where the geometry and heterogeneity of an organ are accounted for by creating anatomically-accurate FEA models. The quantitative links are involved in the proposed evolutionary methodology for forecasting unknown Physio-thermo-biological parameters, including the depth, size and metabolic rate of the underlying nodule. A Custom Genetic Algorithm (GA) is tailored to parameterize a tumor by minimizing a fitness function. The study has employed the finite element method to develop simulated data sets and gradient matrix. Furthermore, simulated thermograms are obtained by enveloping the data sets with ±10% random noise.
Estimating 3D Object Parameters from 2D Grey-Level Images
Houkes, Zweitze
2000-01-01
This thesis describes a general framework for parameter estimation, which is suitable for computer vision applications. The approach described combines 3D modelling, animation and estimation tools to determine parameters of objects in a scene from 2D grey-level images. The animation tool predicts im
On the estimation of water pure compound parameters in association theories
DEFF Research Database (Denmark)
Grenner, Andreas; Kontogeorgis, Georgios; Michelsen, Michael Locht;
2007-01-01
Determination of the appropriate number of association sites and estimation of parameters for association (SAFT-type) theories is not a trivial matter. Building further on a recently published manuscript by Clark et al., this work investigates aspects of the parameter estimation for water using two...... different association theories. Their performance for various properties as well as against the results presented earlier is demonstrated....
Influence of parameter estimation uncertainty in Kriging: Part 1 - Theoretical Development
Directory of Open Access Journals (Sweden)
E. Todini
2001-01-01
Full Text Available This paper deals with a theoretical approach to assessing the effects of parameter estimation uncertainty both on Kriging estimates and on their estimated error variance. Although a comprehensive treatment of parameter estimation uncertainty is covered by full Bayesian Kriging at the cost of extensive numerical integration, the proposed approach has a wide field of application, given its relative simplicity. The approach is based upon a truncated Taylor expansion approximation and, within the limits of the proposed approximation, the conventional Kriging estimates are shown to be biased for all variograms, the bias depending upon the second order derivatives with respect to the parameters times the variance-covariance matrix of the parameter estimates. A new Maximum Likelihood (ML estimator for semi-variogram parameters in ordinary Kriging, based upon the assumption of a multi-normal distribution of the Kriging cross-validation errors, is introduced as a mean for the estimation of the parameter variance-covariance matrix. Keywords: Kriging, maximum likelihood, parameter estimation, uncertainty
Joint state and parameter estimation in particle filtering and stochastic optimization
Institute of Scientific and Technical Information of China (English)
Xiaojun YANG; Keyi XING; Kunlin SHI; Quan PAN
2008-01-01
In this paper,an adaptive estimation algorithm is proposed for non-linear dynamic systems with unknown static parameters based on combination of particle filtering and Simultaneous Perturbation Stochastic Approximation(SPSA)technique.The estimations of parameters are obtained by maximum-likelihood estimation and sampling within particle filtering framework,and the SPSA is used for stochastic optimization and to approximate the gradient of the cost function.The proposed algorithm achieves combined estimation of dynamic state and static parameters of nonlinear systerns.Simulation result demonstrates the feasibility and efficiency of the proposed algorithm.
Zayane, Chadia
2014-06-01
In this paper, we address a special case of state and parameter estimation, where the system can be put on a cascade form allowing to estimate the state components and the set of unknown parameters separately. Inspired by the nonlinear Balloon hemodynamic model for functional Magnetic Resonance Imaging problem, we propose a hierarchical approach. The system is divided into two subsystems in cascade. The state and input are first estimated from a noisy measured signal using an adaptive observer. The obtained input is then used to estimate the parameters of a linear system using the modulating functions method. Some numerical results are presented to illustrate the efficiency of the proposed method.
Parameter Estimation of a Class One-Dimensional Discrete Chaotic System
Directory of Open Access Journals (Sweden)
Lidong Liu
2011-01-01
Full Text Available It is of vital importance to exactly estimate the unknown parameters of chaotic systems in chaos control and synchronization. In this paper, we present a method for estimating one-dimensional discrete chaotic system based on mean value method (MVM. It is proposed by exploiting the ergodic and synchronization features of chaos. It can effectively estimate the parameter value, and it is more exact than MVM. Finally, numerical simulations on Chebyshev map and Tent map show that the proposed method has better performance of parameter estimation than MVM.
Bailer-Jones, C A L
2009-01-01
I introduce an algorithm for estimating parameters from multidimensional data based on forward modelling. In contrast to many machine learning approaches it avoids fitting an inverse model and the problems associated with this. The algorithm makes explicit use of the sensitivities of the data to the parameters, with the goal of better treating parameters which only have a weak impact on the data. The forward modelling approach provides uncertainty (full covariance) estimates in the predicted parameters as well as a goodness-of-fit for observations. I demonstrate the algorithm, ILIUM, with the estimation of stellar astrophysical parameters (APs) from simulations of the low resolution spectrophotometry to be obtained by Gaia. The AP accuracy is competitive with that obtained by a support vector machine. For example, for zero extinction stars covering a wide range of metallicity, surface gravity and temperature, ILIUM can estimate Teff to an accuracy of 0.3% at G=15 and to 4% for (lower signal-to-noise ratio) sp...
Search Space Calculation to Improve Parameter Estimation of Excitation Control Systems
Directory of Open Access Journals (Sweden)
Andrés J. Saavedra-Montes
2013-11-01
Full Text Available A method to calculate the search space for each parameter in an excitation control system is presented in this paper. The calculated search space is intended to reduce the number of parameter solution sets that can be found by an estimation algorithm, reducing its processing time. The method considers a synchronous generator time constant range between 4s and 10s, an excitation control system performance index, a controller design technique, and the excitation control system model structure. When the obtained search space is used to estimate the parameters, less processing time is used by the algorithm. Also the estimated parameters are closer to the reference ones.
Directory of Open Access Journals (Sweden)
Shaolong Chen
2016-01-01
Full Text Available Parameter estimation is an important problem in nonlinear system modeling and control. Through constructing an appropriate fitness function, parameter estimation of system could be converted to a multidimensional parameter optimization problem. As a novel swarm intelligence algorithm, chicken swarm optimization (CSO has attracted much attention owing to its good global convergence and robustness. In this paper, a method based on improved boundary chicken swarm optimization (IBCSO is proposed for parameter estimation of nonlinear systems, demonstrated and tested by Lorenz system and a coupling motor system. Furthermore, we have analyzed the influence of time series on the estimation accuracy. Computer simulation results show it is feasible and with desirable performance for parameter estimation of nonlinear systems.
Energy Technology Data Exchange (ETDEWEB)
Bowong, Samuel, E-mail: sbowong@gmail.co [Laboratory of Applied Mathematics, Department of Mathematics and Computer Science, Faculty of Science, University of Douala, P.O. Box 24157 Douala (Cameroon); Postdam Institute for Climate Impact Research (PIK), Telegraphenberg A 31, 14412 Potsdam (Germany); Kurths, Jurgen [Postdam Institute for Climate Impact Research (PIK), Telegraphenberg A 31, 14412 Potsdam (Germany); Department of Physics, Humboldt Universitat zu Berlin, 12489 Berlin (Germany)
2010-10-04
We propose a method based on synchronization to identify the parameters and to estimate the underlying variables for an epidemic model from real data. We suggest an adaptive synchronization method based on observer approach with an effective guidance parameter to update rule design only from real data. In order, to validate the identifiability and estimation results, numerical simulations of a tuberculosis (TB) model using real data of the region of Center in Cameroon are performed to estimate the parameters and variables. This study shows that some tools of synchronization of nonlinear systems can help to deal with the parameter and state estimation problem in the field of epidemiology. We exploit the close link between mathematical modelling, structural identifiability analysis, synchronization, and parameter estimation to obtain biological insights into the system modelled.
Bowong, Samuel; Kurths, Jurgen
2010-10-01
We propose a method based on synchronization to identify the parameters and to estimate the underlying variables for an epidemic model from real data. We suggest an adaptive synchronization method based on observer approach with an effective guidance parameter to update rule design only from real data. In order, to validate the identifiability and estimation results, numerical simulations of a tuberculosis (TB) model using real data of the region of Center in Cameroon are performed to estimate the parameters and variables. This study shows that some tools of synchronization of nonlinear systems can help to deal with the parameter and state estimation problem in the field of epidemiology. We exploit the close link between mathematical modelling, structural identifiability analysis, synchronization, and parameter estimation to obtain biological insights into the system modelled.
Adaptive neuro-fuzzy estimation of optimal lens system parameters
Petković, Dalibor; Pavlović, Nenad T.; Shamshirband, Shahaboddin; Mat Kiah, Miss Laiha; Badrul Anuar, Nor; Idna Idris, Mohd Yamani
2014-04-01
Due to the popularization of digital technology, the demand for high-quality digital products has become critical. The quantitative assessment of image quality is an important consideration in any type of imaging system. Therefore, developing a design that combines the requirements of good image quality is desirable. Lens system design represents a crucial factor for good image quality. Optimization procedure is the main part of the lens system design methodology. Lens system optimization is a complex non-linear optimization task, often with intricate physical constraints, for which there is no analytical solutions. Therefore lens system design provides ideal problems for intelligent optimization algorithms. There are many tools which can be used to measure optical performance. One very useful tool is the spot diagram. The spot diagram gives an indication of the image of a point object. In this paper, one optimization criterion for lens system, the spot size radius, is considered. This paper presents new lens optimization methods based on adaptive neuro-fuzzy inference strategy (ANFIS). This intelligent estimator is implemented using Matlab/Simulink and the performances are investigated.
