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Sample records for give robust estimates

  1. Robust estimation for ordinary differential equation models.

    Science.gov (United States)

    Cao, J; Wang, L; Xu, J

    2011-12-01

    Applied scientists often like to use ordinary differential equations (ODEs) to model complex dynamic processes that arise in biology, engineering, medicine, and many other areas. It is interesting but challenging to estimate ODE parameters from noisy data, especially when the data have some outliers. We propose a robust method to address this problem. The dynamic process is represented with a nonparametric function, which is a linear combination of basis functions. The nonparametric function is estimated by a robust penalized smoothing method. The penalty term is defined with the parametric ODE model, which controls the roughness of the nonparametric function and maintains the fidelity of the nonparametric function to the ODE model. The basis coefficients and ODE parameters are estimated in two nested levels of optimization. The coefficient estimates are treated as an implicit function of ODE parameters, which enables one to derive the analytic gradients for optimization using the implicit function theorem. Simulation studies show that the robust method gives satisfactory estimates for the ODE parameters from noisy data with outliers. The robust method is demonstrated by estimating a predator-prey ODE model from real ecological data. © 2011, The International Biometric Society.

  2. Qualitative Robustness in Estimation

    Directory of Open Access Journals (Sweden)

    Mohammed Nasser

    2012-07-01

    Full Text Available Normal 0 false false false EN-US X-NONE X-NONE /* 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-parent:""; mso-padding-alt:0in 5.4pt 0in 5.4pt; mso-para-margin:0in; mso-para-margin-bottom:.0001pt; mso-pagination:widow-orphan; font-size:11.0pt; font-family:"Times New Roman","serif";} Qualitative robustness, influence function, and breakdown point are three main concepts to judge an estimator from the viewpoint of robust estimation. It is important as well as interesting to study relation among them. This article attempts to present the concept of qualitative robustness as forwarded by first proponents and its later development. It illustrates intricacies of qualitative robustness and its relation with consistency, and also tries to remove commonly believed misunderstandings about relation between influence function and qualitative robustness citing some examples from literature and providing a new counter-example. At the end it places a useful finite and a simulated version of   qualitative robustness index (QRI. In order to assess the performance of the proposed measures, we have compared fifteen estimators of correlation coefficient using simulated as well as real data sets.

  3. Robust estimation and hypothesis testing

    CERN Document Server

    Tiku, Moti L

    2004-01-01

    In statistical theory and practice, a certain distribution is usually assumed and then optimal solutions sought. Since deviations from an assumed distribution are very common, one cannot feel comfortable with assuming a particular distribution and believing it to be exactly correct. That brings the robustness issue in focus. In this book, we have given statistical procedures which are robust to plausible deviations from an assumed mode. The method of modified maximum likelihood estimation is used in formulating these procedures. The modified maximum likelihood estimators are explicit functions of sample observations and are easy to compute. They are asymptotically fully efficient and are as efficient as the maximum likelihood estimators for small sample sizes. The maximum likelihood estimators have computational problems and are, therefore, elusive. A broad range of topics are covered in this book. Solutions are given which are easy to implement and are efficient. The solutions are also robust to data anomali...

  4. Robust AIC with High Breakdown Scale Estimate

    Directory of Open Access Journals (Sweden)

    Shokrya Saleh

    2014-01-01

    Full Text Available Akaike Information Criterion (AIC based on least squares (LS regression minimizes the sum of the squared residuals; LS is sensitive to outlier observations. Alternative criterion, which is less sensitive to outlying observation, has been proposed; examples are robust AIC (RAIC, robust Mallows Cp (RCp, and robust Bayesian information criterion (RBIC. In this paper, we propose a robust AIC by replacing the scale estimate with a high breakdown point estimate of scale. The robustness of the proposed methods is studied through its influence function. We show that, the proposed robust AIC is effective in selecting accurate models in the presence of outliers and high leverage points, through simulated and real data examples.

  5. Robust Pose Estimation using the SwissRanger SR-3000 Camera

    DEFF Research Database (Denmark)

    Gudmundsson, Sigurjon Arni; Larsen, Rasmus; Ersbøll, Bjarne Kjær

    2007-01-01

    In this paper a robust method is presented to classify and estimate an objects pose from a real time range image and a low dimensional model. The model is made from a range image training set which is reduced dimensionally by a nonlinear manifold learning method named Local Linear Embedding (LLE)......). New range images are then projected to this model giving the low dimensional coordinates of the object pose in an efficient manner. The range images are acquired by a state of the art SwissRanger SR-3000 camera making the projection process work in real-time....

  6. Evaluation of Robust Estimators Applied to Fluorescence Assays

    Directory of Open Access Journals (Sweden)

    U. Ruotsalainen

    2007-12-01

    Full Text Available We evaluated standard robust methods in the estimation of fluorescence signal in novel assays used for determining the biomolecule concentrations. The objective was to obtain an accurate and reliable estimate using as few observations as possible by decreasing the influence of outliers. We assumed the true signals to have Gaussian distribution, while no assumptions about the outliers were made. The experimental results showed that arithmetic mean performs poorly even with the modest deviations. Further, the robust methods, especially the M-estimators, performed extremely well. The results proved that the use of robust methods is advantageous in the estimation problems where noise and deviations are significant, such as in biological and medical applications.

  7. Robust Parameter and Signal Estimation in Induction Motors

    DEFF Research Database (Denmark)

    Børsting, H.

    This thesis deals with theories and methods for robust parameter and signal estimation in induction motors. The project originates in industrial interests concerning sensor-less control of electrical drives. During the work, some general problems concerning estimation of signals and parameters...... 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...... for robust estimation of the rotor speed and driving torque of the induction motor based only on measurements of stator voltages and currents. Only contimuous-time models have been used, which means that physical related signals and parameters are estimated directly and not indirectly by some discrete...

  8. 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.

  9. On robust parameter estimation in brain-computer interfacing

    Science.gov (United States)

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

    2017-12-01

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

  10. Robust-BD Estimation and Inference for General Partially Linear Models

    Directory of Open Access Journals (Sweden)

    Chunming Zhang

    2017-11-01

    Full Text Available The classical quadratic loss for the partially linear model (PLM and the likelihood function for the generalized PLM are not resistant to outliers. This inspires us to propose a class of “robust-Bregman divergence (BD” estimators of both the parametric and nonparametric components in the general partially linear model (GPLM, which allows the distribution of the response variable to be partially specified, without being fully known. Using the local-polynomial function estimation method, we propose a computationally-efficient procedure for obtaining “robust-BD” estimators and establish the consistency and asymptotic normality of the “robust-BD” estimator of the parametric component β o . For inference procedures of β o in the GPLM, we show that the Wald-type test statistic W n constructed from the “robust-BD” estimators is asymptotically distribution free under the null, whereas the likelihood ratio-type test statistic Λ n is not. This provides an insight into the distinction from the asymptotic equivalence (Fan and Huang 2005 between W n and Λ n in the PLM constructed from profile least-squares estimators using the non-robust quadratic loss. Numerical examples illustrate the computational effectiveness of the proposed “robust-BD” estimators and robust Wald-type test in the appearance of outlying observations.

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

    Science.gov (United States)

    Zhu, LiPing; Li, RunZe; Cui, HengJian

    2013-10-01

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

  12. Estimating the robustness of composite CBA & MCA assessments by variation of criteria importance order

    DEFF Research Database (Denmark)

    Jensen, Anders Vestergaard; Barfod, Michael Bruhn; Leleur, Steen

    is based on the fact that when using MCA as a decision-support tool, questions often arise about the weighting (or prioritising) of the included criteria. This part of the MCA is seen as the most subjective part and could give reasons for discussion among the decision makers or stakeholders. Furthermore......This paper discusses the concept of using rank variation concerning the stake-holder prioritising of importance criteria for exploring the sensitivity of criteria weights in multi-criteria analysis (MCA). Thereby the robustness of the MCA-based decision support can be tested. The analysis described......, the relative weights can make a large difference in the resulting assessment of alternatives [1]. Therefore it is highly relevant to introduce a procedure for estimating the importance of criteria weights. This paper proposes a methodology for estimating the robustness of weights used in additive utility...

  13. a comparative study of some robust ridge and liu estimators

    African Journals Online (AJOL)

    Dr A.B.Ahmed

    estimation techniques such as Ridge and Liu Estimators are preferable to Ordinary Least Square. On the other hand, when outliers exist in the data, robust estimators like M, MM, LTS and S. Estimators, are preferred. To handle these two problems jointly, the study combines the Ridge and Liu Estimators with Robust.

  14. Doubly Robust Estimation of Optimal Dynamic Treatment Regimes

    DEFF Research Database (Denmark)

    Barrett, Jessica K; Henderson, Robin; Rosthøj, Susanne

    2014-01-01

    We compare methods for estimating optimal dynamic decision rules from observational data, with particular focus on estimating the regret functions defined by Murphy (in J. R. Stat. Soc., Ser. B, Stat. Methodol. 65:331-355, 2003). We formulate a doubly robust version of the regret-regression appro......We compare methods for estimating optimal dynamic decision rules from observational data, with particular focus on estimating the regret functions defined by Murphy (in J. R. Stat. Soc., Ser. B, Stat. Methodol. 65:331-355, 2003). We formulate a doubly robust version of the regret......-regression approach of Almirall et al. (in Biometrics 66:131-139, 2010) and Henderson et al. (in Biometrics 66:1192-1201, 2010) and demonstrate that it is equivalent to a reduced form of Robins' efficient g-estimation procedure (Robins, in Proceedings of the Second Symposium on Biostatistics. Springer, New York, pp....... 189-326, 2004). Simulation studies suggest that while the regret-regression approach is most efficient when there is no model misspecification, in the presence of misspecification the efficient g-estimation procedure is more robust. The g-estimation method can be difficult to apply in complex...

  15. Robust power spectral estimation for EEG data.

    Science.gov (United States)

    Melman, Tamar; Victor, Jonathan D

    2016-08-01

    Typical electroencephalogram (EEG) recordings often contain substantial artifact. These artifacts, often large and intermittent, can interfere with quantification of the EEG via its power spectrum. To reduce the impact of artifact, EEG records are typically cleaned by a preprocessing stage that removes individual segments or components of the recording. However, such preprocessing can introduce bias, discard available signal, and be labor-intensive. With this motivation, we present a method that uses robust statistics to reduce dependence on preprocessing by minimizing the effect of large intermittent outliers on the spectral estimates. Using the multitaper method (Thomson, 1982) as a starting point, we replaced the final step of the standard power spectrum calculation with a quantile-based estimator, and the Jackknife approach to confidence intervals with a Bayesian approach. The method is implemented in provided MATLAB modules, which extend the widely used Chronux toolbox. Using both simulated and human data, we show that in the presence of large intermittent outliers, the robust method produces improved estimates of the power spectrum, and that the Bayesian confidence intervals yield close-to-veridical coverage factors. The robust method, as compared to the standard method, is less affected by artifact: inclusion of outliers produces fewer changes in the shape of the power spectrum as well as in the coverage factor. In the presence of large intermittent outliers, the robust method can reduce dependence on data preprocessing as compared to standard methods of spectral estimation. Copyright © 2016 Elsevier B.V. All rights reserved.

  16. Robust and efficient parameter estimation in dynamic models of biological systems.

    Science.gov (United States)

    Gábor, Attila; Banga, Julio R

    2015-10-29

    Dynamic modelling provides a systematic framework to understand function in biological systems. Parameter estimation in nonlinear dynamic models remains a very challenging inverse problem due to its nonconvexity and ill-conditioning. Associated issues like overfitting and local solutions are usually not properly addressed in the systems biology literature despite their importance. Here we present a method for robust and efficient parameter estimation which uses two main strategies to surmount the aforementioned difficulties: (i) efficient global optimization to deal with nonconvexity, and (ii) proper regularization methods to handle ill-conditioning. In the case of regularization, we present a detailed critical comparison of methods and guidelines for properly tuning them. Further, we show how regularized estimations ensure the best trade-offs between bias and variance, reducing overfitting, and allowing the incorporation of prior knowledge in a systematic way. We illustrate the performance of the presented method with seven case studies of different nature and increasing complexity, considering several scenarios of data availability, measurement noise and prior knowledge. We show how our method ensures improved estimations with faster and more stable convergence. We also show how the calibrated models are more generalizable. Finally, we give a set of simple guidelines to apply this strategy to a wide variety of calibration problems. Here we provide a parameter estimation strategy which combines efficient global optimization with a regularization scheme. This method is able to calibrate dynamic models in an efficient and robust way, effectively fighting overfitting and allowing the incorporation of prior information.

  17. Robust Visual Tracking Using the Bidirectional Scale Estimation

    Directory of Open Access Journals (Sweden)

    An Zhiyong

    2017-01-01

    Full Text Available Object tracking with robust scale estimation is a challenging task in computer vision. This paper presents a novel tracking algorithm that learns the translation and scale filters with a complementary scheme. The translation filter is constructed using the ridge regression and multidimensional features. A robust scale filter is constructed by the bidirectional scale estimation, including the forward scale and backward scale. Firstly, we learn the scale filter using the forward tracking information. Then the forward scale and backward scale can be estimated using the respective scale filter. Secondly, a conservative strategy is adopted to compromise the forward and backward scales. Finally, the scale filter is updated based on the final scale estimation. It is effective to update scale filter since the stable scale estimation can improve the performance of scale filter. To reveal the effectiveness of our tracker, experiments are performed on 32 sequences with significant scale variation and on the benchmark dataset with 50 challenging videos. Our results show that the proposed tracker outperforms several state-of-the-art trackers in terms of robustness and accuracy.

  18. Estimating the Robustness of Composite CBA and MCDA Assessments by Variation of Criteria Importance Order

    DEFF Research Database (Denmark)

    Jensen, Anders Vestergaard; Barfod, Michael Bruhn; Leleur, Steen

    2011-01-01

    described is based on the fact that when using MCA as a decision-support tool, questions often arise about the weighting (or prioritising) of the included criteria. This part of the MCA is seen as the most subjective part and could give reasons for discussion among the decision makers or stakeholders......Abstract This paper discusses the concept of using rank variation concerning the stakeholder prioritising of importance criteria for exploring the sensitivity of criteria weights in multi-criteria analysis (MCA). Thereby the robustness of the MCA-based decision support can be tested. The analysis....... Furthermore, the relative weights can make a large difference in the resulting assessment of alternatives (Hobbs and Meier 2000). Therefore it is highly relevant to introduce a procedure for estimating the importance of criteria weights. This paper proposes a methodology for estimating the robustness...

  19. Robust motion estimation using connected operators

    OpenAIRE

    Salembier Clairon, Philippe Jean; Sanson, H

    1997-01-01

    This paper discusses the use of connected operators for robust motion estimation The proposed strategy involves a motion estimation step extracting the dominant motion and a ltering step relying on connected operators that remove objects that do not fol low the dominant motion. These two steps are iterated in order to obtain an accurate motion estimation and a precise de nition of the objects fol lowing this motion This strategy can be applied on the entire frame or on individual connected c...

  20. Robust median estimator in logisitc regression

    Czech Academy of Sciences Publication Activity Database

    Hobza, T.; Pardo, L.; Vajda, Igor

    2008-01-01

    Roč. 138, č. 12 (2008), s. 3822-3840 ISSN 0378-3758 R&D Projects: GA MŠk 1M0572 Grant - others:Instituto Nacional de Estadistica (ES) MPO FI - IM3/136; GA MŠk(CZ) MTM 2006-06872 Institutional research plan: CEZ:AV0Z10750506 Keywords : Logistic regression * Median * Robustness * Consistency and asymptotic normality * Morgenthaler * Bianco and Yohai * Croux and Hasellbroeck Subject RIV: BB - Applied Statistics, Operational Research Impact factor: 0.679, year: 2008 http://library.utia.cas.cz/separaty/2008/SI/vajda-robust%20median%20estimator%20in%20logistic%20regression.pdf

  1. Second order statistics of bilinear forms of robust scatter estimators

    KAUST Repository

    Kammoun, Abla

    2015-08-12

    This paper lies in the lineage of recent works studying the asymptotic behaviour of robust-scatter estimators in the case where the number of observations and the dimension of the population covariance matrix grow at infinity with the same pace. In particular, we analyze the fluctuations of bilinear forms of the robust shrinkage estimator of covariance matrix. We show that this result can be leveraged in order to improve the design of robust detection methods. As an example, we provide an improved generalized likelihood ratio based detector which combines robustness to impulsive observations and optimality across the shrinkage parameter, the optimality being considered for the false alarm regulation.

  2. On the robustness of two-stage estimators

    KAUST Repository

    Zhelonkin, Mikhail

    2012-04-01

    The aim of this note is to provide a general framework for the analysis of the robustness properties of a broad class of two-stage models. We derive the influence function, the change-of-variance function, and the asymptotic variance of a general two-stage M-estimator, and provide their interpretations. We illustrate our results in the case of the two-stage maximum likelihood estimator and the two-stage least squares estimator. © 2011.

  3. Robust Pitch Estimation Using an Optimal Filter on Frequency Estimates

    DEFF Research Database (Denmark)

    Karimian-Azari, Sam; Jensen, Jesper Rindom; Christensen, Mads Græsbøll

    2014-01-01

    of such signals from unconstrained frequency estimates (UFEs). A minimum variance distortionless response (MVDR) method is proposed as an optimal solution to minimize the variance of UFEs considering the constraint of integer harmonics. The MVDR filter is designed based on noise statistics making it robust...

  4. Robust Covariance Estimators Based on Information Divergences and Riemannian Manifold

    Directory of Open Access Journals (Sweden)

    Xiaoqiang Hua

    2018-03-01

    Full Text Available This paper proposes a class of covariance estimators based on information divergences in heterogeneous environments. In particular, the problem of covariance estimation is reformulated on the Riemannian manifold of Hermitian positive-definite (HPD matrices. The means associated with information divergences are derived and used as the estimators. Without resorting to the complete knowledge of the probability distribution of the sample data, the geometry of the Riemannian manifold of HPD matrices is considered in mean estimators. Moreover, the robustness of mean estimators is analyzed using the influence function. Simulation results indicate the robustness and superiority of an adaptive normalized matched filter with our proposed estimators compared with the existing alternatives.

  5. Robust inference in sample selection models

    KAUST Repository

    Zhelonkin, Mikhail; Genton, Marc G.; Ronchetti, Elvezio

    2015-01-01

    The problem of non-random sample selectivity often occurs in practice in many fields. The classical estimators introduced by Heckman are the backbone of the standard statistical analysis of these models. However, these estimators are very sensitive to small deviations from the distributional assumptions which are often not satisfied in practice. We develop a general framework to study the robustness properties of estimators and tests in sample selection models. We derive the influence function and the change-of-variance function of Heckman's two-stage estimator, and we demonstrate the non-robustness of this estimator and its estimated variance to small deviations from the model assumed. We propose a procedure for robustifying the estimator, prove its asymptotic normality and give its asymptotic variance. Both cases with and without an exclusion restriction are covered. This allows us to construct a simple robust alternative to the sample selection bias test. We illustrate the use of our new methodology in an analysis of ambulatory expenditures and we compare the performance of the classical and robust methods in a Monte Carlo simulation study.

  6. Robust inference in sample selection models

    KAUST Repository

    Zhelonkin, Mikhail

    2015-11-20

    The problem of non-random sample selectivity often occurs in practice in many fields. The classical estimators introduced by Heckman are the backbone of the standard statistical analysis of these models. However, these estimators are very sensitive to small deviations from the distributional assumptions which are often not satisfied in practice. We develop a general framework to study the robustness properties of estimators and tests in sample selection models. We derive the influence function and the change-of-variance function of Heckman\\'s two-stage estimator, and we demonstrate the non-robustness of this estimator and its estimated variance to small deviations from the model assumed. We propose a procedure for robustifying the estimator, prove its asymptotic normality and give its asymptotic variance. Both cases with and without an exclusion restriction are covered. This allows us to construct a simple robust alternative to the sample selection bias test. We illustrate the use of our new methodology in an analysis of ambulatory expenditures and we compare the performance of the classical and robust methods in a Monte Carlo simulation study.

  7. Heteroscedasticity resistant robust covariance matrix estimator

    Czech Academy of Sciences Publication Activity Database

    Víšek, Jan Ámos

    2010-01-01

    Roč. 17, č. 27 (2010), s. 33-49 ISSN 1212-074X Grant - others:GA UK(CZ) GA402/09/0557 Institutional research plan: CEZ:AV0Z10750506 Keywords : Regression * Covariance matrix * Heteroscedasticity * Resistant Subject RIV: BB - Applied Statistics, Operational Research http://library.utia.cas.cz/separaty/2011/SI/visek-heteroscedasticity resistant robust covariance matrix estimator.pdf

  8. Robust estimation of track parameters in wire chambers

    International Nuclear Information System (INIS)

    Bogdanova, N.B.; Bourilkov, D.T.

    1988-01-01

    The aim of this paper is to compare numerically the possibilities of the least square fit (LSF) and robust methods for modelled and real track data to determine the linear regression parameters of charged particles in wire chambers. It is shown, that Tukey robust estimate is superior to more standard (versions of LSF) methods. The efficiency of the method is illustrated by tables and figures for some important physical characteristics

  9. Robust linear discriminant analysis with distance based estimators

    Science.gov (United States)

    Lim, Yai-Fung; Yahaya, Sharipah Soaad Syed; Ali, Hazlina

    2017-11-01

    Linear discriminant analysis (LDA) is one of the supervised classification techniques concerning relationship between a categorical variable and a set of continuous variables. The main objective of LDA is to create a function to distinguish between populations and allocating future observations to previously defined populations. Under the assumptions of normality and homoscedasticity, the LDA yields optimal linear discriminant rule (LDR) between two or more groups. However, the optimality of LDA highly relies on the sample mean and pooled sample covariance matrix which are known to be sensitive to outliers. To alleviate these conflicts, a new robust LDA using distance based estimators known as minimum variance vector (MVV) has been proposed in this study. The MVV estimators were used to substitute the classical sample mean and classical sample covariance to form a robust linear discriminant rule (RLDR). Simulation and real data study were conducted to examine on the performance of the proposed RLDR measured in terms of misclassification error rates. The computational result showed that the proposed RLDR is better than the classical LDR and was comparable with the existing robust LDR.

  10. Robust bearing estimation for 3-component stations

    International Nuclear Information System (INIS)

    CLAASSEN, JOHN P.

    2000-01-01

    A robust bearing estimation process for 3-component stations has been developed and explored. The method, called SEEC for Search, Estimate, Evaluate and Correct, intelligently exploits the inherent information in the arrival at every step of the process to achieve near-optimal results. In particular the approach uses a consistent framework to define the optimal time-frequency windows on which to make estimates, to make the bearing estimates themselves, to construct metrics helpful in choosing the better estimates or admitting that the bearing is immeasurable, and finally to apply bias corrections when calibration information is available to yield a single final estimate. The algorithm was applied to a small but challenging set of events in a seismically active region. It demonstrated remarkable utility by providing better estimates and insights than previously available. Various monitoring implications are noted from these findings

  11. Simultaneous Robust Fault and State Estimation for Linear Discrete-Time Uncertain Systems

    Directory of Open Access Journals (Sweden)

    Feten Gannouni

    2017-01-01

    Full Text Available We consider the problem of robust simultaneous fault and state estimation for linear uncertain discrete-time systems with unknown faults which affect both the state and the observation matrices. Using transformation of the original system, a new robust proportional integral filter (RPIF having an error variance with an optimized guaranteed upper bound for any allowed uncertainty is proposed to improve robust estimation of unknown time-varying faults and to improve robustness against uncertainties. In this study, the minimization problem of the upper bound of the estimation error variance is formulated as a convex optimization problem subject to linear matrix inequalities (LMI for all admissible uncertainties. The proportional and the integral gains are optimally chosen by solving the convex optimization problem. Simulation results are given in order to illustrate the performance of the proposed filter, in particular to solve the problem of joint fault and state estimation.

  12. Second order statistics of bilinear forms of robust scatter estimators

    KAUST Repository

    Kammoun, Abla; Couillet, Romain; Pascal, Fré dé ric

    2015-01-01

    . In particular, we analyze the fluctuations of bilinear forms of the robust shrinkage estimator of covariance matrix. We show that this result can be leveraged in order to improve the design of robust detection methods. As an example, we provide an improved

  13. Robust Optical Richness Estimation with Reduced Scatter

    Energy Technology Data Exchange (ETDEWEB)

    Rykoff, E.S.; /LBL, Berkeley; Koester, B.P.; /Chicago U. /Chicago U., KICP; Rozo, E.; /Chicago U. /Chicago U., KICP; Annis, J.; /Fermilab; Evrard, A.E.; /Michigan U. /Michigan U., MCTP; Hansen, S.M.; /Lick Observ.; Hao, J.; /Fermilab; Johnston, D.E.; /Fermilab; McKay, T.A.; /Michigan U. /Michigan U., MCTP; Wechsler, R.H.; /KIPAC, Menlo Park /SLAC

    2012-06-07

    Reducing the scatter between cluster mass and optical richness is a key goal for cluster cosmology from photometric catalogs. We consider various modifications to the red-sequence matched filter richness estimator of Rozo et al. (2009b), and evaluate their impact on the scatter in X-ray luminosity at fixed richness. Most significantly, we find that deeper luminosity cuts can reduce the recovered scatter, finding that {sigma}{sub ln L{sub X}|{lambda}} = 0.63 {+-} 0.02 for clusters with M{sub 500c} {approx}> 1.6 x 10{sup 14} h{sub 70}{sup -1} M{sub {circle_dot}}. The corresponding scatter in mass at fixed richness is {sigma}{sub ln M|{lambda}} {approx} 0.2-0.3 depending on the richness, comparable to that for total X-ray luminosity. We find that including blue galaxies in the richness estimate increases the scatter, as does weighting galaxies by their optical luminosity. We further demonstrate that our richness estimator is very robust. Specifically, the filter employed when estimating richness can be calibrated directly from the data, without requiring a-priori calibrations of the red-sequence. We also demonstrate that the recovered richness is robust to up to 50% uncertainties in the galaxy background, as well as to the choice of photometric filter employed, so long as the filters span the 4000 {angstrom} break of red-sequence galaxies. Consequently, our richness estimator can be used to compare richness estimates of different clusters, even if they do not share the same photometric data. Appendix A includes 'easy-bake' instructions for implementing our optimal richness estimator, and we are releasing an implementation of the code that works with SDSS data, as well as an augmented maxBCG catalog with the {lambda} richness measured for each cluster.

  14. Graphical evaluation of the ridge-type robust regression estimators in mixture experiments.

    Science.gov (United States)

    Erkoc, Ali; Emiroglu, Esra; Akay, Kadri Ulas

    2014-01-01

    In mixture experiments, estimation of the parameters is generally based on ordinary least squares (OLS). However, in the presence of multicollinearity and outliers, OLS can result in very poor estimates. In this case, effects due to the combined outlier-multicollinearity problem can be reduced to certain extent by using alternative approaches. One of these approaches is to use biased-robust regression techniques for the estimation of parameters. In this paper, we evaluate various ridge-type robust estimators in the cases where there are multicollinearity and outliers during the analysis of mixture experiments. Also, for selection of biasing parameter, we use fraction of design space plots for evaluating the effect of the ridge-type robust estimators with respect to the scaled mean squared error of prediction. The suggested graphical approach is illustrated on Hald cement data set.

  15. Neuromorphic Configurable Architecture for Robust Motion Estimation

    Directory of Open Access Journals (Sweden)

    Guillermo Botella

    2008-01-01

    Full Text Available The robustness of the human visual system recovering motion estimation in almost any visual situation is enviable, performing enormous calculation tasks continuously, robustly, efficiently, and effortlessly. There is obviously a great deal we can learn from our own visual system. Currently, there are several optical flow algorithms, although none of them deals efficiently with noise, illumination changes, second-order motion, occlusions, and so on. The main contribution of this work is the efficient implementation of a biologically inspired motion algorithm that borrows nature templates as inspiration in the design of architectures and makes use of a specific model of human visual motion perception: Multichannel Gradient Model (McGM. This novel customizable architecture of a neuromorphic robust optical flow can be constructed with FPGA or ASIC device using properties of the cortical motion pathway, constituting a useful framework for building future complex bioinspired systems running in real time with high computational complexity. This work includes the resource usage and performance data, and the comparison with actual systems. This hardware has many application fields like object recognition, navigation, or tracking in difficult environments due to its bioinspired and robustness properties.

  16. A robust background regression based score estimation algorithm for hyperspectral anomaly detection

    Science.gov (United States)

    Zhao, Rui; Du, Bo; Zhang, Liangpei; Zhang, Lefei

    2016-12-01

    Anomaly detection has become a hot topic in the hyperspectral image analysis and processing fields in recent years. The most important issue for hyperspectral anomaly detection is the background estimation and suppression. Unreasonable or non-robust background estimation usually leads to unsatisfactory anomaly detection results. Furthermore, the inherent nonlinearity of hyperspectral images may cover up the intrinsic data structure in the anomaly detection. In order to implement robust background estimation, as well as to explore the intrinsic data structure of the hyperspectral image, we propose a robust background regression based score estimation algorithm (RBRSE) for hyperspectral anomaly detection. The Robust Background Regression (RBR) is actually a label assignment procedure which segments the hyperspectral data into a robust background dataset and a potential anomaly dataset with an intersection boundary. In the RBR, a kernel expansion technique, which explores the nonlinear structure of the hyperspectral data in a reproducing kernel Hilbert space, is utilized to formulate the data as a density feature representation. A minimum squared loss relationship is constructed between the data density feature and the corresponding assigned labels of the hyperspectral data, to formulate the foundation of the regression. Furthermore, a manifold regularization term which explores the manifold smoothness of the hyperspectral data, and a maximization term of the robust background average density, which suppresses the bias caused by the potential anomalies, are jointly appended in the RBR procedure. After this, a paired-dataset based k-nn score estimation method is undertaken on the robust background and potential anomaly datasets, to implement the detection output. The experimental results show that RBRSE achieves superior ROC curves, AUC values, and background-anomaly separation than some of the other state-of-the-art anomaly detection methods, and is easy to implement

  17. A comparative study of some robust ridge and liu estimators ...

    African Journals Online (AJOL)

    In multiple linear regression analysis, multicollinearity and outliers are two main problems. When multicollinearity exists, biased estimation techniques such as Ridge and Liu Estimators are preferable to Ordinary Least Square. On the other hand, when outliers exist in the data, robust estimators like M, MM, LTS and S ...

  18. A robust bayesian estimate of the concordance correlation coefficient.

    Science.gov (United States)

    Feng, Dai; Baumgartner, Richard; Svetnik, Vladimir

    2015-01-01

    A need for assessment of agreement arises in many situations including statistical biomarker qualification or assay or method validation. Concordance correlation coefficient (CCC) is one of the most popular scaled indices reported in evaluation of agreement. Robust methods for CCC estimation currently present an important statistical challenge. Here, we propose a novel Bayesian method of robust estimation of CCC based on multivariate Student's t-distribution and compare it with its alternatives. Furthermore, we extend the method to practically relevant settings, enabling incorporation of confounding covariates and replications. The superiority of the new approach is demonstrated using simulation as well as real datasets from biomarker application in electroencephalography (EEG). This biomarker is relevant in neuroscience for development of treatments for insomnia.

  19. Robust stability and ℋ ∞ -estimation for uncertain discrete systems with state-delay

    Directory of Open Access Journals (Sweden)

    Mahmoud Magdi S.

    2001-01-01

    Full Text Available In this paper, we investigate the problems of robust stability and ℋ ∞ -estimation for a class of linear discrete-time systems with time-varying norm-bounded parameter uncertainty and unknown state-delay. We provide complete results for robust stability with prescribed performance measure and establish a version of the discrete Bounded Real Lemma. Then, we design a linear estimator such that the estimation error dynamics is robustly stable with a guaranteed ℋ ∞ -performance irrespective of the parameteric uncertainties and unknown state delays. A numerical example is worked out to illustrate the developed theory.

  20. Shrinkage Estimators for Robust and Efficient Inference in Haplotype-Based Case-Control Studies

    KAUST Repository

    Chen, Yi-Hau; Chatterjee, Nilanjan; Carroll, Raymond J.

    2009-01-01

    Case-control association studies often aim to investigate the role of genes and gene-environment interactions in terms of the underlying haplotypes (i.e., the combinations of alleles at multiple genetic loci along chromosomal regions). The goal of this article is to develop robust but efficient approaches to the estimation of disease odds-ratio parameters associated with haplotypes and haplotype-environment interactions. We consider "shrinkage" estimation techniques that can adaptively relax the model assumptions of Hardy-Weinberg-Equilibrium and gene-environment independence required by recently proposed efficient "retrospective" methods. Our proposal involves first development of a novel retrospective approach to the analysis of case-control data, one that is robust to the nature of the gene-environment distribution in the underlying population. Next, it involves shrinkage of the robust retrospective estimator toward a more precise, but model-dependent, retrospective estimator using novel empirical Bayes and penalized regression techniques. Methods for variance estimation are proposed based on asymptotic theories. Simulations and two data examples illustrate both the robustness and efficiency of the proposed methods.

  1. Shrinkage Estimators for Robust and Efficient Inference in Haplotype-Based Case-Control Studies

    KAUST Repository

    Chen, Yi-Hau

    2009-03-01

    Case-control association studies often aim to investigate the role of genes and gene-environment interactions in terms of the underlying haplotypes (i.e., the combinations of alleles at multiple genetic loci along chromosomal regions). The goal of this article is to develop robust but efficient approaches to the estimation of disease odds-ratio parameters associated with haplotypes and haplotype-environment interactions. We consider "shrinkage" estimation techniques that can adaptively relax the model assumptions of Hardy-Weinberg-Equilibrium and gene-environment independence required by recently proposed efficient "retrospective" methods. Our proposal involves first development of a novel retrospective approach to the analysis of case-control data, one that is robust to the nature of the gene-environment distribution in the underlying population. Next, it involves shrinkage of the robust retrospective estimator toward a more precise, but model-dependent, retrospective estimator using novel empirical Bayes and penalized regression techniques. Methods for variance estimation are proposed based on asymptotic theories. Simulations and two data examples illustrate both the robustness and efficiency of the proposed methods.

  2. Robustness Metrics: Consolidating the multiple approaches to quantify Robustness

    DEFF Research Database (Denmark)

    Göhler, Simon Moritz; Eifler, Tobias; Howard, Thomas J.

    2016-01-01

    robustness metrics; 3) Functional expectancy and dispersion robustness metrics; and 4) Probability of conformance robustness metrics. The goal was to give a comprehensive overview of robustness metrics and guidance to scholars and practitioners to understand the different types of robustness metrics...

  3. Comparison of robustness to outliers between robust poisson models and log-binomial models when estimating relative risks for common binary outcomes: a simulation study.

    Science.gov (United States)

    Chen, Wansu; Shi, Jiaxiao; Qian, Lei; Azen, Stanley P

    2014-06-26

    To estimate relative risks or risk ratios for common binary outcomes, the most popular model-based methods are the robust (also known as modified) Poisson and the log-binomial regression. Of the two methods, it is believed that the log-binomial regression yields more efficient estimators because it is maximum likelihood based, while the robust Poisson model may be less affected by outliers. Evidence to support the robustness of robust Poisson models in comparison with log-binomial models is very limited. In this study a simulation was conducted to evaluate the performance of the two methods in several scenarios where outliers existed. The findings indicate that for data coming from a population where the relationship between the outcome and the covariate was in a simple form (e.g. log-linear), the two models yielded comparable biases and mean square errors. However, if the true relationship contained a higher order term, the robust Poisson models consistently outperformed the log-binomial models even when the level of contamination is low. The robust Poisson models are more robust (or less sensitive) to outliers compared to the log-binomial models when estimating relative risks or risk ratios for common binary outcomes. Users should be aware of the limitations when choosing appropriate models to estimate relative risks or risk ratios.