Estimation of cauliflower mass transfer parameters during convective drying
Sahin, Medine; Doymaz, İbrahim
2017-02-01
The study was conducted to evaluate the effect of pre-treatments such as citric acid and hot water blanching and air temperature on drying and rehydration characteristics of cauliflower slices. Experiments were carried out at four different drying air temperatures of 50, 60, 70 and 80 °C with the air velocity of 2.0 m/s. It was observed that drying and rehydration characteristics of cauliflower slices were greatly influenced by air temperature and pre-treatment. Six commonly used mathematical models were evaluated to predict the drying kinetics of cauliflower slices. The Midilli et al. model described the drying behaviour of cauliflower slices at all temperatures better than other models. The values of effective moisture diffusivities ( D eff ) were determined using Fick's law of diffusion and were between 4.09 × 10-9 and 1.88 × 10-8 m2/s. Activation energy was estimated by an Arrhenius type equation and was 23.40, 29.09 and 26.39 kJ/mol for citric acid, blanch and control samples, respectively.
Estimation of cauliflower mass transfer parameters during convective drying
Sahin, Medine; Doymaz, İbrahim
2016-05-01
The study was conducted to evaluate the effect of pre-treatments such as citric acid and hot water blanching and air temperature on drying and rehydration characteristics of cauliflower slices. Experiments were carried out at four different drying air temperatures of 50, 60, 70 and 80 °C with the air velocity of 2.0 m/s. It was observed that drying and rehydration characteristics of cauliflower slices were greatly influenced by air temperature and pre-treatment. Six commonly used mathematical models were evaluated to predict the drying kinetics of cauliflower slices. The Midilli et al. model described the drying behaviour of cauliflower slices at all temperatures better than other models. The values of effective moisture diffusivities (D eff ) were determined using Fick's law of diffusion and were between 4.09 × 10-9 and 1.88 × 10-8 m2/s. Activation energy was estimated by an Arrhenius type equation and was 23.40, 29.09 and 26.39 kJ/mol for citric acid, blanch and control samples, respectively.
Estimating stellar wind parameters from low-resolution magnetograms
Jardine, M.; Vidotto, A. A.; See, V.
2017-02-01
Stellar winds govern the angular momentum evolution of solar-like stars throughout their main-sequence lifetime. The efficiency of this process depends on the geometry of the star's magnetic field. There has been a rapid increase recently in the number of stars for which this geometry can be determined through spectropolarimetry. We present a computationally efficient method to determine the 3D geometry of the stellar wind and to estimate the mass-loss rate and angular momentum loss rate based on these observations. Using solar magnetograms as examples, we quantify the extent to which the values obtained are affected by the limited spatial resolution of stellar observations. We find that for a typical stellar surface resolution of 20o-30o, predicted wind speeds are within 5 per cent of the value at full resolution. Mass-loss rates and angular momentum loss rates are within 5-20 per cent. In contrast, the predicted X-ray emission measures can be underestimated by one-to-two orders of magnitude, and their rotational modulations by 10-20 per cent.
Parameter estimation of a nonlinear magnetic universe from observations
Montiel, Ariadna; Salzano, Vincenzo
2014-01-01
The cosmological model consisting of a nonlinear magnetic field obeying the Lagrangian L= \\gamma F^{\\alpha}, F being the electromagnetic invariant, coupled to a Robertson-Walker geometry is tested with observational data of Type Ia Supernovae, Long Gamma-Ray Bursts and Hubble parameter measurements. The statistical analysis show that the inclusion of nonlinear electromagnetic matter is enough to produce the observed accelerated expansion, with not need of including a dark energy component. The electromagnetic matter with abundance $\\Omega_B$, gives as best fit from the combination of all observational data sets \\Omega_B=0.562^{+0.037}_{-0.038} for the scenario in which \\alpha=-1, \\Omega_B=0.654^{+0.040}_{-0.040} for the scenario with \\alpha=-1/4 and \\Omega_B=0.683^{+0.039}_{-0.043} for the one with \\alpha=-1/8. These results indicate that nonlinear electromagnetic matter could play the role of dark energy, with the theoretical advantage of being a mensurable field.
ALGORITHM FOR THE DETECTION AND PARAMETER ESTIMATION OF MULTICOMPONENT LFM SIGNALS
Institute of Scientific and Technical Information of China (English)
Yuan Weiming; Wang Min; Wu Shunjun
2005-01-01
A novel algorithm based on Radon-Ambiguity Transform (RAT) and Adaptive Signal Decomposition (ASD) is presented for the detection and parameter estimation of multicomponent Linear Frequency Modulated (LFM) signals. The key problem lies in the chirplet estimation.Genetic algorithm is employed to search for the optimization parameter of chirplet. High estimation accuracy can be obtained even at low Signal-to-Noise Ratio(SNR). Finally simulation results are provided to demonstrate the performance of the proposed algorithm.
Directory of Open Access Journals (Sweden)
Soontorn Boonta
2013-01-01
Full Text Available In this study, we applied Randomized Neighborhood Search (RNS to estimate the Weibull parameters to determine the severity of fire accidents; the data were provided by the Thai Reinsurance Public Co., Ltd. We compared this technique with other frequently-used techniques: the Maximum Likelihood Estimator (MLE, the Method of Moments (MOM, the Least Squares Method (LSM and the weighted least squares method (WLSM and found that RNS estimates the parameters more accurately than do MLE, MOM, LSM or WLSM."
The Impact of Fallible Item Parameter Estimates on Latent Trait Recovery
Cheng, Ying; Yuan, Ke-Hai
2010-01-01
In this paper we propose an upward correction to the standard error (SE) estimation of theta[subscript ML], the maximum likelihood (ML) estimate of the latent trait in item response theory (IRT). More specifically, the upward correction is provided for the SE of theta[subscript ML] when item parameter estimates obtained from an independent pretest…
Directory of Open Access Journals (Sweden)
N. K. Sajeevkumar
2014-09-01
Full Text Available In this article, we derived the Best Linear Unbiased Estimator (BLUE of the location parameter of certain distributions with known coefficient of variation by record values. Efficiency comparisons are also made on the proposed estimator with some of the usual estimators. Finally we give a real life data to explain the utility of results developed in this article.
Fitzgerald, R. H.; Tsunematsu, K.; Kennedy, B. M.; Breard, E. C. P.; Lube, G.; Wilson, T. M.; Jolly, A. D.; Pawson, J.; Rosenberg, M. D.; Cronin, S. J.
2014-10-01
On 6 August, 2012, Upper Te Maari Crater, Tongariro volcano, New Zealand, erupted for the first time in over one hundred years. Multiple vents were activated during the hydrothermal eruption, ejecting blocks up to 2.3 km and impacting ~ 2.6 km of the Tongariro Alpine Crossing (TAC) hiking track. Ballistic impact craters were mapped to calibrate a 3D ballistic trajectory model for the eruption. This was further used to inform future ballistic hazard. Orthophoto mapping revealed 3587 impact craters with a mean diameter of 2.4 m. However, field mapping of accessible regions indicated an average of at least four times more observable impact craters and a smaller mean crater diameter of 1.2 m. By combining the orthophoto and ground-truthed impact frequency and size distribution data, we estimate that approximately 13,200 ballistic projectiles were generated during the eruption. The 3D ballistic trajectory model and a series of inverse models were used to constrain the eruption directions, angles and velocities. When combined with eruption observations and geophysical observations, the model indicates that the blocks were ejected in five variously directed eruption pulses, in total lasting 19 s. The model successfully reproduced the mapped impact distribution using a mean initial particle velocity of 200 m/s with an accompanying average gas flow velocity over a 400 m radius of 150 m/s. We apply the calibrated model to assess ballistic hazard from the August eruption along the TAC. By taking the field mapped spatial density of impacts and an assumption that an average ballistic impact will cause serious injury or death (casualty) over an 8 m2 area, we estimate that the probability of casualty ranges from 1% to 16% along the affected track (assuming an eruption during the time of exposure). Future ballistic hazard and probabilities of casualty along the TAC are also assessed through application of the calibrated model. We model a magnitude larger eruption and illustrate
Use of timesat to estimate phenological parameters in Northwestern Patagonia
Oddi, Facundo; Minotti, Priscilla; Ghermandi, Luciana; Lasaponara, Rosa
2015-04-01
Under a global change context, ecosystems are receiving high pressure and the ecology science play a key role for monitoring and assessment of natural resources. To achieve an effective resources management to develop an ecosystem functioning knowledge based on spatio-temporal perspective is useful. Satellite imagery periodically capture the spectral response of the earth and remote sensing have been widely utilized as classification and change detection tool making possible evaluate the intra and inter-annual plant dynamics. Vegetation spectral indices (e.g., NDVI) are particularly suitable to study spatio-temporal processes related to plant phenology and remote sensing specific software, such as TIMESAT, has been developed to carry out time series analysis of spectral indexes. We used TIMESAT software applied to series of 25 years of NDVI bi-monthly composites (240 images covering the period 1982-2006) from the NOAA-AVHRR sensor (8 x 8 km) to assessment plant pheonology over 900000 ha of shrubby-grasslands in the Northwestern of Patagonia, Argentina. The study area corresponds to a Mediterranean environment and is part of a gradient defined by a sharp drop west-east in the precipitation regime (600 mm to 280 mm). We fitted the temporal series of NDVI data to double logistic functions by least-squares methods evaluating three seasonality parameters: a) start of growing season, b) growing season length, c) NDVI seasonal integral. According to fitted models by TIMESAT, start average of growing season was the second half of September (± 10 days) with beginnings latest in the east (dryer areas). The average growing season length was 180 days (± 15 days) without a clear spatial trend. The NDVI seasonal integral showed a clear trend of decrease in west-east direction following the precipitation gradient. The temporal and spatial information allows revealing important patterns of ecological interest, which can be of great importance to environmental monitoring. In this
Zhang, Xuefeng; Zhang, Shaoqing; Liu, Zhengyu; Wu, Xinrong; Han, Guijun
2016-09-01
Imperfect physical parameterization schemes are an important source of model bias in a coupled model and adversely impact the performance of model simulation. With a coupled ocean-atmosphere-land model of intermediate complexity, the impact of imperfect parameter estimation on model simulation with biased physics has been studied. Here, the biased physics is induced by using different outgoing longwave radiation schemes in the assimilation and "truth" models. To mitigate model bias, the parameters employed in the biased longwave radiation scheme are optimized using three different methods: least-squares parameter fitting (LSPF), single-valued parameter estimation and geography-dependent parameter optimization (GPO), the last two of which belong to the coupled model parameter estimation (CMPE) method. While the traditional LSPF method is able to improve the performance of coupled model simulations, the optimized parameter values from the CMPE, which uses the coupled model dynamics to project observational information onto the parameters, further reduce the bias of the simulated climate arising from biased physics. Further, parameters estimated by the GPO method can properly capture the climate-scale signal to improve the simulation of climate variability. These results suggest that the physical parameter estimation via the CMPE scheme is an effective approach to restrain the model climate drift during decadal climate predictions using coupled general circulation models.