  4. Determinants of long-term growth : New results applying robust estimation and extreme bounds analysis

    NARCIS (Netherlands)

    Sturm, J.-E.; de Haan, J.

    2005-01-01

    Two important problems exist in cross-country growth studies: outliers and model uncertainty. Employing Sala-i-Martin's (1997a,b) data set, we first use robust estimation and analyze to what extent outliers influence OLS regressions. We then use both OLS and robust estimation techniques in applying

  5. Estimating open population site occupancy from presence-absence data lacking the robust design.

    Science.gov (United States)

    Dail, D; Madsen, L

    2013-03-01

    Many animal monitoring studies seek to estimate the proportion of a study area occupied by a target population. The study area is divided into spatially distinct sites where the detected presence or absence of the population is recorded, and this is repeated in time for multiple seasons. However, when occupied sites are detected with probability p Ecology 84, 2200-2207) developed a multiseason model for estimating seasonal site occupancy (ψt ) while accounting for unknown p. Their model performs well when observations are collected according to the robust design, where multiple sampling occasions occur during each season; the repeated sampling aids in the estimation p. However, their model does not perform as well when the robust design is lacking. In this paper, we propose an alternative likelihood model that yields improved seasonal estimates of p and Ψt in the absence of the robust design. We construct the marginal likelihood of the observed data by conditioning on, and summing out, the latent number of occupied sites during each season. A simulation study shows that in cases without the robust design, the proposed model estimates p with less bias than the MacKenzie et al. model and hence improves the estimates of Ψt . We apply both models to a data set consisting of repeated presence-absence observations of American robins (Turdus migratorius) with yearly survey periods. The two models are compared to a third estimator available when the repeated counts (from the same study) are considered, with the proposed model yielding estimates of Ψt closest to estimates from the point count model. Copyright © 2013, The International Biometric Society.

  6. The comparison between several robust ridge regression estimators in the presence of multicollinearity and multiple outliers

    Science.gov (United States)

    Zahari, Siti Meriam; Ramli, Norazan Mohamed; Moktar, Balkiah; Zainol, Mohammad Said

    2014-09-01

    In the presence of multicollinearity and multiple outliers, statistical inference of linear regression model using ordinary least squares (OLS) estimators would be severely affected and produces misleading results. To overcome this, many approaches have been investigated. These include robust methods which were reported to be less sensitive to the presence of outliers. In addition, ridge regression technique was employed to tackle multicollinearity problem. In order to mitigate both problems, a combination of ridge regression and robust methods was discussed in this study. The superiority of this approach was examined when simultaneous presence of multicollinearity and multiple outliers occurred in multiple linear regression. This study aimed to look at the performance of several well-known robust estimators; M, MM, RIDGE and robust ridge regression estimators, namely Weighted Ridge M-estimator (WRM), Weighted Ridge MM (WRMM), Ridge MM (RMM), in such a situation. Results of the study showed that in the presence of simultaneous multicollinearity and multiple outliers (in both x and y-direction), the RMM and RIDGE are more or less similar in terms of superiority over the other estimators, regardless of the number of observation, level of collinearity and percentage of outliers used. However, when outliers occurred in only single direction (y-direction), the WRMM estimator is the most superior among the robust ridge regression estimators, by producing the least variance. In conclusion, the robust ridge regression is the best alternative as compared to robust and conventional least squares estimators when dealing with simultaneous presence of multicollinearity and outliers.

  7. Robust and bias-corrected estimation of the coefficient of tail dependence

    DEFF Research Database (Denmark)

    Dutang, C.; Goegebeur, Y.; Guillou, A.

    2014-01-01

    We introduce a robust and asymptotically unbiased estimator for the coefficient of tail dependence in multivariate extreme value statistics. The estimator is obtained by fitting a second order model to the data by means of the minimum density power divergence criterion. The asymptotic properties ...

  8. Robust Estimation and Moment Selection in Dynamic Fixed-effects Panel Data Models

    NARCIS (Netherlands)

    Cizek, P.; Aquaro, M.

    2015-01-01

    This paper extends an existing outlier-robust estimator of linear dynamic panel data models with fixed effects, which is based on the median ratio of two consecutive pairs of first-differenced data. To improve its precision and robust properties, a general procedure based on many pairwise

  9. Robust cylinder pressure estimation in heavy-duty diesel engines

    NARCIS (Netherlands)

    Kulah, S.; Forrai, A.; Rentmeester, F.; Donkers, T.; Willems, F.P.T.

    2017-01-01

    The robustness of a new single-cylinder pressure sensor concept is experimentally demonstrated on a six-cylinder heavy-duty diesel engine. Using a single-cylinder pressure sensor and a crank angle sensor, this single-cylinder pressure sensor concept estimates the in-cylinder pressure traces in the

  10. Robust experiment design for estimating myocardial β adrenergic receptor concentration using PET

    International Nuclear Information System (INIS)

    Salinas, Cristian; Muzic, Raymond F. Jr.; Ernsberger, Paul; Saidel, Gerald M.

    2007-01-01

    Myocardial β adrenergic receptor (β-AR) concentration can substantially decrease in congestive heart failure and significantly increase in chronic volume overload, such as in severe aortic valve regurgitation. Positron emission tomography (PET) with an appropriate ligand-receptor model can be used for noninvasive estimation of myocardial β-AR concentration in vivo. An optimal design of the experiment protocol, however, is needed for sufficiently precise estimates of β-AR concentration in a heterogeneous population. Standard methods of optimal design do not account for a heterogeneous population with a wide range of β-AR concentrations and other physiological parameters and consequently are inadequate. To address this, we have developed a methodology to design a robust two-injection protocol that provides reliable estimates of myocardial β-AR concentration in normal and pathologic states. A two-injection protocol of the high affinity β-AR antagonist [ 18 F]-(S)-fluorocarazolol was designed based on a computer-generated (or synthetic) population incorporating a wide range of β-AR concentrations. Timing and dosage of the ligand injections were optimally designed with minimax criterion to provide the least bad β-AR estimates for the worst case in the synthetic population. This robust experiment design for PET was applied to experiments with pigs before and after β-AR upregulation by chemical sympathectomy. Estimates of β-AR concentration were found by minimizing the difference between the model-predicted and experimental PET data. With this robust protocol, estimates of β-AR concentration showed high precision in both normal and pathologic states. The increase in β-AR concentration after sympathectomy predicted noninvasively with PET is consistent with the increase shown by in vitro assays in pig myocardium. A robust experiment protocol was designed for PET that yields reliable estimates of β-AR concentration in a population with normal and pathologic

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

    Science.gov (United States)

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

    2018-03-07

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

  12. Robust variance estimation with dependent effect sizes: practical considerations including a software tutorial in Stata and spss.

    Science.gov (United States)

    Tanner-Smith, Emily E; Tipton, Elizabeth

    2014-03-01

    Methodologists have recently proposed robust variance estimation as one way to handle dependent effect sizes in meta-analysis. Software macros for robust variance estimation in meta-analysis are currently available for Stata (StataCorp LP, College Station, TX, USA) and spss (IBM, Armonk, NY, USA), yet there is little guidance for authors regarding the practical application and implementation of those macros. This paper provides a brief tutorial on the implementation of the Stata and spss macros and discusses practical issues meta-analysts should consider when estimating meta-regression models with robust variance estimates. Two example databases are used in the tutorial to illustrate the use of meta-analysis with robust variance estimates. Copyright © 2013 John Wiley & Sons, Ltd.

  13. Robust efficient estimation of heart rate pulse from video

    Science.gov (United States)

    Xu, Shuchang; Sun, Lingyun; Rohde, Gustavo Kunde

    2014-01-01

    We describe a simple but robust algorithm for estimating the heart rate pulse from video sequences containing human skin in real time. Based on a model of light interaction with human skin, we define the change of blood concentration due to arterial pulsation as a pixel quotient in log space, and successfully use the derived signal for computing the pulse heart rate. Various experiments with different cameras, different illumination condition, and different skin locations were conducted to demonstrate the effectiveness and robustness of the proposed algorithm. Examples computed with normal illumination show the algorithm is comparable with pulse oximeter devices both in accuracy and sensitivity. PMID:24761294

  14. Robust Wavelet Estimation to Eliminate Simultaneously the Effects of Boundary Problems, Outliers, and Correlated Noise

    Directory of Open Access Journals (Sweden)

    Alsaidi M. Altaher

    2012-01-01

    Full Text Available Classical wavelet thresholding methods suffer from boundary problems caused by the application of the wavelet transformations to a finite signal. As a result, large bias at the edges and artificial wiggles occur when the classical boundary assumptions are not satisfied. Although polynomial wavelet regression and local polynomial wavelet regression effectively reduce the risk of this problem, the estimates from these two methods can be easily affected by the presence of correlated noise and outliers, giving inaccurate estimates. This paper introduces two robust methods in which the effects of boundary problems, outliers, and correlated noise are simultaneously taken into account. The proposed methods combine thresholding estimator with either a local polynomial model or a polynomial model using the generalized least squares method instead of the ordinary one. A primary step that involves removing the outlying observations through a statistical function is considered as well. The practical performance of the proposed methods has been evaluated through simulation experiments and real data examples. The results are strong evidence that the proposed method is extremely effective in terms of correcting the boundary bias and eliminating the effects of outliers and correlated noise.

  15. On the robust nonparametric regression estimation for a functional regressor

    OpenAIRE

    Azzedine , Nadjia; Laksaci , Ali; Ould-Saïd , Elias

    2009-01-01

    On the robust nonparametric regression estimation for a functional regressor correspondance: Corresponding author. (Ould-Said, Elias) (Azzedine, Nadjia) (Laksaci, Ali) (Ould-Said, Elias) Departement de Mathematiques--> , Univ. Djillali Liabes--> , BP 89--> , 22000 Sidi Bel Abbes--> - ALGERIA (Azzedine, Nadjia) Departement de Mathema...

  16. Robust estimation of the correlation matrix of longitudinal data

    KAUST Repository

    Maadooliat, Mehdi

    2011-09-23

    We propose a double-robust procedure for modeling the correlation matrix of a longitudinal dataset. It is based on an alternative Cholesky decomposition of the form Σ=DLL⊤D where D is a diagonal matrix proportional to the square roots of the diagonal entries of Σ and L is a unit lower-triangular matrix determining solely the correlation matrix. The first robustness is with respect to model misspecification for the innovation variances in D, and the second is robustness to outliers in the data. The latter is handled using heavy-tailed multivariate t-distributions with unknown degrees of freedom. We develop a Fisher scoring algorithm for computing the maximum likelihood estimator of the parameters when the nonredundant and unconstrained entries of (L,D) are modeled parsimoniously using covariates. We compare our results with those based on the modified Cholesky decomposition of the form LD2L⊤ using simulations and a real dataset. © 2011 Springer Science+Business Media, LLC.

  17. Estimation non-paramétrique robuste pour données fonctionnelles

    OpenAIRE

    Crambes , Christophe; Delsol , Laurent; Laksaci , Ali

    2009-01-01

    International audience; L'estimation robuste présente une approche alternative aux méthodes de régression classiques, par exemple lorsque les observations sont affectées par la présence de données aberrantes. Récemment, ces estimateurs robustes ont été considérés pour des modèles avec données fonctionnelles. Dans cet exposé, nous considérons un modèle de régression robuste avec une variable d'intérêt réelle et une variable explicative fonctionnelle. Nous définissons un estimateur non-paramétr...

  18. Robustness of SOC Estimation Algorithms for EV Lithium-Ion Batteries against Modeling Errors and Measurement Noise

    Directory of Open Access Journals (Sweden)

    Xue Li

    2015-01-01

    Full Text Available State of charge (SOC is one of the most important parameters in battery management system (BMS. There are numerous algorithms for SOC estimation, mostly of model-based observer/filter types such as Kalman filters, closed-loop observers, and robust observers. Modeling errors and measurement noises have critical impact on accuracy of SOC estimation in these algorithms. This paper is a comparative study of robustness of SOC estimation algorithms against modeling errors and measurement noises. By using a typical battery platform for vehicle applications with sensor noise and battery aging characterization, three popular and representative SOC estimation methods (extended Kalman filter, PI-controlled observer, and H∞ observer are compared on such robustness. The simulation and experimental results demonstrate that deterioration of SOC estimation accuracy under modeling errors resulted from aging and larger measurement noise, which is quantitatively characterized. The findings of this paper provide useful information on the following aspects: (1 how SOC estimation accuracy depends on modeling reliability and voltage measurement accuracy; (2 pros and cons of typical SOC estimators in their robustness and reliability; (3 guidelines for requirements on battery system identification and sensor selections.

  19. Robust estimation and moment selection in dynamic fixed-effects panel data models

    NARCIS (Netherlands)

    Cizek, Pavel; Aquaro, Michele

    Considering linear dynamic panel data models with fixed effects, existing outlier–robust estimators based on the median ratio of two consecutive pairs of first-differenced data are extended to higher-order differencing. The estimation procedure is thus based on many pairwise differences and their

  20. A Modified LQG Algorithm (MLQG for Robust Control of Nonlinear Multivariable Systems

    Directory of Open Access Journals (Sweden)

    Jens G. Balchen

    1993-07-01

    Full Text Available The original LQG algorithm is often characterized for its lack of robustness. This is because in the design of the estimator (Kalman filter the process disturbance is assumed to be white noise. If the estimator is to give good estimates, the Kalman gain is increased which means that the estimator fails to become robust. A solution to this problem is to replace the proportional Kalman gain matrix by a dynamic PI algorithm and the proportional LQ feedback gain matrix by a PI algorithm. A tuning method is developed which facilitates the tuning of a modified LQG control system (MLQG by only two tuning parameters.

  1. Robust Backlash Estimation for Industrial Drive-Train Systems—Theory and Validation

    DEFF Research Database (Denmark)

    Papageorgiou, Dimitrios; Blanke, Mogens; Niemann, Hans Henrik

    2018-01-01

    Backlash compensation is used in modern machinetool controls to ensure high-accuracy positioning. When wear of a machine causes deadzone width to increase, high-accuracy control may be maintained if the deadzone is accurately estimated. Deadzone estimation is also an important parameter to indica......-of-the-art Siemens equipment. The experiments validate the theory and show that expected performance and robustness to parameter uncertainties are both achieved....

  2. Robust estimation of the noise variance from background MR data

    NARCIS (Netherlands)

    Sijbers, J.; Den Dekker, A.J.; Poot, D.; Bos, R.; Verhoye, M.; Van Camp, N.; Van der Linden, A.

    2006-01-01

    In the literature, many methods are available for estimation of the variance of the noise in magnetic resonance (MR) images. A commonly used method, based on the maximum of the background mode of the histogram, is revisited and a new, robust, and easy to use method is presented based on maximum

  3. Estimation of State of Charge of Lithium-Ion Batteries Used in HEV Using Robust Extended Kalman Filtering

    Directory of Open Access Journals (Sweden)

    Suleiman M. Sharkh

    2012-04-01

    Full Text Available A robust extended Kalman filter (EKF is proposed as a method for estimation of the state of charge (SOC of lithium-ion batteries used in hybrid electric vehicles (HEVs. An equivalent circuit model of the battery, including its electromotive force (EMF hysteresis characteristics and polarization characteristics is used. The effect of the robust EKF gain coefficient on SOC estimation is analyzed, and an optimized gain coefficient is determined to restrain battery terminal voltage from fluctuating. Experimental and simulation results are presented. SOC estimates using the standard EKF are compared with the proposed robust EKF algorithm to demonstrate the accuracy and precision of the latter for SOC estimation.

  4. Robust position estimation of a mobile vehicle

    International Nuclear Information System (INIS)

    Conan, V.

    1994-01-01

    The ability to estimate the position of a mobile vehicle is a key task for navigation over large distances in complex indoor environments such as nuclear power plants. Schematics of the plants are available, but they are incomplete, as real settings contain many objects, such as pipes, cables or furniture, that mask part of the model. The position estimation method described in this paper matches 3-D data with a simple schematic of a plant. It is basically independent of odometer information and viewpoint, robust to noisy data and spurious points and largely insensitive to occlusions. The method is based on a hypothesis/verification paradigm and its complexity is polynomial; it runs in O(m 4 n 4 ), where m represents the number of model patches and n the number of scene patches. Heuristics are presented to speed up the algorithm. Results on real 3-D data show good behaviour even when the scene is very occluded. (authors). 16 refs., 3 figs., 1 tab

  5. Robust subspace estimation using low-rank optimization theory and applications

    CERN Document Server

    Oreifej, Omar

    2014-01-01

    Various fundamental applications in computer vision and machine learning require finding the basis of a certain subspace. Examples of such applications include face detection, motion estimation, and activity recognition. An increasing interest has been recently placed on this area as a result of significant advances in the mathematics of matrix rank optimization. Interestingly, robust subspace estimation can be posed as a low-rank optimization problem, which can be solved efficiently using techniques such as the method of Augmented Lagrange Multiplier. In this book,?the authors?discuss fundame

  6. Robust estimation of autoregressive processes using a mixture-based filter-bank

    Czech Academy of Sciences Publication Activity Database

    Šmídl, V.; Anthony, Q.; Kárný, Miroslav; Guy, Tatiana Valentine

    2005-01-01

    Roč. 54, č. 4 (2005), s. 315-323 ISSN 0167-6911 R&D Projects: GA AV ČR IBS1075351; GA ČR GA102/03/0049; GA ČR GP102/03/P010; GA MŠk 1M0572 Institutional research plan: CEZ:AV0Z10750506 Keywords : Bayesian estimation * probabilistic mixtures * recursive estimation Subject RIV: BC - Control Systems Theory Impact factor: 1.239, year: 2005 http://library.utia.cas.cz/separaty/historie/karny-robust estimation of autoregressive processes using a mixture-based filter- bank .pdf

  7. To give or not to give, that's the question: How methodology is destiny in Dutch giving data

    NARCIS (Netherlands)

    Bekkers, R.H.F.P.; Wiepking, P.

    2006-01-01

    In research on giving, methodology is destiny. The volume of donations estimated from sample surveys strongly depends on the length of the questionnaire used to measure giving. By comparing two giving surveys from the Netherlands, the authors show that a short questionnaire on giving not only

  8. Simple robust technique using time delay estimation for the control and synchronization of Lorenz systems

    International Nuclear Information System (INIS)

    Jin, Maolin; Chang, Pyung Hun

    2009-01-01

    This work presents two simple and robust techniques based on time delay estimation for the respective control and synchronization of chaos systems. First, one of these techniques is applied to the control of a chaotic Lorenz system with both matched and mismatched uncertainties. The nonlinearities in the Lorenz system is cancelled by time delay estimation and desired error dynamics is inserted. Second, the other technique is applied to the synchronization of the Lue system and the Lorenz system with uncertainties. The synchronization input consists of three elements that have transparent and clear meanings. Since time delay estimation enables a very effective and efficient cancellation of disturbances and nonlinearities, the techniques turn out to be simple and robust. Numerical simulation results show fast, accurate and robust performance of the proposed techniques, thereby demonstrating their effectiveness for the control and synchronization of Lorenz systems.

  9. Power System Real-Time Monitoring by Using PMU-Based Robust State Estimation Method

    DEFF Research Database (Denmark)

    Zhao, Junbo; Zhang, Gexiang; Das, Kaushik

    2016-01-01

    Accurate real-time states provided by the state estimator are critical for power system reliable operation and control. This paper proposes a novel phasor measurement unit (PMU)-based robust state estimation method (PRSEM) to real-time monitor a power system under different operation conditions...... the system real-time states with good robustness and can address several kinds of BD.......-based bad data (BD) detection method, which can handle the smearing effect and critical measurement errors, is presented. We evaluate PRSEM by using IEEE benchmark test systems and a realistic utility system. The numerical results indicate that, in short computation time, PRSEM can effectively track...

  10. Doubly robust estimation of generalized partial linear models for longitudinal data with dropouts.

    Science.gov (United States)

    Lin, Huiming; Fu, Bo; Qin, Guoyou; Zhu, Zhongyi

    2017-12-01

    We develop a doubly robust estimation of generalized partial linear models for longitudinal data with dropouts. Our method extends the highly efficient aggregate unbiased estimating function approach proposed in Qu et al. (2010) to a doubly robust one in the sense that under missing at random (MAR), our estimator is consistent when either the linear conditional mean condition is satisfied or a model for the dropout process is correctly specified. We begin with a generalized linear model for the marginal mean, and then move forward to a generalized partial linear model, allowing for nonparametric covariate effect by using the regression spline smoothing approximation. We establish the asymptotic theory for the proposed method and use simulation studies to compare its finite sample performance with that of Qu's method, the complete-case generalized estimating equation (GEE) and the inverse-probability weighted GEE. The proposed method is finally illustrated using data from a longitudinal cohort study. © 2017, The International Biometric Society.

  11. Robust w-Estimators for Cryo-EM Class Means

    Science.gov (United States)

    Huang, Chenxi; Tagare, Hemant D.

    2016-01-01

    A critical step in cryogenic electron microscopy (cryo-EM) image analysis is to calculate the average of all images aligned to a projection direction. This average, called the “class mean”, improves the signal-to-noise ratio in single particle reconstruction (SPR). The averaging step is often compromised because of outlier images of ice, contaminants, and particle fragments. Outlier detection and rejection in the majority of current cryo-EM methods is done using cross-correlation with a manually determined threshold. Empirical assessment shows that the performance of these methods is very sensitive to the threshold. This paper proposes an alternative: a “w-estimator” of the average image, which is robust to outliers and which does not use a threshold. Various properties of the estimator, such as consistency and influence function are investigated. An extension of the estimator to images with different contrast transfer functions (CTFs) is also provided. Experiments with simulated and real cryo-EM images show that the proposed estimator performs quite well in the presence of outliers. PMID:26841397

  12. ESTIMATION OF GRASPING TORQUE USING ROBUST REACTION TORQUE OBSERVER FOR ROBOTIC FORCEPS

    OpenAIRE

    塚本, 祐介

    2015-01-01

    Abstract— In this paper, the estimation of the grasping torque of robotic forceps without the use of a force/torque sensor is discussed. To estimate the grasping torque when the robotic forceps driven by a rotary motor with a reduction gear grasps an object, a novel robust reaction torque observer is proposed. In the case where a conventional reaction force/torque observer is applied, the estimated torque includes not only the grasping torque, namely the reaction torque, but also t...

  13. To Give or Not to Give, That Is the Question : How Methodology Is Destiny in Dutch Giving Data

    NARCIS (Netherlands)

    Bekkers, René; Wiepking, Pamala

    2006-01-01

    In research on giving, methodology is destiny. The volume of donations estimated from sample surveys strongly depends on the length of the questionnaire used to measure giving. By comparing two giving surveys from the Netherlands, the authors show that a short questionnaire on giving not only

  14. Robust Variance Estimation with Dependent Effect Sizes: Practical Considerations Including a Software Tutorial in Stata and SPSS

    Science.gov (United States)

    Tanner-Smith, Emily E.; Tipton, Elizabeth

    2014-01-01

    Methodologists have recently proposed robust variance estimation as one way to handle dependent effect sizes in meta-analysis. Software macros for robust variance estimation in meta-analysis are currently available for Stata (StataCorp LP, College Station, TX, USA) and SPSS (IBM, Armonk, NY, USA), yet there is little guidance for authors regarding…

  15. Efficient and robust estimation for longitudinal mixed models for binary data

    DEFF Research Database (Denmark)

    Holst, René

    2009-01-01

    This paper proposes a longitudinal mixed model for binary data. The model extends the classical Poisson trick, in which a binomial regression is fitted by switching to a Poisson framework. A recent estimating equations method for generalized linear longitudinal mixed models, called GEEP, is used...... as a vehicle for fitting the conditional Poisson regressions, given a latent process of serial correlated Tweedie variables. The regression parameters are estimated using a quasi-score method, whereas the dispersion and correlation parameters are estimated by use of bias-corrected Pearson-type estimating...... equations, using second moments only. Random effects are predicted by BLUPs. The method provides a computationally efficient and robust approach to the estimation of longitudinal clustered binary data and accommodates linear and non-linear models. A simulation study is used for validation and finally...

  16. Global robust stability of delayed neural networks: Estimating upper limit of norm of delayed connection weight matrix

    International Nuclear Information System (INIS)

    Singh, Vimal

    2007-01-01

    The question of estimating the upper limit of -parallel B -parallel 2 , which is a key step in some recently reported global robust stability criteria for delayed neural networks, is revisited ( B denotes the delayed connection weight matrix). Recently, Cao, Huang, and Qu have given an estimate of the upper limit of -parallel B -parallel 2 . In the present paper, an alternative estimate of the upper limit of -parallel B -parallel 2 is highlighted. It is shown that the alternative estimate may yield some new global robust stability results

  17. REKF and RUKF for pico satellite attitude estimation in the presence of measurement faults

    Institute of Scientific and Technical Information of China (English)

    Halil Ersin Söken; Chingiz Hajiyev

    2014-01-01

    When a pico satel ite is under normal operational condi-tions, whether it is extended or unscented, a conventional Kalman filter gives sufficiently good estimation results. However, if the measurements are not reliable because of any kind of malfunc-tions in the estimation system, the Kalman filter gives inaccurate results and diverges by time. This study compares two different robust Kalman filtering algorithms, robust extended Kalman filter (REKF) and robust unscented Kalman filter (RUKF), for the case of measurement malfunctions. In both filters, by the use of de-fined variables named as the measurement noise scale factor, the faulty measurements are taken into the consideration with a smal weight, and the estimations are corrected without affecting the characteristic of the accurate ones. The proposed robust Kalman filters are applied for the attitude estimation process of a pico satel-lite, and the results are compared.

  18. Robust estimation of adaptive tensors of curvature by tensor voting.

    Science.gov (United States)

    Tong, Wai-Shun; Tang, Chi-Keung

    2005-03-01

    Although curvature estimation from a given mesh or regularly sampled point set is a well-studied problem, it is still challenging when the input consists of a cloud of unstructured points corrupted by misalignment error and outlier noise. Such input is ubiquitous in computer vision. In this paper, we propose a three-pass tensor voting algorithm to robustly estimate curvature tensors, from which accurate principal curvatures and directions can be calculated. Our quantitative estimation is an improvement over the previous two-pass algorithm, where only qualitative curvature estimation (sign of Gaussian curvature) is performed. To overcome misalignment errors, our improved method automatically corrects input point locations at subvoxel precision, which also rejects outliers that are uncorrectable. To adapt to different scales locally, we define the RadiusHit of a curvature tensor to quantify estimation accuracy and applicability. Our curvature estimation algorithm has been proven with detailed quantitative experiments, performing better in a variety of standard error metrics (percentage error in curvature magnitudes, absolute angle difference in curvature direction) in the presence of a large amount of misalignment noise.

  19. Robust estimation of seismic coda shape

    Science.gov (United States)

    Nikkilä, Mikko; Polishchuk, Valentin; Krasnoshchekov, Dmitry

    2014-04-01

    We present a new method for estimation of seismic coda shape. It falls into the same class of methods as non-parametric shape reconstruction with the use of neural network techniques where data are split into a training and validation data sets. We particularly pursue the well-known problem of image reconstruction formulated in this case as shape isolation in the presence of a broadly defined noise. This combined approach is enabled by the intrinsic feature of seismogram which can be divided objectively into a pre-signal seismic noise with lack of the target shape, and the remainder that contains scattered waveforms compounding the coda shape. In short, we separately apply shape restoration procedure to pre-signal seismic noise and the event record, which provides successful delineation of the coda shape in the form of a smooth almost non-oscillating function of time. The new algorithm uses a recently developed generalization of classical computational-geometry tool of α-shape. The generalization essentially yields robust shape estimation by ignoring locally a number of points treated as extreme values, noise or non-relevant data. Our algorithm is conceptually simple and enables the desired or pre-determined level of shape detail, constrainable by an arbitrary data fit criteria. The proposed tool for coda shape delineation provides an alternative to moving averaging and/or other smoothing techniques frequently used for this purpose. The new algorithm is illustrated with an application to the problem of estimating the coda duration after a local event. The obtained relation coefficient between coda duration and epicentral distance is consistent with the earlier findings in the region of interest.

  20. A Robust and Multi-Weighted Approach to Estimating Topographically Correlated Tropospheric Delays in Radar Interferograms

    Directory of Open Access Journals (Sweden)

    Bangyan Zhu

    2016-07-01

    Full Text Available Spatial and temporal variations in the vertical stratification of the troposphere introduce significant propagation delays in interferometric synthetic aperture radar (InSAR observations. Observations of small amplitude surface deformations and regional subsidence rates are plagued by tropospheric delays, and strongly correlated with topographic height variations. Phase-based tropospheric correction techniques assuming a linear relationship between interferometric phase and topography have been exploited and developed, with mixed success. Producing robust estimates of tropospheric phase delay however plays a critical role in increasing the accuracy of InSAR measurements. Meanwhile, few phase-based correction methods account for the spatially variable tropospheric delay over lager study regions. Here, we present a robust and multi-weighted approach to estimate the correlation between phase and topography that is relatively insensitive to confounding processes such as regional subsidence over larger regions as well as under varying tropospheric conditions. An expanded form of robust least squares is introduced to estimate the spatially variable correlation between phase and topography by splitting the interferograms into multiple blocks. Within each block, correlation is robustly estimated from the band-filtered phase and topography. Phase-elevation ratios are multiply- weighted and extrapolated to each persistent scatter (PS pixel. We applied the proposed method to Envisat ASAR images over the Southern California area, USA, and found that our method mitigated the atmospheric noise better than the conventional phase-based method. The corrected ground surface deformation agreed better with those measured from GPS.

  1. Robust head pose estimation via supervised manifold learning.

    Science.gov (United States)

    Wang, Chao; Song, Xubo

    2014-05-01

    Head poses can be automatically estimated using manifold learning algorithms, with the assumption that with the pose being the only variable, the face images should lie in a smooth and low-dimensional manifold. However, this estimation approach is challenging due to other appearance variations related to identity, head location in image, background clutter, facial expression, and illumination. To address the problem, we propose to incorporate supervised information (pose angles of training samples) into the process of manifold learning. The process has three stages: neighborhood construction, graph weight computation and projection learning. For the first two stages, we redefine inter-point distance for neighborhood construction as well as graph weight by constraining them with the pose angle information. For Stage 3, we present a supervised neighborhood-based linear feature transformation algorithm to keep the data points with similar pose angles close together but the data points with dissimilar pose angles far apart. The experimental results show that our method has higher estimation accuracy than the other state-of-art algorithms and is robust to identity and illumination variations. Copyright © 2014 Elsevier Ltd. All rights reserved.

  2. Geomagnetic matching navigation algorithm based on robust estimation

    Science.gov (United States)

    Xie, Weinan; Huang, Liping; Qu, Zhenshen; Wang, Zhenhuan

    2017-08-01

    The outliers in the geomagnetic survey data seriously affect the precision of the geomagnetic matching navigation and badly disrupt its reliability. A novel algorithm which can eliminate the outliers influence is investigated in this paper. First, the weight function is designed and its principle of the robust estimation is introduced. By combining the relation equation between the matching trajectory and the reference trajectory with the Taylor series expansion for geomagnetic information, a mathematical expression of the longitude, latitude and heading errors is acquired. The robust target function is obtained by the weight function and the mathematical expression. Then the geomagnetic matching problem is converted to the solutions of nonlinear equations. Finally, Newton iteration is applied to implement the novel algorithm. Simulation results show that the matching error of the novel algorithm is decreased to 7.75% compared to the conventional mean square difference (MSD) algorithm, and is decreased to 18.39% to the conventional iterative contour matching algorithm when the outlier is 40nT. Meanwhile, the position error of the novel algorithm is 0.017° while the other two algorithms fail to match when the outlier is 400nT.

  3. A new method for robust video watermarking resistant against key estimation attacks

    Science.gov (United States)

    Mitekin, Vitaly

    2015-12-01

    This paper presents a new method for high-capacity robust digital video watermarking and algorithms of embedding and extraction of watermark based on this method. Proposed method uses password-based two-dimensional pseudonoise arrays for watermark embedding, making brute-force attacks aimed at steganographic key retrieval mostly impractical. Proposed algorithm for 2-dimensional "noise-like" watermarking patterns generation also allows to significantly decrease watermark collision probability ( i.e. probability of correct watermark detection and extraction using incorrect steganographic key or password).. Experimental research provided in this work also shows that simple correlation-based watermark detection procedure can be used, providing watermark robustness against lossy compression and watermark estimation attacks. At the same time, without decreasing robustness of embedded watermark, average complexity of the brute-force key retrieval attack can be increased to 1014 watermark extraction attempts (compared to 104-106 for a known robust watermarking schemes). Experimental results also shows that for lowest embedding intensity watermark preserves it's robustness against lossy compression of host video and at the same time preserves higher video quality (PSNR up to 51dB) compared to known wavelet-based and DCT-based watermarking algorithms.

  4. Estimator-based multiobjective robust control strategy for an active pantograph in high-speed railways

    DEFF Research Database (Denmark)

    Lu, Xiaobing; Liu, Zhigang; Song, Yang

    2018-01-01

    Active control of the pantograph is one of the promising measures for decreasing fluctuation in the contact force between the pantograph and the catenary. In this paper, an estimator-based multiobjective robust control strategy is proposed for an active pantograph, which consists of a state estim...

  5. Robust estimation of partially linear models for longitudinal data with dropouts and measurement error.

    Science.gov (United States)

    Qin, Guoyou; Zhang, Jiajia; Zhu, Zhongyi; Fung, Wing

    2016-12-20

    Outliers, measurement error, and missing data are commonly seen in longitudinal data because of its data collection process. However, no method can address all three of these issues simultaneously. This paper focuses on the robust estimation of partially linear models for longitudinal data with dropouts and measurement error. A new robust estimating equation, simultaneously tackling outliers, measurement error, and missingness, is proposed. The asymptotic properties of the proposed estimator are established under some regularity conditions. The proposed method is easy to implement in practice by utilizing the existing standard generalized estimating equations algorithms. The comprehensive simulation studies show the strength of the proposed method in dealing with longitudinal data with all three features. Finally, the proposed method is applied to data from the Lifestyle Education for Activity and Nutrition study and confirms the effectiveness of the intervention in producing weight loss at month 9. Copyright © 2016 John Wiley & Sons, Ltd. Copyright © 2016 John Wiley & Sons, Ltd.

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

    Science.gov (United States)

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

    2013-09-01

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

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

    International Nuclear Information System (INIS)

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

    2013-01-01

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

  8. 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

    lead to globally optimized parameter values. In this article, a robust methodology to estimate parameters for biocatalytic reaction kinetic expressions is proposed. The methodology determines the parameters in a systematic manner by exploiting the best features of several of the current approaches...... parameters, which are strongly correlated with each other. State-of-the-art methodologies such as nonlinear regression (using progress curves) or graphical analysis (using initial rate data, for example, the Lineweaver-Burke plot, Hanes plot or Dixon plot) often incorporate errors in the estimates and rarely...

  9. A Robust WLS Power System State Estimation Method Integrating a Wide-Area Measurement System and SCADA Technology

    Directory of Open Access Journals (Sweden)

    Tao Jin

    2015-04-01

    Full Text Available With the development of modern society, the scale of the power system is rapidly increased accordingly, and the framework and mode of running of power systems are trending towards more complexity. It is nowadays much more important for the dispatchers to know exactly the state parameters of the power network through state estimation. This paper proposes a robust power system WLS state estimation method integrating a wide-area measurement system (WAMS and SCADA technology, incorporating phasor measurements and the results of the traditional state estimator in a post-processing estimator, which greatly reduces the scale of the non-linear estimation problem as well as the number of iterations and the processing time per iteration. This paper firstly analyzes the wide-area state estimation model in detail, then according to the issue that least squares does not account for bad data and outliers, the paper proposes a robust weighted least squares (WLS method that combines a robust estimation principle with least squares by equivalent weight. The performance assessment is discussed through setting up mathematical models of the distribution network. The effectiveness of the proposed method was proved to be accurate and reliable by simulations and experiments.

  10. BROJA-2PID: A Robust Estimator for Bivariate Partial Information Decomposition

    Directory of Open Access Journals (Sweden)

    Abdullah Makkeh

    2018-04-01

    Full Text Available Makkeh, Theis, and Vicente found that Cone Programming model is the most robust to compute the Bertschinger et al. partial information decomposition (BROJA PID measure. We developed a production-quality robust software that computes the BROJA PID measure based on the Cone Programming model. In this paper, we prove the important property of strong duality for the Cone Program and prove an equivalence between the Cone Program and the original Convex problem. Then, we describe in detail our software, explain how to use it, and perform some experiments comparing it to other estimators. Finally, we show that the software can be extended to compute some quantities of a trivaraite PID measure.

  11. ROBUST: an interactive FORTRAN-77 package for exploratory data analysis using parametric, ROBUST and nonparametric location and scale estimates, data transformations, normality tests, and outlier assessment

    Science.gov (United States)

    Rock, N. M. S.

    ROBUST calculates 53 statistics, plus significance levels for 6 hypothesis tests, on each of up to 52 variables. These together allow the following properties of the data distribution for each variable to be examined in detail: (1) Location. Three means (arithmetic, geometric, harmonic) are calculated, together with the midrange and 19 high-performance robust L-, M-, and W-estimates of location (combined, adaptive, trimmed estimates, etc.) (2) Scale. The standard deviation is calculated along with the H-spread/2 (≈ semi-interquartile range), the mean and median absolute deviations from both mean and median, and a biweight scale estimator. The 23 location and 6 scale estimators programmed cover all possible degrees of robustness. (3) Normality: Distributions are tested against the null hypothesis that they are normal, using the 3rd (√ h1) and 4th ( b 2) moments, Geary's ratio (mean deviation/standard deviation), Filliben's probability plot correlation coefficient, and a more robust test based on the biweight scale estimator. These statistics collectively are sensitive to most usual departures from normality. (4) Presence of outliers. The maximum and minimum values are assessed individually or jointly using Grubbs' maximum Studentized residuals, Harvey's and Dixon's criteria, and the Studentized range. For a single input variable, outliers can be either winsorized or eliminated and all estimates recalculated iteratively as desired. The following data-transformations also can be applied: linear, log 10, generalized Box Cox power (including log, reciprocal, and square root), exponentiation, and standardization. For more than one variable, all results are tabulated in a single run of ROBUST. Further options are incorporated to assess ratios (of two variables) as well as discrete variables, and be concerned with missing data. Cumulative S-plots (for assessing normality graphically) also can be generated. The mutual consistency or inconsistency of all these measures

  12. System for the chemical professing and evaluation gives the residual thickness the gives detecting for gives appearances LR115 type 2

    International Nuclear Information System (INIS)

    Carrazana Gonzalez, J.A.; Tomas Zerquera, J.; Prendes Alonso, M.

    1998-01-01

    In this work the system is described built in the CPHR for the homogeneous chemical processing gives detecting gives nuclear appearances. A new developed method is exposed, based on the application gives the technique optical densitometry, for the precise estimate gives the residual thickness, gives detecting, gives nuclear appearances LR115 type 2 after the process gives chemical engraving

  13. Robust Estimation for a CSTR Using a High Order Sliding Mode Observer and an Observer-Based Estimator

    Directory of Open Access Journals (Sweden)

    Esteban Jiménez-Rodríguez

    2016-12-01

    Full Text Available This paper presents an estimation structure for a continuous stirred-tank reactor, which is comprised of a sliding mode observer-based estimator coupled with a high-order sliding-mode observer. The whole scheme allows the robust estimation of the state and some parameters, specifically the concentration of the reactive mass, the heat of reaction and the global coefficient of heat transfer, by measuring the temperature inside the reactor and the temperature inside the jacket. In order to verify the results, the convergence proof of the proposed structure is done, and numerical simulations are presented with noiseless and noisy measurements, suggesting the applicability of the posed approach.

  14. A random sampling approach for robust estimation of tissue-to-plasma ratio from extremely sparse data.

    Science.gov (United States)

    Chu, Hui-May; Ette, Ene I

    2005-09-02

    his study was performed to develop a new nonparametric approach for the estimation of robust tissue-to-plasma ratio from extremely sparsely sampled paired data (ie, one sample each from plasma and tissue per subject). Tissue-to-plasma ratio was estimated from paired/unpaired experimental data using independent time points approach, area under the curve (AUC) values calculated with the naïve data averaging approach, and AUC values calculated using sampling based approaches (eg, the pseudoprofile-based bootstrap [PpbB] approach and the random sampling approach [our proposed approach]). The random sampling approach involves the use of a 2-phase algorithm. The convergence of the sampling/resampling approaches was investigated, as well as the robustness of the estimates produced by different approaches. To evaluate the latter, new data sets were generated by introducing outlier(s) into the real data set. One to 2 concentration values were inflated by 10% to 40% from their original values to produce the outliers. Tissue-to-plasma ratios computed using the independent time points approach varied between 0 and 50 across time points. The ratio obtained from AUC values acquired using the naive data averaging approach was not associated with any measure of uncertainty or variability. Calculating the ratio without regard to pairing yielded poorer estimates. The random sampling and pseudoprofile-based bootstrap approaches yielded tissue-to-plasma ratios with uncertainty and variability. However, the random sampling approach, because of the 2-phase nature of its algorithm, yielded more robust estimates and required fewer replications. Therefore, a 2-phase random sampling approach is proposed for the robust estimation of tissue-to-plasma ratio from extremely sparsely sampled data.

  15. Robust estimation for homoscedastic regression in the secondary analysis of case-control data

    KAUST Repository

    Wei, Jiawei; Carroll, Raymond J.; Mü ller, Ursula U.; Keilegom, Ingrid Van; Chatterjee, Nilanjan

    2012-01-01

    Primary analysis of case-control studies focuses on the relationship between disease D and a set of covariates of interest (Y, X). A secondary application of the case-control study, which is often invoked in modern genetic epidemiologic association studies, is to investigate the interrelationship between the covariates themselves. The task is complicated owing to the case-control sampling, where the regression of Y on X is different from what it is in the population. Previous work has assumed a parametric distribution for Y given X and derived semiparametric efficient estimation and inference without any distributional assumptions about X. We take up the issue of estimation of a regression function when Y given X follows a homoscedastic regression model, but otherwise the distribution of Y is unspecified. The semiparametric efficient approaches can be used to construct semiparametric efficient estimates, but they suffer from a lack of robustness to the assumed model for Y given X. We take an entirely different approach. We show how to estimate the regression parameters consistently even if the assumed model for Y given X is incorrect, and thus the estimates are model robust. For this we make the assumption that the disease rate is known or well estimated. The assumption can be dropped when the disease is rare, which is typically so for most case-control studies, and the estimation algorithm simplifies. Simulations and empirical examples are used to illustrate the approach.

  16. Robust estimation for homoscedastic regression in the secondary analysis of case-control data

    KAUST Repository

    Wei, Jiawei

    2012-12-04

    Primary analysis of case-control studies focuses on the relationship between disease D and a set of covariates of interest (Y, X). A secondary application of the case-control study, which is often invoked in modern genetic epidemiologic association studies, is to investigate the interrelationship between the covariates themselves. The task is complicated owing to the case-control sampling, where the regression of Y on X is different from what it is in the population. Previous work has assumed a parametric distribution for Y given X and derived semiparametric efficient estimation and inference without any distributional assumptions about X. We take up the issue of estimation of a regression function when Y given X follows a homoscedastic regression model, but otherwise the distribution of Y is unspecified. The semiparametric efficient approaches can be used to construct semiparametric efficient estimates, but they suffer from a lack of robustness to the assumed model for Y given X. We take an entirely different approach. We show how to estimate the regression parameters consistently even if the assumed model for Y given X is incorrect, and thus the estimates are model robust. For this we make the assumption that the disease rate is known or well estimated. The assumption can be dropped when the disease is rare, which is typically so for most case-control studies, and the estimation algorithm simplifies. Simulations and empirical examples are used to illustrate the approach.

  17. Detection of heart beats in multimodal data: a robust beat-to-beat interval estimation approach.

    Science.gov (United States)

    Antink, Christoph Hoog; Brüser, Christoph; Leonhardt, Steffen

    2015-08-01

    The heart rate and its variability play a vital role in the continuous monitoring of patients, especially in the critical care unit. They are commonly derived automatically from the electrocardiogram as the interval between consecutive heart beat. While their identification by QRS-complexes is straightforward under ideal conditions, the exact localization can be a challenging task if the signal is severely contaminated with noise and artifacts. At the same time, other signals directly related to cardiac activity are often available. In this multi-sensor scenario, methods of multimodal sensor-fusion allow the exploitation of redundancies to increase the accuracy and robustness of beat detection.In this paper, an algorithm for the robust detection of heart beats in multimodal data is presented. Classic peak-detection is augmented by robust multi-channel, multimodal interval estimation to eliminate false detections and insert missing beats. This approach yielded a score of 90.70 and was thus ranked third place in the PhysioNet/Computing in Cardiology Challenge 2014: Robust Detection of Heart Beats in Muthmodal Data follow-up analysis.In the future, the robust beat-to-beat interval estimator may directly be used for the automated processing of multimodal patient data for applications such as diagnosis support and intelligent alarming.

  18. Robust regularized least-squares beamforming approach to signal estimation

    KAUST Repository

    Suliman, Mohamed Abdalla Elhag

    2017-05-12

    In this paper, we address the problem of robust adaptive beamforming of signals received by a linear array. The challenge associated with the beamforming problem is twofold. Firstly, the process requires the inversion of the usually ill-conditioned covariance matrix of the received signals. Secondly, the steering vector pertaining to the direction of arrival of the signal of interest is not known precisely. To tackle these two challenges, the standard capon beamformer is manipulated to a form where the beamformer output is obtained as a scaled version of the inner product of two vectors. The two vectors are linearly related to the steering vector and the received signal snapshot, respectively. The linear operator, in both cases, is the square root of the covariance matrix. A regularized least-squares (RLS) approach is proposed to estimate these two vectors and to provide robustness without exploiting prior information. Simulation results show that the RLS beamformer using the proposed regularization algorithm outperforms state-of-the-art beamforming algorithms, as well as another RLS beamformers using a standard regularization approaches.

  19. mBEEF-vdW: Robust fitting of error estimation density functionals

    DEFF Research Database (Denmark)

    Lundgård, Keld Troen; Wellendorff, Jess; Voss, Johannes

    2016-01-01

    . The functional is fitted within the Bayesian error estimation functional (BEEF) framework [J. Wellendorff et al., Phys. Rev. B 85, 235149 (2012); J. Wellendorff et al., J. Chem. Phys. 140, 144107 (2014)]. We improve the previously used fitting procedures by introducing a robust MM-estimator based loss function...... catalysis, including datasets that were not used for its training. Overall, we find that mBEEF-vdW has a higher general accuracy than competing popular functionals, and it is one of the best performing functionals on chemisorption systems, surface energies, lattice constants, and dispersion. We also show...

  20. Robust Non-Local TV-L1 Optical Flow Estimation with Occlusion Detection.

    Science.gov (United States)

    Zhang, Congxuan; Chen, Zhen; Wang, Mingrun; Li, Ming; Jiang, Shaofeng

    2017-06-05

    In this paper, we propose a robust non-local TV-L1 optical flow method with occlusion detection to address the problem of weak robustness of optical flow estimation with motion occlusion. Firstly, a TV-L1 form for flow estimation is defined using a combination of the brightness constancy and gradient constancy assumptions in the data term and by varying the weight under the Charbonnier function in the smoothing term. Secondly, to handle the potential risk of the outlier in the flow field, a general non-local term is added in the TV-L1 optical flow model to engender the typical non-local TV-L1 form. Thirdly, an occlusion detection method based on triangulation is presented to detect the occlusion regions of the sequence. The proposed non-local TV-L1 optical flow model is performed in a linearizing iterative scheme using improved median filtering and a coarse-to-fine computing strategy. The results of the complex experiment indicate that the proposed method can overcome the significant influence of non-rigid motion, motion occlusion, and large displacement motion. Results of experiments comparing the proposed method and existing state-of-the-art methods by respectively using Middlebury and MPI Sintel database test sequences show that the proposed method has higher accuracy and better robustness.

  1. WTA estimates using the method of paired comparison: tests of robustness

    Science.gov (United States)

    Patricia A. Champ; John B. Loomis

    1998-01-01

    The method of paired comparison is modified to allow choices between two alternative gains so as to estimate willingness to accept (WTA) without loss aversion. The robustness of WTA values for two public goods is tested with respect to sensitivity of theWTA measure to the context of the bundle of goods used in the paired comparison exercise and to the scope (scale) of...

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

    Science.gov (United States)

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

    1997-01-01

    Statistical inference for capture-recapture studies of open animal populations typically relies on the assumption that all emigration from the studied population is permanent. However, there are many instances in which this assumption is unlikely to be met. We define two general models for the process of temporary emigration, completely random and Markovian. We then consider effects of these two types of temporary emigration on Jolly-Seber (Seber 1982) estimators and on estimators arising from the full-likelihood approach of Kendall et al. (1995) to robust design data. Capture-recapture data arising from Pollock's (1982) robust design provide the basis for obtaining unbiased estimates of demographic parameters in the presence of temporary emigration and for estimating the probability of temporary emigration. We present a likelihood-based approach to dealing with temporary emigration that permits estimation under different models of temporary emigration and yields tests for completely random and Markovian emigration. In addition, we use the relationship between capture probability estimates based on closed and open models under completely random temporary emigration to derive three ad hoc estimators for the probability of temporary emigration, two of which should be especially useful in situations where capture probabilities are heterogeneous among individual animals. Ad hoc and full-likelihood estimators are illustrated for small mammal capture-recapture data sets. We believe that these models and estimators will be useful for testing hypotheses about the process of temporary emigration, for estimating demographic parameters in the presence of temporary emigration, and for estimating probabilities of temporary emigration. These latter estimates are frequently of ecological interest as indicators of animal movement and, in some sampling situations, as direct estimates of breeding probabilities and proportions.

  3. Rotated Walsh-Hadamard Spreading with Robust Channel Estimation for a Coded MC-CDMA System

    Directory of Open Access Journals (Sweden)

    Raulefs Ronald

    2004-01-01

    Full Text Available We investigate rotated Walsh-Hadamard spreading matrices for a broadband MC-CDMA system with robust channel estimation in the synchronous downlink. The similarities between rotated spreading and signal space diversity are outlined. In a multiuser MC-CDMA system, possible performance improvements are based on the chosen detector, the channel code, and its Hamming distance. By applying rotated spreading in comparison to a standard Walsh-Hadamard spreading code, a higher throughput can be achieved. As combining the channel code and the spreading code forms a concatenated code, the overall minimum Hamming distance of the concatenated code increases. This asymptotically results in an improvement of the bit error rate for high signal-to-noise ratio. Higher convolutional channel code rates are mostly generated by puncturing good low-rate channel codes. The overall Hamming distance decreases significantly for the punctured channel codes. Higher channel code rates are favorable for MC-CDMA, as MC-CDMA utilizes diversity more efficiently compared to pure OFDMA. The application of rotated spreading in an MC-CDMA system allows exploiting diversity even further. We demonstrate that the rotated spreading gain is still present for a robust pilot-aided channel estimator. In a well-designed system, rotated spreading extends the performance by using a maximum likelihood detector with robust channel estimation at the receiver by about 1 dB.

  4. Methodology in robust and nonparametric statistics

    CERN Document Server

    Jurecková, Jana; Picek, Jan

    2012-01-01

    Introduction and SynopsisIntroductionSynopsisPreliminariesIntroductionInference in Linear ModelsRobustness ConceptsRobust and Minimax Estimation of LocationClippings from Probability and Asymptotic TheoryProblemsRobust Estimation of Location and RegressionIntroductionM-EstimatorsL-EstimatorsR-EstimatorsMinimum Distance and Pitman EstimatorsDifferentiable Statistical FunctionsProblemsAsymptotic Representations for L-Estimators

  5. Efficient estimation of the robustness region of biological models with oscillatory behavior.

    Directory of Open Access Journals (Sweden)

    Mochamad Apri

    Full Text Available Robustness is an essential feature of biological systems, and any mathematical model that describes such a system should reflect this feature. Especially, persistence of oscillatory behavior is an important issue. A benchmark model for this phenomenon is the Laub-Loomis model, a nonlinear model for cAMP oscillations in Dictyostelium discoideum. This model captures the most important features of biomolecular networks oscillating at constant frequencies. Nevertheless, the robustness of its oscillatory behavior is not yet fully understood. Given a system that exhibits oscillating behavior for some set of parameters, the central question of robustness is how far the parameters may be changed, such that the qualitative behavior does not change. The determination of such a "robustness region" in parameter space is an intricate task. If the number of parameters is high, it may be also time consuming. In the literature, several methods are proposed that partially tackle this problem. For example, some methods only detect particular bifurcations, or only find a relatively small box-shaped estimate for an irregularly shaped robustness region. Here, we present an approach that is much more general, and is especially designed to be efficient for systems with a large number of parameters. As an illustration, we apply the method first to a well understood low-dimensional system, the Rosenzweig-MacArthur model. This is a predator-prey model featuring satiation of the predator. It has only two parameters and its bifurcation diagram is available in the literature. We find a good agreement with the existing knowledge about this model. When we apply the new method to the high dimensional Laub-Loomis model, we obtain a much larger robustness region than reported earlier in the literature. This clearly demonstrates the power of our method. From the results, we conclude that the biological system underlying is much more robust than was realized until now.

  6. Data-Driven Robust RVFLNs Modeling of a Blast Furnace Iron-Making Process Using Cauchy Distribution Weighted M-Estimation

    Energy Technology Data Exchange (ETDEWEB)

    Zhou, Ping; Lv, Youbin; Wang, Hong; Chai, Tianyou

    2017-09-01

    Optimal operation of a practical blast furnace (BF) ironmaking process depends largely on a good measurement of molten iron quality (MIQ) indices. However, measuring the MIQ online is not feasible using the available techniques. In this paper, a novel data-driven robust modeling is proposed for online estimation of MIQ using improved random vector functional-link networks (RVFLNs). Since the output weights of traditional RVFLNs are obtained by the least squares approach, a robustness problem may occur when the training dataset is contaminated with outliers. This affects the modeling accuracy of RVFLNs. To solve this problem, a Cauchy distribution weighted M-estimation based robust RFVLNs is proposed. Since the weights of different outlier data are properly determined by the Cauchy distribution, their corresponding contribution on modeling can be properly distinguished. Thus robust and better modeling results can be achieved. Moreover, given that the BF is a complex nonlinear system with numerous coupling variables, the data-driven canonical correlation analysis is employed to identify the most influential components from multitudinous factors that affect the MIQ indices to reduce the model dimension. Finally, experiments using industrial data and comparative studies have demonstrated that the obtained model produces a better modeling and estimating accuracy and stronger robustness than other modeling methods.

  7. A robust methodology for modal parameters estimation applied to SHM

    Science.gov (United States)

    Cardoso, Rharã; Cury, Alexandre; Barbosa, Flávio

    2017-10-01

    The subject of structural health monitoring is drawing more and more attention over the last years. Many vibration-based techniques aiming at detecting small structural changes or even damage have been developed or enhanced through successive researches. Lately, several studies have focused on the use of raw dynamic data to assess information about structural condition. Despite this trend and much skepticism, many methods still rely on the use of modal parameters as fundamental data for damage detection. Therefore, it is of utmost importance that modal identification procedures are performed with a sufficient level of precision and automation. To fulfill these requirements, this paper presents a novel automated time-domain methodology to identify modal parameters based on a two-step clustering analysis. The first step consists in clustering modes estimates from parametric models of different orders, usually presented in stabilization diagrams. In an automated manner, the first clustering analysis indicates which estimates correspond to physical modes. To circumvent the detection of spurious modes or the loss of physical ones, a second clustering step is then performed. The second step consists in the data mining of information gathered from the first step. To attest the robustness and efficiency of the proposed methodology, numerically generated signals as well as experimental data obtained from a simply supported beam tested in laboratory and from a railway bridge are utilized. The results appeared to be more robust and accurate comparing to those obtained from methods based on one-step clustering analysis.

  8. A robust method for estimating motorbike count based on visual information learning

    Science.gov (United States)

    Huynh, Kien C.; Thai, Dung N.; Le, Sach T.; Thoai, Nam; Hamamoto, Kazuhiko

    2015-03-01

    Estimating the number of vehicles in traffic videos is an important and challenging task in traffic surveillance, especially with a high level of occlusions between vehicles, e.g.,in crowded urban area with people and/or motorbikes. In such the condition, the problem of separating individual vehicles from foreground silhouettes often requires complicated computation [1][2][3]. Thus, the counting problem is gradually shifted into drawing statistical inferences of target objects density from their shape [4], local features [5], etc. Those researches indicate a correlation between local features and the number of target objects. However, they are inadequate to construct an accurate model for vehicles density estimation. In this paper, we present a reliable method that is robust to illumination changes and partial affine transformations. It can achieve high accuracy in case of occlusions. Firstly, local features are extracted from images of the scene using Speed-Up Robust Features (SURF) method. For each image, a global feature vector is computed using a Bag-of-Words model which is constructed from the local features above. Finally, a mapping between the extracted global feature vectors and their labels (the number of motorbikes) is learned. That mapping provides us a strong prediction model for estimating the number of motorbikes in new images. The experimental results show that our proposed method can achieve a better accuracy in comparison to others.

  9. Evaluation of the robustness of estimating five components from a skin spectral image

    Science.gov (United States)

    Akaho, Rina; Hirose, Misa; Tsumura, Norimichi

    2018-04-01

    We evaluated the robustness of a method used to estimate five components (i.e., melanin, oxy-hemoglobin, deoxy-hemoglobin, shading, and surface reflectance) from the spectral reflectance of skin at five wavelengths against noise and a change in epidermis thickness. We also estimated the five components from recorded images of age spots and circles under the eyes using the method. We found that noise in the image must be no more 0.1% to accurately estimate the five components and that the thickness of the epidermis affects the estimation. We acquired the distribution of major causes for age spots and circles under the eyes by applying the method to recorded spectral images.

  10. Fast and Robust Nanocellulose Width Estimation Using Turbidimetry.

    Science.gov (United States)

    Shimizu, Michiko; Saito, Tsuguyuki; Nishiyama, Yoshiharu; Iwamoto, Shinichiro; Yano, Hiroyuki; Isogai, Akira; Endo, Takashi

    2016-10-01

    The dimensions of nanocelluloses are important factors in controlling their material properties. The present study reports a fast and robust method for estimating the widths of individual nanocellulose particles based on the turbidities of their water dispersions. Seven types of nanocellulose, including short and rigid cellulose nanocrystals and long and flexible cellulose nanofibers, are prepared via different processes. Their widths are calculated from the respective turbidity plots of their water dispersions, based on the theory of light scattering by thin and long particles. The turbidity-derived widths of the seven nanocelluloses range from 2 to 10 nm, and show good correlations with the thicknesses of nanocellulose particles spread on flat mica surfaces determined using atomic force microscopy. © 2016 WILEY-VCH Verlag GmbH & Co. KGaA, Weinheim.

  11. Robust Manhattan Frame Estimation From a Single RGB-D Image

    KAUST Repository

    Bernard Ghanem; Heilbron, Fabian Caba; Niebles, Juan Carlos; Thabet, Ali Kassem

    2015-01-01

    This paper proposes a new framework for estimating the Manhattan Frame (MF) of an indoor scene from a single RGB-D image. Our technique formulates this problem as the estimation of a rotation matrix that best aligns the normals of the captured scene to a canonical world axes. By introducing sparsity constraints, our method can simultaneously estimate the scene MF, the surfaces in the scene that are best aligned to one of three coordinate axes, and the outlier surfaces that do not align with any of the axes. To test our approach, we contribute a new set of annotations to determine ground truth MFs in each image of the popular NYUv2 dataset. We use this new benchmark to experimentally demonstrate that our method is more accurate, faster, more reliable and more robust than the methods used in the literature. We further motivate our technique by showing how it can be used to address the RGB-D SLAM problem in indoor scenes by incorporating it into and improving the performance of a popular RGB-D SLAM method.

  12. Robust Manhattan Frame Estimation From a Single RGB-D Image

    KAUST Repository

    Bernard Ghanem

    2015-06-02

    This paper proposes a new framework for estimating the Manhattan Frame (MF) of an indoor scene from a single RGB-D image. Our technique formulates this problem as the estimation of a rotation matrix that best aligns the normals of the captured scene to a canonical world axes. By introducing sparsity constraints, our method can simultaneously estimate the scene MF, the surfaces in the scene that are best aligned to one of three coordinate axes, and the outlier surfaces that do not align with any of the axes. To test our approach, we contribute a new set of annotations to determine ground truth MFs in each image of the popular NYUv2 dataset. We use this new benchmark to experimentally demonstrate that our method is more accurate, faster, more reliable and more robust than the methods used in the literature. We further motivate our technique by showing how it can be used to address the RGB-D SLAM problem in indoor scenes by incorporating it into and improving the performance of a popular RGB-D SLAM method.

  13. Robust and sparse correlation matrix estimation for the analysis of high-dimensional genomics data.

    Science.gov (United States)

    Serra, Angela; Coretto, Pietro; Fratello, Michele; Tagliaferri, Roberto; Stegle, Oliver

    2018-02-15

    Microarray technology can be used to study the expression of thousands of genes across a number of different experimental conditions, usually hundreds. The underlying principle is that genes sharing similar expression patterns, across different samples, can be part of the same co-expression system, or they may share the same biological functions. Groups of genes are usually identified based on cluster analysis. Clustering methods rely on the similarity matrix between genes. A common choice to measure similarity is to compute the sample correlation matrix. Dimensionality reduction is another popular data analysis task which is also based on covariance/correlation matrix estimates. Unfortunately, covariance/correlation matrix estimation suffers from the intrinsic noise present in high-dimensional data. Sources of noise are: sampling variations, presents of outlying sample units, and the fact that in most cases the number of units is much larger than the number of genes. In this paper, we propose a robust correlation matrix estimator that is regularized based on adaptive thresholding. The resulting method jointly tames the effects of the high-dimensionality, and data contamination. Computations are easy to implement and do not require hand tunings. Both simulated and real data are analyzed. A Monte Carlo experiment shows that the proposed method is capable of remarkable performances. Our correlation metric is more robust to outliers compared with the existing alternatives in two gene expression datasets. It is also shown how the regularization allows to automatically detect and filter spurious correlations. The same regularization is also extended to other less robust correlation measures. Finally, we apply the ARACNE algorithm on the SyNTreN gene expression data. Sensitivity and specificity of the reconstructed network is compared with the gold standard. We show that ARACNE performs better when it takes the proposed correlation matrix estimator as input. The R

  14. Robust k-mer frequency estimation using gapped k-mers.

    Science.gov (United States)

    Ghandi, Mahmoud; Mohammad-Noori, Morteza; Beer, Michael A

    2014-08-01

    Oligomers of fixed length, k, commonly known as k-mers, are often used as fundamental elements in the description of DNA sequence features of diverse biological function, or as intermediate elements in the constuction of more complex descriptors of sequence features such as position weight matrices. k-mers are very useful as general sequence features because they constitute a complete and unbiased feature set, and do not require parameterization based on incomplete knowledge of biological mechanisms. However, a fundamental limitation in the use of k-mers as sequence features is that as k is increased, larger spatial correlations in DNA sequence elements can be described, but the frequency of observing any specific k-mer becomes very small, and rapidly approaches a sparse matrix of binary counts. Thus any statistical learning approach using k-mers will be susceptible to noisy estimation of k-mer frequencies once k becomes large. Because all molecular DNA interactions have limited spatial extent, gapped k-mers often carry the relevant biological signal. Here we use gapped k-mer counts to more robustly estimate the ungapped k-mer frequencies, by deriving an equation for the minimum norm estimate of k-mer frequencies given an observed set of gapped k-mer frequencies. We demonstrate that this approach provides a more accurate estimate of the k-mer frequencies in real biological sequences using a sample of CTCF binding sites in the human genome.

  15. A robust standard deviation control chart

    NARCIS (Netherlands)

    Schoonhoven, M.; Does, R.J.M.M.

    2012-01-01

    This article studies the robustness of Phase I estimators for the standard deviation control chart. A Phase I estimator should be efficient in the absence of contaminations and resistant to disturbances. Most of the robust estimators proposed in the literature are robust against either diffuse

  16. Robust best linear estimation for regression analysis using surrogate and instrumental variables.

    Science.gov (United States)

    Wang, C Y

    2012-04-01

    We investigate methods for regression analysis when covariates are measured with errors. In a subset of the whole cohort, a surrogate variable is available for the true unobserved exposure variable. The surrogate variable satisfies the classical measurement error model, but it may not have repeated measurements. In addition to the surrogate variables that are available among the subjects in the calibration sample, we assume that there is an instrumental variable (IV) that is available for all study subjects. An IV is correlated with the unobserved true exposure variable and hence can be useful in the estimation of the regression coefficients. We propose a robust best linear estimator that uses all the available data, which is the most efficient among a class of consistent estimators. The proposed estimator is shown to be consistent and asymptotically normal under very weak distributional assumptions. For Poisson or linear regression, the proposed estimator is consistent even if the measurement error from the surrogate or IV is heteroscedastic. Finite-sample performance of the proposed estimator is examined and compared with other estimators via intensive simulation studies. The proposed method and other methods are applied to a bladder cancer case-control study.

  17. Estimating nonrigid motion from inconsistent intensity with robust shape features

    International Nuclear Information System (INIS)

    Liu, Wenyang; Ruan, Dan

    2013-01-01

    Purpose: To develop a nonrigid motion estimation method that is robust to heterogeneous intensity inconsistencies amongst the image pairs or image sequence. Methods: Intensity and contrast variations, as in dynamic contrast enhanced magnetic resonance imaging, present a considerable challenge to registration methods based on general discrepancy metrics. In this study, the authors propose and validate a novel method that is robust to such variations by utilizing shape features. The geometry of interest (GOI) is represented with a flexible zero level set, segmented via well-behaved regularized optimization. The optimization energy drives the zero level set to high image gradient regions, and regularizes it with area and curvature priors. The resulting shape exhibits high consistency even in the presence of intensity or contrast variations. Subsequently, a multiscale nonrigid registration is performed to seek a regular deformation field that minimizes shape discrepancy in the vicinity of GOIs. Results: To establish the working principle, realistic 2D and 3D images were subject to simulated nonrigid motion and synthetic intensity variations, so as to enable quantitative evaluation of registration performance. The proposed method was benchmarked against three alternative registration approaches, specifically, optical flow, B-spline based mutual information, and multimodality demons. When intensity consistency was satisfied, all methods had comparable registration accuracy for the GOIs. When intensities among registration pairs were inconsistent, however, the proposed method yielded pronounced improvement in registration accuracy, with an approximate fivefold reduction in mean absolute error (MAE = 2.25 mm, SD = 0.98 mm), compared to optical flow (MAE = 9.23 mm, SD = 5.36 mm), B-spline based mutual information (MAE = 9.57 mm, SD = 8.74 mm) and mutimodality demons (MAE = 10.07 mm, SD = 4.03 mm). Applying the proposed method on a real MR image sequence also provided

  18. Robust Programming by Example

    OpenAIRE

    Bishop , Matt; Elliott , Chip

    2011-01-01

    Part 2: WISE 7; International audience; Robust programming lies at the heart of the type of coding called “secure programming”. Yet it is rarely taught in academia. More commonly, the focus is on how to avoid creating well-known vulnerabilities. While important, that misses the point: a well-structured, robust program should anticipate where problems might arise and compensate for them. This paper discusses one view of robust programming and gives an example of how it may be taught.

  19. Human Age Estimation Method Robust to Camera Sensor and/or Face Movement

    Directory of Open Access Journals (Sweden)

    Dat Tien Nguyen

    2015-08-01

    Full Text Available Human age can be employed in many useful real-life applications, such as customer service systems, automatic vending machines, entertainment, etc. In order to obtain age information, image-based age estimation systems have been developed using information from the human face. However, limitations exist for current age estimation systems because of the various factors of camera motion and optical blurring, facial expressions, gender, etc. Motion blurring can usually be presented on face images by the movement of the camera sensor and/or the movement of the face during image acquisition. Therefore, the facial feature in captured images can be transformed according to the amount of motion, which causes performance degradation of age estimation systems. In this paper, the problem caused by motion blurring is addressed and its solution is proposed in order to make age estimation systems robust to the effects of motion blurring. Experiment results show that our method is more efficient for enhancing age estimation performance compared with systems that do not employ our method.

  20. Methods for robustness programming

    NARCIS (Netherlands)

    Olieman, N.J.

    2008-01-01

    Robustness of an object is defined as the probability that an object will have properties as required. Robustness Programming (RP) is a mathematical approach for Robustness estimation and Robustness optimisation. An example in the context of designing a food product, is finding the best composition

  1. Robust driver heartbeat estimation: A q-Hurst exponent based automatic sensor change with interactive multi-model EKF.

    Science.gov (United States)

    Vrazic, Sacha

    2015-08-01

    Preventing car accidents by monitoring the driver's physiological parameters is of high importance. However, existing measurement methods are not robust to driver's body movements. In this paper, a system that estimates the heartbeat from the seat embedded piezoelectric sensors, and that is robust to strong body movements is presented. Multifractal q-Hurst exponents are used within a classifier to predict the most probable best sensor signal to be used in an Interactive Multi-Model Extended Kalman Filter pulsation estimation procedure. The car vibration noise is reduced using an autoregressive exogenous model to predict the noise on sensors. The performance of the proposed system was evaluated on real driving data up to 100 km/h and with slaloms at high speed. It is shown that this method improves by 36.7% the pulsation estimation under strong body movement compared to static sensor pulsation estimation and appears to provide reliable pulsation variability information for top-level analysis of drowsiness or other conditions.

  2. Age Estimation Robust to Optical and Motion Blurring by Deep Residual CNN

    Directory of Open Access Journals (Sweden)

    Jeon Seong Kang

    2018-04-01

    Full Text Available Recently, real-time human age estimation based on facial images has been applied in various areas. Underneath this phenomenon lies an awareness that age estimation plays an important role in applying big data to target marketing for age groups, product demand surveys, consumer trend analysis, etc. However, in a real-world environment, various optical and motion blurring effects can occur. Such effects usually cause a problem in fully capturing facial features such as wrinkles, which are essential to age estimation, thereby degrading accuracy. Most of the previous studies on age estimation were conducted for input images almost free from blurring effect. To overcome this limitation, we propose the use of a deep ResNet-152 convolutional neural network for age estimation, which is robust to various optical and motion blurring effects of visible light camera sensors. We performed experiments with various optical and motion blurred images created from the park aging mind laboratory (PAL and craniofacial longitudinal morphological face database (MORPH databases, which are publicly available. According to the results, the proposed method exhibited better age estimation performance than the previous methods.