Joint Multi-Fiber NODDI Parameter Estimation and Tractography using the Unscented Information Filter
Directory of Open Access Journals (Sweden)
Yogesh eRathi
2016-04-01
Full Text Available Tracing white matter fiber bundles is an integral part of analyzing brain connectivity. An accurate estimate of the underlying tissue parameters is also paramount in several neuroscience applications. In this work, we propose to use a joint fiber model estimation and tractography algorithm that uses the NODDI (neurite orientation dispersion diffusion imaging model to estimate fiber orientation dispersion consistently and smoothly along the fiber tracts along with estimating the intracellular and extracellular volume fractions from the diffusion signal. While the NODDI model has been used in earlier works to estimate the microstructural parameters at each voxel independently, for the first time, we propose to integrate it into a tractography framework. We extend this framework to estimate the NODDI parameters for two crossing fibers, which is imperative to trace fiber bundles through crossings as well as to estimate the microstructural parameters for each fiber bundle separately. We propose to use the unscented information filter (UIF to accurately estimate the model parameters and perform tractography. The proposed approach has significant computational performance improvements as well as numerical robustness over the unscented Kalman filter (UKF. Our method not only estimates the confidence in the estimated parameters via the covariance matrix, but also provides the Fisher-information matrix of the state variables (model parameters, which can be quite useful to measure model complexity. Results from in-vivo human brain data sets demonstrate the ability of our algorithm to trace through crossing fiber regions, while estimating orientation dispersion and other biophysical model parameters in a consistent manner along the tracts.
Bailer-Jones, C. A. L.
2010-03-01
I introduce an algorithm for estimating parameters from multidimensional data based on forward modelling. It performs an iterative local search to effectively achieve a non-linear interpolation of a template grid. In contrast to many machine-learning approaches, it avoids fitting an inverse model and the problems associated with this. The algorithm makes explicit use of the sensitivities of the data to the parameters, with the goal of better treating parameters which only have a weak impact on the data. The forward modelling approach provides uncertainty (full covariance) estimates in the predicted parameters as well as a goodness-of-fit for observations, thus providing a simple means of identifying outliers. I demonstrate the algorithm, ILIUM, with the estimation of stellar astrophysical parameters (APs) from simulations of the low-resolution spectrophotometry to be obtained by Gaia. The AP accuracy is competitive with that obtained by a support vector machine. For zero extinction stars covering a wide range of metallicity, surface gravity and temperature, ILIUM can estimate Teff to an accuracy of 0.3 per cent at G = 15 and to 4 per cent for (lower signal-to-noise ratio) spectra at G = 20, the Gaia limiting magnitude (mean absolute errors are quoted). [Fe/H] and logg can be estimated to accuracies of 0.1-0.4dex for stars with G <= 18.5, depending on the magnitude and what priors we can place on the APs. If extinction varies a priori over a wide range (0-10mag) - which will be the case with Gaia because it is an all-sky survey - then logg and [Fe/H] can still be estimated to 0.3 and 0.5dex, respectively, at G = 15, but much poorer at G = 18.5. Teff and AV can be estimated quite accurately (3-4 per cent and 0.1-0.2mag, respectively, at G = 15), but there is a strong and ubiquitous degeneracy in these parameters which limits our ability to estimate either accurately at faint magnitudes. Using the forward model, we can map these degeneracies (in advance) and thus
Probabilistic parameter estimation of activated sludge processes using Markov Chain Monte Carlo.
Sharifi, Soroosh; Murthy, Sudhir; Takács, Imre; Massoudieh, Arash
2014-03-01
One of the most important challenges in making activated sludge models (ASMs) applicable to design problems is identifying the values of its many stoichiometric and kinetic parameters. When wastewater characteristics data from full-scale biological treatment systems are used for parameter estimation, several sources of uncertainty, including uncertainty in measured data, external forcing (e.g. influent characteristics), and model structural errors influence the value of the estimated parameters. This paper presents a Bayesian hierarchical modeling framework for the probabilistic estimation of activated sludge process parameters. The method provides the joint probability density functions (JPDFs) of stoichiometric and kinetic parameters by updating prior information regarding the parameters obtained from expert knowledge and literature. The method also provides the posterior correlations between the parameters, as well as a measure of sensitivity of the different constituents with respect to the parameters. This information can be used to design experiments to provide higher information content regarding certain parameters. The method is illustrated using the ASM1 model to describe synthetically generated data from a hypothetical biological treatment system. The results indicate that data from full-scale systems can narrow down the ranges of some parameters substantially whereas the amount of information they provide regarding other parameters is small, due to either large correlations between some of the parameters or a lack of sensitivity with respect to the parameters.
Parameter Estimation for an Electric Arc Furnace Model Using Maximum Likelihood
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Jesser J. Marulanda-Durango
2012-12-01
Full Text Available In this paper, we present a methodology for estimating the parameters of a model for an electrical arc furnace, by using maximum likelihood estimation. Maximum likelihood estimation is one of the most employed methods for parameter estimation in practical settings. The model for the electrical arc furnace that we consider, takes into account the non-periodic and non-linear variations in the voltage-current characteristic. We use NETLAB, an open source MATLAB® toolbox, for solving a set of non-linear algebraic equations that relate all the parameters to be estimated. Results obtained through simulation of the model in PSCADTM, are contrasted against real measurements taken during the furnance's most critical operating point. We show how the model for the electrical arc furnace, with appropriate parameter tuning, captures with great detail the real voltage and current waveforms generated by the system. Results obtained show a maximum error of 5% for the current's root mean square error.
Estimation of Water Quality Parameters Using the Regression Model with Fuzzy K-Means Clustering
Directory of Open Access Journals (Sweden)
Muntadher A. SHAREEF
2014-07-01
Full Text Available the traditional methods in remote sensing used for monitoring and estimating pollutants are generally relied on the spectral response or scattering reflected from water. In this work, a new method has been proposed to find contaminants and determine the Water Quality Parameters (WQPs based on theories of the texture analysis. Empirical statistical models have been developed to estimate and classify contaminants in the water. Gray Level Co-occurrence Matrix (GLCM is used to estimate six texture parameters: contrast, correlation, energy, homogeneity, entropy and variance. These parameters are used to estimate the regression model with three WQPs. Finally, the fuzzy K-means clustering was used to generalize the water quality estimation on all segmented image. Using the in situ measurements and IKONOS data, the obtained results show that texture parameters and high resolution remote sensing able to monitor and predicate the distribution of WQPs in large rivers.
Morris, A. Terry
1999-01-01
This paper examines various sources of error in MIT's improved top oil temperature rise over ambient temperature model and estimation process. The sources of error are the current parameter estimation technique, quantization noise, and post-processing of the transformer data. Results from this paper will show that an output error parameter estimation technique should be selected to replace the current least squares estimation technique. The output error technique obtained accurate predictions of transformer behavior, revealed the best error covariance, obtained consistent parameter estimates, and provided for valid and sensible parameters. This paper will also show that the output error technique should be used to minimize errors attributed to post-processing (decimation) of the transformer data. Models used in this paper are validated using data from a large transformer in service.
Zimmer, Christoph; Sahle, Sven
2016-04-01
Parameter estimation for models with intrinsic stochasticity poses specific challenges that do not exist for deterministic models. Therefore, specialized numerical methods for parameter estimation in stochastic models have been developed. Here, we study whether dedicated algorithms for stochastic models are indeed superior to the naive approach of applying the readily available least squares algorithm designed for deterministic models. We compare the performance of the recently developed multiple shooting for stochastic systems (MSS) method designed for parameter estimation in stochastic models, a stochastic differential equations based Bayesian approach and a chemical master equation based techniques with the least squares approach for parameter estimation in models of ordinary differential equations (ODE). As test data, 1000 realizations of the stochastic models are simulated. For each realization an estimation is performed with each method, resulting in 1000 estimates for each approach. These are compared with respect to their deviation to the true parameter and, for the genetic toggle switch, also their ability to reproduce the symmetry of the switching behavior. Results are shown for different set of parameter values of a genetic toggle switch leading to symmetric and asymmetric switching behavior as well as an immigration-death and a susceptible-infected-recovered model. This comparison shows that it is important to choose a parameter estimation technique that can treat intrinsic stochasticity and that the specific choice of this algorithm shows only minor performance differences.