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

    Science.gov (United States)

    Ci, Wenyan; Huang, Yingping

    2016-10-17

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

  4. Histogram equalization with Bayesian estimation for noise robust speech recognition.

    Science.gov (United States)

    Suh, Youngjoo; Kim, Hoirin

    2018-02-01

    The histogram equalization approach is an efficient feature normalization technique for noise robust automatic speech recognition. However, it suffers from performance degradation when some fundamental conditions are not satisfied in the test environment. To remedy these limitations of the original histogram equalization methods, class-based histogram equalization approach has been proposed. Although this approach showed substantial performance improvement under noise environments, it still suffers from performance degradation due to the overfitting problem when test data are insufficient. To address this issue, the proposed histogram equalization technique employs the Bayesian estimation method in the test cumulative distribution function estimation. It was reported in a previous study conducted on the Aurora-4 task that the proposed approach provided substantial performance gains in speech recognition systems based on the acoustic modeling of the Gaussian mixture model-hidden Markov model. In this work, the proposed approach was examined in speech recognition systems with deep neural network-hidden Markov model (DNN-HMM), the current mainstream speech recognition approach where it also showed meaningful performance improvement over the conventional maximum likelihood estimation-based method. The fusion of the proposed features with the mel-frequency cepstral coefficients provided additional performance gains in DNN-HMM systems, which otherwise suffer from performance degradation in the clean test condition.

  5. Robust Portfolio Optimization Using Pseudodistances

    Science.gov (United States)

    2015-01-01

    The presence of outliers in financial asset returns is a frequently occurring phenomenon which may lead to unreliable mean-variance optimized portfolios. This fact is due to the unbounded influence that outliers can have on the mean returns and covariance estimators that are inputs in the optimization procedure. In this paper we present robust estimators of mean and covariance matrix obtained by minimizing an empirical version of a pseudodistance between the assumed model and the true model underlying the data. We prove and discuss theoretical properties of these estimators, such as affine equivariance, B-robustness, asymptotic normality and asymptotic relative efficiency. These estimators can be easily used in place of the classical estimators, thereby providing robust optimized portfolios. A Monte Carlo simulation study and applications to real data show the advantages of the proposed approach. We study both in-sample and out-of-sample performance of the proposed robust portfolios comparing them with some other portfolios known in literature. PMID:26468948

  6. Robust Portfolio Optimization Using Pseudodistances.

    Science.gov (United States)

    Toma, Aida; Leoni-Aubin, Samuela

    2015-01-01

    The presence of outliers in financial asset returns is a frequently occurring phenomenon which may lead to unreliable mean-variance optimized portfolios. This fact is due to the unbounded influence that outliers can have on the mean returns and covariance estimators that are inputs in the optimization procedure. In this paper we present robust estimators of mean and covariance matrix obtained by minimizing an empirical version of a pseudodistance between the assumed model and the true model underlying the data. We prove and discuss theoretical properties of these estimators, such as affine equivariance, B-robustness, asymptotic normality and asymptotic relative efficiency. These estimators can be easily used in place of the classical estimators, thereby providing robust optimized portfolios. A Monte Carlo simulation study and applications to real data show the advantages of the proposed approach. We study both in-sample and out-of-sample performance of the proposed robust portfolios comparing them with some other portfolios known in literature.

  7. Robust Estimator for Non-Line-of-Sight Error Mitigation in Indoor Localization

    Directory of Open Access Journals (Sweden)

    Marco A

    2006-01-01

    Full Text Available Indoor localization systems are undoubtedly of interest in many application fields. Like outdoor systems, they suffer from non-line-of-sight (NLOS errors which hinder their robustness and accuracy. Though many ad hoc techniques have been developed to deal with this problem, unfortunately most of them are not applicable indoors due to the high variability of the environment (movement of furniture and of people, etc.. In this paper, we describe the use of robust regression techniques to detect and reject NLOS measures in a location estimation using multilateration. We show how the least-median-of-squares technique can be used to overcome the effects of NLOS errors, even in environments with little infrastructure, and validate its suitability by comparing it to other methods described in the bibliography. We obtained remarkable results when using it in a real indoor positioning system that works with Bluetooth and ultrasound (BLUPS, even when nearly half the measures suffered from NLOS or other coarse errors.

  8. Robust Estimator for Non-Line-of-Sight Error Mitigation in Indoor Localization

    Science.gov (United States)

    Casas, R.; Marco, A.; Guerrero, J. J.; Falcó, J.

    2006-12-01

    Indoor localization systems are undoubtedly of interest in many application fields. Like outdoor systems, they suffer from non-line-of-sight (NLOS) errors which hinder their robustness and accuracy. Though many ad hoc techniques have been developed to deal with this problem, unfortunately most of them are not applicable indoors due to the high variability of the environment (movement of furniture and of people, etc.). In this paper, we describe the use of robust regression techniques to detect and reject NLOS measures in a location estimation using multilateration. We show how the least-median-of-squares technique can be used to overcome the effects of NLOS errors, even in environments with little infrastructure, and validate its suitability by comparing it to other methods described in the bibliography. We obtained remarkable results when using it in a real indoor positioning system that works with Bluetooth and ultrasound (BLUPS), even when nearly half the measures suffered from NLOS or other coarse errors.

  9. Introduction to Robust Estimation and Hypothesis Testing

    CERN Document Server

    Wilcox, Rand R

    2012-01-01

    This revised book provides a thorough explanation of the foundation of robust methods, incorporating the latest updates on R and S-Plus, robust ANOVA (Analysis of Variance) and regression. It guides advanced students and other professionals through the basic strategies used for developing practical solutions to problems, and provides a brief background on the foundations of modern methods, placing the new methods in historical context. Author Rand Wilcox includes chapter exercises and many real-world examples that illustrate how various methods perform in different situations.Introduction to R

  10. Modified generalized method of moments for a robust estimation of polytomous logistic model

    Directory of Open Access Journals (Sweden)

    Xiaoshan Wang

    2014-07-01

    Full Text Available The maximum likelihood estimation (MLE method, typically used for polytomous logistic regression, is prone to bias due to both misclassification in outcome and contamination in the design matrix. Hence, robust estimators are needed. In this study, we propose such a method for nominal response data with continuous covariates. A generalized method of weighted moments (GMWM approach is developed for dealing with contaminated polytomous response data. In this approach, distances are calculated based on individual sample moments. And Huber weights are applied to those observations with large distances. Mellow-type weights are also used to downplay leverage points. We describe theoretical properties of the proposed approach. Simulations suggest that the GMWM performs very well in correcting contamination-caused biases. An empirical application of the GMWM estimator on data from a survey demonstrates its usefulness.

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

    Directory of Open Access Journals (Sweden)

    Wenyan Ci

    2016-10-01

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

  12. Robust Optical Flow Estimation

    Directory of Open Access Journals (Sweden)

    Javier Sánchez Pérez

    2013-10-01

    Full Text Available n this work, we describe an implementation of the variational method proposed by Brox etal. in 2004, which yields accurate optical flows with low running times. It has several benefitswith respect to the method of Horn and Schunck: it is more robust to the presence of outliers,produces piecewise-smooth flow fields and can cope with constant brightness changes. Thismethod relies on the brightness and gradient constancy assumptions, using the information ofthe image intensities and the image gradients to find correspondences. It also generalizes theuse of continuous L1 functionals, which help mitigate the effect of outliers and create a TotalVariation (TV regularization. Additionally, it introduces a simple temporal regularizationscheme that enforces a continuous temporal coherence of the flow fields.

  13. A Robust Approach for Clock Offset Estimation in Wireless Sensor Networks

    Directory of Open Access Journals (Sweden)

    Kim Jang-Sub

    2010-01-01

    Full Text Available The maximum likelihood estimators (MLEs for the clock phase offset assuming a two-way message exchange mechanism between the nodes of a wireless sensor network were recently derived assuming Gaussian and exponential network delays. However, the MLE performs poorly in the presence of non-Gaussian or nonexponential network delay distributions. Currently, there is a need to develop clock synchronization algorithms that are robust to the distribution of network delays. This paper proposes a clock offset estimator based on the composite particle filter (CPF to cope with the possible asymmetries and non-Gaussianity of the network delay distributions. Also, a variant of the CPF approach based on the bootstrap sampling (BS is shown to exhibit good performance in the presence of reduced number of observations. Computer simulations illustrate that the basic CPF and its BS-based variant present superior performance than MLE under general random network delay distributions such as asymmetric Gaussian, exponential, Gamma, Weibull as well as various mixtures.

  14. New horizontal global solar radiation estimation models for Turkey based on robust coplot supported genetic programming technique

    International Nuclear Information System (INIS)

    Demirhan, Haydar; Kayhan Atilgan, Yasemin

    2015-01-01

    Highlights: • Precise horizontal global solar radiation estimation models are proposed for Turkey. • Genetic programming technique is used to construct the models. • Robust coplot analysis is applied to reduce the impact of outlier observations. • Better estimation and prediction properties are observed for the models. - Abstract: Renewable energy sources have been attracting more and more attention of researchers due to the diminishing and harmful nature of fossil energy sources. Because of the importance of solar energy as a renewable energy source, an accurate determination of significant covariates and their relationships with the amount of global solar radiation reaching the Earth is a critical research problem. There are numerous meteorological and terrestrial covariates that can be used in the analysis of horizontal global solar radiation. Some of these covariates are highly correlated with each other. It is possible to find a large variety of linear or non-linear models to explain the amount of horizontal global solar radiation. However, models that explain the amount of global solar radiation with the smallest set of covariates should be obtained. In this study, use of the robust coplot technique to reduce the number of covariates before going forward with advanced modelling techniques is considered. After reducing the dimensionality of model space, yearly and monthly mean daily horizontal global solar radiation estimation models for Turkey are built by using the genetic programming technique. It is observed that application of robust coplot analysis is helpful for building precise models that explain the amount of global solar radiation with the minimum number of covariates without suffering from outlier observations and the multicollinearity problem. Consequently, over a dataset of Turkey, precise yearly and monthly mean daily global solar radiation estimation models are introduced using the model spaces obtained by robust coplot technique and

  15. Robust Inference with Multi-way Clustering

    OpenAIRE

    A. Colin Cameron; Jonah B. Gelbach; Douglas L. Miller; Doug Miller

    2009-01-01

    In this paper we propose a variance estimator for the OLS estimator as well as for nonlinear estimators such as logit, probit and GMM. This variance estimator enables cluster-robust inference when there is two-way or multi-way clustering that is non-nested. The variance estimator extends the standard cluster-robust variance estimator or sandwich estimator for one-way clustering (e.g. Liang and Zeger (1986), Arellano (1987)) and relies on similar relatively weak distributional assumptions. Our...

  16. Collateral missing value imputation: a new robust missing value estimation algorithm for microarray data.

    Science.gov (United States)

    Sehgal, Muhammad Shoaib B; Gondal, Iqbal; Dooley, Laurence S

    2005-05-15

    Microarray data are used in a range of application areas in biology, although often it contains considerable numbers of missing values. These missing values can significantly affect subsequent statistical analysis and machine learning algorithms so there is a strong motivation to estimate these values as accurately as possible before using these algorithms. While many imputation algorithms have been proposed, more robust techniques need to be developed so that further analysis of biological data can be accurately undertaken. In this paper, an innovative missing value imputation algorithm called collateral missing value estimation (CMVE) is presented which uses multiple covariance-based imputation matrices for the final prediction of missing values. The matrices are computed and optimized using least square regression and linear programming methods. The new CMVE algorithm has been compared with existing estimation techniques including Bayesian principal component analysis imputation (BPCA), least square impute (LSImpute) and K-nearest neighbour (KNN). All these methods were rigorously tested to estimate missing values in three separate non-time series (ovarian cancer based) and one time series (yeast sporulation) dataset. Each method was quantitatively analyzed using the normalized root mean square (NRMS) error measure, covering a wide range of randomly introduced missing value probabilities from 0.01 to 0.2. Experiments were also undertaken on the yeast dataset, which comprised 1.7% actual missing values, to test the hypothesis that CMVE performed better not only for randomly occurring but also for a real distribution of missing values. The results confirmed that CMVE consistently demonstrated superior and robust estimation capability of missing values compared with other methods for both series types of data, for the same order of computational complexity. A concise theoretical framework has also been formulated to validate the improved performance of the CMVE

  17. AC machine control : robust and sensorless control by parameter independency

    Energy Technology Data Exchange (ETDEWEB)

    Samuelsen, Dag Andreas Hals

    2009-06-15

    In this thesis it is first presented how robust control can be used to give AC motor drive systems competitive dynamic performance under parameter variations. These variations are common to all AC machines, and are a result of temperature change in the machine, and imperfect machine models. This robust control is, however, dependent on sensor operation in the sense that the rotor position is needed in the control loop. Elimination of this control loop has been for many years, and still is, a main research area of AC machines control systems. An integrated PWM modulator and sampler unit has been developed and tested. The sampler unit is able to give current and voltage measurements with a reduced noise component. It is further used to give the true derivative of currents and voltages in the machine and the power converter, as an average over a PWM period, and as separate values for all states of the power converter. In this way, it can give measurements of the currents as well as the derivative of the currents, at the start and at the end of a single power inverter state. This gave a large degree of freedom in parameter and state identification during uninterrupted operation of the induction machine. The special measurement scheme of the system achieved three main goals: By avoiding the time frame where the transistors commutate and the noise in the measurement of the current is large, filtering of the current measurement is no longer needed. The true derivative of the current in the machine is can be measured with far less noise components. This was extended to give any separate derivative in all three switching states of the power converter. Using the computational resources of the FPGA, more advanced information was supplied to the control system, in order to facilitate sensor less operation, with low computational demands on the DSP. As shown in the papers, this extra information was first used to estimate some of the states of the machine, in some or all of the

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

    Science.gov (United States)

    Girinoto, Sadik, Kusman; Indahwati

    2017-03-01

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

  19. Forecasting exchange rates: a robust regression approach

    OpenAIRE

    Preminger, Arie; Franck, Raphael

    2005-01-01

    The least squares estimation method as well as other ordinary estimation method for regression models can be severely affected by a small number of outliers, thus providing poor out-of-sample forecasts. This paper suggests a robust regression approach, based on the S-estimation method, to construct forecasting models that are less sensitive to data contamination by outliers. A robust linear autoregressive (RAR) and a robust neural network (RNN) models are estimated to study the predictabil...

  20. Semiparametric efficient and robust estimation of an unknown symmetric population under arbitrary sample selection bias

    KAUST Repository

    Ma, Yanyuan

    2013-09-01

    We propose semiparametric methods to estimate the center and shape of a symmetric population when a representative sample of the population is unavailable due to selection bias. We allow an arbitrary sample selection mechanism determined by the data collection procedure, and we do not impose any parametric form on the population distribution. Under this general framework, we construct a family of consistent estimators of the center that is robust to population model misspecification, and we identify the efficient member that reaches the minimum possible estimation variance. The asymptotic properties and finite sample performance of the estimation and inference procedures are illustrated through theoretical analysis and simulations. A data example is also provided to illustrate the usefulness of the methods in practice. © 2013 American Statistical Association.

  1. Robustness of a Neural Network Model for Power Peak Factor Estimation in Protection Systems

    International Nuclear Information System (INIS)

    Souza, Rose Mary G.P.; Moreira, Joao M.L.

    2006-01-01

    This work presents results of robustness verification of artificial neural network correlations that improve the real time prediction of the power peak factor for reactor protection systems. The input variables considered in the correlation are those available in the reactor protection systems, namely, the axial power differences obtained from measured ex-core detectors, and the position of control rods. The correlations, based on radial basis function (RBF) and multilayer perceptron (MLP) neural networks, estimate the power peak factor, without faulty signals, with average errors between 0.13%, 0.19% and 0.15%, and maximum relative error of 2.35%. The robustness verification was performed for three different neural network correlations. The results show that they are robust against signal degradation, producing results with faulty signals with a maximum error of 6.90%. The average error associated to faulty signals for the MLP network is about half of that of the RBF network, and the maximum error is about 1% smaller. These results demonstrate that MLP neural network correlation is more robust than the RBF neural network correlation. The results also show that the input variables present redundant information. The axial power difference signals compensate the faulty signal for the position of a given control rod, and improves the results by about 10%. The results show that the errors in the power peak factor estimation by these neural network correlations, even in faulty conditions, are smaller than the current PWR schemes which may have uncertainties as high as 8%. Considering the maximum relative error of 2.35%, these neural network correlations would allow decreasing the power peak factor safety margin by about 5%. Such a reduction could be used for operating the reactor with a higher power level or with more flexibility. The neural network correlation has to meet requirements of high integrity software that performs safety grade actions. It is shown that the

  2. Influence of binary mask estimation errors on robust speaker identification

    DEFF Research Database (Denmark)

    May, Tobias

    2017-01-01

    Missing-data strategies have been developed to improve the noise-robustness of automatic speech recognition systems in adverse acoustic conditions. This is achieved by classifying time-frequency (T-F) units into reliable and unreliable components, as indicated by a so-called binary mask. Different...... approaches have been proposed to handle unreliable feature components, each with distinct advantages. The direct masking (DM) approach attenuates unreliable T-F units in the spectral domain, which allows the extraction of conventionally used mel-frequency cepstral coefficients (MFCCs). Instead of attenuating....... Since each of these approaches utilizes the knowledge about reliable and unreliable feature components in a different way, they will respond differently to estimation errors in the binary mask. The goal of this study was to identify the most effective strategy to exploit knowledge about reliable...

  3. VIDEO DENOISING USING SWITCHING ADAPTIVE DECISION BASED ALGORITHM WITH ROBUST MOTION ESTIMATION TECHNIQUE

    Directory of Open Access Journals (Sweden)

    V. Jayaraj

    2010-08-01

    Full Text Available A Non-linear adaptive decision based algorithm with robust motion estimation technique is proposed for removal of impulse noise, Gaussian noise and mixed noise (impulse and Gaussian with edge and fine detail preservation in images and videos. The algorithm includes detection of corrupted pixels and the estimation of values for replacing the corrupted pixels. The main advantage of the proposed algorithm is that an appropriate filter is used for replacing the corrupted pixel based on the estimation of the noise variance present in the filtering window. This leads to reduced blurring and better fine detail preservation even at the high mixed noise density. It performs both spatial and temporal filtering for removal of the noises in the filter window of the videos. The Improved Cross Diamond Search Motion Estimation technique uses Least Median Square as a cost function, which shows improved performance than other motion estimation techniques with existing cost functions. The results show that the proposed algorithm outperforms the other algorithms in the visual point of view and in Peak Signal to Noise Ratio, Mean Square Error and Image Enhancement Factor.

  4. Robust Self Tuning Controllers

    DEFF Research Database (Denmark)

    Poulsen, Niels Kjølstad

    1985-01-01

    The present thesis concerns robustness properties of adaptive controllers. It is addressed to methods for robustifying self tuning controllers with respect to abrupt changes in the plant parameters. In the thesis an algorithm for estimating abruptly changing parameters is presented. The estimator...... has several operation modes and a detector for controlling the mode. A special self tuning controller has been developed to regulate plant with changing time delay.......The present thesis concerns robustness properties of adaptive controllers. It is addressed to methods for robustifying self tuning controllers with respect to abrupt changes in the plant parameters. In the thesis an algorithm for estimating abruptly changing parameters is presented. The estimator...

  5. Robust Trust in Expert Testimony

    Directory of Open Access Journals (Sweden)

    Christian Dahlman

    2015-05-01

    Full Text Available The standard of proof in criminal trials should require that the evidence presented by the prosecution is robust. This requirement of robustness says that it must be unlikely that additional information would change the probability that the defendant is guilty. Robustness is difficult for a judge to estimate, as it requires the judge to assess the possible effect of information that the he or she does not have. This article is concerned with expert witnesses and proposes a method for reviewing the robustness of expert testimony. According to the proposed method, the robustness of expert testimony is estimated with regard to competence, motivation, external strength, internal strength and relevance. The danger of trusting non-robust expert testimony is illustrated with an analysis of the Thomas Quick Case, a Swedish legal scandal where a patient at a mental institution was wrongfully convicted for eight murders.

  6. A robust statistical estimation (RoSE) algorithm jointly recovers the 3D location and intensity of single molecules accurately and precisely

    Science.gov (United States)

    Mazidi, Hesam; Nehorai, Arye; Lew, Matthew D.

    2018-02-01

    In single-molecule (SM) super-resolution microscopy, the complexity of a biological structure, high molecular density, and a low signal-to-background ratio (SBR) may lead to imaging artifacts without a robust localization algorithm. Moreover, engineered point spread functions (PSFs) for 3D imaging pose difficulties due to their intricate features. We develop a Robust Statistical Estimation algorithm, called RoSE, that enables joint estimation of the 3D location and photon counts of SMs accurately and precisely using various PSFs under conditions of high molecular density and low SBR.

  7. Kendall-Theil Robust Line (KTRLine--version 1.0)-A Visual Basic Program for Calculating and Graphing Robust Nonparametric Estimates of Linear-Regression Coefficients Between Two Continuous Variables

    Science.gov (United States)

    Granato, Gregory E.

    2006-01-01

    The Kendall-Theil Robust Line software (KTRLine-version 1.0) is a Visual Basic program that may be used with the Microsoft Windows operating system to calculate parameters for robust, nonparametric estimates of linear-regression coefficients between two continuous variables. The KTRLine software was developed by the U.S. Geological Survey, in cooperation with the Federal Highway Administration, for use in stochastic data modeling with local, regional, and national hydrologic data sets to develop planning-level estimates of potential effects of highway runoff on the quality of receiving waters. The Kendall-Theil robust line was selected because this robust nonparametric method is resistant to the effects of outliers and nonnormality in residuals that commonly characterize hydrologic data sets. The slope of the line is calculated as the median of all possible pairwise slopes between points. The intercept is calculated so that the line will run through the median of input data. A single-line model or a multisegment model may be specified. The program was developed to provide regression equations with an error component for stochastic data generation because nonparametric multisegment regression tools are not available with the software that is commonly used to develop regression models. The Kendall-Theil robust line is a median line and, therefore, may underestimate total mass, volume, or loads unless the error component or a bias correction factor is incorporated into the estimate. Regression statistics such as the median error, the median absolute deviation, the prediction error sum of squares, the root mean square error, the confidence interval for the slope, and the bias correction factor for median estimates are calculated by use of nonparametric methods. These statistics, however, may be used to formulate estimates of mass, volume, or total loads. The program is used to read a two- or three-column tab-delimited input file with variable names in the first row and

  8. What is it to be sturdy (robust)?

    DEFF Research Database (Denmark)

    Nielsen, Niss Skov; Zwisler, Lars Pagter; Bojsen, Ann Kristina Mikkelsen

    Purpose: This paper intends to give a first insight into the concept of being "sturdy/robust"; To develop and test a Danish model of how to measure sturdi-ness/robustness; To test the scale's ability to identify people in emergency situa-tions who have high risk of developing psychological illness....

  9. Robust multivariate analysis

    CERN Document Server

    J Olive, David

    2017-01-01

    This text presents methods that are robust to the assumption of a multivariate normal distribution or methods that are robust to certain types of outliers. Instead of using exact theory based on the multivariate normal distribution, the simpler and more applicable large sample theory is given.  The text develops among the first practical robust regression and robust multivariate location and dispersion estimators backed by theory.   The robust techniques  are illustrated for methods such as principal component analysis, canonical correlation analysis, and factor analysis.  A simple way to bootstrap confidence regions is also provided. Much of the research on robust multivariate analysis in this book is being published for the first time. The text is suitable for a first course in Multivariate Statistical Analysis or a first course in Robust Statistics. This graduate text is also useful for people who are familiar with the traditional multivariate topics, but want to know more about handling data sets with...

  10. Dynamic Output Feedback Robust Model Predictive Control via Zonotopic Set-Membership Estimation for Constrained Quasi-LPV Systems

    Directory of Open Access Journals (Sweden)

    Xubin Ping

    2015-01-01

    Full Text Available For the quasi-linear parameter varying (quasi-LPV system with bounded disturbance, a synthesis approach of dynamic output feedback robust model predictive control (OFRMPC is investigated. The estimation error set is represented by a zonotope and refreshed by the zonotopic set-membership estimation method. By properly refreshing the estimation error set online, the bounds of true state at the next sampling time can be obtained. Furthermore, the feasibility of the main optimization problem at the next sampling time can be determined at the current time. A numerical example is given to illustrate the effectiveness of the approach.

  11. More recent robust methods for the estimation of mean and standard deviation of data

    International Nuclear Information System (INIS)

    Kanisch, G.

    2003-01-01

    Outliers in a data set result in biased values of mean and standard deviation. One way to improve the estimation of a mean is to apply tests to identify outliers and to exclude them from the calculations. Tests according to Grubbs or to Dixon, which are frequently used in practice, especially within laboratory intercomparisons, are not very efficient in identifying outliers. Since more than ten years now so-called robust methods are used more and more, which determine mean and standard deviation by iteration and down-weighting values far from the mean, thereby diminishing the impact of outliers. In 1989 the Analytical Methods Committee of the British Royal Chemical Society published such a robust method. Since 1993 the US Environmental Protection Agency published a more efficient and quite versatile method. Mean and standard deviation are calculated by iteration and application of a special weight function for down-weighting outlier candidates. In 2000, W. Cofino et al. published a very efficient robust method which works quite different from the others. It applies methods taken from the basics of quantum mechanics, such as ''wave functions'' associated with each laboratory mean value and matrix algebra (solving eigenvalue problems). In contrast to the other ones, this method includes the individual measurement uncertainties. (orig.)

  12. On the robustness of two-stage estimators

    KAUST Repository

    Zhelonkin, Mikhail; Genton, Marc G.; Ronchetti, Elvezio

    2012-01-01

    The aim of this note is to provide a general framework for the analysis of the robustness properties of a broad class of two-stage models. We derive the influence function, the change-of-variance function, and the asymptotic variance of a general

  13. Robust time estimation reconciles views of the antiquity of placental mammals.

    Directory of Open Access Journals (Sweden)

    Yasuhiro Kitazoe

    2007-04-01

    Full Text Available Molecular studies have reported divergence times of modern placental orders long before the Cretaceous-Tertiary boundary and far older than paleontological data. However, this discrepancy may not be real, but rather appear because of the violation of implicit assumptions in the estimation procedures, such as non-gradual change of evolutionary rate and failure to correct for convergent evolution.New procedures for divergence-time estimation robust to abrupt changes in the rate of molecular evolution are described. We used a variant of the multidimensional vector space (MVS procedure to take account of possible convergent evolution. Numerical simulations of abrupt rate change and convergent evolution showed good performance of the new procedures in contrast to current methods. Application to complete mitochondrial genomes identified marked rate accelerations and decelerations, which are not obtained with current methods. The root of placental mammals is estimated to be approximately 18 million years more recent than when assuming a log Brownian motion model. Correcting the pairwise distances for convergent evolution using MVS lowers the age of the root about another 20 million years compared to using standard maximum likelihood tree branch lengths. These two procedures combined revise the root time of placental mammals from around 122 million years ago to close to 84 million years ago. As a result, the estimated distribution of molecular divergence times is broadly consistent with quantitative analysis of the North American fossil record and traditional morphological views.By including the dual effects of abrupt rate change and directly accounting for convergent evolution at the molecular level, these estimates provide congruence between the molecular results, paleontological analyses and morphological expectations. The programs developed here are provided along with sample data that reproduce the results of this study and are especially

  14. TAO-robust backpropagation learning algorithm.

    Science.gov (United States)

    Pernía-Espinoza, Alpha V; Ordieres-Meré, Joaquín B; Martínez-de-Pisón, Francisco J; González-Marcos, Ana

    2005-03-01

    In several fields, as industrial modelling, multilayer feedforward neural networks are often used as universal function approximations. These supervised neural networks are commonly trained by a traditional backpropagation learning format, which minimises the mean squared error (mse) of the training data. However, in the presence of corrupted data (outliers) this training scheme may produce wrong models. We combine the benefits of the non-linear regression model tau-estimates [introduced by Tabatabai, M. A. Argyros, I. K. Robust Estimation and testing for general nonlinear regression models. Applied Mathematics and Computation. 58 (1993) 85-101] with the backpropagation algorithm to produce the TAO-robust learning algorithm, in order to deal with the problems of modelling with outliers. The cost function of this approach has a bounded influence function given by the weighted average of two psi functions, one corresponding to a very robust estimate and the other to a highly efficient estimate. The advantages of the proposed algorithm are studied with an example.

  15. Robust Online State of Charge Estimation of Lithium-Ion Battery Pack Based on Error Sensitivity Analysis

    Directory of Open Access Journals (Sweden)

    Ting Zhao

    2015-01-01

    Full Text Available Accurate and reliable state of charge (SOC estimation is a key enabling technique for large format lithium-ion battery pack due to its vital role in battery safety and effective management. This paper tries to make three contributions to existing literatures through robust algorithms. (1 Observer based SOC estimation error model is established, where the crucial parameters on SOC estimation accuracy are determined by quantitative analysis, being a basis for parameters update. (2 The estimation method for a battery pack in which the inconsistency of cells is taken into consideration is proposed, ensuring all batteries’ SOC ranging from 0 to 1, effectively avoiding the battery overcharged/overdischarged. Online estimation of the parameters is also presented in this paper. (3 The SOC estimation accuracy of the battery pack is verified using the hardware-in-loop simulation platform. The experimental results at various dynamic test conditions, temperatures, and initial SOC difference between two cells demonstrate the efficacy of the proposed method.

  16. National South African HIV prevalence estimates robust despite substantial test non-participation

    Directory of Open Access Journals (Sweden)

    Guy Harling

    2017-07-01

    Full Text Available Background. South African (SA national HIV seroprevalence estimates are of crucial policy relevance in the country, and for the worldwide HIV response. However, the most recent nationally representative HIV test survey in 2012 had 22% test non-participation, leaving the potential for substantial bias in current seroprevalence estimates, even after controlling for selection on observed factors. Objective. To re-estimate national HIV prevalence in SA, controlling for bias due to selection on both observed and unobserved factors in the 2012 SA National HIV Prevalence, Incidence and Behaviour Survey. Methods. We jointly estimated regression models for consent to test and HIV status in a Heckman-type bivariate probit framework. As selection variable, we used assigned interviewer identity, a variable known to predict consent but highly unlikely to be associated with interviewees’ HIV status. From these models, we estimated the HIV status of interviewed participants who did not test. Results. Of 26 710 interviewed participants who were invited to test for HIV, 21.3% of females and 24.3% of males declined. Interviewer identity was strongly correlated with consent to test for HIV; declining a test was weakly associated with HIV serostatus. Our HIV prevalence estimates were not significantly different from those using standard methods to control for bias due to selection on observed factors: 15.1% (95% confidence interval (CI 12.1 - 18.6 v. 14.5% (95% CI 12.8 - 16.3 for 15 - 49-year-old males; 23.3% (95% CI 21.7 - 25.8 v. 23.2% (95% CI 21.3 - 25.1 for 15 - 49-year-old females. Conclusion. The most recent SA HIV prevalence estimates are robust under the strongest available test for selection bias due to missing data. Our findings support the reliability of inferences drawn from such data.

  17. MIDAS robust trend estimator for accurate GPS station velocities without step detection

    Science.gov (United States)

    Blewitt, Geoffrey; Kreemer, Corné; Hammond, William C.; Gazeaux, Julien

    2016-03-01

    Automatic estimation of velocities from GPS coordinate time series is becoming required to cope with the exponentially increasing flood of available data, but problems detectable to the human eye are often overlooked. This motivates us to find an automatic and accurate estimator of trend that is resistant to common problems such as step discontinuities, outliers, seasonality, skewness, and heteroscedasticity. Developed here, Median Interannual Difference Adjusted for Skewness (MIDAS) is a variant of the Theil-Sen median trend estimator, for which the ordinary version is the median of slopes vij = (xj-xi)/(tj-ti) computed between all data pairs i > j. For normally distributed data, Theil-Sen and least squares trend estimates are statistically identical, but unlike least squares, Theil-Sen is resistant to undetected data problems. To mitigate both seasonality and step discontinuities, MIDAS selects data pairs separated by 1 year. This condition is relaxed for time series with gaps so that all data are used. Slopes from data pairs spanning a step function produce one-sided outliers that can bias the median. To reduce bias, MIDAS removes outliers and recomputes the median. MIDAS also computes a robust and realistic estimate of trend uncertainty. Statistical tests using GPS data in the rigid North American plate interior show ±0.23 mm/yr root-mean-square (RMS) accuracy in horizontal velocity. In blind tests using synthetic data, MIDAS velocities have an RMS accuracy of ±0.33 mm/yr horizontal, ±1.1 mm/yr up, with a 5th percentile range smaller than all 20 automatic estimators tested. Considering its general nature, MIDAS has the potential for broader application in the geosciences.

  18. Robust methods for data reduction

    CERN Document Server

    Farcomeni, Alessio

    2015-01-01

    Robust Methods for Data Reduction gives a non-technical overview of robust data reduction techniques, encouraging the use of these important and useful methods in practical applications. The main areas covered include principal components analysis, sparse principal component analysis, canonical correlation analysis, factor analysis, clustering, double clustering, and discriminant analysis.The first part of the book illustrates how dimension reduction techniques synthesize available information by reducing the dimensionality of the data. The second part focuses on cluster and discriminant analy

  19. Accurate and robust phylogeny estimation based on profile distances: a study of the Chlorophyceae (Chlorophyta

    Directory of Open Access Journals (Sweden)

    Rahmann Sven

    2004-06-01

    Full Text Available Abstract Background In phylogenetic analysis we face the problem that several subclade topologies are known or easily inferred and well supported by bootstrap analysis, but basal branching patterns cannot be unambiguously estimated by the usual methods (maximum parsimony (MP, neighbor-joining (NJ, or maximum likelihood (ML, nor are they well supported. We represent each subclade by a sequence profile and estimate evolutionary distances between profiles to obtain a matrix of distances between subclades. Results Our estimator of profile distances generalizes the maximum likelihood estimator of sequence distances. The basal branching pattern can be estimated by any distance-based method, such as neighbor-joining. Our method (profile neighbor-joining, PNJ then inherits the accuracy and robustness of profiles and the time efficiency of neighbor-joining. Conclusions Phylogenetic analysis of Chlorophyceae with traditional methods (MP, NJ, ML and MrBayes reveals seven well supported subclades, but the methods disagree on the basal branching pattern. The tree reconstructed by our method is better supported and can be confirmed by known morphological characters. Moreover the accuracy is significantly improved as shown by parametric bootstrap.

  20. Robustness Metrics: How Are They Calculated, When Should They Be Used and Why Do They Give Different Results?

    Science.gov (United States)

    McPhail, C.; Maier, H. R.; Kwakkel, J. H.; Giuliani, M.; Castelletti, A.; Westra, S.

    2018-02-01

    Robustness is being used increasingly for decision analysis in relation to deep uncertainty and many metrics have been proposed for its quantification. Recent studies have shown that the application of different robustness metrics can result in different rankings of decision alternatives, but there has been little discussion of what potential causes for this might be. To shed some light on this issue, we present a unifying framework for the calculation of robustness metrics, which assists with understanding how robustness metrics work, when they should be used, and why they sometimes disagree. The framework categorizes the suitability of metrics to a decision-maker based on (1) the decision-context (i.e., the suitability of using absolute performance or regret), (2) the decision-maker's preferred level of risk aversion, and (3) the decision-maker's preference toward maximizing performance, minimizing variance, or some higher-order moment. This article also introduces a conceptual framework describing when relative robustness values of decision alternatives obtained using different metrics are likely to agree and disagree. This is used as a measure of how "stable" the ranking of decision alternatives is when determined using different robustness metrics. The framework is tested on three case studies, including water supply augmentation in Adelaide, Australia, the operation of a multipurpose regulated lake in Italy, and flood protection for a hypothetical river based on a reach of the river Rhine in the Netherlands. The proposed conceptual framework is confirmed by the case study results, providing insight into the reasons for disagreements between rankings obtained using different robustness metrics.

  1. The effects of resonances on time delay estimation for water leak detection in plastic pipes

    Science.gov (United States)

    Almeida, Fabrício C. L.; Brennan, Michael J.; Joseph, Phillip F.; Gao, Yan; Paschoalini, Amarildo T.

    2018-04-01

    In the use of acoustic correlation methods for water leak detection, sensors are placed at pipe access points either side of a suspected leak, and the peak in the cross-correlation function of the measured signals gives the time difference (delay) between the arrival times of the leak noise at the sensors. Combining this information with the speed at which the leak noise propagates along the pipe, gives an estimate for the location of the leak with respect to one of the measurement positions. It is possible for the structural dynamics of the pipe system to corrupt the time delay estimate, which results in the leak being incorrectly located. In this paper, data from test-rigs in the United Kingdom and Canada are used to demonstrate this phenomenon, and analytical models of resonators are coupled with a pipe model to replicate the experimental results. The model is then used to investigate which of the two commonly used correlation algorithms, the Basic Cross-Correlation (BCC) function or the Phase Transform (PHAT), is more robust to the undesirable structural dynamics of the pipe system. It is found that time delay estimation is highly sensitive to the frequency bandwidth over which the analysis is conducted. Moreover, it is found that the PHAT is particularly sensitive to the presence of resonances and can give an incorrect time delay estimate, whereas the BCC function is found to be much more robust, giving a consistently accurate time delay estimate for a range of dynamic conditions.

  2. Robust estimation of event-related potentials via particle filter.

    Science.gov (United States)

    Fukami, Tadanori; Watanabe, Jun; Ishikawa, Fumito

    2016-03-01

    In clinical examinations and brain-computer interface (BCI) research, a short electroencephalogram (EEG) measurement time is ideal. The use of event-related potentials (ERPs) relies on both estimation accuracy and processing time. We tested a particle filter that uses a large number of particles to construct a probability distribution. We constructed a simple model for recording EEG comprising three components: ERPs approximated via a trend model, background waves constructed via an autoregressive model, and noise. We evaluated the performance of the particle filter based on mean squared error (MSE), P300 peak amplitude, and latency. We then compared our filter with the Kalman filter and a conventional simple averaging method. To confirm the efficacy of the filter, we used it to estimate ERP elicited by a P300 BCI speller. A 400-particle filter produced the best MSE. We found that the merit of the filter increased when the original waveform already had a low signal-to-noise ratio (SNR) (i.e., the power ratio between ERP and background EEG). We calculated the amount of averaging necessary after applying a particle filter that produced a result equivalent to that associated with conventional averaging, and determined that the particle filter yielded a maximum 42.8% reduction in measurement time. The particle filter performed better than both the Kalman filter and conventional averaging for a low SNR in terms of both MSE and P300 peak amplitude and latency. For EEG data produced by the P300 speller, we were able to use our filter to obtain ERP waveforms that were stable compared with averages produced by a conventional averaging method, irrespective of the amount of averaging. We confirmed that particle filters are efficacious in reducing the measurement time required during simulations with a low SNR. Additionally, particle filters can perform robust ERP estimation for EEG data produced via a P300 speller. Copyright © 2015 Elsevier Ireland Ltd. All rights reserved.

  3. Robustness of numerical TIG welding simulation of 3D structures in stainless steel 316L

    International Nuclear Information System (INIS)

    El-Ahmar, W.

    2007-04-01

    The numerical welding simulation is considered to be one of those mechanical problems that have the great level of nonlinearity and which requires a good knowledge in various scientific fields. The 'Robustness Analysis' is a suitable tool to control the quality and guarantee the reliability of numerical welding results. The robustness of a numerical simulation of welding is related to the sensitivity of the modelling assumptions on the input parameters. A simulation is known as robust if the result that it produces is not very sensitive to uncertainties of the input data. The term 'Robust' was coined in statistics by G.E.P. Box in 1953. Various definitions of greater or lesser mathematical rigor are possible for the term, but in general, referring to a statistical estimator, it means 'insensitive to small deviation from the idealized assumptions for which the estimator is optimized. In order to evaluate the robustness of numerical welding simulation, sensitivity analyses on thermomechanical models and parameters have been conducted. At the first step, we research a reference solution which gives the best agreement with the thermal and mechanical experimental results. The second step consists in determining through numerical simulations which parameters have the largest influence on residual stresses induced by the welding process. The residual stresses were predicted using finite element method performed with Code-Aster of EDF and SYSWELD of ESI-GROUP. An analysis of robustness can prove to be heavy and expensive making it an unjustifiable route. However, only with development such tool of analysis can predictive methods become a useful tool for industry. (author)

  4. Clutch pressure estimation for a power-split hybrid transmission using nonlinear robust observer

    Science.gov (United States)

    Zhou, Bin; Zhang, Jianwu; Gao, Ji; Yu, Haisheng; Liu, Dong

    2018-06-01

    For a power-split hybrid transmission, using the brake clutch to realize the transition from electric drive mode to hybrid drive mode is an available strategy. Since the pressure information of the brake clutch is essential for the mode transition control, this research designs a nonlinear robust reduced-order observer to estimate the brake clutch pressure. Model uncertainties or disturbances are considered as additional inputs, thus the observer is designed in order that the error dynamics is input-to-state stable. The nonlinear characteristics of the system are expressed as the lookup tables in the observer. Moreover, the gain matrix of the observer is solved by two optimization procedures under the constraints of the linear matrix inequalities. The proposed observer is validated by offline simulation and online test, the results have shown that the observer achieves significant performance during the mode transition, as the estimation error is within a reasonable range, more importantly, it is asymptotically stable.

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

    Science.gov (United States)

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

    2018-03-27

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

  6. Essays on robust asset pricing

    NARCIS (Netherlands)

    Horváth, Ferenc

    2017-01-01

    The central concept of this doctoral dissertation is robustness. I analyze how model and parameter uncertainty affect financial decisions of investors and fund managers, and what their equilibrium consequences are. Chapter 1 gives an overview of the most important concepts and methodologies used in

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

    Science.gov (United States)

    Yang, Miao; Yuan, Ke-Hai

    2016-01-01

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

  8. Robust canonical correlations: A comparative study

    OpenAIRE

    Branco, JA; Croux, Christophe; Filzmoser, P; Oliveira, MR

    2005-01-01

    Several approaches for robust canonical correlation analysis will be presented and discussed. A first method is based on the definition of canonical correlation analysis as looking for linear combinations of two sets of variables having maximal (robust) correlation. A second method is based on alternating robust regressions. These methods axe discussed in detail and compared with the more traditional approach to robust canonical correlation via covariance matrix estimates. A simulation study ...

  9. Robustness-related issues in speaker recognition

    CERN Document Server

    Zheng, Thomas Fang

    2017-01-01

    This book presents an overview of speaker recognition technologies with an emphasis on dealing with robustness issues. Firstly, the book gives an overview of speaker recognition, such as the basic system framework, categories under different criteria, performance evaluation and its development history. Secondly, with regard to robustness issues, the book presents three categories, including environment-related issues, speaker-related issues and application-oriented issues. For each category, the book describes the current hot topics, existing technologies, and potential research focuses in the future. The book is a useful reference book and self-learning guide for early researchers working in the field of robust speech recognition.

  10. Robustness Metrics : How Are They Calculated, When Should They Be Used and Why Do They Give Different Results?

    NARCIS (Netherlands)

    McPhail, C.; Maier, H. R.; Kwakkel, J.H.; Giuliani, M; Castelletti, A; Westra, S.

    2018-01-01

    Robustness is being used increasingly for decision analysis in relation to deep uncertainty and many metrics have been proposed for its quantification. Recent studies have shown that the application of different robustness metrics can result in different rankings of decision alternatives, but

  11. Fast and robust estimation of spectro-temporal receptive fields using stochastic approximations.

    Science.gov (United States)

    Meyer, Arne F; Diepenbrock, Jan-Philipp; Ohl, Frank W; Anemüller, Jörn

    2015-05-15

    The receptive field (RF) represents the signal preferences of sensory neurons and is the primary analysis method for understanding sensory coding. While it is essential to estimate a neuron's RF, finding numerical solutions to increasingly complex RF models can become computationally intensive, in particular for high-dimensional stimuli or when many neurons are involved. Here we propose an optimization scheme based on stochastic approximations that facilitate this task. The basic idea is to derive solutions on a random subset rather than computing the full solution on the available data set. To test this, we applied different optimization schemes based on stochastic gradient descent (SGD) to both the generalized linear model (GLM) and a recently developed classification-based RF estimation approach. Using simulated and recorded responses, we demonstrate that RF parameter optimization based on state-of-the-art SGD algorithms produces robust estimates of the spectro-temporal receptive field (STRF). Results on recordings from the auditory midbrain demonstrate that stochastic approximations preserve both predictive power and tuning properties of STRFs. A correlation of 0.93 with the STRF derived from the full solution may be obtained in less than 10% of the full solution's estimation time. We also present an on-line algorithm that allows simultaneous monitoring of STRF properties of more than 30 neurons on a single computer. The proposed approach may not only prove helpful for large-scale recordings but also provides a more comprehensive characterization of neural tuning in experiments than standard tuning curves. Copyright © 2015 Elsevier B.V. All rights reserved.

  12. Fast, accurate, and robust frequency offset estimation based on modified adaptive Kalman filter in coherent optical communication system

    Science.gov (United States)

    Yang, Yanfu; Xiang, Qian; Zhang, Qun; Zhou, Zhongqing; Jiang, Wen; He, Qianwen; Yao, Yong

    2017-09-01

    We propose a joint estimation scheme for fast, accurate, and robust frequency offset (FO) estimation along with phase estimation based on modified adaptive Kalman filter (MAKF). The scheme consists of three key modules: extend Kalman filter (EKF), lock detector, and FO cycle slip recovery. The EKF module estimates time-varying phase induced by both FO and laser phase noise. The lock detector module makes decision between acquisition mode and tracking mode and consequently sets the EKF tuning parameter in an adaptive manner. The third module can detect possible cycle slip in the case of large FO and make proper correction. Based on the simulation and experimental results, the proposed MAKF has shown excellent estimation performance featuring high accuracy, fast convergence, as well as the capability of cycle slip recovery.

  13. Robust methods and asymptotic theory in nonlinear econometrics

    CERN Document Server

    Bierens, Herman J

    1981-01-01

    This Lecture Note deals with asymptotic properties, i.e. weak and strong consistency and asymptotic normality, of parameter estimators of nonlinear regression models and nonlinear structural equations under various assumptions on the distribution of the data. The estimation methods involved are nonlinear least squares estimation (NLLSE), nonlinear robust M-estimation (NLRME) and non­ linear weighted robust M-estimation (NLWRME) for the regression case and nonlinear two-stage least squares estimation (NL2SLSE) and a new method called minimum information estimation (MIE) for the case of structural equations. The asymptotic properties of the NLLSE and the two robust M-estimation methods are derived from further elaborations of results of Jennrich. Special attention is payed to the comparison of the asymptotic efficiency of NLLSE and NLRME. It is shown that if the tails of the error distribution are fatter than those of the normal distribution NLRME is more efficient than NLLSE. The NLWRME method is appropriate ...

  14. Robust bayesian analysis of an autoregressive model with ...

    African Journals Online (AJOL)

    In this work, robust Bayesian analysis of the Bayesian estimation of an autoregressive model with exponential innovations is performed. Using a Bayesian robustness methodology, we show that, using a suitable generalized quadratic loss, we obtain optimal Bayesian estimators of the parameters corresponding to the ...

  15. Improving causal inference with a doubly robust estimator that combines propensity score stratification and weighting.

    Science.gov (United States)

    Linden, Ariel

    2017-08-01

    When a randomized controlled trial is not feasible, health researchers typically use observational data and rely on statistical methods to adjust for confounding when estimating treatment effects. These methods generally fall into 3 categories: (1) estimators based on a model for the outcome using conventional regression adjustment; (2) weighted estimators based on the propensity score (ie, a model for the treatment assignment); and (3) "doubly robust" (DR) estimators that model both the outcome and propensity score within the same framework. In this paper, we introduce a new DR estimator that utilizes marginal mean weighting through stratification (MMWS) as the basis for weighted adjustment. This estimator may prove more accurate than treatment effect estimators because MMWS has been shown to be more accurate than other models when the propensity score is misspecified. We therefore compare the performance of this new estimator to other commonly used treatment effects estimators. Monte Carlo simulation is used to compare the DR-MMWS estimator to regression adjustment, 2 weighted estimators based on the propensity score and 2 other DR methods. To assess performance under varied conditions, we vary the level of misspecification of the propensity score model as well as misspecify the outcome model. Overall, DR estimators generally outperform methods that model one or the other components (eg, propensity score or outcome). The DR-MMWS estimator outperforms all other estimators when both the propensity score and outcome models are misspecified and performs equally as well as other DR estimators when only the propensity score is misspecified. Health researchers should consider using DR-MMWS as the principal evaluation strategy in observational studies, as this estimator appears to outperform other estimators in its class. © 2017 John Wiley & Sons, Ltd.

  16. Depth-weighted robust multivariate regression with application to sparse data

    KAUST Repository

    Dutta, Subhajit; Genton, Marc G.

    2017-01-01

    A robust method for multivariate regression is developed based on robust estimators of the joint location and scatter matrix of the explanatory and response variables using the notion of data depth. The multivariate regression estimator possesses desirable affine equivariance properties, achieves the best breakdown point of any affine equivariant estimator, and has an influence function which is bounded in both the response as well as the predictor variable. To increase the efficiency of this estimator, a re-weighted estimator based on robust Mahalanobis distances of the residual vectors is proposed. In practice, the method is more stable than existing methods that are constructed using subsamples of the data. The resulting multivariate regression technique is computationally feasible, and turns out to perform better than several popular robust multivariate regression methods when applied to various simulated data as well as a real benchmark data set. When the data dimension is quite high compared to the sample size it is still possible to use meaningful notions of data depth along with the corresponding depth values to construct a robust estimator in a sparse setting.

  17. Depth-weighted robust multivariate regression with application to sparse data

    KAUST Repository

    Dutta, Subhajit

    2017-04-05

    A robust method for multivariate regression is developed based on robust estimators of the joint location and scatter matrix of the explanatory and response variables using the notion of data depth. The multivariate regression estimator possesses desirable affine equivariance properties, achieves the best breakdown point of any affine equivariant estimator, and has an influence function which is bounded in both the response as well as the predictor variable. To increase the efficiency of this estimator, a re-weighted estimator based on robust Mahalanobis distances of the residual vectors is proposed. In practice, the method is more stable than existing methods that are constructed using subsamples of the data. The resulting multivariate regression technique is computationally feasible, and turns out to perform better than several popular robust multivariate regression methods when applied to various simulated data as well as a real benchmark data set. When the data dimension is quite high compared to the sample size it is still possible to use meaningful notions of data depth along with the corresponding depth values to construct a robust estimator in a sparse setting.

  18. Optimal probabilistic energy management in a typical micro-grid based-on robust optimization and point estimate method

    International Nuclear Information System (INIS)

    Alavi, Seyed Arash; Ahmadian, Ali; Aliakbar-Golkar, Masoud

    2015-01-01

    Highlights: • Energy management is necessary in the active distribution network to reduce operation costs. • Uncertainty modeling is essential in energy management studies in active distribution networks. • Point estimate method is a suitable method for uncertainty modeling due to its lower computation time and acceptable accuracy. • In the absence of Probability Distribution Function (PDF) robust optimization has a good ability for uncertainty modeling. - Abstract: Uncertainty can be defined as the probability of difference between the forecasted value and the real value. As this probability is small, the operation cost of the power system will be less. This purpose necessitates modeling of system random variables (such as the output power of renewable resources and the load demand) with appropriate and practicable methods. In this paper, an adequate procedure is proposed in order to do an optimal energy management on a typical micro-grid with regard to the relevant uncertainties. The point estimate method is applied for modeling the wind power and solar power uncertainties, and robust optimization technique is utilized to model load demand uncertainty. Finally, a comparison is done between deterministic and probabilistic management in different scenarios and their results are analyzed and evaluated

  19. Robust Wave Resource Estimation

    DEFF Research Database (Denmark)

    Lavelle, John; Kofoed, Jens Peter

    2013-01-01

    density estimates of the PDF as a function both of Hm0 and Tp, and Hm0 and T0;2, together with the mean wave power per unit crest length, Pw, as a function of Hm0 and T0;2. The wave elevation parameters, from which the wave parameters are calculated, are filtered to correct or remove spurious data....... An overview is given of the methods used to do this, and a method for identifying outliers of the wave elevation data, based on the joint distribution of wave elevations and accelerations, is presented. The limitations of using a JONSWAP spectrum to model the measured wave spectra as a function of Hm0 and T0......;2 or Hm0 and Tp for the Hanstholm site data are demonstrated. As an alternative, the non-parametric loess method, which does not rely on any assumptions about the shape of the wave elevation spectra, is used to accurately estimate Pw as a function of Hm0 and T0;2....

  20. Giving in Europe : The state of research on giving in 20 European countries

    NARCIS (Netherlands)

    Hoolwerf, L.K.; Schuyt, T.N.M.

    2017-01-01

    This study is in intitial attempt to map philanthropy in Europe and presents a first overall estimation of the European philanthropic sector. Containing an overview of what we know about research on the philanthropy sector, it provides data and and assesment of the data on giving by households,

  1. Robust Improvement in Estimation of a Covariance Matrix in an Elliptically Contoured Distribution Respect to Quadratic Loss Function

    Directory of Open Access Journals (Sweden)

    Z. Khodadadi

    2008-03-01

    Full Text Available Let S be matrix of residual sum of square in linear model Y = Aβ + e where matrix e is distributed as elliptically contoured with unknown scale matrix Σ. In present work, we consider the problem of estimating Σ with respect to squared loss function, L(Σˆ , Σ = tr(ΣΣˆ −1 −I 2 . It is shown that improvement of the estimators were obtained by James, Stein [7], Dey and Srivasan [1] under the normality assumption remains robust under an elliptically contoured distribution respect to squared loss function

  2. Robust and distributed hypothesis testing

    CERN Document Server

    Gül, Gökhan

    2017-01-01

    This book generalizes and extends the available theory in robust and decentralized hypothesis testing. In particular, it presents a robust test for modeling errors which is independent from the assumptions that a sufficiently large number of samples is available, and that the distance is the KL-divergence. Here, the distance can be chosen from a much general model, which includes the KL-divergence as a very special case. This is then extended by various means. A minimax robust test that is robust against both outliers as well as modeling errors is presented. Minimax robustness properties of the given tests are also explicitly proven for fixed sample size and sequential probability ratio tests. The theory of robust detection is extended to robust estimation and the theory of robust distributed detection is extended to classes of distributions, which are not necessarily stochastically bounded. It is shown that the quantization functions for the decision rules can also be chosen as non-monotone. Finally, the boo...

  3. Robustness Property of Robust-BD Wald-Type Test for Varying-Dimensional General Linear Models

    Directory of Open Access Journals (Sweden)

    Xiao Guo

    2018-03-01

    Full Text Available An important issue for robust inference is to examine the stability of the asymptotic level and power of the test statistic in the presence of contaminated data. Most existing results are derived in finite-dimensional settings with some particular choices of loss functions. This paper re-examines this issue by allowing for a diverging number of parameters combined with a broader array of robust error measures, called “robust- BD ”, for the class of “general linear models”. Under regularity conditions, we derive the influence function of the robust- BD parameter estimator and demonstrate that the robust- BD Wald-type test enjoys the robustness of validity and efficiency asymptotically. Specifically, the asymptotic level of the test is stable under a small amount of contamination of the null hypothesis, whereas the asymptotic power is large enough under a contaminated distribution in a neighborhood of the contiguous alternatives, thus lending supports to the utility of the proposed robust- BD Wald-type test.

  4. A Robust Parametric Technique for Multipath Channel Estimation in the Uplink of a DS-CDMA System

    Directory of Open Access Journals (Sweden)

    2006-01-01

    Full Text Available The problem of estimating the multipath channel parameters of a new user entering the uplink of an asynchronous direct sequence-code division multiple access (DS-CDMA system is addressed. The problem is described via a least squares (LS cost function with a rich structure. This cost function, which is nonlinear with respect to the time delays and linear with respect to the gains of the multipath channel, is proved to be approximately decoupled in terms of the path delays. Due to this structure, an iterative procedure of 1D searches is adequate for time delays estimation. The resulting method is computationally efficient, does not require any specific pilot signal, and performs well for a small number of training symbols. Simulation results show that the proposed technique offers a better estimation accuracy compared to existing related methods, and is robust to multiple access interference.

  5. An Overview of the Adaptive Robust DFT

    Directory of Open Access Journals (Sweden)

    Djurović Igor

    2010-01-01

    Full Text Available Abstract This paper overviews basic principles and applications of the robust DFT (RDFT approach, which is used for robust processing of frequency-modulated (FM signals embedded in non-Gaussian heavy-tailed noise. In particular, we concentrate on the spectral analysis and filtering of signals corrupted by impulsive distortions using adaptive and nonadaptive robust estimators. Several adaptive estimators of location parameter are considered, and it is shown that their application is preferable with respect to non-adaptive counterparts. This fact is demonstrated by efficiency comparison of adaptive and nonadaptive RDFT methods for different noise environments.

  6. Robust Parametric Fault Estimation in a Hopper System

    DEFF Research Database (Denmark)

    Soltani, Mohsen; Izadi-Zamanabadi, Roozbeh; Wisniewski, Rafal

    2012-01-01

    The ability of diagnosis of the possible faults is a necessity for satellite launch vehicles during their mission. In this paper, a structural analysis method is employed to divide the complex propulsion system into simpler subsystems for fault diagnosis filter design. A robust fault diagnosis me...

  7. New robust statistical procedures for the polytomous logistic regression models.

    Science.gov (United States)

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

    2018-05-17

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

  8. A Robust Controller Structure for Pico-Satellite Applications

    DEFF Research Database (Denmark)

    Kragelund, Martin Nygaard; Green, Martin; Kristensen, Mads

    This paper describes the development of a robust controller structure for use in pico-satellite missions. The structure relies on unknown disturbance estimation and use of robust control theory to implement a system that is robust to both unmodeled disturbances and parameter uncertainties. As one...

  9. Estimation and robust control of microalgae culture for optimization of biological fixation of CO2

    International Nuclear Information System (INIS)

    Filali, R.

    2012-01-01

    This thesis deals with the optimization of carbon dioxide consumption by microalgae. Indeed, following several current environmental issues primarily related to large emissions of CO 2 , it is shown that microalgae represent a very promising solution for CO 2 mitigation. From this perspective, we are interested in the optimization strategy of CO 2 consumption through the development of a robust control law. The main aim is to ensure optimal operating conditions for a Chlorella vulgaris culture in an instrumented photo-bioreactor. The thesis is based on three major axes. The first one concerns growth modeling of the selected species based on a mathematical model reflecting the influence of light and total inorganic carbon concentration. For the control context, the second axis is related to biomass estimation from the real-time measurement of dissolved carbon dioxide. This step is necessary for the control part due to the lack of affordable real-time sensors for this kind of measurement. Three observers structures have been studied and compared: an extended Kalman filter, an asymptotic observer and an interval observer. The last axis deals with the implementation of a non-linear predictive control law coupled to the estimation strategy for the regulation of the cellular concentration around a value which maximizes the CO 2 consumption. Performance and robustness of this control law have been validated in simulation and experimentally on a laboratory-scale instrumented photo-bioreactor. This thesis represents a preliminary study for the optimization of CO 2 mitigation strategy by microalgae. (author)

  10. Robust linear discriminant models to solve financial crisis in banking sectors

    Science.gov (United States)

    Lim, Yai-Fung; Yahaya, Sharipah Soaad Syed; Idris, Faoziah; Ali, Hazlina; Omar, Zurni

    2014-12-01

    Linear discriminant analysis (LDA) is a widely-used technique in patterns classification via an equation which will minimize the probability of misclassifying cases into their respective categories. However, the performance of classical estimators in LDA highly depends on the assumptions of normality and homoscedasticity. Several robust estimators in LDA such as Minimum Covariance Determinant (MCD), S-estimators and Minimum Volume Ellipsoid (MVE) are addressed by many authors to alleviate the problem of non-robustness of the classical estimates. In this paper, we investigate on the financial crisis of the Malaysian banking institutions using robust LDA and classical LDA methods. Our objective is to distinguish the "distress" and "non-distress" banks in Malaysia by using the LDA models. Hit ratio is used to validate the accuracy predictive of LDA models. The performance of LDA is evaluated by estimating the misclassification rate via apparent error rate. The results and comparisons show that the robust estimators provide a better performance than the classical estimators for LDA.

  11. Give and Take in Dictator Games

    DEFF Research Database (Denmark)

    Cappelen, Alexander W.; Nielsen, Ulrik Haagen; Sørensen, Erik Ø.

    2014-01-01

    It has been shown that participants in the dictator game are less willing to give money to the other participant when their choice set also includes the option to take money. We examine whether this effect is due to the choice set providing a signal about entitlements in a setting where...... entitlements initially may be considered unclear. We find that the share of positive transfers depends on the choice set even when there is no uncertainty about entitlements, and that this choice-set effect is robust across a heterogenous group of participants recruited from the general adult population...

  12. Robust Dynamics and Control of a Partially Observed Markov Chain

    International Nuclear Information System (INIS)

    Elliott, R. J.; Malcolm, W. P.; Moore, J. P.

    2007-01-01

    In a seminal paper, Martin Clark (Communications Systems and Random Process Theory, Darlington, 1977, pp. 721-734, 1978) showed how the filtered dynamics giving the optimal estimate of a Markov chain observed in Gaussian noise can be expressed using an ordinary differential equation. These results offer substantial benefits in filtering and in control, often simplifying the analysis and an in some settings providing numerical benefits, see, for example Malcolm et al. (J. Appl. Math. Stoch. Anal., 2007, to appear).Clark's method uses a gauge transformation and, in effect, solves the Wonham-Zakai equation using variation of constants. In this article, we consider the optimal control of a partially observed Markov chain. This problem is discussed in Elliott et al. (Hidden Markov Models Estimation and Control, Applications of Mathematics Series, vol. 29, 1995). The innovation in our results is that the robust dynamics of Clark are used to compute forward in time dynamics for a simplified adjoint process. A stochastic minimum principle is established

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

    International Nuclear Information System (INIS)

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

    2012-01-01

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

  14. Comparative Analysis for Robust Penalized Spline Smoothing Methods

    Directory of Open Access Journals (Sweden)

    Bin Wang

    2014-01-01

    Full Text Available Smoothing noisy data is commonly encountered in engineering domain, and currently robust penalized regression spline models are perceived to be the most promising methods for coping with this issue, due to their flexibilities in capturing the nonlinear trends in the data and effectively alleviating the disturbance from the outliers. Against such a background, this paper conducts a thoroughly comparative analysis of two popular robust smoothing techniques, the M-type estimator and S-estimation for penalized regression splines, both of which are reelaborated starting from their origins, with their derivation process reformulated and the corresponding algorithms reorganized under a unified framework. Performances of these two estimators are thoroughly evaluated from the aspects of fitting accuracy, robustness, and execution time upon the MATLAB platform. Elaborately comparative experiments demonstrate that robust penalized spline smoothing methods possess the capability of resistance to the noise effect compared with the nonrobust penalized LS spline regression method. Furthermore, the M-estimator exerts stable performance only for the observations with moderate perturbation error, whereas the S-estimator behaves fairly well even for heavily contaminated observations, but consuming more execution time. These findings can be served as guidance to the selection of appropriate approach for smoothing the noisy data.

  15. The effectiveness of robust RMCD control chart as outliers’ detector

    Science.gov (United States)

    Darmanto; Astutik, Suci

    2017-12-01

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

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

    Science.gov (United States)

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

    2009-01-01

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

  17. Robust heart rate estimation from multiple asynchronous noisy sources using signal quality indices and a Kalman filter

    International Nuclear Information System (INIS)

    Li, Q; Mark, R G; Clifford, G D

    2008-01-01

    Physiological signals such as the electrocardiogram (ECG) and arterial blood pressure (ABP) in the intensive care unit (ICU) are often severely corrupted by noise, artifact and missing data, which lead to large errors in the estimation of the heart rate (HR) and ABP. A robust HR estimation method is described that compensates for these problems. The method is based upon the concept of fusing multiple signal quality indices (SQIs) and HR estimates derived from multiple electrocardiogram (ECG) leads and an invasive ABP waveform recorded from ICU patients. Physiological SQIs were obtained by analyzing the statistical characteristics of each waveform and their relationships to each other. HR estimates from the ECG and ABP are tracked with separate Kalman filters, using a modified update sequence based upon the individual SQIs. Data fusion of each HR estimate was then performed by weighting each estimate by the Kalman filters' SQI-modified innovations. This method was evaluated on over 6000 h of simultaneously acquired ECG and ABP from a 437 patient subset of ICU data by adding real ECG and realistic artificial ABP noise. The method provides an accurate HR estimate even in the presence of high levels of persistent noise and artifact, and during episodes of extreme bradycardia and tachycardia

  18. Aspects of robust linear regression

    NARCIS (Netherlands)

    Davies, P.L.

    1993-01-01

    Section 1 of the paper contains a general discussion of robustness. In Section 2 the influence function of the Hampel-Rousseeuw least median of squares estimator is derived. Linearly invariant weak metrics are constructed in Section 3. It is shown in Section 4 that $S$-estimators satisfy an exact

  19. Robust statistical methods with R

    CERN Document Server

    Jureckova, Jana

    2005-01-01

    Robust statistical methods were developed to supplement the classical procedures when the data violate classical assumptions. They are ideally suited to applied research across a broad spectrum of study, yet most books on the subject are narrowly focused, overly theoretical, or simply outdated. Robust Statistical Methods with R provides a systematic treatment of robust procedures with an emphasis on practical application.The authors work from underlying mathematical tools to implementation, paying special attention to the computational aspects. They cover the whole range of robust methods, including differentiable statistical functions, distance of measures, influence functions, and asymptotic distributions, in a rigorous yet approachable manner. Highlighting hands-on problem solving, many examples and computational algorithms using the R software supplement the discussion. The book examines the characteristics of robustness, estimators of real parameter, large sample properties, and goodness-of-fit tests. It...

  20. Dynamic Output Feedback Robust MPC with Input Saturation Based on Zonotopic Set-Membership Estimation

    Directory of Open Access Journals (Sweden)

    Xubin Ping

    2016-01-01

    Full Text Available For quasi-linear parameter varying (quasi-LPV systems with bounded disturbance, a synthesis approach of dynamic output feedback robust model predictive control (OFRMPC with the consideration of input saturation is investigated. The saturated dynamic output feedback controller is represented by a convex hull involving the actual dynamic output controller and an introduced auxiliary controller. By taking both the actual output feedback controller and the auxiliary controller with a parameter-dependent form, the main optimization problem can be formulated as convex optimization. The consideration of input saturation in the main optimization problem reduces the conservatism of dynamic output feedback controller design. The estimation error set and bounded disturbance are represented by zonotopes and refreshed by zonotopic set-membership estimation. Compared with the previous results, the proposed algorithm can not only guarantee the recursive feasibility of the optimization problem, but also improve the control performance at the cost of higher computational burden. A nonlinear continuous stirred tank reactor (CSTR example is given to illustrate the effectiveness of the approach.

  1. Robust regularized least-squares beamforming approach to signal estimation

    KAUST Repository

    Suliman, Mohamed Abdalla Elhag; Ballal, Tarig; Al-Naffouri, Tareq Y.

    2017-01-01

    In this paper, we address the problem of robust adaptive beamforming of signals received by a linear array. The challenge associated with the beamforming problem is twofold. Firstly, the process requires the inversion of the usually ill

  2. Enhancing interferometer phase estimation, sensing sensitivity, and resolution using robust entangled states

    Science.gov (United States)

    Smith, James F.

    2017-11-01

    With the goal of designing interferometers and interferometer sensors, e.g., LADARs with enhanced sensitivity, resolution, and phase estimation, states using quantum entanglement are discussed. These states include N00N states, plain M and M states (PMMSs), and linear combinations of M and M states (LCMMS). Closed form expressions for the optimal detection operators; visibility, a measure of the state's robustness to loss and noise; a resolution measure; and phase estimate error, are provided in closed form. The optimal resolution for the maximum visibility and minimum phase error are found. For the visibility, comparisons between PMMSs, LCMMS, and N00N states are provided. For the minimum phase error, comparisons between LCMMS, PMMSs, N00N states, separate photon states (SPSs), the shot noise limit (SNL), and the Heisenberg limit (HL) are provided. A representative collection of computational results illustrating the superiority of LCMMS when compared to PMMSs and N00N states is given. It is found that for a resolution 12 times the classical result LCMMS has visibility 11 times that of N00N states and 4 times that of PMMSs. For the same case, the minimum phase error for LCMMS is 10.7 times smaller than that of PMMS and 29.7 times smaller than that of N00N states.

  3. Robust Forecasting of Non-Stationary Time Series

    NARCIS (Netherlands)

    Croux, C.; Fried, R.; Gijbels, I.; Mahieu, K.

    2010-01-01

    This paper proposes a robust forecasting method for non-stationary time series. The time series is modelled using non-parametric heteroscedastic regression, and fitted by a localized MM-estimator, combining high robustness and large efficiency. The proposed method is shown to produce reliable

  4. Robust DOA Estimation of Harmonic Signals Using Constrained Filters on Phase Estimates

    DEFF Research Database (Denmark)

    Karimian-Azari, Sam; Jensen, Jesper Rindom; Christensen, Mads Græsbøll

    2014-01-01

    In array signal processing, distances between receivers, e.g., microphones, cause time delays depending on the direction of arrival (DOA) of a signal source. We can then estimate the DOA from the time-difference of arrival (TDOA) estimates. However, many conventional DOA estimators based on TDOA...... estimates are not optimal in colored noise. In this paper, we estimate the DOA of a harmonic signal source from multi-channel phase estimates, which relate to narrowband TDOA estimates. More specifically, we design filters to apply on phase estimates to obtain a DOA estimate with minimum variance. Using...

  5. Robust seismicity forecasting based on Bayesian parameter estimation for epidemiological spatio-temporal aftershock clustering models.

    Science.gov (United States)

    Ebrahimian, Hossein; Jalayer, Fatemeh

    2017-08-29

    In the immediate aftermath of a strong earthquake and in the presence of an ongoing aftershock sequence, scientific advisories in terms of seismicity forecasts play quite a crucial role in emergency decision-making and risk mitigation. Epidemic Type Aftershock Sequence (ETAS) models are frequently used for forecasting the spatio-temporal evolution of seismicity in the short-term. We propose robust forecasting of seismicity based on ETAS model, by exploiting the link between Bayesian inference and Markov Chain Monte Carlo Simulation. The methodology considers the uncertainty not only in the model parameters, conditioned on the available catalogue of events occurred before the forecasting interval, but also the uncertainty in the sequence of events that are going to happen during the forecasting interval. We demonstrate the methodology by retrospective early forecasting of seismicity associated with the 2016 Amatrice seismic sequence activities in central Italy. We provide robust spatio-temporal short-term seismicity forecasts with various time intervals in the first few days elapsed after each of the three main events within the sequence, which can predict the seismicity within plus/minus two standard deviations from the mean estimate within the few hours elapsed after the main event.

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

    Science.gov (United States)

    Chen, Siyuan; Epps, Julien

    2014-12-01

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

  7. Robust fitting of diurnal brightness temperature cycle

    CSIR Research Space (South Africa)

    Udahemuka, G

    2007-11-01

    Full Text Available for a pixel concerned. Robust fitting of observed Diurnal Temperature Cycle (DTC) taken over a day of a given pixel without cloud cover and other abnormally conditions such as fire can give a data based brightness temperature model for a given pixel...

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

    Science.gov (United States)

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

    2016-01-01

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

  9. Robust filtering and prediction for systems with embedded finite-state Markov-Chain dynamics

    International Nuclear Information System (INIS)

    Pate, E.B.