Parameter estimation of Lorenz chaotic system using a hybrid swarm intelligence algorithm
Lazzús, Juan A.; Rivera, Marco; López-Caraballo, Carlos H.
2016-03-01
A novel hybrid swarm intelligence algorithm for chaotic system parameter estimation is present. For this purpose, the parameters estimation on Lorenz systems is formulated as a multidimensional problem, and a hybrid approach based on particle swarm optimization with ant colony optimization (PSO-ACO) is implemented to solve this problem. Firstly, the performance of the proposed PSO-ACO algorithm is tested on a set of three representative benchmark functions, and the impact of the parameter settings on PSO-ACO efficiency is studied. Secondly, the parameter estimation is converted into an optimization problem on a three-dimensional Lorenz system. Numerical simulations on Lorenz model and comparisons with results obtained by other algorithms showed that PSO-ACO is a very powerful tool for parameter estimation with high accuracy and low deviations.
Parameter estimation for chaotic systems based on improved boundary chicken swarm optimization
Chen, Shaolong; Yan, Renhuan
2016-10-01
Estimating unknown parameters for chaotic system is a key problem in the field of chaos control and synchronization. Through constructing an appropriate fitness function, parameter estimation of chaotic system could be converted to a multidimensional parameter optimization problem. In this paper, a new method base on improved boundary chicken swarm optimization (IBCSO) algorithm is proposed for solving the problem of parameter estimation in chaotic system. However, to the best of our knowledge, there is no published research work on chicken swarm optimization for parameters estimation of chaotic system. Computer simulation based on Lorenz system and comparisons with chicken swarm optimization, particle swarm optimization, and genetic algorithm shows the effectiveness and feasibility of the proposed method.
Estimation of pharmacokinetic parameters from non-compartmental variables using Microsoft Excel.
Dansirikul, Chantaratsamon; Choi, Malcolm; Duffull, Stephen B
2005-06-01
This study was conducted to develop a method, termed 'back analysis (BA)', for converting non-compartmental variables to compartment model dependent pharmacokinetic parameters for both one- and two-compartment models. A Microsoft Excel spreadsheet was implemented with the use of Solver and visual basic functions. The performance of the BA method in estimating pharmacokinetic parameter values was evaluated by comparing the parameter values obtained to a standard modelling software program, NONMEM, using simulated data. The results show that the BA method was reasonably precise and provided low bias in estimating fixed and random effect parameters for both one- and two-compartment models. The pharmacokinetic parameters estimated from the BA method were similar to those of NONMEM estimation.
Parameter estimation of Lorenz chaotic system using a hybrid swarm intelligence algorithm
Energy Technology Data Exchange (ETDEWEB)
Lazzús, Juan A., E-mail: jlazzus@dfuls.cl; Rivera, Marco; López-Caraballo, Carlos H.
2016-03-11
A novel hybrid swarm intelligence algorithm for chaotic system parameter estimation is present. For this purpose, the parameters estimation on Lorenz systems is formulated as a multidimensional problem, and a hybrid approach based on particle swarm optimization with ant colony optimization (PSO–ACO) is implemented to solve this problem. Firstly, the performance of the proposed PSO–ACO algorithm is tested on a set of three representative benchmark functions, and the impact of the parameter settings on PSO–ACO efficiency is studied. Secondly, the parameter estimation is converted into an optimization problem on a three-dimensional Lorenz system. Numerical simulations on Lorenz model and comparisons with results obtained by other algorithms showed that PSO–ACO is a very powerful tool for parameter estimation with high accuracy and low deviations. - Highlights: • PSO–ACO combined particle swarm optimization with ant colony optimization. • This study is the first research of PSO–ACO to estimate parameters of chaotic systems. • PSO–ACO algorithm can identify the parameters of the three-dimensional Lorenz system with low deviations. • PSO–ACO is a very powerful tool for the parameter estimation on other chaotic system.
Nam, Kanghyun
2015-11-11
This article presents methods for estimating lateral vehicle velocity and tire cornering stiffness, which are key parameters in vehicle dynamics control, using lateral tire force measurements. Lateral tire forces acting on each tire are directly measured by load-sensing hub bearings that were invented and further developed by NSK Ltd. For estimating the lateral vehicle velocity, tire force models considering lateral load transfer effects are used, and a recursive least square algorithm is adapted to identify the lateral vehicle velocity as an unknown parameter. Using the estimated lateral vehicle velocity, tire cornering stiffness, which is an important tire parameter dominating the vehicle's cornering responses, is estimated. For the practical implementation, the cornering stiffness estimation algorithm based on a simple bicycle model is developed and discussed. Finally, proposed estimation algorithms were evaluated using experimental test data.
Application of Novel Lateral Tire Force Sensors to Vehicle Parameter Estimation of Electric Vehicles
Directory of Open Access Journals (Sweden)
Kanghyun Nam
2015-11-01
Full Text Available This article presents methods for estimating lateral vehicle velocity and tire cornering stiffness, which are key parameters in vehicle dynamics control, using lateral tire force measurements. Lateral tire forces acting on each tire are directly measured by load-sensing hub bearings that were invented and further developed by NSK Ltd. For estimating the lateral vehicle velocity, tire force models considering lateral load transfer effects are used, and a recursive least square algorithm is adapted to identify the lateral vehicle velocity as an unknown parameter. Using the estimated lateral vehicle velocity, tire cornering stiffness, which is an important tire parameter dominating the vehicle’s cornering responses, is estimated. For the practical implementation, the cornering stiffness estimation algorithm based on a simple bicycle model is developed and discussed. Finally, proposed estimation algorithms were evaluated using experimental test data.
Application of Extended Kalman Filter to Tactical Ballistic Missile Re-entry Problem
Bhowmik, Subrata
2007-01-01
The objective is to investigate the advantages and performance of Extended Kalman Filter for the estimation of non-linear system where linearization takes place about a trajectory that was continually updated with the state estimates resulting from the measurement. Here tactile ballistic missile Re-entry problem is taken as a nonlinear system model and Extended Kalman Filter technique is used to estimate the positions and velocities at the X and Y direction at different values of ballistic coefficients. The result shows that the method gives better estimation with the increase of ballistic coefficient.
Mattern, Jann Paul; Edwards, Christopher A.
2017-01-01
Parameter estimation is an important part of numerical modeling and often required when a coupled physical-biogeochemical ocean model is first deployed. However, 3-dimensional ocean model simulations are computationally expensive and models typically contain upwards of 10 parameters suitable for estimation. Hence, manual parameter tuning can be lengthy and cumbersome. Here, we present four easy to implement and flexible parameter estimation techniques and apply them to two 3-dimensional biogeochemical models of different complexities. Based on a Monte Carlo experiment, we first develop a cost function measuring the model-observation misfit based on multiple data types. The parameter estimation techniques are then applied and yield a substantial cost reduction over ∼ 100 simulations. Based on the outcome of multiple replicate experiments, they perform on average better than random, uninformed parameter search but performance declines when more than 40 parameters are estimated together. Our results emphasize the complex cost function structure for biogeochemical parameters and highlight dependencies between different parameters as well as different cost function formulations.
On The Estimation of Survival Function and Parameter Exponential Life Time Distribution
Directory of Open Access Journals (Sweden)
Hadeel S. Al-Kutubi
2009-01-01
Full Text Available Problem statement: The study and research of survival or reliability or life time belong to the same area of study but they may belong to a different area of application. In survival analysis one can use several life time distribution, exponential distribution with mean life time θ is one of them. To estimate this parameter and survival function we must be used estimation procedures with less MSE and MPE. Approach: The only statistical theory that combined modeling inherent uncertainty and statistical uncertainty is Bayesian statistics. The theorem of Bayes provided a solution to how learn from data. Bayes theorem was depending on prior and posterior distribution and standard Bayes estimator depends on Jeffery prior information. In this study we annexed Jeffery prior information to get the modify Bayes estimator and then compared it with standard Bayes estimator and maximum likelihood estimator to find the best (less MSE and MPE. Results: when we derived Bayesian and Maximum likelihood of the scale parameter and survival functions. Simulation study was used to compare between estimators and Mean Square Error (MSE and Mean Percentage Error (MPE of estimators are computed. Conclusion: The new proposed estimator of modify Bayes estimator in parameter and survival function was the best estimator (less MSE and MPE when we compared it with standard Bayes and maximum likelihood estimator.
About accuracy of the discrimination parameter estimation for the dual high-energy method
Osipov, S. P.; Chakhlov, S. V.; Osipov, O. S.; Shtein, A. M.; Strugovtsev, D. V.
2015-04-01
A set of the mathematical formulas to estimate the accuracy of discrimination parameters for two implementations of the dual high energy method - by the effective atomic number and by the level lines is given. The hardware parameters which influenced on the accuracy of the discrimination parameters are stated. The recommendations to form the structure of the high energy X-ray radiation impulses are formulated. To prove the applicability of the proposed procedure there were calculated the statistical errors of the discrimination parameters for the cargo inspection system of the Tomsk polytechnic university on base of the portable betatron MIB-9. The comparison of the experimental estimations and the theoretical ones of the discrimination parameter errors was carried out. It proved the practical applicability of the algorithm to estimate the discrimination parameter errors for the dual high energy method.