    1986-01-01

    This research developed new methodologies for the design of robust near-optimal filters/predictors for a class of system models that exhibit embedded finite-state Markov-chain dynamics. These methodologies are developed through the concepts and methods of stochastic model building (including time-series analysis), game theory, decision theory, and filtering/prediction for linear dynamic systems. The methodology is based on the relationship between the robustness of a class of time-series models and quantization which is applied to the time series as part of the model identification process. This relationship is exploited by utilizing the concept of an equivalence, through invariance of spectra, between the class of Markov-chain models and the class of autoregressive moving average (ARMA) models. This spectral equivalence permits a straightforward implementation of the desirable robust properties of the Markov-chain approximation in a class of models which may be applied in linear-recursive form in a linear Kalman filter/predictor structure. The linear filter/predictor structure is shown to provide asymptotically optimal estimates of states which represent one or more integrations of the Markov-chain state. The development of a new saddle-point theorem for a game based on the Markov-chain model structure gives rise to a technique for determining a worst case Markov-chain process, upon which a robust filter/predictor design if based

  10. Robust Performance And Dissipation of Stochastic Control Systems

    DEFF Research Database (Denmark)

    Thygesen, Uffe Høgsbro

    and topology on the space of supply rates. For instance, we give conditions under which the available storage is a continuous convex function of the supply rate. Dissipation theory in the existing literature applies only to deterministic systems. This is unfortunate since robust control applications typically...... is a prototype of robust adaptive control problems. We show that the optimal (minimax) controller for this problem is finite dimensional but not based on certainty equivalence, and we discuss the heuristic certainty equivalence controller....

  11. Robust Control Charts for Time Series Data

    NARCIS (Netherlands)

    Croux, C.; Gelper, S.; Mahieu, K.

    2010-01-01

    This article presents a control chart for time series data, based on the one-step- ahead forecast errors of the Holt-Winters forecasting method. We use robust techniques to prevent that outliers affect the estimation of the control limits of the chart. Moreover, robustness is important to maintain

  12. Unbiased tensor-based morphometry: improved robustness and sample size estimates for Alzheimer's disease clinical trials.

    Science.gov (United States)

    Hua, Xue; Hibar, Derrek P; Ching, Christopher R K; Boyle, Christina P; Rajagopalan, Priya; Gutman, Boris A; Leow, Alex D; Toga, Arthur W; Jack, Clifford R; Harvey, Danielle; Weiner, Michael W; Thompson, Paul M

    2013-02-01

    Various neuroimaging measures are being evaluated for tracking Alzheimer's disease (AD) progression in therapeutic trials, including measures of structural brain change based on repeated scanning of patients with magnetic resonance imaging (MRI). Methods to compute brain change must be robust to scan quality. Biases may arise if any scans are thrown out, as this can lead to the true changes being overestimated or underestimated. Here we analyzed the full MRI dataset from the first phase of Alzheimer's Disease Neuroimaging Initiative (ADNI-1) from the first phase of Alzheimer's Disease Neuroimaging Initiative (ADNI-1) and assessed several sources of bias that can arise when tracking brain changes with structural brain imaging methods, as part of a pipeline for tensor-based morphometry (TBM). In all healthy subjects who completed MRI scanning at screening, 6, 12, and 24months, brain atrophy was essentially linear with no detectable bias in longitudinal measures. In power analyses for clinical trials based on these change measures, only 39AD patients and 95 mild cognitive impairment (MCI) subjects were needed for a 24-month trial to detect a 25% reduction in the average rate of change using a two-sided test (α=0.05, power=80%). Further sample size reductions were achieved by stratifying the data into Apolipoprotein E (ApoE) ε4 carriers versus non-carriers. We show how selective data exclusion affects sample size estimates, motivating an objective comparison of different analysis techniques based on statistical power and robustness. TBM is an unbiased, robust, high-throughput imaging surrogate marker for large, multi-site neuroimaging studies and clinical trials of AD and MCI. Copyright © 2012 Elsevier Inc. All rights reserved.

  13. Robust predictions of the interacting boson model

    International Nuclear Information System (INIS)

    Casten, R.F.; Koeln Univ.

    1994-01-01

    While most recognized for its symmetries and algebraic structure, the IBA model has other less-well-known but equally intrinsic properties which give unavoidable, parameter-free predictions. These predictions concern central aspects of low-energy nuclear collective structure. This paper outlines these ''robust'' predictions and compares them with the data

  14. Integrated direct/indirect adaptive robust motion trajectory tracking control of pneumatic cylinders

    Science.gov (United States)

    Meng, Deyuan; Tao, Guoliang; Zhu, Xiaocong

    2013-09-01

    This paper studies the precision motion trajectory tracking control of a pneumatic cylinder driven by a proportional-directional control valve. An integrated direct/indirect adaptive robust controller is proposed. The controller employs a physical model based indirect-type parameter estimation to obtain reliable estimates of unknown model parameters, and utilises a robust control method with dynamic compensation type fast adaptation to attenuate the effects of parameter estimation errors, unmodelled dynamics and disturbances. Due to the use of projection mapping, the robust control law and the parameter adaption algorithm can be designed separately. Since the system model uncertainties are unmatched, the recursive backstepping technology is adopted to design the robust control law. Extensive comparative experimental results are presented to illustrate the effectiveness of the proposed controller and its performance robustness to parameter variations and sudden disturbances.

  15. A Robust Approach to Risk Assessment Based on Species Sensitivity Distributions.

    Science.gov (United States)

    Monti, Gianna S; Filzmoser, Peter; Deutsch, Roland C

    2018-05-03

    The guidelines for setting environmental quality standards are increasingly based on probabilistic risk assessment due to a growing general awareness of the need for probabilistic procedures. One of the commonly used tools in probabilistic risk assessment is the species sensitivity distribution (SSD), which represents the proportion of species affected belonging to a biological assemblage as a function of exposure to a specific toxicant. Our focus is on the inverse use of the SSD curve with the aim of estimating the concentration, HCp, of a toxic compound that is hazardous to p% of the biological community under study. Toward this end, we propose the use of robust statistical methods in order to take into account the presence of outliers or apparent skew in the data, which may occur without any ecological basis. A robust approach exploits the full neighborhood of a parametric model, enabling the analyst to account for the typical real-world deviations from ideal models. We examine two classic HCp estimation approaches and consider robust versions of these estimators. In addition, we also use data transformations in conjunction with robust estimation methods in case of heteroscedasticity. Different scenarios using real data sets as well as simulated data are presented in order to illustrate and compare the proposed approaches. These scenarios illustrate that the use of robust estimation methods enhances HCp estimation. © 2018 Society for Risk Analysis.

  16. A Hybrid One-Way ANOVA Approach for the Robust and Efficient Estimation of Differential Gene Expression with Multiple Patterns.

    Directory of Open Access Journals (Sweden)

    Mohammad Manir Hossain Mollah

    Full Text Available Identifying genes that are differentially expressed (DE between two or more conditions with multiple patterns of expression is one of the primary objectives of gene expression data analysis. Several statistical approaches, including one-way analysis of variance (ANOVA, are used to identify DE genes. However, most of these methods provide misleading results for two or more conditions with multiple patterns of expression in the presence of outlying genes. In this paper, an attempt is made to develop a hybrid one-way ANOVA approach that unifies the robustness and efficiency of estimation using the minimum β-divergence method to overcome some problems that arise in the existing robust methods for both small- and large-sample cases with multiple patterns of expression.The proposed method relies on a β-weight function, which produces values between 0 and 1. The β-weight function with β = 0.2 is used as a measure of outlier detection. It assigns smaller weights (≥ 0 to outlying expressions and larger weights (≤ 1 to typical expressions. The distribution of the β-weights is used to calculate the cut-off point, which is compared to the observed β-weight of an expression to determine whether that gene expression is an outlier. This weight function plays a key role in unifying the robustness and efficiency of estimation in one-way ANOVA.Analyses of simulated gene expression profiles revealed that all eight methods (ANOVA, SAM, LIMMA, EBarrays, eLNN, KW, robust BetaEB and proposed perform almost identically for m = 2 conditions in the absence of outliers. However, the robust BetaEB method and the proposed method exhibited considerably better performance than the other six methods in the presence of outliers. In this case, the BetaEB method exhibited slightly better performance than the proposed method for the small-sample cases, but the the proposed method exhibited much better performance than the BetaEB method for both the small- and large

  17. Robust nonlinear control of nuclear reactors under model uncertainty

    International Nuclear Information System (INIS)

    Park, Moon Ghu

    1993-02-01

    A nonlinear model-based control method is developed for the robust control of a nuclear reactor. The nonlinear plant model is used to design a unique control law which covers a wide operating range. The robustness is a crucial factor for the fully automatic control of reactor power due to time-varying, uncertain parameters, and state estimation error, or unmodeled dynamics. A variable structure control (VSC) method is introduced which consists of an adaptive performance specification (fime control) after the tracking error reaches the narrow boundary-layer by a time-optimal control (coarse control). Variable structure control is a powerful method for nonlinear system controller design which has inherent robustness to parameter variations or external disturbances using the known uncertainty bounds, and it requires very low computational efforts. In spite of its desirable properties, conventional VSC presents several important drawbacks that limit its practical applicability. One of the most undesirable phenomena is chattering, which implies extremely high control activity and may excite high-frequency unmodeled dynamics. This problem is due to the neglected actuator time-delay or sampling effects. The problem was partially remedied by replacing chattering control by a smooth control inter-polation in a boundary layer neighnboring a time-varying sliding surface. But, for the nuclear reactor systems which has very fast dynamic response, the sampling effect may destroy the narrow boundary layer when a large uncertainty bound is used. Due to the very short neutron life time, large uncertainty bound leads to the high gain in feedback control. To resolve this problem, a derivative feedback is introduced that gives excellent performance by reducing the uncertainty bound. The stability of tracking error dynamics is guaranteed by the second method of Lyapunov using the two-level uncertainty bounds that are obtained from the knowledge of uncertainty bound and the estimated

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

    Science.gov (United States)

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

    2015-11-20

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

  19. Weak Properties and Robustness of t-Hill Estimators

    Czech Academy of Sciences Publication Activity Database

    Jordanova, P.; Fabián, Zdeněk; Hermann, P.; Střelec, L.; Rivera, A.; Girard, S.; Torres, S.; Stehlík, M.

    2016-01-01

    Roč. 19, č. 4 (2016), s. 591-626 ISSN 1386-1999 Institutional support: RVO:67985807 Keywords : asymptotic properties of estimators * point estimation * t-Hill estimator * t-lgHill estimator Subject RIV: BB - Applied Statistics, Operational Research Impact factor: 1.679, year: 2016

  20. Robust K-Median and K-Means Clustering Algorithms for Incomplete Data

    Directory of Open Access Journals (Sweden)

    Jinhua Li

    2016-01-01

    Full Text Available Incomplete data with missing feature values are prevalent in clustering problems. Traditional clustering methods first estimate the missing values by imputation and then apply the classical clustering algorithms for complete data, such as K-median and K-means. However, in practice, it is often hard to obtain accurate estimation of the missing values, which deteriorates the performance of clustering. To enhance the robustness of clustering algorithms, this paper represents the missing values by interval data and introduces the concept of robust cluster objective function. A minimax robust optimization (RO formulation is presented to provide clustering results, which are insensitive to estimation errors. To solve the proposed RO problem, we propose robust K-median and K-means clustering algorithms with low time and space complexity. Comparisons and analysis of experimental results on both artificially generated and real-world incomplete data sets validate the robustness and effectiveness of the proposed algorithms.

  1. Robust statistics and geochemical data analysis

    International Nuclear Information System (INIS)

    Di, Z.

    1987-01-01

    Advantages of robust procedures over ordinary least-squares procedures in geochemical data analysis is demonstrated using NURE data from the Hot Springs Quadrangle, South Dakota, USA. Robust principal components analysis with 5% multivariate trimming successfully guarded the analysis against perturbations by outliers and increased the number of interpretable factors. Regression with SINE estimates significantly increased the goodness-of-fit of the regression and improved the correspondence of delineated anomalies with known uranium prospects. Because of the ubiquitous existence of outliers in geochemical data, robust statistical procedures are suggested as routine procedures to replace ordinary least-squares procedures

  2. Fast and accurate phylogenetic reconstruction from high-resolution whole-genome data and a novel robustness estimator.

    Science.gov (United States)

    Lin, Y; Rajan, V; Moret, B M E

    2011-09-01

    The rapid accumulation of whole-genome data has renewed interest in the study of genomic rearrangements. Comparative genomics, evolutionary biology, and cancer research all require models and algorithms to elucidate the mechanisms, history, and consequences of these rearrangements. However, even simple models lead to NP-hard problems, particularly in the area of phylogenetic analysis. Current approaches are limited to small collections of genomes and low-resolution data (typically a few hundred syntenic blocks). Moreover, whereas phylogenetic analyses from sequence data are deemed incomplete unless bootstrapping scores (a measure of confidence) are given for each tree edge, no equivalent to bootstrapping exists for rearrangement-based phylogenetic analysis. We describe a fast and accurate algorithm for rearrangement analysis that scales up, in both time and accuracy, to modern high-resolution genomic data. We also describe a novel approach to estimate the robustness of results-an equivalent to the bootstrapping analysis used in sequence-based phylogenetic reconstruction. We present the results of extensive testing on both simulated and real data showing that our algorithm returns very accurate results, while scaling linearly with the size of the genomes and cubically with their number. We also present extensive experimental results showing that our approach to robustness testing provides excellent estimates of confidence, which, moreover, can be tuned to trade off thresholds between false positives and false negatives. Together, these two novel approaches enable us to attack heretofore intractable problems, such as phylogenetic inference for high-resolution vertebrate genomes, as we demonstrate on a set of six vertebrate genomes with 8,380 syntenic blocks. A copy of the software is available on demand.

  3. Experimental estimation of snare detectability for robust threat monitoring.

    Science.gov (United States)

    O'Kelly, Hannah J; Rowcliffe, J Marcus; Durant, Sarah; Milner-Gulland, E J

    2018-02-01

    Hunting with wire snares is rife within many tropical forest systems, and constitutes one of the severest threats to a wide range of vertebrate taxa. As for all threats, reliable monitoring of snaring levels is critical for assessing the relative effectiveness of management interventions. However, snares pose a particular challenge in terms of tracking spatial or temporal trends in their prevalence because they are extremely difficult to detect, and are typically spread across large, inaccessible areas. As with cryptic animal targets, any approach used to monitor snaring levels must address the issue of imperfect detection, but no standard method exists to do so. We carried out a field experiment in Keo Seima Wildlife Reserve in eastern Cambodia with the following objectives: (1) To estimate the detection probably of wire snares within a tropical forest context, and to investigate how detectability might be affected by habitat type, snare type, or observer. (2) To trial two sets of sampling protocols feasible to implement in a range of challenging field conditions. (3) To conduct a preliminary assessment of two potential analytical approaches to dealing with the resulting snare encounter data. We found that although different observers had no discernible effect on detection probability, detectability did vary between habitat type and snare type. We contend that simple repeated counts carried out at multiple sites and analyzed using binomial mixture models could represent a practical yet robust solution to the problem of monitoring snaring levels both inside and outside of protected areas. This experiment represents an important first step in developing improved methods of threat monitoring, and such methods are greatly needed in southeast Asia, as well as in as many other regions.

  4. Robust stator resistance identification of an IM drive using model reference adaptive system

    International Nuclear Information System (INIS)

    Madadi Kojabadi, Hossein; Abarzadeh, Mostafa; Aghaei Farouji, Said

    2013-01-01

    Highlights: ► We estimate the stator resistance and rotor speed of the IM. ► We proposed a new quantity to estimate the speed and stator resistance of IM. ► The proposed algorithm is robust to rotor resistance variations. ► We estimate the IM speed and stator resistance simultaneously to avoid speed error. - Abstract: Model reference adaptive system (MRAS) based robust stator resistance estimator for sensorless induction motor (IM) drive is proposed. The MRAS is formed with a semi-active power quantity. The proposed identification method can be achieved with on-line tuning of the stator resistance with robustness against rotor resistance variations. Stable and efficient estimation of IM speed at low region will be guaranteed by simultaneous identification of IM speed and stator resistance. The stability of proposed stator resistance estimator is checked through Popov’s hyperstability theorem. Simulation and experimental results are given to highlight the feasibility, the simplicity, and the robustness of the proposed method.

  5. Robust 3D Position Estimation in Wide and Unconstrained Indoor Environments

    Directory of Open Access Journals (Sweden)

    Annette Mossel

    2015-12-01

    Full Text Available In this paper, a system for 3D position estimation in wide, unconstrained indoor environments is presented that employs infrared optical outside-in tracking of rigid-body targets with a stereo camera rig. To overcome limitations of state-of-the-art optical tracking systems, a pipeline for robust target identification and 3D point reconstruction has been investigated that enables camera calibration and tracking in environments with poor illumination, static and moving ambient light sources, occlusions and harsh conditions, such as fog. For evaluation, the system has been successfully applied in three different wide and unconstrained indoor environments, (1 user tracking for virtual and augmented reality applications, (2 handheld target tracking for tunneling and (3 machine guidance for mining. The results of each use case are discussed to embed the presented approach into a larger technological and application context. The experimental results demonstrate the system’s capabilities to track targets up to 100 m. Comparing the proposed approach to prior art in optical tracking in terms of range coverage and accuracy, it significantly extends the available tracking range, while only requiring two cameras and providing a relative 3D point accuracy with sub-centimeter deviation up to 30 m and low-centimeter deviation up to 100 m.

  6. Robust lyapunov controller for uncertain systems

    KAUST Repository

    Laleg-Kirati, Taous-Meriem

    2017-02-23

    Various examples of systems and methods are provided for Lyapunov control for uncertain systems. In one example, a system includes a process plant and a robust Lyapunov controller configured to control an input of the process plant. The robust Lyapunov controller includes an inner closed loop Lyapunov controller and an outer closed loop error stabilizer. In another example, a method includes monitoring a system output of a process plant; generating an estimated system control input based upon a defined output reference; generating a system control input using the estimated system control input and a compensation term; and adjusting the process plant based upon the system control input to force the system output to track the defined output reference. An inner closed loop Lyapunov controller can generate the estimated system control input and an outer closed loop error stabilizer can generate the system control input.

  7. Robust mislabel logistic regression without modeling mislabel probabilities.

    Science.gov (United States)

    Hung, Hung; Jou, Zhi-Yu; Huang, Su-Yun

    2018-03-01

    Logistic regression is among the most widely used statistical methods for linear discriminant analysis. In many applications, we only observe possibly mislabeled responses. Fitting a conventional logistic regression can then lead to biased estimation. One common resolution is to fit a mislabel logistic regression model, which takes into consideration of mislabeled responses. Another common method is to adopt a robust M-estimation by down-weighting suspected instances. In this work, we propose a new robust mislabel logistic regression based on γ-divergence. Our proposal possesses two advantageous features: (1) It does not need to model the mislabel probabilities. (2) The minimum γ-divergence estimation leads to a weighted estimating equation without the need to include any bias correction term, that is, it is automatically bias-corrected. These features make the proposed γ-logistic regression more robust in model fitting and more intuitive for model interpretation through a simple weighting scheme. Our method is also easy to implement, and two types of algorithms are included. Simulation studies and the Pima data application are presented to demonstrate the performance of γ-logistic regression. © 2017, The International Biometric Society.

  8. Estimating diversification rates for higher taxa: BAMM can give problematic estimates of rates and rate shifts.

    Science.gov (United States)

    Meyer, Andreas L S; Wiens, John J

    2018-01-01

    Estimates of diversification rates are invaluable for many macroevolutionary studies. Recently, an approach called BAMM (Bayesian Analysis of Macro-evolutionary Mixtures) has become widely used for estimating diversification rates and rate shifts. At the same time, several articles have concluded that estimates of net diversification rates from the method-of-moments (MS) estimators are inaccurate. Yet, no studies have compared the ability of these two methods to accurately estimate clade diversification rates. Here, we use simulations to compare their performance. We found that BAMM yielded relatively weak relationships between true and estimated diversification rates. This occurred because BAMM underestimated the number of rates shifts across each tree, and assigned high rates to small clades with low rates. Errors in both speciation and extinction rates contributed to these errors, showing that using BAMM to estimate only speciation rates is also problematic. In contrast, the MS estimators (particularly using stem group ages), yielded stronger relationships between true and estimated diversification rates, by roughly twofold. Furthermore, the MS approach remained relatively accurate when diversification rates were heterogeneous within clades, despite the widespread assumption that it requires constant rates within clades. Overall, we caution that BAMM may be problematic for estimating diversification rates and rate shifts. © 2017 The Author(s). Evolution © 2017 The Society for the Study of Evolution.

  9. An algorithm for robust non-linear analysis of radioimmunoassays and other bioassays

    International Nuclear Information System (INIS)

    Normolle, D.P.

    1993-01-01

    The four-parameter logistic function is an appropriate model for many types of bioassays that have continuous response variables, such as radioimmunoassays. By modelling the variance of replicates in an assay, one can modify the usual parameter estimation techniques (for example, Gauss-Newton or Marquardt-Levenberg) to produce parameter estimates for the standard curve that are robust against outlying observations. This article describes the computation of robust (M-) estimates for the parameters of the four-parameter logistic function. It describes techniques for modelling the variance structure of the replicates, modifications to the usual iterative algorithms for parameter estimation in non-linear models, and a formula for inverse confidence intervals. To demonstrate the algorithm, the article presents examples where the robustly estimated four-parameter logistic model is compared with the logit-log and four-parameter logistic models with least-squares estimates. (author)

  10. Synchronization of a class of chaotic signals via robust observer design

    Energy Technology Data Exchange (ETDEWEB)

    Aguilar-Lopez, Ricardo [Departamento de Energia, Universidad Autonoma Metropolitana - Azcapotzalco, San Pablo 180, Reynosa-Tamaulipas, Azcapotzalco 02200, Mexico, D.F. (Mexico)], E-mail: raguilar@correo.azc.uam.mx; Martinez-Guerra, Rafael [Departamento de Energia, Universidad Autonoma Metropolitana - Azcapotzalco, San Pablo 180, Reynosa-Tamaulipas, Azcapotzalco 02200, Mexico, D.F. (Mexico); Departamento de Control Automatico, CINVESTAV IPN, Apartado Postal 14-740, Mexico, D.F. C.P. 07360 (Mexico)], E-mail: rguerra@ctrl.cinvestav.mx

    2008-07-15

    In this paper the signal synchronization of a class of chaotic systems based on robust observer design is tackled. The task is the synchronization of the signals generated by two Chen oscillators with different initial condition. The proposed observer is robust against model uncertainties and noisy output measurements. An alternative system representation is proposed to transform the measured disturbance onto system disturbance, which leads a more adequate observer structure. The proposed methodology contains an uncertainty estimator based on the predictive contribution to infer the unobservable uncertainties and corrective contribution to estimate the observable uncertainties; which provides robustness against noisy measurements and model uncertainties. Convergence analysis of the proposed estimation methodology is realized, analyzing the dynamic equation of the estimation error, where asymptotic convergence is shown. Numerical experiments illustrate the good performance of the proposed methodology.

  11. Synchronization of a class of chaotic signals via robust observer design

    International Nuclear Information System (INIS)

    Aguilar-Lopez, Ricardo; Martinez-Guerra, Rafael

    2008-01-01

    In this paper the signal synchronization of a class of chaotic systems based on robust observer design is tackled. The task is the synchronization of the signals generated by two Chen oscillators with different initial condition. The proposed observer is robust against model uncertainties and noisy output measurements. An alternative system representation is proposed to transform the measured disturbance onto system disturbance, which leads a more adequate observer structure. The proposed methodology contains an uncertainty estimator based on the predictive contribution to infer the unobservable uncertainties and corrective contribution to estimate the observable uncertainties; which provides robustness against noisy measurements and model uncertainties. Convergence analysis of the proposed estimation methodology is realized, analyzing the dynamic equation of the estimation error, where asymptotic convergence is shown. Numerical experiments illustrate the good performance of the proposed methodology

  12. Unbiased tensor-based morphometry: Improved robustness and sample size estimates for Alzheimer’s disease clinical trials

    Science.gov (United States)

    Hua, Xue; Hibar, Derrek P.; Ching, Christopher R.K.; Boyle, Christina P.; Rajagopalan, Priya; Gutman, Boris A.; Leow, Alex D.; Toga, Arthur W.; Jack, Clifford R.; Harvey, Danielle; Weiner, Michael W.; Thompson, Paul M.

    2013-01-01

    Various neuroimaging measures are being evaluated for tracking Alzheimer’s disease (AD) progression in therapeutic trials, including measures of structural brain change based on repeated scanning of patients with magnetic resonance imaging (MRI). Methods to compute brain change must be robust to scan quality. Biases may arise if any scans are thrown out, as this can lead to the true changes being overestimated or underestimated. Here we analyzed the full MRI dataset from the first phase of Alzheimer’s Disease Neuroimaging Initiative (ADNI-1) from the first phase of Alzheimer’s Disease Neuroimaging Initiative (ADNI-1) and assessed several sources of bias that can arise when tracking brain changes with structural brain imaging methods, as part of a pipeline for tensor-based morphometry (TBM). In all healthy subjects who completed MRI scanning at screening, 6, 12, and 24 months, brain atrophy was essentially linear with no detectable bias in longitudinal measures. In power analyses for clinical trials based on these change measures, only 39 AD patients and 95 mild cognitive impairment (MCI) subjects were needed for a 24-month trial to detect a 25% reduction in the average rate of change using a two-sided test (α=0.05, power=80%). Further sample size reductions were achieved by stratifying the data into Apolipoprotein E (ApoE) ε4 carriers versus non-carriers. We show how selective data exclusion affects sample size estimates, motivating an objective comparison of different analysis techniques based on statistical power and robustness. TBM is an unbiased, robust, high-throughput imaging surrogate marker for large, multi-site neuroimaging studies and clinical trials of AD and MCI. PMID:23153970

  13. Testing for altruism and social pressure in charitable giving.

    Science.gov (United States)

    DellaVigna, Stefano; List, John A; Malmendier, Ulrike

    2012-01-01

    Every year, 90% of Americans give money to charities. Is such generosity necessarily welfare enhancing for the giver? We present a theoretical framework that distinguishes two types of motivation: individuals like to give, for example, due to altruism or warm glow, and individuals would rather not give but dislike saying no, for example, due to social pressure. We design a door-to-door fund-raiser in which some households are informed about the exact time of solicitation with a flyer on their doorknobs. Thus, they can seek or avoid the fund-raiser. We find that the flyer reduces the share of households opening the door by 9% to 25% and, if the flyer allows checking a Do Not Disturb box, reduces giving by 28% to 42%. The latter decrease is concentrated among donations smaller than $10. These findings suggest that social pressure is an important determinant of door-to-door giving. Combining data from this and a complementary field experiment, we structurally estimate the model. The estimated social pressure cost of saying no to a solicitor is $3.80 for an in-state charity and $1.40 for an out-of-state charity. Our welfare calculations suggest that our door-to-door fund-raising campaigns on average lower the utility of the potential donors.

  14. A robust metric for screening outliers from analogue product manufacturing tests responses

    NARCIS (Netherlands)

    Krishnan, S.; Kerkhoff, H.G.

    2011-01-01

    Mahalanobis distance is one of the commonly used multivariate metrics for finely segregating defective devices from non-defective ones. An associated problem with this approach is the estimation of a robust mean and a covariance matrix. In the absence of such robust estimates, especially in the

  15. A Robust Metric for Screening Outliers from Analogue Product Manufacturing Tests Responses

    NARCIS (Netherlands)

    Krishnan, Shaji; Krishnan, Shaji; Kerkhoff, Hans G.

    2011-01-01

    Mahalanobis distance is one of the commonly used multivariate metrics for finely segregating defective devices from non-defective ones. An associated problem with this approach is the estimation of a robust mean and a covariance matrix. In the absence of such robust estimates, especially in the

  16. The role of robust optimization in single-leg airline revenue management

    NARCIS (Netherlands)

    Birbil, S.I.; Frenk, J.B.G.; Gromicho Dos Santos, J.A.; Zhang, S.

    2009-01-01

    In this paper, we introduce robust versions of the classical static and dynamic single-leg seat allocation models. These robust models take into account the inaccurate estimates of the underlying probability distributions. As observed by simulation experiments, it turns out that for these robust

  17. A scoring mechanism for the rank aggregation of network robustness

    Science.gov (United States)

    Yazdani, Alireza; Dueñas-Osorio, Leonardo; Li, Qilin

    2013-10-01

    To date, a number of metrics have been proposed to quantify inherent robustness of network topology against failures. However, each single metric usually only offers a limited view of network vulnerability to different types of random failures and targeted attacks. When applied to certain network configurations, different metrics rank network topology robustness in different orders which is rather inconsistent, and no single metric fully characterizes network robustness against different modes of failure. To overcome such inconsistency, this work proposes a multi-metric approach as the basis of evaluating aggregate ranking of network topology robustness. This is based on simultaneous utilization of a minimal set of distinct robustness metrics that are standardized so to give way to a direct comparison of vulnerability across networks with different sizes and configurations, hence leading to an initial scoring of inherent topology robustness. Subsequently, based on the inputs of initial scoring a rank aggregation method is employed to allocate an overall ranking of robustness to each network topology. A discussion is presented in support of the presented multi-metric approach and its applications to more realistically assess and rank network topology robustness.

  18. A modern robust approach to remotely estimate chlorophyll in coastal and inland zones

    Science.gov (United States)

    Shanmugam, Palanisamy; He, Xianqiang; Singh, Rakesh Kumar; Varunan, Theenathayalan

    2018-05-01

    The chlorophyll concentration of a water body is an important proxy for representing the phytoplankton biomass. Its estimation from multi or hyper-spectral remote sensing data in natural waters is generally achieved by using (i) the waveband ratioing in two or more bands in the blue-green or (ii) by using a combination of the radiance peak position and magnitude in the red-near-infrared (NIR) spectrum. The blue-green ratio algorithms have been extensively used with satellite ocean color data to investigate chlorophyll distributions in open ocean and clear waters and the application of red-NIR algorithms is often restricted to turbid productive water bodies. These issues present the greatest obstacles to our ability to formulate a modern robust method suitable for quantitative assessments of the chlorophyll concentration in a diverse range of water types. The present study is focused to investigate the normalized water-leaving radiance spectra in the visible and NIR region and propose a robust algorithm (Generalized ABI, GABI algorithm) for chlorophyll concentration retrieval based on Algal Bloom index (ABI) which separates phytoplankton signals from other constituents in the water column. The GABI algorithm is validated using independent in-situ data from various regional to global waters and its performance is further evaluated by comparison with the blue-green waveband ratios and red-NIR algorithms. The results revealed that GABI yields significantly more accurate chlorophyll concentrations (with uncertainties less than 13.5%) and remains more stable in different waters types when compared with the blue-green waveband ratios and red-NIR algorithms. The performance of GABI is further demonstrated using HICO images from nearshore turbid productive waters and MERIS and MODIS-Aqua images from coastal and offshore waters of the Arabian Sea, Bay of Bengal and East China Sea.

  19. NONLINEAR ESTIMATION METHODS FOR AUTONOMOUS TRACKED VEHICLE WITH SLIP

    Institute of Scientific and Technical Information of China (English)

    ZHOU Bo; HAN Jianda

    2007-01-01

    In order to achieve precise, robust autonomous guidance and control of a tracked vehicle, a kinematic model with longitudinal and lateral slip is established. Four different nonlinear filters are used to estimate both state vector and time-varying parameter vector of the created model jointly. The first filter is the well-known extended Kalman filter. The second filter is an unscented version of the Kalman filter. The third one is a particle filter using the unscented Kalman filter to generate the importance proposal distribution. The last one is a novel and guaranteed filter that uses a linear set-membership estimator and can give an ellipsoid set in which the true state lies. The four different approaches have different complexities, behavior and advantages that are surveyed and compared.

  20. Ensemble of data-driven prognostic algorithms for robust prediction of remaining useful life

    International Nuclear Information System (INIS)

    Hu Chao; Youn, Byeng D.; Wang Pingfeng; Taek Yoon, Joung

    2012-01-01

    Prognostics aims at determining whether a failure of an engineered system (e.g., a nuclear power plant) is impending and estimating the remaining useful life (RUL) before the failure occurs. The traditional data-driven prognostic approach is to construct multiple candidate algorithms using a training data set, evaluate their respective performance using a testing data set, and select the one with the best performance while discarding all the others. This approach has three shortcomings: (i) the selected standalone algorithm may not be robust; (ii) it wastes the resources for constructing the algorithms that are discarded; (iii) it requires the testing data in addition to the training data. To overcome these drawbacks, this paper proposes an ensemble data-driven prognostic approach which combines multiple member algorithms with a weighted-sum formulation. Three weighting schemes, namely the accuracy-based weighting, diversity-based weighting and optimization-based weighting, are proposed to determine the weights of member algorithms. The k-fold cross validation (CV) is employed to estimate the prediction error required by the weighting schemes. The results obtained from three case studies suggest that the ensemble approach with any weighting scheme gives more accurate RUL predictions compared to any sole algorithm when member algorithms producing diverse RUL predictions have comparable prediction accuracy and that the optimization-based weighting scheme gives the best overall performance among the three weighting schemes.

  1. Robust Parameter Coordination for Multidisciplinary Design

    Institute of Scientific and Technical Information of China (English)

    2006-01-01

    This paper introduced a robust parameter coordination method to analyze parameter uncertainties so as to predict conflicts and coordinate parameters in multidisciplinary design. The proposed method is based on constraints network, which gives a formulated model to analyze the coupling effects between design variables and product specifications. In this model, interval boxes are adopted to describe the uncertainty of design parameters quantitatively to enhance the design robustness. To solve this constraint network model, a general consistent algorithm framework is designed and implemented with interval arithmetic and the genetic algorithm, which can deal with both algebraic and ordinary differential equations. With the help of this method, designers could infer the consistent solution space from the given specifications. A case study involving the design of a bogie dumping system demonstrates the usefulness of this approach.

  2. METRIC CHARACTERISTICS OF VARIOUS METHODS FOR NUMERICAL DENSITY ESTIMATION IN TRANSMISSION LIGHT MICROSCOPY – A COMPUTER SIMULATION

    Directory of Open Access Journals (Sweden)

    Miroslav Kališnik

    2011-05-01

    Full Text Available In the introduction the evolution of methods for numerical density estimation of particles is presented shortly. Three pairs of methods have been analysed and compared: (1 classical methods for particles counting in thin and thick sections, (2 original and modified differential counting methods and (3 physical and optical disector methods. Metric characteristics such as accuracy, efficiency, robustness, and feasibility of methods have been estimated and compared. Logical, geometrical and mathematical analysis as well as computer simulations have been applied. In computer simulations a model of randomly distributed equal spheres with maximal contrast against surroundings has been used. According to our computer simulation all methods give accurate results provided that the sample is representative and sufficiently large. However, there are differences in their efficiency, robustness and feasibility. Efficiency and robustness increase with increasing slice thickness in all three pairs of methods. Robustness is superior in both differential and both disector methods compared to both classical methods. Feasibility can be judged according to the additional equipment as well as to the histotechnical and counting procedures necessary for performing individual counting methods. However, it is evident that not all practical problems can efficiently be solved with models.

  3. Influence Function and Robust Variant of Kernel Canonical Correlation Analysis

    OpenAIRE

    Alam, Md. Ashad; Fukumizu, Kenji; Wang, Yu-Ping

    2017-01-01

    Many unsupervised kernel methods rely on the estimation of the kernel covariance operator (kernel CO) or kernel cross-covariance operator (kernel CCO). Both kernel CO and kernel CCO are sensitive to contaminated data, even when bounded positive definite kernels are used. To the best of our knowledge, there are few well-founded robust kernel methods for statistical unsupervised learning. In addition, while the influence function (IF) of an estimator can characterize its robustness, asymptotic ...

  4. Robust Position Control of Electro-mechanical Systems

    OpenAIRE

    Rong Mei; Mou Chen

    2013-01-01

    In this work, the robust position control scheme is proposed for the electro-mechanical system using the disturbance observer and backstepping control method. To the external unknown load of the electro-mechanical system, the nonlinear disturbance observer is given to estimate the external unknown load. Combining the output of the developed nonlinear disturbance observer with backstepping technology, the robust position control scheme is proposed for the electro-mechanical system. The stabili...

  5. Soliton robustness in optical fibers

    International Nuclear Information System (INIS)

    Menyuk, C.R.

    1993-01-01

    Simulations and experiments indicate that solitons in optical fibers are robust in the presence of Hamiltonian deformations such as higher-order dispersion and birefringence but are destroyed in the presence of non-Hamiltonian deformations such as attenuation and the Raman effect. Two hypotheses are introduced that generalize these observations and give a recipe for when deformations will be Hamiltonian. Concepts from nonlinear dynamics are used to make these two hypotheses plausible. Soliton stabilization with frequency filtering is also briefly discussed from this point of view

  6. Robustness of Distance-to-Default

    DEFF Research Database (Denmark)

    Jessen, Cathrine; Lando, David

    2013-01-01

    Distance-to-default is a remarkably robust measure for ranking firms according to their risk of default. The ranking seems to work despite the fact that the Merton model from which the measure is derived produces default probabilities that are far too small when applied to real data. We use...... simulations to investigate the robustness of the distance-to-default measure to different model specifications. Overall we find distance-to-default to be robust to a number of deviations from the simple Merton model that involve different asset value dynamics and different default triggering mechanisms....... A notable exception is a model with stochastic volatility of assets. In this case both the ranking of firms and the estimated default probabilities using distance-to-default perform significantly worse. We therefore propose a volatility adjustment of the distance-to-default measure, that significantly...

  7. Robustness of a bisimulation-type faster-than preorder

    Directory of Open Access Journals (Sweden)

    Katrin Iltgen

    2009-11-01

    Full Text Available TACS is an extension of CCS where upper time bounds for delays can be specified. Luettgen and Vogler defined three variants of bismulation-type faster-than relations and showed that they all three lead to the same preorder, demonstrating the robustness of their approach. In the present paper, the operational semantics of TACS is extended; it is shown that two of the variants still give the same preorder as before, underlining robustness. An explanation is given why this result fails for the third variant. It is also shown that another variant, which mixes old and new operational semantics, can lead to smaller relations that prove the same preorder.

  8. Study of Robust H∞ Filtering Application in Loosely Coupled INS/GPS System

    Directory of Open Access Journals (Sweden)

    Lin Zhao

    2014-01-01

    model, unstable model case is considered. We give an explanation for Kalman filter divergence under uncertain dynamic system and simultaneously investigate the relationship between H∞ filter and Kalman filter. A loosely coupled INS/GPS simulation system is given here to verify this application. Result shows that the robust H∞ filter has a better performance when system suffers uncertainty; also it is more robust compared to the conventional Kalman filter.

  9. Wavelet Filtering to Reduce Conservatism in Aeroservoelastic Robust Stability Margins

    Science.gov (United States)

    Brenner, Marty; Lind, Rick

    1998-01-01

    Wavelet analysis for filtering and system identification was used to improve the estimation of aeroservoelastic stability margins. The conservatism of the robust stability margins was reduced with parametric and nonparametric time-frequency analysis of flight data in the model validation process. Nonparametric wavelet processing of data was used to reduce the effects of external desirableness and unmodeled dynamics. Parametric estimates of modal stability were also extracted using the wavelet transform. Computation of robust stability margins for stability boundary prediction depends on uncertainty descriptions derived from the data for model validation. F-18 high Alpha Research Vehicle aeroservoelastic flight test data demonstrated improved robust stability prediction by extension of the stability boundary beyond the flight regime.

  10. Development on electromagnetic impedance function modeling and its estimation

    Energy Technology Data Exchange (ETDEWEB)

    Sutarno, D., E-mail: Sutarno@fi.itb.ac.id [Earth Physics and Complex System Division Faculty of Mathematics and Natural Sciences Institut Teknologi Bandung (Indonesia)

    2015-09-30

    Today the Electromagnetic methods such as magnetotellurics (MT) and controlled sources audio MT (CSAMT) is used in a broad variety of applications. Its usefulness in poor seismic areas and its negligible environmental impact are integral parts of effective exploration at minimum cost. As exploration was forced into more difficult areas, the importance of MT and CSAMT, in conjunction with other techniques, has tended to grow continuously. However, there are obviously important and difficult problems remaining to be solved concerning our ability to collect process and interpret MT as well as CSAMT in complex 3D structural environments. This talk aim at reviewing and discussing the recent development on MT as well as CSAMT impedance functions modeling, and also some improvements on estimation procedures for the corresponding impedance functions. In MT impedance modeling, research efforts focus on developing numerical method for computing the impedance functions of three dimensionally (3-D) earth resistivity models. On that reason, 3-D finite elements numerical modeling for the impedances is developed based on edge element method. Whereas, in the CSAMT case, the efforts were focused to accomplish the non-plane wave problem in the corresponding impedance functions. Concerning estimation of MT and CSAMT impedance functions, researches were focused on improving quality of the estimates. On that objective, non-linear regression approach based on the robust M-estimators and the Hilbert transform operating on the causal transfer functions, were used to dealing with outliers (abnormal data) which are frequently superimposed on a normal ambient MT as well as CSAMT noise fields. As validated, the proposed MT impedance modeling method gives acceptable results for standard three dimensional resistivity models. Whilst, the full solution based modeling that accommodate the non-plane wave effect for CSAMT impedances is applied for all measurement zones, including near-, transition

  11. Robust Forecasting of Non-Stationary Time Series

    OpenAIRE

    Croux, C.; Fried, R.; Gijbels, I.; Mahieu, K.

    2010-01-01

    This paper proposes a robust forecasting method for non-stationary time series. The time series is modelled using non-parametric heteroscedastic regression, and fitted by a localized MM-estimator, combining high robustness and large efficiency. The proposed method is shown to produce reliable forecasts in the presence of outliers, non-linearity, and heteroscedasticity. In the absence of outliers, the forecasts are only slightly less precise than those based on a localized Least Squares estima...

  12. Using Length of Stay to Control for Unobserved Heterogeneity When Estimating Treatment Effect on Hospital Costs with Observational Data: Issues of Reliability, Robustness, and Usefulness.

    Science.gov (United States)

    May, Peter; Garrido, Melissa M; Cassel, J Brian; Morrison, R Sean; Normand, Charles

    2016-10-01

    To evaluate the sensitivity of treatment effect estimates when length of stay (LOS) is used to control for unobserved heterogeneity when estimating treatment effect on cost of hospital admission with observational data. We used data from a prospective cohort study on the impact of palliative care consultation teams (PCCTs) on direct cost of hospital care. Adult patients with an advanced cancer diagnosis admitted to five large medical and cancer centers in the United States between 2007 and 2011 were eligible for this study. Costs were modeled using generalized linear models with a gamma distribution and a log link. We compared variability in estimates of PCCT impact on hospitalization costs when LOS was used as a covariate, as a sample parameter, and as an outcome denominator. We used propensity scores to account for patient characteristics associated with both PCCT use and total direct hospitalization costs. We analyzed data from hospital cost databases, medical records, and questionnaires. Our propensity score weighted sample included 969 patients who were discharged alive. In analyses of hospitalization costs, treatment effect estimates are highly sensitive to methods that control for LOS, complicating interpretation. Both the magnitude and significance of results varied widely with the method of controlling for LOS. When we incorporated intervention timing into our analyses, results were robust to LOS-controls. Treatment effect estimates using LOS-controls are not only suboptimal in terms of reliability (given concerns over endogeneity and bias) and usefulness (given the need to validate the cost-effectiveness of an intervention using overall resource use for a sample defined at baseline) but also in terms of robustness (results depend on the approach taken, and there is little evidence to guide this choice). To derive results that minimize endogeneity concerns and maximize external validity, investigators should match and analyze treatment and comparison arms

  13. A robust nonlinear filter for image restoration.

    Science.gov (United States)

    Koivunen, V

    1995-01-01

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

  14. Robustness Recipes for Minimax Robust Optimization in Intensity Modulated Proton Therapy for Oropharyngeal Cancer Patients

    Energy Technology Data Exchange (ETDEWEB)

    Voort, Sebastian van der [Department of Radiation Oncology, Erasmus MC Cancer Institute, Rotterdam (Netherlands); Section of Nuclear Energy and Radiation Applications, Department of Radiation, Science and Technology, Delft University of Technology, Delft (Netherlands); Water, Steven van de [Department of Radiation Oncology, Erasmus MC Cancer Institute, Rotterdam (Netherlands); Perkó, Zoltán [Section of Nuclear Energy and Radiation Applications, Department of Radiation, Science and Technology, Delft University of Technology, Delft (Netherlands); Heijmen, Ben [Department of Radiation Oncology, Erasmus MC Cancer Institute, Rotterdam (Netherlands); Lathouwers, Danny [Section of Nuclear Energy and Radiation Applications, Department of Radiation, Science and Technology, Delft University of Technology, Delft (Netherlands); Hoogeman, Mischa, E-mail: m.hoogeman@erasmusmc.nl [Department of Radiation Oncology, Erasmus MC Cancer Institute, Rotterdam (Netherlands)

    2016-05-01

    Purpose: We aimed to derive a “robustness recipe” giving the range robustness (RR) and setup robustness (SR) settings (ie, the error values) that ensure adequate clinical target volume (CTV) coverage in oropharyngeal cancer patients for given gaussian distributions of systematic setup, random setup, and range errors (characterized by standard deviations of Σ, σ, and ρ, respectively) when used in minimax worst-case robust intensity modulated proton therapy (IMPT) optimization. Methods and Materials: For the analysis, contoured computed tomography (CT) scans of 9 unilateral and 9 bilateral patients were used. An IMPT plan was considered robust if, for at least 98% of the simulated fractionated treatments, 98% of the CTV received 95% or more of the prescribed dose. For fast assessment of the CTV coverage for given error distributions (ie, different values of Σ, σ, and ρ), polynomial chaos methods were used. Separate recipes were derived for the unilateral and bilateral cases using one patient from each group, and all 18 patients were included in the validation of the recipes. Results: Treatment plans for bilateral cases are intrinsically more robust than those for unilateral cases. The required RR only depends on the ρ, and SR can be fitted by second-order polynomials in Σ and σ. The formulas for the derived robustness recipes are as follows: Unilateral patients need SR = −0.15Σ{sup 2} + 0.27σ{sup 2} + 1.85Σ − 0.06σ + 1.22 and RR=3% for ρ = 1% and ρ = 2%; bilateral patients need SR = −0.07Σ{sup 2} + 0.19σ{sup 2} + 1.34Σ − 0.07σ + 1.17 and RR=3% and 4% for ρ = 1% and 2%, respectively. For the recipe validation, 2 plans were generated for each of the 18 patients corresponding to Σ = σ = 1.5 mm and ρ = 0% and 2%. Thirty-four plans had adequate CTV coverage in 98% or more of the simulated fractionated treatments; the remaining 2 had adequate coverage in 97.8% and 97.9%. Conclusions: Robustness recipes were derived that can

  15. Research Priorities for Robust and Beneficial Artificial Intelligence

    OpenAIRE

    Russell, Stuart; Dewey, Daniel; Tegmark, Max

    2015-01-01

    Success in the quest for artificial intelligence has the potential to bring unprecedented benefits to humanity, and it is therefore worthwhile to investigate how to maximize these benefits while avoiding potential pitfalls. This article gives numerous examples (which should by no means be construed as an exhaustive list) of such worthwhile research aimed at ensuring that AI remains robust and beneficial.

  16. Robust structural optimization using Gauss-type quadrature formula

    International Nuclear Information System (INIS)

    Lee, Sang Hoon; Seo, Ki Seog; Chen, Shikui; Chen, Wei

    2009-01-01

    In robust design, the mean and variance of design performance are frequently used to measure the design performance and its robustness under uncertainties. In this paper, we present the Gauss-type quadrature formula as a rigorous method for mean and variance estimation involving arbitrary input distributions and further extend its use to robust design optimization. One dimensional Gauss-type quadrature formula are constructed from the input probability distributions and utilized in the construction of multidimensional quadrature formula such as the Tensor Product Quadrature (TPQ) formula and the Univariate Dimension Reduction (UDR) method. To improve the efficiency of using it for robust design optimization, a semi-analytic design sensitivity analysis with respect to the statistical moments is proposed. The proposed approach is applied to a simple bench mark problems and robust topology optimization of structures considering various types of uncertainty.

  17. Robust structural optimization using Gauss-type quadrature formula

    Energy Technology Data Exchange (ETDEWEB)

    Lee, Sang Hoon; Seo, Ki Seog [Korea Atomic Energy Research Institute, Daejeon (Korea, Republic of); Chen, Shikui; Chen, Wei [Northwestern University, Illinois (United States)

    2009-07-01

    In robust design, the mean and variance of design performance are frequently used to measure the design performance and its robustness under uncertainties. In this paper, we present the Gauss-type quadrature formula as a rigorous method for mean and variance estimation involving arbitrary input distributions and further extend its use to robust design optimization. One dimensional Gauss-type quadrature formula are constructed from the input probability distributions and utilized in the construction of multidimensional quadrature formula such as the Tensor Product Quadrature (TPQ) formula and the Univariate Dimension Reduction (UDR) method. To improve the efficiency of using it for robust design optimization, a semi-analytic design sensitivity analysis with respect to the statistical moments is proposed. The proposed approach is applied to a simple bench mark problems and robust topology optimization of structures considering various types of uncertainty.

  18. Robust Structural Optimization Using Gauss-type Quadrature Formula

    Energy Technology Data Exchange (ETDEWEB)

    Lee, Sang Hoon; Seo, Ki Seog; Chen, Shikui; Chen, Wei [Korea Atomic Energy Research Institute, Daejeon (Korea, Republic of)

    2009-08-15

    In robust design, the mean and variance of design performance are frequently used to measure the design performance and its robustness under uncertainties. In this paper, we present the Gauss-type quadrature formula as a rigorous method for mean and variance estimation involving arbitrary input distributions and further extend its use to robust design optimization. One dimensional Gauss-type quadrature formula are constructed from the input probability distributions and utilized in the construction of multidimensional quadrature formula such as the tensor product quadrature (TPQ) formula and the univariate dimension reduction (UDR) method. To improve the efficiency of using it for robust design optimization, a semi-analytic design sensitivity analysis with respect to the statistical moments is proposed. The proposed approach is applied to a simple bench mark problems and robust topology optimization of structures considering various types of uncertainty.

  19. Robust Structural Optimization Using Gauss-type Quadrature Formula

    International Nuclear Information System (INIS)

    Lee, Sang Hoon; Seo, Ki Seog; Chen, Shikui; Chen, Wei

    2009-01-01

    In robust design, the mean and variance of design performance are frequently used to measure the design performance and its robustness under uncertainties. In this paper, we present the Gauss-type quadrature formula as a rigorous method for mean and variance estimation involving arbitrary input distributions and further extend its use to robust design optimization. One dimensional Gauss-type quadrature formula are constructed from the input probability distributions and utilized in the construction of multidimensional quadrature formula such as the tensor product quadrature (TPQ) formula and the univariate dimension reduction (UDR) method. To improve the efficiency of using it for robust design optimization, a semi-analytic design sensitivity analysis with respect to the statistical moments is proposed. The proposed approach is applied to a simple bench mark problems and robust topology optimization of structures considering various types of uncertainty

  20. How robust are the estimated effects of air pollution on health? Accounting for model uncertainty using Bayesian model averaging.

    Science.gov (United States)

    Pannullo, Francesca; Lee, Duncan; Waclawski, Eugene; Leyland, Alastair H

    2016-08-01

    The long-term impact of air pollution on human health can be estimated from small-area ecological studies in which the health outcome is regressed against air pollution concentrations and other covariates, such as socio-economic deprivation. Socio-economic deprivation is multi-factorial and difficult to measure, and includes aspects of income, education, and housing as well as others. However, these variables are potentially highly correlated, meaning one can either create an overall deprivation index, or use the individual characteristics, which can result in a variety of pollution-health effects. Other aspects of model choice may affect the pollution-health estimate, such as the estimation of pollution, and spatial autocorrelation model. Therefore, we propose a Bayesian model averaging approach to combine the results from multiple statistical models to produce a more robust representation of the overall pollution-health effect. We investigate the relationship between nitrogen dioxide concentrations and cardio-respiratory mortality in West Central Scotland between 2006 and 2012. Copyright © 2016 The Authors. Published by Elsevier Ltd.. All rights reserved.

  1. Robust Distributed Kalman Filter for Wireless Sensor Networks with Uncertain Communication Channels

    Directory of Open Access Journals (Sweden)

    Du Yong Kim

    2012-01-01

    Full Text Available We address a state estimation problem over a large-scale sensor network with uncertain communication channel. Consensus protocol is usually used to adapt a large-scale sensor network. However, when certain parts of communication channels are broken down, the accuracy performance is seriously degraded. Specifically, outliers in the channel or temporal disconnection are avoided via proposed method for the practical implementation of the distributed estimation over large-scale sensor networks. We handle this practical challenge by using adaptive channel status estimator and robust L1-norm Kalman filter in design of the processor of the individual sensor node. Then, they are incorporated into the consensus algorithm in order to achieve the robust distributed state estimation. The robust property of the proposed algorithm enables the sensor network to selectively weight sensors of normal conditions so that the filter can be practically useful.

  2. A Robust Mass Estimator for Dark Matter Subhalo Perturbations in Strong Gravitational Lenses

    Energy Technology Data Exchange (ETDEWEB)

    Minor, Quinn E. [Department of Science, Borough of Manhattan Community College, City University of New York, New York, NY 10007 (United States); Kaplinghat, Manoj [Department of Physics and Astronomy, University of California, Irvine CA 92697 (United States); Li, Nan [Department of Astronomy and Astrophysics, The University of Chicago, 5640 South Ellis Avenue, Chicago, IL 60637 (United States)

    2017-08-20

    A few dark matter substructures have recently been detected in strong gravitational lenses through their perturbations of highly magnified images. We derive a characteristic scale for lensing perturbations and show that they are significantly larger than the perturber’s Einstein radius. We show that the perturber’s projected mass enclosed within this radius, scaled by the log-slope of the host galaxy’s density profile, can be robustly inferred even if the inferred density profile and tidal radius of the perturber are biased. We demonstrate the validity of our analytic derivation using several gravitational lens simulations where the tidal radii and the inner log-slopes of the density profile of the perturbing subhalo are allowed to vary. By modeling these simulated data, we find that our mass estimator, which we call the effective subhalo lensing mass, is accurate to within about 10% or smaller in each case, whereas the inferred total subhalo mass can potentially be biased by nearly an order of magnitude. We therefore recommend that the effective subhalo lensing mass be reported in future lensing reconstructions, as this will allow for a more accurate comparison with the results of dark matter simulations.

  3. Advanced neural network-based computational schemes for robust fault diagnosis

    CERN Document Server

    Mrugalski, Marcin

    2014-01-01

    The present book is devoted to problems of adaptation of artificial neural networks to robust fault diagnosis schemes. It presents neural networks-based modelling and estimation techniques used for designing robust fault diagnosis schemes for non-linear dynamic systems. A part of the book focuses on fundamental issues such as architectures of dynamic neural networks, methods for designing of neural networks and fault diagnosis schemes as well as the importance of robustness. The book is of a tutorial value and can be perceived as a good starting point for the new-comers to this field. The book is also devoted to advanced schemes of description of neural model uncertainty. In particular, the methods of computation of neural networks uncertainty with robust parameter estimation are presented. Moreover, a novel approach for system identification with the state-space GMDH neural network is delivered. All the concepts described in this book are illustrated by both simple academic illustrative examples and practica...

  4. Robust total energy demand estimation with a hybrid Variable Neighborhood Search – Extreme Learning Machine algorithm

    International Nuclear Information System (INIS)

    Sánchez-Oro, J.; Duarte, A.; Salcedo-Sanz, S.

    2016-01-01

    Highlights: • The total energy demand in Spain is estimated with a Variable Neighborhood algorithm. • Socio-economic variables are used, and one year ahead prediction horizon is considered. • Improvement of the prediction with an Extreme Learning Machine network is considered. • Experiments are carried out in real data for the case of Spain. - Abstract: Energy demand prediction is an important problem whose solution is evaluated by policy makers in order to take key decisions affecting the economy of a country. A number of previous approaches to improve the quality of this estimation have been proposed in the last decade, the majority of them applying different machine learning techniques. In this paper, the performance of a robust hybrid approach, composed of a Variable Neighborhood Search algorithm and a new class of neural network called Extreme Learning Machine, is discussed. The Variable Neighborhood Search algorithm is focused on obtaining the most relevant features among the set of initial ones, by including an exponential prediction model. While previous approaches consider that the number of macroeconomic variables used for prediction is a parameter of the algorithm (i.e., it is fixed a priori), the proposed Variable Neighborhood Search method optimizes both: the number of variables and the best ones. After this first step of feature selection, an Extreme Learning Machine network is applied to obtain the final energy demand prediction. Experiments in a real case of energy demand estimation in Spain show the excellent performance of the proposed approach. In particular, the whole method obtains an estimation of the energy demand with an error lower than 2%, even when considering the crisis years, which are a real challenge.

  5. ROBUST CYLINDER FITTING IN THREE-DIMENSIONAL POINT CLOUD DATA

    Directory of Open Access Journals (Sweden)

    A. Nurunnabi

    2017-05-01

    Full Text Available This paper investigates the problems of cylinder fitting in laser scanning three-dimensional Point Cloud Data (PCD. Most existing methods require full cylinder data, do not study the presence of outliers, and are not statistically robust. But especially mobile laser scanning often has incomplete data, as street poles for example are only scanned from the road. Moreover, existence of outliers is common. Outliers may occur as random or systematic errors, and may be scattered and/or clustered. In this paper, we present a statistically robust cylinder fitting algorithm for PCD that combines Robust Principal Component Analysis (RPCA with robust regression. Robust principal components as obtained by RPCA allow estimating cylinder directions more accurately, and an existing efficient circle fitting algorithm following robust regression principles, properly fit cylinder. We demonstrate the performance of the proposed method on artificial and real PCD. Results show that the proposed method provides more accurate and robust results: (i in the presence of noise and high percentage of outliers, (ii for incomplete as well as complete data, (iii for small and large number of points, and (iv for different sizes of radius. On 1000 simulated quarter cylinders of 1m radius with 10% outliers a PCA based method fit cylinders with a radius of on average 3.63 meter (m; the proposed method on the other hand fit cylinders of on average 1.02 m radius. The algorithm has potential in applications such as fitting cylindrical (e.g., light and traffic poles, diameter at breast height estimation for trees, and building and bridge information modelling.

  6. Projected estimators for robust semi-supervised classification

    DEFF Research Database (Denmark)

    Krijthe, Jesse H.; Loog, Marco

    2017-01-01

    For semi-supervised techniques to be applied safely in practice we at least want methods to outperform their supervised counterparts. We study this question for classification using the well-known quadratic surrogate loss function. Unlike other approaches to semi-supervised learning, the procedure...... specifically, we prove that, measured on the labeled and unlabeled training data, this semi-supervised procedure never gives a lower quadratic loss than the supervised alternative. To our knowledge this is the first approach that offers such strong, albeit conservative, guarantees for improvement over...... the supervised solution. The characteristics of our approach are explicated using benchmark datasets to further understand the similarities and differences between the quadratic loss criterion used in the theoretical results and the classification accuracy typically considered in practice....

  7. Robustness Analysis of a Wide-Span Timber Structure with Ductile Behaviour

    DEFF Research Database (Denmark)

    Kirkegaard, Poul Henning; Sørensen, John Dalsgaard; Cizmar, D.

    2010-01-01

    This paper considers robustness evaluation of a wide span timber truss structure where the ductile behavior is taken into account. The robustness analysis is based on a structural reliability framework used on a simplified mechanical system modelling a timber truss system. A measure of ductile...... behaviour is introduced and for different values of this measure the robustness indices are estimated. The results indicate that the robustness of a timber truss system can be increased by taking the ductile behavior into....

  8. Robustness of public choice models of voting behavior

    Directory of Open Access Journals (Sweden)

    Mihai UNGUREANU

    2013-05-01

    Full Text Available Modern economics modeling practice involves highly unrealistic assumptions. Since testing such models is not always an easy enterprise, researchers face the problem of determining whether a result is dependent (or not on the unrealistic details of the model. A solution for this problem is conducting robustness analysis. In its classical form, robustness analysis is a non-empirical method of confirmation – it raises our trust in a given result by implying it with from several different models. In this paper I argue that robustness analysis could be thought as a method of post-empirical failure. This form of robustness analysis involves assigning guilt for the empirical failure to a certain part of the model. Starting from this notion of robustness, I analyze a case of empirical failure from public choice theory or the economic approach of politics. Using the fundamental methodological principles of neoclassical economics, the first model of voting behavior implied that almost no one would vote. This was clearly an empirical failure. Public choice scholars faced the problem of either restraining the domain of their discipline or giving up to some of their neoclassical methodological features. The second solution was chosen and several different models of voting behavior were built. I will treat these models as a case for performing robustness analysis and I will determine which assumption from the original model is guilty for the empirical failure.

  9. Robust Multi-Frame Adaptive Optics Image Restoration Algorithm Using Maximum Likelihood Estimation with Poisson Statistics

    Directory of Open Access Journals (Sweden)

    Dongming Li

    2017-04-01

    Full Text Available An adaptive optics (AO system provides real-time compensation for atmospheric turbulence. However, an AO image is usually of poor contrast because of the nature of the imaging process, meaning that the image contains information coming from both out-of-focus and in-focus planes of the object, which also brings about a loss in quality. In this paper, we present a robust multi-frame adaptive optics image restoration algorithm via maximum likelihood estimation. Our proposed algorithm uses a maximum likelihood method with image regularization as the basic principle, and constructs the joint log likelihood function for multi-frame AO images based on a Poisson distribution model. To begin with, a frame selection method based on image variance is applied to the observed multi-frame AO images to select images with better quality to improve the convergence of a blind deconvolution algorithm. Then, by combining the imaging conditions and the AO system properties, a point spread function estimation model is built. Finally, we develop our iterative solutions for AO image restoration addressing the joint deconvolution issue. We conduct a number of experiments to evaluate the performances of our proposed algorithm. Experimental results show that our algorithm produces accurate AO image restoration results and outperforms the current state-of-the-art blind deconvolution methods.

  10. Connectivity diagnostics in the Mediterranean obtained from Lagrangian Flow Networks; global patterns, sensitivity and robustness

    Science.gov (United States)

    Monroy, Pedro; Rossi, Vincent; Ser-Giacomi, Enrico; López, Cristóbal; Hernández-García, Emilio

    2017-04-01

    Lagrangian Flow Network (LFN) is a modeling framework in which geographical sub-areas of the ocean are represented as nodes in a network and are interconnected by links representing the transport of water, substances or propagules (eggs and larvae) by currents. Here we compute for the surface of the whole Mediterranean basin four connectivity metrics derived from LFN that measure retention and exchange processes, thus providing a systematic characterization of propagule dispersal driven by the ocean circulation. Then we assess the sensitivity and robustness of the results with respect to the most relevant parameters: the density of released particles, the node size (spatial-scales of discretization), the Pelagic Larval Duration (PLD) and the modality of spawning. We find a threshold for the number of particles per node that guarantees reliable values for most of the metrics examined, independently of node size. For our setup, this threshold is 100 particles per node. We also find that the size of network nodes has a non-trivial influence on the spatial variability of both exchange and retention metrics. Although the spatio-temporal fluctuations of the circulation affect larval transport in a complex and unpredictable manner, our analyses evidence how specific biological parametrization impact the robustness of connectivity diagnostics. Connectivity estimates for long PLDs are more robust against biological uncertainties (PLD and spawning date) than for short PLDs. Furthermore, our model suggests that for mass-spawners that release propagules over short periods (≃ 2 to 10 days), daily release must be simulated to properly consider connectivity fluctuations. In contrast, average connectivity estimates for species that spawn repeatedly over longer duration (a few weeks to a few months) remain robust even using longer periodicity (5 to 10 days). Our results give a global view of the surface connectivity of the Mediterranean Sea and have implications for the design of

  11. Robust and optimal control a two-port framework approach

    CERN Document Server

    Tsai, Mi-Ching

    2014-01-01

    A Two-port Framework for Robust and Optimal Control introduces an alternative approach to robust and optimal controller synthesis procedures for linear, time-invariant systems, based on the two-port system widespread in electrical engineering. The novel use of the two-port system in this context allows straightforward engineering-oriented solution-finding procedures to be developed, requiring no mathematics beyond linear algebra. A chain-scattering description provides a unified framework for constructing the stabilizing controller set and for synthesizing H2 optimal and H∞ sub-optimal controllers. Simple yet illustrative examples explain each step. A Two-port Framework for Robust and Optimal Control  features: ·         a hands-on, tutorial-style presentation giving the reader the opportunity to repeat the designs presented and easily to modify them for their own programs; ·         an abundance of examples illustrating the most important steps in robust and optimal design; and ·   �...

  12. Finite Algorithms for Robust Linear Regression

    DEFF Research Database (Denmark)

    Madsen, Kaj; Nielsen, Hans Bruun

    1990-01-01

    The Huber M-estimator for robust linear regression is analyzed. Newton type methods for solution of the problem are defined and analyzed, and finite convergence is proved. Numerical experiments with a large number of test problems demonstrate efficiency and indicate that this kind of approach may...

  13. Risk, Robustness and Water Resources Planning Under Uncertainty

    Science.gov (United States)

    Borgomeo, Edoardo; Mortazavi-Naeini, Mohammad; Hall, Jim W.; Guillod, Benoit P.

    2018-03-01

    Risk-based water resources planning is based on the premise that water managers should invest up to the point where the marginal benefit of risk reduction equals the marginal cost of achieving that benefit. However, this cost-benefit approach may not guarantee robustness under uncertain future conditions, for instance under climatic changes. In this paper, we expand risk-based decision analysis to explore possible ways of enhancing robustness in engineered water resources systems under different risk attitudes. Risk is measured as the expected annual cost of water use restrictions, while robustness is interpreted in the decision-theoretic sense as the ability of a water resource system to maintain performance—expressed as a tolerable risk of water use restrictions—under a wide range of possible future conditions. Linking risk attitudes with robustness allows stakeholders to explicitly trade-off incremental increases in robustness with investment costs for a given level of risk. We illustrate the framework through a case study of London's water supply system using state-of-the -art regional climate simulations to inform the estimation of risk and robustness.

  14. Replication and robustness in developmental research.

    Science.gov (United States)

    Duncan, Greg J; Engel, Mimi; Claessens, Amy; Dowsett, Chantelle J

    2014-11-01

    Replications and robustness checks are key elements of the scientific method and a staple in many disciplines. However, leading journals in developmental psychology rarely include explicit replications of prior research conducted by different investigators, and few require authors to establish in their articles or online appendices that their key results are robust across estimation methods, data sets, and demographic subgroups. This article makes the case for prioritizing both explicit replications and, especially, within-study robustness checks in developmental psychology. It provides evidence on variation in effect sizes in developmental studies and documents strikingly different replication and robustness-checking practices in a sample of journals in developmental psychology and a sister behavioral science-applied economics. Our goal is not to show that any one behavioral science has a monopoly on best practices, but rather to show how journals from a related discipline address vital concerns of replication and generalizability shared by all social and behavioral sciences. We provide recommendations for promoting graduate training in replication and robustness-checking methods and for editorial policies that encourage these practices. Although some of our recommendations may shift the form and substance of developmental research articles, we argue that they would generate considerable scientific benefits for the field. (PsycINFO Database Record (c) 2014 APA, all rights reserved).

  15. Near infrared spectroscopy to estimate the temperature reached on burned soils: strategies to develop robust models.

    Science.gov (United States)

    Guerrero, César; Pedrosa, Elisabete T.; Pérez-Bejarano, Andrea; Keizer, Jan Jacob

    2014-05-01

    The temperature reached on soils is an important parameter needed to describe the wildfire effects. However, the methods for measure the temperature reached on burned soils have been poorly developed. Recently, the use of the near-infrared (NIR) spectroscopy has been pointed as a valuable tool for this purpose. The NIR spectrum of a soil sample contains information of the organic matter (quantity and quality), clay (quantity and quality), minerals (such as carbonates and iron oxides) and water contents. Some of these components are modified by the heat, and each temperature causes a group of changes, leaving a typical fingerprint on the NIR spectrum. This technique needs the use of a model (or calibration) where the changes in the NIR spectra are related with the temperature reached. For the development of the model, several aliquots are heated at known temperatures, and used as standards in the calibration set. This model offers the possibility to make estimations of the temperature reached on a burned sample from its NIR spectrum. However, the estimation of the temperature reached using NIR spectroscopy is due to changes in several components, and cannot be attributed to changes in a unique soil component. Thus, we can estimate the temperature reached by the interaction between temperature and the thermo-sensible soil components. In addition, we cannot expect the uniform distribution of these components, even at small scale. Consequently, the proportion of these soil components can vary spatially across the site. This variation will be present in the samples used to construct the model and also in the samples affected by the wildfire. Therefore, the strategies followed to develop robust models should be focused to manage this expected variation. In this work we compared the prediction accuracy of models constructed with different approaches. These approaches were designed to provide insights about how to distribute the efforts needed for the development of robust

  16. Robust extrapolation scheme for fast estimation of 3D Ising field partition functions: application to within subject fMRI data

    Energy Technology Data Exchange (ETDEWEB)

    Risser, L.; Vincent, T.; Ciuciu, Ph. [NeuroSpin CEA, F-91191 Gif sur Yvette (France); Risser, L.; Vincent, T. [Laboratoire de Neuroimagerie Assistee par Ordinateur (LNAO) CEA - DSV/I2BM/NEUROSPIN (France); Risser, L. [Institut de mecanique des fluides de Toulouse (IMFT), CNRS: UMR5502 - Universite Paul Sabatier - Toulouse III - Institut National Polytechnique de Toulouse - INPT (France); Idier, J. [Institut de Recherche en Communications et en Cybernetique de Nantes (IRCCyN) CNRS - UMR6597 - Universite de Nantes - ecole Centrale de Nantes - Ecole des Mines de Nantes - Ecole Polytechnique de l' Universite de Nantes (France)

    2009-07-01

    In this paper, we present a first numerical scheme to estimate Partition Functions (PF) of 3D Ising fields. Our strategy is applied to the context of the joint detection-estimation of brain activity from functional Magnetic Resonance Imaging (fMRI) data, where the goal is to automatically recover activated regions and estimate region-dependent, hemodynamic filters. For any region, a specific binary Markov random field may embody spatial correlation over the hidden states of the voxels by modeling whether they are activated or not. To make this spatial regularization fully adaptive, our approach is first based upon it, classical path-sampling method to approximate a small subset of reference PFs corresponding to pre-specified regions. Then, file proposed extrapolation method allows its to approximate the PFs associated with the Ising fields defined over the remaining brain regions. In comparison with preexisting approaches, our method is robust; to topological inhomogeneities in the definition of the reference regions. As a result, it strongly alleviates the computational burden and makes spatially adaptive regularization of whole brain fMRI datasets feasible. (authors)

  17. Reducing Inventory System Costs by Using Robust Demand Estimators

    OpenAIRE

    Raymond A. Jacobs; Harvey M. Wagner

    1989-01-01

    Applications of inventory theory typically use historical data to estimate demand distribution parameters. Imprecise knowledge of the demand distribution adds to the usual replenishment costs associated with stochastic demands. Only limited research has been directed at the problem of choosing cost effective statistical procedures for estimating these parameters. Available theoretical findings on estimating the demand parameters for (s, S) inventory replenishment policies are limited by their...