A subspace-based parameter estimation algorithm for Nakagami-m fading channels
Dianat, Sohail; Rao, Raghuveer
2010-04-01
Estimation of channel fading parameters is an important task in the design of communication links such as maximum ratio combining (MRC). The MRC weights are directly related to the fading channel coefficients. In this paper, we propose a subspace based parameter estimation algorithm for the estimation of the parameters of Nakagami-m fading channels in the presence of additive white Gaussian noise. Comparisons of our proposed approach are made with other techniques available in the literature. The performance of the algorithm with respect to the Cramer-Rao bound (CRB) is investigated. Computer simulation results for different signal to noise ratios (SNR) are presented.
On Drift Parameter Estimation in Models with Fractional Brownian Motion by Discrete Observations
Directory of Open Access Journals (Sweden)
Yuliya Mishura
2014-06-01
Full Text Available We study a problem of an unknown drift parameter estimation in a stochastic differen- tial equation driven by fractional Brownian motion. We represent the likelihood ratio as a function of the observable process. The form of this representation is in general rather complicated. However, in the simplest case it can be simplified and we can discretize it to establish the a. s. convergence of the discretized version of maximum likelihood estimator to the true value of parameter. We also investigate a non-standard estimator of the drift parameter showing further its strong consistency.
Directory of Open Access Journals (Sweden)
Houda Salhi
2016-01-01
Full Text Available This paper deals with the parameter estimation problem for multivariable nonlinear systems described by MIMO state-space Wiener models. Recursive parameters and state estimation algorithms are presented using the least squares technique, the adjustable model, and the Kalman filter theory. The basic idea is to estimate jointly the parameters, the state vector, and the internal variables of MIMO Wiener models based on a specific decomposition technique to extract the internal vector and avoid problems related to invertibility assumption. The effectiveness of the proposed algorithms is shown by an illustrative simulation example.
Quantum estimation of physical parameters in the spacetime of a rotating planet
Kohlrus, Jan; Louko, Jorma; Fuentes, Ivette
2015-01-01
We employ quantum estimation techniques to obtain ultimate bounds on precision measurements of gravitational parameters of the spacetime outside a rotating planet. Spacetime curvature affects the frequency distribution of a photon sent from Earth to a satellite, and this change encodes parameters of the spacetime. This allows us to achieve precise measurements of parameters of Earth such as its Schwarzschild radius and equatorial angular velocity. We then are able to provide a comparison with the state-of-the-art in parameter estimation obtained through classical means. Extensions and future directions are also discussed.
Energy Technology Data Exchange (ETDEWEB)
Marino, Ines P. [Nonlinear Dynamics and Chaos Group, Departamento de Matematicas y Fisica Aplicadas y Ciencias de la Naturaleza, Universidad Rey Juan Carlos, 28933 Mostoles, Madrid (Spain)]. E-mail: ines.perez@urjc.es; Miguez, Joaquin [Departamento de Teoria de la Senal y Comunicaciones, Universidad Carlos III de Madrid, Avda. de la Universidad 30, 28911 Leganes, Madrid (Spain)]. E-mail: jmiguez@ieee.org
2006-03-06
We address the problem of estimating the unknown parameters of a primary chaotic system that produces an observed time series. These observations are used to drive a secondary system in a way that ensures synchronization when the two systems have identical parameters. We propose a new method to adaptively adjust the parameters in the secondary system until synchronization is achieved. It is based on the gradient-descent optimization of a suitably defined cost function and can be systematically applied to arbitrary systems. We illustrate its application by estimating the complete parameter vector of a Lorenz system.
Digital Repository Service at National Institute of Oceanography (India)
Chakraborty, B.; Schenke, H.W.; Kodagali, V.N.; Hagen, R.
parameters employing Helmholtz-Kirchhoff theory. Beyond 20 degrees incidence angles, an application of Rayleigh-Rice theory is made by using a necessary splicing technique (combining both of the theories at 20 degrees incidence angle).The estimated interface...
Moghaddam, M.
1999-01-01
The addition of interferometric backscattering pairs to the conventional polarimetric synthetic aperture radar (SAR) data over forests and other vegetated areas increases the dimensionality of the data space, in principle enabling the estimation of a larger number of parameters.
Estimate on the deceleration parameter in a Universe with variable fine structure constant
Berman, M S; Berman, Marcelo S.; Trevisan, Luis A.
2001-01-01
We determine a cosmological model that include a positive acceleration of the Universe and a time decreasing fine structure constant. The present day deceleration parameter is estimated by us, according to our model and the available experimental data .
A robust methodology for kinetic model parameter estimation for biocatalytic reactions
DEFF Research Database (Denmark)
Al-Haque, Naweed; Andrade Santacoloma, Paloma de Gracia; Lima Afonso Neto, Watson;
2012-01-01
Effective estimation of parameters in biocatalytic reaction kinetic expressions are very important when building process models to enable evaluation of process technology options and alternative biocatalysts. The kinetic models used to describe enzyme-catalyzed reactions generally include several...
ASYMPTOTIC NORMALITY OF PARAMETERS ESTIMATION IN EV MODEL WITH REPLICATED OBSERVATIONS
Institute of Scientific and Technical Information of China (English)
张三国; 陈希孺
2002-01-01
This paper based on the essay [1], studies in case that replicated observations are available in some experimental points, the parameters estimation of one dimensional linear errors-in-variables (EV) models. Asymptotic normality is established.
Methodology to estimate parameters of an excitation system based on experimental conditions
Energy Technology Data Exchange (ETDEWEB)
Saavedra-Montes, A.J. [Carrera 80 No 65-223, Bloque M8 oficina 113, Escuela de Mecatronica, Universidad Nacional de Colombia, Medellin (Colombia); Calle 13 No 100-00, Escuela de Ingenieria Electrica y Electronica, Universidad del Valle, Cali, Valle (Colombia); Ramirez-Scarpetta, J.M. [Calle 13 No 100-00, Escuela de Ingenieria Electrica y Electronica, Universidad del Valle, Cali, Valle (Colombia); Malik, O.P. [2500 University Drive N.W., Electrical and Computer Engineering Department, University of Calgary, Calgary, Alberta (Canada)
2011-01-15
A methodology to estimate the parameters of a potential-source controlled rectifier excitation system model is presented in this paper. The proposed parameter estimation methodology is based on the characteristics of the excitation system. A comparison of two pseudo random binary signals, two sampling periods for each one, and three estimation algorithms is also presented. Simulation results from an excitation control system model and experimental results from an excitation system of a power laboratory setup are obtained. To apply the proposed methodology, the excitation system parameters are identified at two different levels of the generator saturation curve. The results show that it is possible to estimate the parameters of the standard model of an excitation system, recording two signals and the system operating in closed loop with the generator. The normalized sum of squared error obtained with experimental data is below 10%, and with simulation data is below 5%. (author)
A method to estimate the absolute ultrasonic nonlinearity parameter from relative measurements.
Kim, Jongbeom; Song, Dong-Gi; Jhang, Kyung-Young
2017-02-17
The ultrasonic nonlinearity parameter, β, is determined from the displacement amplitude of the second-order harmonic frequency component generated during the propagation of ultrasonic waves through a material. This parameter is generally referred to as the absolute parameter. Meanwhile, it is difficult to measure the small displacement amplitude of the second-order harmonic component; therefore, most studies measure the relative parameter determined from the detected signal amplitude. However, for quantitative assessment of material degradation, the absolute parameter is still required. This study proposes a method to estimate the absolute parameter for damaged material by measuring the relative parameter. This method is based on the fact that the fractional ratio of the relative parameters between different materials is identical to that of the absolute parameters after compensation for material dependent differences such as the wavenumber and detection-sensitivity. In order to experimentally verify the method, the relative parameters of heat-treated Al6061-T6 alloy specimens with different aging times were measured to compare with absolute parameters directly measured by piezo-electric detection. The results show that the fluctuations of both parameters with respect to aging time were very similar to each other, and that the absolute parameters estimated by the proposed method were in good agreement with those measured directly.
Nonlinear functional response parameter estimation in a stochastic predator-prey model.
Gilioli, Gianni; Pasquali, Sara; Ruggeri, Fabrizio
2012-01-01
Parameter estimation for the functional response of predator-prey systems is a critical methodological problem in population ecology. In this paper we consider a stochastic predator-prey system with non-linear Ivlev functional response and propose a method for model parameter estimation based on time series of field data. We tackle the problem of parameter estimation using a Bayesian approach relying on a Markov Chain Monte Carlo algorithm. The efficiency of the method is tested on a set of simulated data. Then, the method is applied to a predator-prey system of importance for Integrated Pest Management and biological control, the pest mite Tetranychus urticae and the predatory mite Phytoseiulus persimilis. The model is estimated on a dataset obtained from a field survey. Finally, the estimated model is used to forecast predator-prey dynamics in similar fields, with slightly different initial conditions.
Bayesian estimation of the multifractality parameter for image texture using a Whittle approximation
Combrexelle, Sébastien; Dobigeon, Nicolas; Tourneret, Jean-Yves; McLaughlin, Steve; Abry, Patrice
2014-01-01
Texture characterization is a central element in many image processing applications. Multifractal analysis is a useful signal and image processing tool, yet, the accurate estimation of multifractal parameters for image texture remains a challenge. This is due in the main to the fact that current estimation procedures consist of performing linear regressions across frequency scales of the two-dimensional (2D) dyadic wavelet transform, for which only a few such scales are computable for images. The strongly non-Gaussian nature of multifractal processes, combined with their complicated dependence structure, makes it difficult to develop suitable models for parameter estimation. Here, we propose a Bayesian procedure that addresses the difficulties in the estimation of the multifractality parameter. The originality of the procedure is threefold: The construction of a generic semi-parametric statistical model for the logarithm of wavelet leaders; the formulation of Bayesian estimators that are associated with this ...
The Importance of the Range Parameter for Estimation and Prediction in Geostatistics
Kaufman, Cari
2011-01-01
Two canonical problems in geostatistics are estimating the parameters in a specified family of stochastic process models and predicting the process at new locations. A number of asymptotic results for these problems over a fixed spatial domain indicate that, for a Gaussian process with Mat\\'ern covariance function, one can fix the range parameter controlling the rate of decay of the process and obtain results that are asymptotically equivalent to the case that the range parameter is known. We discuss why these results do not always provide the appropriate intuition for finite samples. Moreover, we prove that a number of these asymptotic results may be extended to the case that the variance and range parameters are jointly estimated via maximum likelihood or maximum tapered likelihood. Our simulation results show that performance on a variety of metrics is improved and asymptotic approximations are applicable for smaller sample sizes when the range parameter is estimated. These effects are particularly apparen...
Cosmological parameter estimation with QUaD CMB polarization and temperature experiment
Memari, Yasin
2009-01-01
In this thesis we examine the theoretical origin and statistical features of the Cosmic Microwave Background radiation. We particularly focus on the CMB power spectra and cosmological parameter estimation from QUaD CMB experiment data in order to derive implications for the concordance cosmological model. In chapter 4 we present a detailed parameter estimation analysis of the combined polarization and temperature power spectra from the second and third season observations of...
Estimation of boundary parameters and prediction of transmission loss based upon ray acoustics
Institute of Scientific and Technical Information of China (English)
GUO Yuhong; FAN Minyi; HUI Junying
2000-01-01
Estimation of boundary parameters and prediction of transmission loss using a coherent channel model based upon ray acoustics and sound propagation data collected in field experiments are presented. Comparison between the prediction results and the experiment data indicates that the adopted sound propagation model is valuable, both selection and estimation methods on boundary parameters are reasonable, and the prediction performance of transmission loss is favorable.
Monte-Carlo Inversion of Travel-Time Data for the Estimation of Weld Model Parameters
Hunter, A. J.; Drinkwater, B. W.; Wilcox, P. D.
2011-06-01
The quality of ultrasonic array imagery is adversely affected by uncompensated variations in the medium properties. A method for estimating the parameters of a general model of an inhomogeneous anisotropic medium is described. The model is comprised of a number of homogeneous sub-regions with unknown anisotropy. Bayesian estimation of the unknown model parameters is performed via a Monte-Carlo Markov chain using the Metropolis-Hastings algorithm. Results are demonstrated using simulated weld data.
Use of PSO in Parameter Estimation of Robot Dynamics; Part Two: Robustness
Jahandideh, Hossein; Namvar, Mehrzad
2012-01-01
In this paper, we analyze the robustness of the PSO-based approach to parameter estimation of robot dynamics presented in Part One. We have made attempts to make the PSO method more robust by experimenting with potential cost functions. The simulated system is a cylindrical robot; through simulation, the robot is excited, samples are taken, error is added to the samples, and the noisy samples are used for estimating the robot parameters through the presented method. Comparisons are made with ...
Directory of Open Access Journals (Sweden)
Mohamed Mahmoud Mohamed
2016-09-01
Full Text Available In this paper we develop approximate Bayes estimators of the parameters,reliability, and hazard rate functions of the Logistic distribution by using Lindley’sapproximation, based on progressively type-II censoring samples. Noninformativeprior distributions are used for the parameters. Quadratic, linexand general Entropy loss functions are used. The statistical performances of theBayes estimates relative to quadratic, linex and general entropy loss functionsare compared to those of the maximum likelihood based on simulation study.
Parameters Estimation for the Spherical Model of the Human Knee Joint Using Vector Method
Ciszkiewicz, A.; Knapczyk, J.
2014-08-01
Position and displacement analysis of a spherical model of a human knee joint using the vector method was presented. Sensitivity analysis and parameter estimation were performed using the evolutionary algorithm method. Computer simulations for the mechanism with estimated parameters proved the effectiveness of the prepared software. The method itself can be useful when solving problems concerning the displacement and loads analysis in the knee joint
Parameters Estimation For A Patellofemoral Joint Of A Human Knee Using A Vector Method
Ciszkiewicz, A.; Knapczyk, J.
2015-08-01
Position and displacement analysis of a spherical model of a human knee joint using the vector method was presented. Sensitivity analysis and parameter estimation were performed using the evolutionary algorithm method. Computer simulations for the mechanism with estimated parameters proved the effectiveness of the prepared software. The method itself can be useful when solving problems concerning the displacement and loads analysis in the knee joint.
A Monte Carlo Evaluation of Estimated Parameters of Five Shrinkage Estimate Formuli.
Newman, Isadore; And Others
1979-01-01
A Monte Carlo simulation was employed to determine the accuracy with which the shrinkage in R squared can be estimated by five different shrinkage formulas. The study dealt with the use of shrinkage formulas for various sample sizes, different R squared values, and different degrees of multicollinearity. (Author/JKS)
Directory of Open Access Journals (Sweden)
Anupam Pathak
2014-11-01
Full Text Available Abstract: Problem Statement: The two-parameter exponentiated Rayleigh distribution has been widely used especially in the modelling of life time event data. It provides a statistical model which has a wide variety of application in many areas and the main advantage is its ability in the context of life time event among other distributions. The uniformly minimum variance unbiased and maximum likelihood estimation methods are the way to estimate the parameters of the distribution. In this study we explore and compare the performance of the uniformly minimum variance unbiased and maximum likelihood estimators of the reliability function R(t=P(X>t and P=P(X>Y for the two-parameter exponentiated Rayleigh distribution. Approach: A new technique of obtaining these parametric functions is introduced in which major role is played by the powers of the parameter(s and the functional forms of the parametric functions to be estimated are not needed. We explore the performance of these estimators numerically under varying conditions. Through the simulation study a comparison are made on the performance of these estimators with respect to the Biasness, Mean Square Error (MSE, 95% confidence length and corresponding coverage percentage. Conclusion: Based on the results of simulation study the UMVUES of R(t and ‘P’ for the two-parameter exponentiated Rayleigh distribution found to be superior than MLES of R(t and ‘P’.
A Conjugate-Cyclic-Autocorrelation Projection-Based Algorithm for Signal Parameter Estimation
Directory of Open Access Journals (Sweden)
2006-01-01
Full Text Available A new algorithm to estimate amplitude, delay, phase, and frequency offset of a received signal is presented. The frequency-offset estimation is performed by maximizing, with respect to the conjugate cycle frequency, the projection of the measured conjugate-cyclic-autocorrelation function of the received signal over the true conjugate second-order cyclic autocorrelation. It is shown that this estimator is mean-square consistent, for moderate values of the data-record length, outperforms a previously proposed frequency-offset estimator, and leads to mean-square consistent estimators of the remaining parameters.
Directory of Open Access Journals (Sweden)
Shengyu eJiang
2016-02-01
Full Text Available Likert types of rating scales in which a respondent chooses a response from an ordered set of response options are used to measure a wide variety of psychological, educational, and medical outcome variables. The most appropriate item response theory model for analyzing and scoring these instruments when they provide scores on multiple scales is the multidimensional graded response model (MGRM. A simulation study was conducted to investigate the variables that might affect item parameter recovery for the MGRM. Data were generated based on different sample sizes, test lengths, and scale intercorrelations. Parameter estimates were obtained through the flexiMIRT software. The quality of parameter recovery was assessed by the correlation between true and estimated parameters as well as bias and root- mean-square-error. Results indicated that for the vast majority of cases studied a sample size of N = 500 provided accurate parameter estimates, except for tests with 240 items when 1,000 examinees were necessary to obtain accurate parameter estimates. Increasing sample size beyond N = 1,000 did not increase the accuracy of MGRM parameter estimates.
A Regularized SNPOM for Stable Parameter Estimation of RBF-AR(X) Model.
Zeng, Xiaoyong; Peng, Hui; Zhou, Feng
2017-01-20
Recently, the radial basis function (RBF) network-style coefficients AutoRegressive (with exogenous inputs) [RBF-AR(X)] model identified by the structured nonlinear parameter optimization method (SNPOM) has attracted considerable interest because of its significant performance in nonlinear system modeling. However, this promising technique may occasionally confront the problem that the parameters are divergent in the optimization process, which may be a potential issue ignored by most researchers. In this paper, a regularized SNPOM, together with the regularization parameter detection technique, is presented to estimate the parameters of RBF-AR(X) models. This approach first separates the parameters of an RBF-AR(X) model into a linear parameters set and a nonlinear parameters set, and then combines a gradient-based nonlinear optimization algorithm for estimating the nonlinear parameters and the regularized least squares method for estimating the linear parameters. Several examples demonstrate that the proposed approach is effective to cope with the potential unstable problem in the parameters search process, and may also yield better or similar multistep forecasting accuracy and better robustness than the previous method.
Compressive Parameter Estimation for Sparse Translation-Invariant Signals Using Polar Interpolation
DEFF Research Database (Denmark)
Fyhn, Karsten; Duarte, Marco F.; Jensen, Søren Holdt
2015-01-01
-invariant signals, exemplified with the time delay estimation problem. The evaluation is based on three performance metrics: estimator precision, sampling rate and computational complexity. We use compressive sensing with all the algorithms to lower the necessary sampling rate and show that it is still possible......-resolution algorithm. The algorithms studied here provide various tradeoffs between computational complexity, estimation precision, and necessary sampling rate. The work shows that compressive sensing for the class of sparse translation-invariant signals allows for a decrease in sampling rate and that the use of polar......We propose new compressive parameter estimation algorithms that make use of polar interpolation to improve the estimator precision. Our work extends previous approaches involving polar interpolation for compressive parameter estimation in two aspects: (i) we extend the formulation from real non...
Casabianca, Jodi M.; Lewis, Charles
2015-01-01
Loglinear smoothing (LLS) estimates the latent trait distribution while making fewer assumptions about its form and maintaining parsimony, thus leading to more precise item response theory (IRT) item parameter estimates than standard marginal maximum likelihood (MML). This article provides the expectation-maximization algorithm for MML estimation…
Models to estimate genetic parameters in crossbred dairy cattle populations under selection.
Werf, van der J.H.J.
1990-01-01
Estimates of genetic parameters needed to control breeding programs, have to be regularly updated, due to changing environments and ongoing selection and crossing of populations. Restricted maximum likelihood methods optimally provide these estimates, assuming that the statisticalgenetic model u
Marginal Maximum A Posteriori Item Parameter Estimation for the Generalized Graded Unfolding Model
Roberts, James S.; Thompson, Vanessa M.
2011-01-01
A marginal maximum a posteriori (MMAP) procedure was implemented to estimate item parameters in the generalized graded unfolding model (GGUM). Estimates from the MMAP method were compared with those derived from marginal maximum likelihood (MML) and Markov chain Monte Carlo (MCMC) procedures in a recovery simulation that varied sample size,…
Estimating stellar fundamental parameters using PCA: application to early type stars of GES data
Farah, W; Paletou, F; Blomme, R
2015-01-01
This work addresses a procedure to estimate fundamental stellar parameters such as T eff , logg, [Fe/H], and v sin i using a dimensionality reduction technique called Principal Component Analysis (PCA), applied to a large database of synthetic spectra. This technique shows promising results for inverting stellar parameters of observed targets from Gaia ESO Survey.
Parameter estimation in chemical engineering ; a case study for resin production
Stortelder, W.J.H.
1996-01-01
In this report we present a study on parameter estimation in the field of resin production. The mathematical model of the chemical process contains a set of 12 differential algebraic equations (DAEs) and 16 unknown parameters; 8 series of measurements are available, performed under different initial
Basin, M.; Maldonado, J. J.; Zendejo, O.
2016-07-01
This paper proposes new mean-square filter and parameter estimator design for linear stochastic systems with unknown parameters over linear observations, where unknown parameters are considered as combinations of Gaussian and Poisson white noises. The problem is treated by reducing the original problem to a filtering problem for an extended state vector that includes parameters as additional states, modelled as combinations of independent Gaussian and Poisson processes. The solution to this filtering problem is based on the mean-square filtering equations for incompletely polynomial states confused with Gaussian and Poisson noises over linear observations. The resulting mean-square filter serves as an identifier for the unknown parameters. Finally, a simulation example shows effectiveness of the proposed mean-square filter and parameter estimator.
Application of Joint Parameter Identification and State Estimation to a Fault-Tolerant Robot System
DEFF Research Database (Denmark)
Sun, Zhen; Yang, Zhenyu
2011-01-01
The joint parameter identification and state estimation technique is applied to develop a fault-tolerant space robot system. The potential faults in the considered system are abrupt parametric faults, which indicate that some system parameters will immediately deviate from their nominal values...... if a fault happens. The concerned system parameters consist of deterministic parts as well as those describing the stochastic features in the system. Due to the purpose for design of reconfigurable control, these deviated system parameters need to be identified as precisely and quickly as possible. Meanwhile......, it would further simplify the reconfigurable design task and possibly speed up the system recovery, if the system state information under the new operating circumstance can be available along with faulty parameter information. The joint parameter identification and state estimation using the combined...
Directory of Open Access Journals (Sweden)
Y. H. Lee
2006-12-01
Full Text Available In this study, optimal parameter estimations are performed for both physical and computational parameters in a mesoscale meteorological model, and their impacts on the quantitative precipitation forecasting (QPF are assessed for a heavy rainfall case occurred at the Korean Peninsula in June 2005. Experiments are carried out using the PSU/NCAR MM5 model and the genetic algorithm (GA for two parameters: the reduction rate of the convective available potential energy in the Kain-Fritsch (KF scheme for cumulus parameterization, and the Asselin filter parameter for numerical stability. The fitness function is defined based on a QPF skill score. It turns out that each optimized parameter significantly improves the QPF skill. Such improvement is maximized when the two optimized parameters are used simultaneously. Our results indicate that optimizations of computational parameters as well as physical parameters and their adequate applications are essential in improving model performance.
Markov chain Monte Carlo approach to parameter estimation in the FitzHugh-Nagumo model.
Jensen, Anders Chr; Ditlevsen, Susanne; Kessler, Mathieu; Papaspiliopoulos, Omiros
2012-10-01
Excitability is observed in a variety of natural systems, such as neuronal dynamics, cardiovascular tissues, or climate dynamics. The stochastic FitzHugh-Nagumo model is a prominent example representing an excitable system. To validate the practical use of a model, the first step is to estimate model parameters from experimental data. This is not an easy task because of the inherent nonlinearity necessary to produce the excitable dynamics, and because the two coordinates of the model are moving on different time scales. Here we propose a Bayesian framework for parameter estimation, which can handle multidimensional nonlinear diffusions with large time scale separation. The estimation method is illustrated on simulated data.
Nonlinear Adaptive Descriptor Observer for the Joint States and Parameters Estimation
2016-08-29
In this note, the joint state and parameters estimation problem for nonlinear multi-input multi-output descriptor systems is considered. Asymptotic convergence of the adaptive descriptor observer is established by a sufficient set of linear matrix inequalities for the noise-free systems. The noise corrupted systems are also considered and it is shown that the state and parameters estimation errors are bounded for bounded noises. In addition, if the noises are bounded and have zero mean, then the estimation errors asymptotically converge to zero in the mean. The performance of the proposed adaptive observer is illustrated by a numerical example.
Bayes Estimation of Shape Parameter of Minimax Distribution under Different Loss Functions
Directory of Open Access Journals (Sweden)
Lanping Li
2015-04-01
Full Text Available The object of this study is to study the Bayes estimation of the unknown shape parameter of Minimax distribution. The prior distribution used here is the non-informative quasi-prior of the parameter. Bayes estimators are derived under squared error loss function and three asymmetric loss functions, which are the LINEX loss, precaution loss and entropy loss functions. Monte Carlo simulations are performed to compare the performances of these Bayes estimates under different situations. Finally, we summarize the result and give the conclusion of this study.
An implementation of continuous genetic algorithm in parameter estimation of predator-prey model
Windarto
2016-03-01
Genetic algorithm is an optimization method based on the principles of genetics and natural selection in life organisms. The main components of this algorithm are chromosomes population (individuals population), parent selection, crossover to produce new offspring, and random mutation. In this paper, continuous genetic algorithm was implemented to estimate parameters in a predator-prey model of Lotka-Volterra type. For simplicity, all genetic algorithm parameters (selection rate and mutation rate) are set to be constant along implementation of the algorithm. It was found that by selecting suitable mutation rate, the algorithms can estimate these parameters well.
Adaptive Signal Detection and Parameter Estimation in Unknown Colored Gaussian Noise
Tang, Bo; Kay, Steven
2016-01-01
This paper considers the general signal detection and parameter estimation problem in the presence of colored Gaussian noise disturbance. By modeling the disturbance with an autoregressive process, we present three signal detectors with different unknown parameters under the general framework of binary hypothesis testing. The closed form of parameter estimates and the asymptotic distributions of these three tests are also given. Given two examples of frequency modulated signal detection problem and time series moving object detection problem, the simulation results demonstrate the effectiveness of three presented detectors.
Application of the Marquardt least-squares method to the estimation of pulse function parameters
Lundengârd, Karl; Rančić, Milica; Javor, Vesna; Silvestrov, Sergei
2014-12-01
Application of the Marquardt least-squares method (MLSM) to the estimation of non-linear parameters of functions used for representing various lightning current waveshapes is presented in this paper. Parameters are determined for the Pulse, Heidler's and DEXP function representing the first positive, first and subsequent negative stroke currents as given in IEC 62305-1 Standard Ed.2, and also for some other fast- and slow-decaying lightning current waveshapes. The results prove the ability of the MLSM to be used for the estimation of parameters of the functions important in lightning discharge modeling.
Zech, Alraune; Arnold, Sven; Schneider, Christoph; Attinger, Sabine
2013-04-01
The vast majority of natural aquifers are characterized by heterogeneity which can be statistically represented by parameters such as geometric mean, correlation lengths and variance of hydraulic conductivity. Head measurements of pumping tests are commonly used to estimate the hydraulic properties of porous media. Zech et al. 2012, WRR introduced the effective well flow method allowing a direct parameter estimation from steady state pumping test drawdowns. However, in contrast to simulated pumping tests, the number and spatial distribution of piezometers is limited for on-site pumping tests. We analyze the capability of the effective well flow method to provide accurate and confident parameter estimates of a heterogeneous aquifer under limited availability of head measurements. We use simulated pumping tests to systematically reduce sampling size while also determining the accuracy and uncertainty of estimates at each level of data availability. The same analytical solution is then applied to estimate the statistical parameters of a fluvial heterogeneous aquifer at the test site Horkheimer Insel, Germany. We thereby close the gap between theoretical and practical application of an analytical solution describing three-dimensional steady state well flow. Our findings indicate how accuracy and uncertainty of estimated parameters, like mean conductivities and correlation lengths correlate to number and spatial distribution of head measurements. The results provide valuable implications regarding the conceptual design of ground water pumping tests and the predictive power of established pumping test sites.
Directory of Open Access Journals (Sweden)
Aamir Saghir
2015-12-01
Full Text Available The geometric-Poisson exponentially weighted moving average (EWMA chart has been shown to be more effective than the Poisson EWMA chart in monitoring the number of defects in the production processes. In these applications, it is assumed that the process parameters are known or have been accurately estimated. However, in practice, the process parameters are rarely known and must be estimated from reference sample to construct the geometric-Poisson EWMA chart. The performance of the given chart, due to variability in the parameter estimation, might differ from known parameters’ case. This article explored the effect of estimated parameters on the conditional and marginal performance of the geometric-Poisson EWMA chart. The run length characteristics are calculated using a Markov chain approach and the effect of estimation on the performance of the given chart is shown to be significant. Recommendations about the proposer choice of sample size, smoothing constant, and dispersion parameter are made. Results of this study highlight the practical implications of estimation error, and to offer advice to practitioners when constructing/analyzing a phase-I sample.
Parameter Estimation from Near Stall Flight Data using Conventional and Neural-based Methods
Directory of Open Access Journals (Sweden)
S. Saderla
2016-12-01
Full Text Available The current research paper is an endeavour to estimate the parameters from near stall flight data of manned and unmanned research flight vehicles using conventional and neural based methods. For an aircraft undergoing stall, the aerodynamic model at these high angles of attack becomes non linear due to the influence of unsteady, transient and flow separation phenomena. In order to address these issues the Kirchhoff’s flow separation theory was used to incorporate the nonlinearity in the aerodynamic model in terms of flow separation point and stall characteristic parameters. The classical Maximum Likelihood (MLE method and Neural Gauss-Newton (NGN method have been employed to estimate the nonlinear parameters of two manned and one unmanned research aircrafts. The estimated static stall parameter and the break point, for the flight vehicles under consideration, were observed to be consistent from both the methods. Moreover the efficacy of the methods is also evident from the consistent estimates of post stall hysteresis time constant. It can also be inferred that the considered quasi steady model is able to adequately capture the drag and pitching moment coefficients in the post stall regime. The confidence in these estimates have been significantly enhanced with the observed lower values of Cramer-Rao bounds. Further the estimated nonlinear parameters were validated by performing a proof of match exercise for the considered flight vehicles. Interestingly the NGN method, which doesn’t involve solving equations of motion, was able to perform on a par with the MLE method.
Estimation of Thomsen’s anisotropic parameters from walkaway VSP and applications
Institute of Scientific and Technical Information of China (English)
Liu Yi-Mou; Liang Xiang-Hao; Yin Xing-Yao; Zhou Yi; Li Yan-Peng
2014-01-01
Estimation of Thomsen’s anisotropic parameters is very important for accurate time-to-depth conversion and depth migration data processing. Compared with other methods, it is much easier and more reliable to estimate anisotropic parameters that are required for surface seismic depth imaging from vertical seismic profile (VSP) data, because the first arrivals of VSP data can be picked with much higher accuracy. In this study, we developed a method for estimating Thomsen’s P-wave anisotropic parameters in VTI media using the first arrivals from walkaway VSP data. Model first-arrival travel times are calculated on the basis of the near-offset normal moveout correction velocity in VTI media and ray tracing using Thomsen’s P-wave velocity approximation. Then, the anisotropic parameters δ and ε are determined by minimizing the difference between the calculated and observed travel times for the near and far offsets. Numerical forward modeling, using the proposed method indicates that errors between the estimated and measured anisotropic parameters are small. Using field data from an eight-azimuth walkaway VSP in Tarim Basin, we estimated the parametersδandεand built an anisotropic depth-velocity model for prestack depth migration processing of surface 3D seismic data. The results show improvement in imaging the carbonate reservoirs and minimizing the depth errors of the geological targets.
Institute of Scientific and Technical Information of China (English)
无
2009-01-01
There are two kinds of methods in researching the crust deformation: geophysical method and geometrical (or observational) method. Considerable differences usually exist between the two kinds of results, because of the datum differences, geophysical model errors, observational model errors, and so on. Thus, it is reasonable to combine the two kinds of information to collect the crust deformation information. To use the reliable geometrical and geophysical information, we have to control the observational and geophysical model error influences on the estimated deformation parameters, and to balance their contributions to the evaluated parameters. A hybrid estimation strategy is proposed here for evaluating the deformation parameters employing an adaptively robust filtering. The effects of measurement outliers on the estimated parameters are controlled by robust equivalent weights. Adaptive factors are introduced to balance the contribution of the geophysical model information and the geometrical measurements to the model parameters. The datum for the local deformation analysis is mainly determined by the highly accurate IGS station velocities. The hybrid estimation strategy is applied in an actual GPS monitoring network. It is shown that the hybrid technique employs locally repeated geometrical displacements to reduce the displacement errors caused by the mis-modeling of geophysical technique, and thus improves the precision of the estimated crust deformation parameters.
Exploratory Study for Continuous-time Parameter Estimation of Ankle Dynamics
Kukreja, Sunil L.; Boyle, Richard D.
2014-01-01
Recently, a parallel pathway model to describe ankle dynamics was proposed. This model provides a relationship between ankle angle and net ankle torque as the sum of a linear and nonlinear contribution. A technique to identify parameters of this model in discrete-time has been developed. However, these parameters are a nonlinear combination of the continuous-time physiology, making insight into the underlying physiology impossible. The stable and accurate estimation of continuous-time parameters is critical for accurate disease modeling, clinical diagnosis, robotic control strategies, development of optimal exercise protocols for longterm space exploration, sports medicine, etc. This paper explores the development of a system identification technique to estimate the continuous-time parameters of ankle dynamics. The effectiveness of this approach is assessed via simulation of a continuous-time model of ankle dynamics with typical parameters found in clinical studies. The results show that although this technique improves estimates, it does not provide robust estimates of continuous-time parameters of ankle dynamics. Due to this we conclude that alternative modeling strategies and more advanced estimation techniques be considered for future work.
A framework for scalable parameter estimation of gene circuit models using structural information
Kuwahara, Hiroyuki
2013-06-21
Motivation: Systematic and scalable parameter estimation is a key to construct complex gene regulatory models and to ultimately facilitate an integrative systems biology approach to quantitatively understand the molecular mechanisms underpinning gene regulation. Results: Here, we report a novel framework for efficient and scalable parameter estimation that focuses specifically on modeling of gene circuits. Exploiting the structure commonly found in gene circuit models, this framework decomposes a system of coupled rate equations into individual ones and efficiently integrates them separately to reconstruct the mean time evolution of the gene products. The accuracy of the parameter estimates is refined by iteratively increasing the accuracy of numerical integration using the model structure. As a case study, we applied our framework to four gene circuit models with complex dynamics based on three synthetic datasets and one time series microarray data set. We compared our framework to three state-of-the-art parameter estimation methods and found that our approach consistently generated higher quality parameter solutions efficiently. Although many general-purpose parameter estimation methods have been applied for modeling of gene circuits, our results suggest that the use of more tailored approaches to use domain-specific information may be a key to reverse engineering of complex biological systems. The Author 2013.
A New Approach for Parameter Estimation of Mixed Weibull Distribution:A Case Study in Spindle
Institute of Scientific and Technical Information of China (English)
Dongwei Gu; Zhiqiong Wang; Guixiang Shen; Yingzhi Zhang; Xilu Zhao
2016-01-01
In order to improve the accuracy and efficiency of graphical method and maximum likelihood estimation ( MLE) in Mixed Weibull distribution parameters estimation, Graphical-GA combines the advantage of graphical method and genetic algorithm ( GA) is proposed. Firstly, with the analysis of Weibull probability paper (WPP), mixed Weibull is identified to data fitting. Secondly, the observed value of shape and scale parameters are obtained by graphical method with least square, then optimizing the parameters of mixed Weibull with GA. Thirdly, with the comparative analysis on graphical method, piecewise Weibull and two⁃Weibull, it shows graphical⁃GA mixed Weibull is the best. Finally, the spindle MTBF point estimation and interval estimation are got based on mixed Weibull distribution. The results indicate that graphical⁃GA are improved effectively and the evaluation of spindle can provide the basis for design and reliability growth.
Estimating input parameters from intracellular recordings in the Feller neuronal model
Bibbona, Enrico; Lansky, Petr; Sirovich, Roberta
2010-03-01
We study the estimation of the input parameters in a Feller neuronal model from a trajectory of the membrane potential sampled at discrete times. These input parameters are identified with the drift and the infinitesimal variance of the underlying stochastic diffusion process with multiplicative noise. The state space of the process is restricted from below by an inaccessible boundary. Further, the model is characterized by the presence of an absorbing threshold, the first hitting of which determines the length of each trajectory and which constrains the state space from above. We compare, both in the presence and in the absence of the absorbing threshold, the efficiency of different known estimators. In addition, we propose an estimator for the drift term, which is proved to be more efficient than the others, at least in the explored range of the parameters. The presence of the threshold makes the estimates of the drift term biased, and two methods to correct it are proposed.