  18. Sparse alignment for robust tensor learning.

    Science.gov (United States)

    Lai, Zhihui; Wong, Wai Keung; Xu, Yong; Zhao, Cairong; Sun, Mingming

    2014-10-01

    Multilinear/tensor extensions of manifold learning based algorithms have been widely used in computer vision and pattern recognition. This paper first provides a systematic analysis of the multilinear extensions for the most popular methods by using alignment techniques, thereby obtaining a general tensor alignment framework. From this framework, it is easy to show that the manifold learning based tensor learning methods are intrinsically different from the alignment techniques. Based on the alignment framework, a robust tensor learning method called sparse tensor alignment (STA) is then proposed for unsupervised tensor feature extraction. Different from the existing tensor learning methods, L1- and L2-norms are introduced to enhance the robustness in the alignment step of the STA. The advantage of the proposed technique is that the difficulty in selecting the size of the local neighborhood can be avoided in the manifold learning based tensor feature extraction algorithms. Although STA is an unsupervised learning method, the sparsity encodes the discriminative information in the alignment step and provides the robustness of STA. Extensive experiments on the well-known image databases as well as action and hand gesture databases by encoding object images as tensors demonstrate that the proposed STA algorithm gives the most competitive performance when compared with the tensor-based unsupervised learning methods.

  19. Multivariable robust adaptive controller using reduced-order model

    Directory of Open Access Journals (Sweden)

    Wei Wang

    1990-04-01

    Full Text Available In this paper a multivariable robust adaptive controller is presented for a plant with bounded disturbances and unmodeled dynamics due to plant-model order mismatches. The robust stability of the closed-loop system is achieved by using the normalization technique and the least squares parameter estimation scheme with dead zones. The weighting polynomial matrices are incorporated into the control law, so that the open-loop unstable or/and nonminimum phase plants can be handled.

  20. Structural and robustness properties of smart-city transportation networks

    International Nuclear Information System (INIS)

    Zhang Zhen-Gang; Ding Zhuo; Fan Jing-Fang; Chen Xiao-Song; Meng Jun; Ye Fang-Fu; Ding Yi-Min

    2015-01-01

    The concept of smart city gives an excellent resolution to construct and develop modern cities, and also demands infrastructure construction. How to build a safe, stable, and highly efficient public transportation system becomes an important topic in the process of city construction. In this work, we study the structural and robustness properties of transportation networks and their sub-networks. We introduce a complementary network model to study the relevance and complementarity between bus network and subway network. Our numerical results show that the mutual supplement of networks can improve the network robustness. This conclusion provides a theoretical basis for the construction of public traffic networks, and it also supports reasonable operation of managing smart cities. (rapid communication)

  1. HOTELLING'S T2 CONTROL CHARTS BASED ON ROBUST ESTIMATORS

    Directory of Open Access Journals (Sweden)

    SERGIO YÁÑEZ

    2010-01-01

    Full Text Available Under the presence of multivariate outliers, in a Phase I analysis of historical set of data, the T 2 control chart based on the usual sample mean vector and sample variance covariance matrix performs poorly. Several alternative estimators have been proposed. Among them, estimators based on the minimum volume ellipsoid (MVE and the minimum covariance determinant (MCD are powerful in detecting a reasonable number of outliers. In this paper we propose a T 2 control chart using the biweight S estimators for the location and dispersion parameters when monitoring multivariate individual observations. Simulation studies show that this method outperforms the T 2 control chart based on MVE estimators for a small number of observations.

  2. Enhanced echolocation via robust statistics and super-resolution of sonar images

    Science.gov (United States)

    Kim, Kio

    Echolocation is a process in which an animal uses acoustic signals to exchange information with environments. In a recent study, Neretti et al. have shown that the use of robust statistics can significantly improve the resiliency of echolocation against noise and enhance its accuracy by suppressing the development of sidelobes in the processing of an echo signal. In this research, the use of robust statistics is extended to problems in underwater explorations. The dissertation consists of two parts. Part I describes how robust statistics can enhance the identification of target objects, which in this case are cylindrical containers filled with four different liquids. Particularly, this work employs a variation of an existing robust estimator called an L-estimator, which was first suggested by Koenker and Bassett. As pointed out by Au et al.; a 'highlight interval' is an important feature, and it is closely related with many other important features that are known to be crucial for dolphin echolocation. A varied L-estimator described in this text is used to enhance the detection of highlight intervals, which eventually leads to a successful classification of echo signals. Part II extends the problem into 2 dimensions. Thanks to the advances in material and computer technology, various sonar imaging modalities are available on the market. By registering acoustic images from such video sequences, one can extract more information on the region of interest. Computer vision and image processing allowed application of robust statistics to the acoustic images produced by forward looking sonar systems, such as Dual-frequency Identification Sonar and ProViewer. The first use of robust statistics for sonar image enhancement in this text is in image registration. Random Sampling Consensus (RANSAC) is widely used for image registration. The registration algorithm using RANSAC is optimized for sonar image registration, and the performance is studied. The second use of robust

  3. Robust bayesian inference of generalized Pareto distribution ...

    African Journals Online (AJOL)

    En utilisant une etude exhaustive de Monte Carlo, nous prouvons que, moyennant une fonction perte generalisee adequate, on peut construire un estimateur Bayesien robuste du modele. Key words: Bayesian estimation; Extreme value; Generalized Fisher information; Gener- alized Pareto distribution; Monte Carlo; ...

  4. Symmetry-Free, p-Robust Equilibrated Error Indication for the hp-Version of the FEMin Nearly Incompressible Linear Elasticity

    OpenAIRE

    Dörsek, Philipp; Melenk, Jens M.

    2017-01-01

    We consider the extension of the p-robust equilibrated error estimator due to Braess, Pillwein and Schöberl to linear elasticity. We derive a formulation where the local mixed auxiliary problems do not require symmetry of the stresses. The resulting error estimator is p-robust, and the reliability estimate is also robust in the incompressible limit if quadratics are included in the approximation space. Extensions to other systems of linear second-order partial differential equations are discu...

  5. Robust Estimation of Productivity Changes in Japanese Shinkin Banks

    Directory of Open Access Journals (Sweden)

    Jianzhong DAI

    2014-05-01

    Full Text Available This paper estimates productivity changes in Japanese shinkin banks during the fiscal years 2001 to 2008 using the Malmquist index as the measure of productivity change. Data envelopment analysis (DEA is used to estimate the index. We also apply a smoothed bootstrapping approach to set up confidence intervals for estimates and study their statistical characteristics. By analyzing estimated scores, we identify trends in productivity changes in Japanese shinkin banks during the study period and investigate the sources of these trends. We find that in the latter half of the study period, productivity has significantly declined, primarily because of deterioration in technical efficiency, but scale efficiency has been significantly improved. Grouping the total sample according to the levels of competition reveals more details of productivity changes in shinkin banks.

  6. Gradient descent for robust kernel-based regression

    Science.gov (United States)

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

    2018-06-01

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

  7. Robustness of mission plans for unmanned aircraft

    Science.gov (United States)

    Niendorf, Moritz

    This thesis studies the robustness of optimal mission plans for unmanned aircraft. Mission planning typically involves tactical planning and path planning. Tactical planning refers to task scheduling and in multi aircraft scenarios also includes establishing a communication topology. Path planning refers to computing a feasible and collision-free trajectory. For a prototypical mission planning problem, the traveling salesman problem on a weighted graph, the robustness of an optimal tour is analyzed with respect to changes to the edge costs. Specifically, the stability region of an optimal tour is obtained, i.e., the set of all edge cost perturbations for which that tour is optimal. The exact stability region of solutions to variants of the traveling salesman problems is obtained from a linear programming relaxation of an auxiliary problem. Edge cost tolerances and edge criticalities are derived from the stability region. For Euclidean traveling salesman problems, robustness with respect to perturbations to vertex locations is considered and safe radii and vertex criticalities are introduced. For weighted-sum multi-objective problems, stability regions with respect to changes in the objectives, weights, and simultaneous changes are given. Most critical weight perturbations are derived. Computing exact stability regions is intractable for large instances. Therefore, tractable approximations are desirable. The stability region of solutions to relaxations of the traveling salesman problem give under approximations and sets of tours give over approximations. The application of these results to the two-neighborhood and the minimum 1-tree relaxation are discussed. Bounds on edge cost tolerances and approximate criticalities are obtainable likewise. A minimum spanning tree is an optimal communication topology for minimizing the cumulative transmission power in multi aircraft missions. The stability region of a minimum spanning tree is given and tolerances, stability balls

  8. Robust Output Model Predictive Control of an Unstable Rijke Tube

    Directory of Open Access Journals (Sweden)

    Fabian Jarmolowitz

    2012-01-01

    Full Text Available This work investigates the active control of an unstable Rijke tube using robust output model predictive control (RMPC. As internal model a polytopic linear system with constraints is assumed to account for uncertainties. For guaranteed stability, a linear state feedback controller is designed using linear matrix inequalities and used within a feedback formulation of the model predictive controller. For state estimation a robust gain-scheduled observer is developed. It is shown that the proposed RMPC ensures robust stability under constraints over the considered operating range.

  9. Can genetic estimators provide robust estimates of the effective number of breeders in small populations?

    Directory of Open Access Journals (Sweden)

    Marion Hoehn

    Full Text Available The effective population size (N(e is proportional to the loss of genetic diversity and the rate of inbreeding, and its accurate estimation is crucial for the monitoring of small populations. Here, we integrate temporal studies of the gecko Oedura reticulata, to compare genetic and demographic estimators of N(e. Because geckos have overlapping generations, our goal was to demographically estimate N(bI, the inbreeding effective number of breeders and to calculate the N(bI/N(a ratio (N(a =number of adults for four populations. Demographically estimated N(bI ranged from 1 to 65 individuals. The mean reduction in the effective number of breeders relative to census size (N(bI/N(a was 0.1 to 1.1. We identified the variance in reproductive success as the most important variable contributing to reduction of this ratio. We used four methods to estimate the genetic based inbreeding effective number of breeders N(bI(gen and the variance effective populations size N(eV(gen estimates from the genotype data. Two of these methods - a temporal moment-based (MBT and a likelihood-based approach (TM3 require at least two samples in time, while the other two were single-sample estimators - the linkage disequilibrium method with bias correction LDNe and the program ONeSAMP. The genetic based estimates were fairly similar across methods and also similar to the demographic estimates excluding those estimates, in which upper confidence interval boundaries were uninformative. For example, LDNe and ONeSAMP estimates ranged from 14-55 and 24-48 individuals, respectively. However, temporal methods suffered from a large variation in confidence intervals and concerns about the prior information. We conclude that the single-sample estimators are an acceptable short-cut to estimate N(bI for species such as geckos and will be of great importance for the monitoring of species in fragmented landscapes.

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

    Science.gov (United States)

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

    2014-12-01

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

  11. Deblending of simultaneous-source data using iterative seislet frame thresholding based on a robust slope estimation

    Science.gov (United States)

    Zhou, Yatong; Han, Chunying; Chi, Yue

    2018-06-01

    In a simultaneous source survey, no limitation is required for the shot scheduling of nearby sources and thus a huge acquisition efficiency can be obtained but at the same time making the recorded seismic data contaminated by strong blending interference. In this paper, we propose a multi-dip seislet frame based sparse inversion algorithm to iteratively separate simultaneous sources. We overcome two inherent drawbacks of traditional seislet transform. For the multi-dip problem, we propose to apply a multi-dip seislet frame thresholding strategy instead of the traditional seislet transform for deblending simultaneous-source data that contains multiple dips, e.g., containing multiple reflections. The multi-dip seislet frame strategy solves the conflicting dip problem that degrades the performance of the traditional seislet transform. For the noise issue, we propose to use a robust dip estimation algorithm that is based on velocity-slope transformation. Instead of calculating the local slope directly using the plane-wave destruction (PWD) based method, we first apply NMO-based velocity analysis and obtain NMO velocities for multi-dip components that correspond to multiples of different orders, then a fairly accurate slope estimation can be obtained using the velocity-slope conversion equation. An iterative deblending framework is given and validated through a comprehensive analysis over both numerical synthetic and field data examples.

  12. ROBUST ALGORITHMS OF PARAMETRIC ESTIMATION IN SOME STABILIZATION PROBLEMS

    Directory of Open Access Journals (Sweden)

    A.A. Vedyakov

    2016-07-01

    Full Text Available Subject of Research.The tasks of dynamic systems provision in the stable state by means of ensuring of trite solution stability for various dynamic systems in the education regime with the aid of their parameters tuning are considered. Method. The problems are solved by application of ideology of the robust finitely convergent algorithms creation. Main Results. The concepts of parametric algorithmization of stability and steady asymptotic stability are introduced and the results are presented on synthesis of coarsed gradient algorithms solving the proposed tasks for finite number of iterations with the purpose of the posed problems decision. Practical Relevance. The article results may be called for decision of practical stabilization tasks in the process of various engineering constructions and devices operation.

  13. Feedback control linear, nonlinear and robust techniques and design with industrial applications

    CERN Document Server

    Dodds, Stephen J

    2015-01-01

    This book develops the understanding and skills needed to be able to tackle original control problems. The general approach to a given control problem is to try the simplest tentative solution first and, when this is insufficient, to explain why and use a more sophisticated alternative to remedy the deficiency and achieve satisfactory performance. This pattern of working gives readers a full understanding of different controllers and teaches them to make an informed choice between traditional controllers and more advanced modern alternatives in meeting the needs of a particular plant. Attention is focused on the time domain, covering model-based linear and nonlinear forms of control together with robust control based on sliding modes and the use of state observers such as disturbance estimation. Feedback Control is self-contained, paying much attention to explanations of underlying concepts, with detailed mathematical derivations being employed where necessary. Ample use is made of diagrams to aid these conce...

  14. Robust small area prediction for counts.

    Science.gov (United States)

    Tzavidis, Nikos; Ranalli, M Giovanna; Salvati, Nicola; Dreassi, Emanuela; Chambers, Ray

    2015-06-01

    A new semiparametric approach to model-based small area prediction for counts is proposed and used for estimating the average number of visits to physicians for Health Districts in Central Italy. The proposed small area predictor can be viewed as an outlier robust alternative to the more commonly used empirical plug-in predictor that is based on a Poisson generalized linear mixed model with Gaussian random effects. Results from the real data application and from a simulation experiment confirm that the proposed small area predictor has good robustness properties and in some cases can be more efficient than alternative small area approaches. © The Author(s) 2014 Reprints and permissions: sagepub.co.uk/journalsPermissions.nav.

  15. Feedback Robust Cubature Kalman Filter for Target Tracking Using an Angle Sensor.

    Science.gov (United States)

    Wu, Hao; Chen, Shuxin; Yang, Binfeng; Chen, Kun

    2016-05-09

    The direction of arrival (DOA) tracking problem based on an angle sensor is an important topic in many fields. In this paper, a nonlinear filter named the feedback M-estimation based robust cubature Kalman filter (FMR-CKF) is proposed to deal with measurement outliers from the angle sensor. The filter designs a new equivalent weight function with the Mahalanobis distance to combine the cubature Kalman filter (CKF) with the M-estimation method. Moreover, by embedding a feedback strategy which consists of a splitting and merging procedure, the proper sub-filter (the standard CKF or the robust CKF) can be chosen in each time index. Hence, the probability of the outliers' misjudgment can be reduced. Numerical experiments show that the FMR-CKF performs better than the CKF and conventional robust filters in terms of accuracy and robustness with good computational efficiency. Additionally, the filter can be extended to the nonlinear applications using other types of sensors.

  16. A robust trust establishment scheme for wireless sensor networks.

    Science.gov (United States)

    Ishmanov, Farruh; Kim, Sung Won; Nam, Seung Yeob

    2015-03-23

    Security techniques like cryptography and authentication can fail to protect a network once a node is compromised. Hence, trust establishment continuously monitors and evaluates node behavior to detect malicious and compromised nodes. However, just like other security schemes, trust establishment is also vulnerable to attack. Moreover, malicious nodes might misbehave intelligently to trick trust establishment schemes. Unfortunately, attack-resistance and robustness issues with trust establishment schemes have not received much attention from the research community. Considering the vulnerability of trust establishment to different attacks and the unique features of sensor nodes in wireless sensor networks, we propose a lightweight and robust trust establishment scheme. The proposed trust scheme is lightweight thanks to a simple trust estimation method. The comprehensiveness and flexibility of the proposed trust estimation scheme make it robust against different types of attack and misbehavior. Performance evaluation under different types of misbehavior and on-off attacks shows that the detection rate of the proposed trust mechanism is higher and more stable compared to other trust mechanisms.

  17. A Robust Trust Establishment Scheme for Wireless Sensor Networks

    Directory of Open Access Journals (Sweden)

    Farruh Ishmanov

    2015-03-01

    Full Text Available Security techniques like cryptography and authentication can fail to protect a network once a node is compromised. Hence, trust establishment continuously monitors and evaluates node behavior to detect malicious and compromised nodes. However, just like other security schemes, trust establishment is also vulnerable to attack. Moreover, malicious nodes might misbehave intelligently to trick trust establishment schemes. Unfortunately, attack-resistance and robustness issues with trust establishment schemes have not received much attention from the research community. Considering the vulnerability of trust establishment to different attacks and the unique features of sensor nodes in wireless sensor networks, we propose a lightweight and robust trust establishment scheme. The proposed trust scheme is lightweight thanks to a simple trust estimation method. The comprehensiveness and flexibility of the proposed trust estimation scheme make it robust against different types of attack and misbehavior. Performance evaluation under different types of misbehavior and on-off attacks shows that the detection rate of the proposed trust mechanism is higher and more stable compared to other trust mechanisms.

  18. A Robust Threshold for Iterative Channel Estimation in OFDM Systems

    Directory of Open Access Journals (Sweden)

    A. Kalaycioglu

    2010-04-01

    Full Text Available A novel threshold computation method for pilot symbol assisted iterative channel estimation in OFDM systems is considered. As the bits are transmitted in packets, the proposed technique is based on calculating a particular threshold for each data packet in order to select the reliable decoder output symbols to improve the channel estimation performance. Iteratively, additional pilot symbols are established according to the threshold and the channel is re-estimated with the new pilots inserted to the known channel estimation pilot set. The proposed threshold calculation method for selecting additional pilots performs better than non-iterative channel estimation, no threshold and fixed threshold techniques in poor HF channel simulations.

  19. Adaptive robust Kalman filtering for precise point positioning

    International Nuclear Information System (INIS)

    Guo, Fei; Zhang, Xiaohong

    2014-01-01

    The optimality of precise point postioning (PPP) solution using a Kalman filter is closely connected to the quality of the a priori information about the process noise and the updated mesurement noise, which are sometimes difficult to obtain. Also, the estimation enviroment in the case of dynamic or kinematic applications is not always fixed but is subject to change. To overcome these problems, an adaptive robust Kalman filtering algorithm, the main feature of which introduces an equivalent covariance matrix to resist the unexpected outliers and an adaptive factor to balance the contribution of observational information and predicted information from the system dynamic model, is applied for PPP processing. The basic models of PPP including the observation model, dynamic model and stochastic model are provided first. Then an adaptive robust Kalmam filter is developed for PPP. Compared with the conventional robust estimator, only the observation with largest standardized residual will be operated by the IGG III function in each iteration to avoid reducing the contribution of the normal observations or even filter divergence. Finally, tests carried out in both static and kinematic modes have confirmed that the adaptive robust Kalman filter outperforms the classic Kalman filter by turning either the equivalent variance matrix or the adaptive factor or both of them. This becomes evident when analyzing the positioning errors in flight tests at the turns due to the target maneuvering and unknown process/measurement noises. (paper)

  20. Robust Methods for Image Processing in Anthropology and Biomedicine

    Czech Academy of Sciences Publication Activity Database

    Kalina, Jan

    -, č. 86 (2011), s. 53-53 ISSN 0926-4981 Institutional research plan: CEZ:AV0Z10300504 Keywords : image analysis * robust estimation * forensic anthropology Subject RIV: BB - Applied Statistics, Operational Research

  1. Regression and direct methods do not give different estimates of digestible and metabolizable energy values of barley, sorghum, and wheat for pigs.

    Science.gov (United States)

    Bolarinwa, O A; Adeola, O

    2016-02-01

    Direct or indirect methods can be used to determine the DE and ME of feed ingredients for pigs. In situations when only the indirect approach is suitable, the regression method presents a robust indirect approach. Three experiments were conducted to compare the direct and regression methods for determining the DE and ME values of barley, sorghum, and wheat for pigs. In each experiment, 24 barrows with an average initial BW of 31, 32, and 33 kg were assigned to 4 diets in a randomized complete block design. The 4 diets consisted of 969 g barley, sorghum, or wheat/kg plus minerals and vitamins for the direct method; a corn-soybean meal reference diet (RD); the RD + 300 g barley, sorghum, or wheat/kg; and the RD + 600 g barley, sorghum, or wheat/kg. The 3 corn-soybean meal diets were used for the regression method. Each diet was fed to 6 barrows in individual metabolism crates for a 5-d acclimation followed by a 5-d period of total but separate collection of feces and urine in each experiment. Graded substitution of barley or wheat, but not sorghum, into the RD linearly reduced ( direct method-derived DE and ME for barley were 3,669 and 3,593 kcal/kg DM, respectively. The regressions of barley contribution to DE and ME in kilocalories against the quantity of barley DMI in kilograms generated 3,746 kcal DE/kg DM and 3,647 kcal ME/kg DM. The DE and ME for sorghum by the direct method were 4,097 and 4,042 kcal/kg DM, respectively; the corresponding regression-derived estimates were 4,145 and 4,066 kcal/kg DM. Using the direct method, energy values for wheat were 3,953 kcal DE/kg DM and 3,889 kcal ME/kg DM. The regressions of wheat contribution to DE and ME in kilocalories against the quantity of wheat DMI in kilograms generated 3,960 kcal DE/kg DM and 3,874 kcal ME/kg DM. The DE and ME of barley using the direct method were not different (0.3 direct method-derived DE and ME of sorghum were not different (0.5 direct method- and regression method-derived DE (3,953 and 3

  2. Robust Estimation and Forecasting of the Capital Asset Pricing Model

    NARCIS (Netherlands)

    G. Bian (Guorui); M.J. McAleer (Michael); W.-K. Wong (Wing-Keung)

    2013-01-01

    textabstractIn this paper, we develop a modified maximum likelihood (MML) estimator for the multiple linear regression model with underlying student t distribution. We obtain the closed form of the estimators, derive the asymptotic properties, and demonstrate that the MML estimator is more

  3. Robust Estimation and Forecasting of the Capital Asset Pricing Model

    NARCIS (Netherlands)

    G. Bian (Guorui); M.J. McAleer (Michael); W.-K. Wong (Wing-Keung)

    2010-01-01

    textabstractIn this paper, we develop a modified maximum likelihood (MML) estimator for the multiple linear regression model with underlying student t distribution. We obtain the closed form of the estimators, derive the asymptotic properties, and demonstrate that the MML estimator is more

  4. Numerically robust geometry engine for compound solid geometries

    International Nuclear Information System (INIS)

    Vlachoudis, V.; Sinuela-Pastor, D.

    2013-01-01

    Monte Carlo programs heavily rely on a fast and numerically robust solid geometry engines. However the success of solid modeling, depends on facilities for specifying and editing parameterized models through a user-friendly graphical front-end. Such a user interface has to be fast enough in order to be interactive for 2D and/or 3D displays, but at the same time numerically robust in order to display possible modeling errors at real time that could be critical for the simulation. The graphical user interface Flair for FLUKA currently employs such an engine where special emphasis has been given on being fast and numerically robust. The numerically robustness is achieved by a novel method of estimating the floating precision of the operations, which dynamically adapts all the decision operations accordingly. Moreover a predictive caching mechanism is ensuring that logical errors in the geometry description are found online, without compromising the processing time by checking all regions. (authors)

  5. Product integration rules at Clenshaw-Curtis and related points: A robust implementation

    International Nuclear Information System (INIS)

    Adam, G.; Nobile, A.

    1989-12-01

    Product integration rules generalizing the Fejer, Clenshaw-Curtis and Filippi quadrature rules respectively are derived for integrals with trigonometric and hyperbolic weight factors. The study puts in evidence the existence of well-conditioned fully analytic solutions, in terms of hypergeometric functions 0 F 1 . An a priori error estimator is discussed which is shown both to avoid wasteful invocation of the integration rule and to increase significantly the robustness of the automatic quadrature procedure. Then, specializing to extended Clenshaw-Curtis (ECC) rules, three types of a posteriori error estimates are considered and the existence of a great risk of their failure is put into evidence by large scale validation tests. An empirical error estimator, superseding them at slowly varying integrands, is found to result in a spectacular increase in the output reliability. Finally, enhancements in the control of the interval subdivision strategy aiming at increasing code robustness is discussed. Comparison with the code DQAWO of QUADPACK, extending over a statistics of about hundred thousand solved integrals, is illustrative for the increased robustness and error estimate reliability of our computer code implementation of the ECC rules. (author). 19 refs, 8 tabs

  6. IMPACT OF THE “GIVING CIGARETTES IS GIVING HARM” CAMPAIGN ON KNOWLEDGE AND ATTITUDES OF CHINESE SMOKERS

    Science.gov (United States)

    Huang, Li-Ling; Thrasher, James F.; Jiang, Yuan; Li, Qiang; Fong, Geoffrey T.; Chang, Yvette; Walsemann, Katrina M.; Friedman, Daniela B.

    2015-01-01

    Objective To date there is limited published evidence on the efficacy of tobacco control mass media campaigns in China. This study aimed to evaluate the impact of a mass media campaign “Giving Cigarettes is Giving Harm” (GCGH) on Chinese smokers’ knowledge of smoking-related harms and attitudes toward cigarette gifts. Methods Population-based, representative data were analyzed from a longitudinal cohort of 3,709 adult smokers who participated in the International Tobacco Control China Survey conducted in six Chinese cities before and after the campaign. Logistic regression models were estimated to examine associations between campaign exposure and attitudes about cigarettes as gifts measured post-campaign. Poisson regression models were estimated to assess the effects of campaign exposure on post-campaign knowledge, adjusting for pre-campaign knowledge. Findings Fourteen percent (n=335) of participants recalled the campaign within the cities where the GCGH campaign was implemented. Participants in the intervention cities who recalled the campaign were more likely to disagree that cigarettes are good gifts (71% vs. 58%, pcampaign-targeted knowledge than those who did not recall the campaign (Mean=1.97 vs. 1.62, pcampaign-targeted knowledge were similar in both cities, perhaps due to a secular trend, low campaign recall, or contamination issues. Conclusions These findings suggest that the GCGH campaign increased knowledge of smoking harms, which could promote downstream cessation. Findings provide evidence to support future campaign development to effectively fight the tobacco epidemic in China. PMID:24813427

  7. Source apportionment of soil heavy metals using robust absolute principal component scores-robust geographically weighted regression (RAPCS-RGWR) receptor model.

    Science.gov (United States)

    Qu, Mingkai; Wang, Yan; Huang, Biao; Zhao, Yongcun

    2018-06-01

    The traditional source apportionment models, such as absolute principal component scores-multiple linear regression (APCS-MLR), are usually susceptible to outliers, which may be widely present in the regional geochemical dataset. Furthermore, the models are merely built on variable space instead of geographical space and thus cannot effectively capture the local spatial characteristics of each source contributions. To overcome the limitations, a new receptor model, robust absolute principal component scores-robust geographically weighted regression (RAPCS-RGWR), was proposed based on the traditional APCS-MLR model. Then, the new method was applied to the source apportionment of soil metal elements in a region of Wuhan City, China as a case study. Evaluations revealed that: (i) RAPCS-RGWR model had better performance than APCS-MLR model in the identification of the major sources of soil metal elements, and (ii) source contributions estimated by RAPCS-RGWR model were more close to the true soil metal concentrations than that estimated by APCS-MLR model. It is shown that the proposed RAPCS-RGWR model is a more effective source apportionment method than APCS-MLR (i.e., non-robust and global model) in dealing with the regional geochemical dataset. Copyright © 2018 Elsevier B.V. All rights reserved.

  8. Intelligent and robust optimization frameworks for smart grids

    Science.gov (United States)

    Dhansri, Naren Reddy

    A smart grid implies a cyberspace real-time distributed power control system to optimally deliver electricity based on varying consumer characteristics. Although smart grids solve many of the contemporary problems, they give rise to new control and optimization problems with the growing role of renewable energy sources such as wind or solar energy. Under highly dynamic nature of distributed power generation and the varying consumer demand and cost requirements, the total power output of the grid should be controlled such that the load demand is met by giving a higher priority to renewable energy sources. Hence, the power generated from renewable energy sources should be optimized while minimizing the generation from non renewable energy sources. This research develops a demand-based automatic generation control and optimization framework for real-time smart grid operations by integrating conventional and renewable energy sources under varying consumer demand and cost requirements. Focusing on the renewable energy sources, the intelligent and robust control frameworks optimize the power generation by tracking the consumer demand in a closed-loop control framework, yielding superior economic and ecological benefits and circumvent nonlinear model complexities and handles uncertainties for superior real-time operations. The proposed intelligent system framework optimizes the smart grid power generation for maximum economical and ecological benefits under an uncertain renewable wind energy source. The numerical results demonstrate that the proposed framework is a viable approach to integrate various energy sources for real-time smart grid implementations. The robust optimization framework results demonstrate the effectiveness of the robust controllers under bounded power plant model uncertainties and exogenous wind input excitation while maximizing economical and ecological performance objectives. Therefore, the proposed framework offers a new worst-case deterministic

  9. Comparison of Classical and Robust Estimates of Threshold Auto-regression Parameters

    Directory of Open Access Journals (Sweden)

    V. B. Goryainov

    2017-01-01

    Full Text Available The study object is the first-order threshold auto-regression model with a single zero-located threshold. The model describes a stochastic temporal series with discrete time by means of a piecewise linear equation consisting of two linear classical first-order autoregressive equations. One of these equations is used to calculate a running value of the temporal series. A control variable that determines the choice between these two equations is the sign of the previous value of the same series.The first-order threshold autoregressive model with a single threshold depends on two real parameters that coincide with the coefficients of the piecewise linear threshold equation. These parameters are assumed to be unknown. The paper studies an estimate of the least squares, an estimate the least modules, and the M-estimates of these parameters. The aim of the paper is a comparative study of the accuracy of these estimates for the main probabilistic distributions of the updating process of the threshold autoregressive equation. These probability distributions were normal, contaminated normal, logistic, double-exponential distributions, a Student's distribution with different number of degrees of freedom, and a Cauchy distribution.As a measure of the accuracy of each estimate, was chosen its variance to measure the scattering of the estimate around the estimated parameter. An estimate with smaller variance made from the two estimates was considered to be the best. The variance was estimated by computer simulation. To estimate the smallest modules an iterative weighted least-squares method was used and the M-estimates were done by the method of a deformable polyhedron (the Nelder-Mead method. To calculate the least squares estimate, an explicit analytic expression was used.It turned out that the estimation of least squares is best only with the normal distribution of the updating process. For the logistic distribution and the Student's distribution with the

  10. Model Uncertainty and Robustness: A Computational Framework for Multimodel Analysis

    Science.gov (United States)

    Young, Cristobal; Holsteen, Katherine

    2017-01-01

    Model uncertainty is pervasive in social science. A key question is how robust empirical results are to sensible changes in model specification. We present a new approach and applied statistical software for computational multimodel analysis. Our approach proceeds in two steps: First, we estimate the modeling distribution of estimates across all…

  11. Two-level Robust Measurement Fusion Kalman Filter for Clustering Sensor Networks

    Institute of Scientific and Technical Information of China (English)

    ZHANG Peng; QI Wen-Juan; DENG Zi-Li

    2014-01-01

    This paper investigates the distributed fusion Kalman filtering over clustering sensor networks. The sensor network is partitioned as clusters by the nearest neighbor rule and each cluster consists of sensing nodes and cluster-head. Using the minimax robust estimation principle, based on the worst-case conservative system with the conservative upper bounds of noise variances, two-level robust measurement fusion Kalman filter is presented for the clustering sensor network systems with uncertain noise variances. It can significantly reduce the communication load and save energy when the number of sensors is very large. A Lyapunov equation approach for the robustness analysis is presented, by which the robustness of the local and fused Kalman filters is proved. The concept of the robust accuracy is presented, and the robust accuracy relations among the local and fused robust Kalman filters are proved. It is proved that the robust accuracy of the two-level weighted measurement fuser is equal to that of the global centralized robust fuser and is higher than those of each local robust filter and each local weighted measurement fuser. A simulation example shows the correctness and effectiveness of the proposed results.

  12. A robust ridge regression approach in the presence of both multicollinearity and outliers in the data

    Science.gov (United States)

    Shariff, Nurul Sima Mohamad; Ferdaos, Nur Aqilah

    2017-08-01

    Multicollinearity often leads to inconsistent and unreliable parameter estimates in regression analysis. This situation will be more severe in the presence of outliers it will cause fatter tails in the error distributions than the normal distributions. The well-known procedure that is robust to multicollinearity problem is the ridge regression method. This method however is expected to be affected by the presence of outliers due to some assumptions imposed in the modeling procedure. Thus, the robust version of existing ridge method with some modification in the inverse matrix and the estimated response value is introduced. The performance of the proposed method is discussed and comparisons are made with several existing estimators namely, Ordinary Least Squares (OLS), ridge regression and robust ridge regression based on GM-estimates. The finding of this study is able to produce reliable parameter estimates in the presence of both multicollinearity and outliers in the data.

  13. The giving standard: conditional cooperation in the case of charitable giving

    NARCIS (Netherlands)

    P. Wiepking (Pamala); M. Heijnen (Merijn)

    2011-01-01

    textabstractIn this study, we make a first attempt to investigate the mechanisms of conditional cooperation in giving outside experiments, using retrospective survey data on charitable giving (the Giving the Netherlands Panel Study 2005 (GINPS05, 2005 ; N  = 1474)). Our results show that in the case

  14. Robust Curb Detection with Fusion of 3D-Lidar and Camera Data

    Directory of Open Access Journals (Sweden)

    Jun Tan

    2014-05-01

    Full Text Available Curb detection is an essential component of Autonomous Land Vehicles (ALV, especially important for safe driving in urban environments. In this paper, we propose a fusion-based curb detection method through exploiting 3D-Lidar and camera data. More specifically, we first fuse the sparse 3D-Lidar points and high-resolution camera images together to recover a dense depth image of the captured scene. Based on the recovered dense depth image, we propose a filter-based method to estimate the normal direction within the image. Then, by using the multi-scale normal patterns based on the curb’s geometric property, curb point features fitting the patterns are detected in the normal image row by row. After that, we construct a Markov Chain to model the consistency of curb points which utilizes the continuous property of the curb, and thus the optimal curb path which links the curb points together can be efficiently estimated by dynamic programming. Finally, we perform post-processing operations to filter the outliers, parameterize the curbs and give the confidence scores on the detected curbs. Extensive evaluations clearly show that our proposed method can detect curbs with strong robustness at real-time speed for both static and dynamic scenes.

  15. Practical aspects of estimating energy components in rodents

    Directory of Open Access Journals (Sweden)

    Jan Bert evan Klinken

    2013-05-01

    Full Text Available Recently there has been an increasing interest in exploiting computational and statistical techniques for the purpose of component analysis of indirect calorimetry data. Using these methods it becomes possible to dissect daily energy expenditure into its components and to assess the dynamic response of the resting metabolic rate to nutritional and pharmacological manipulations. To perform robust component analysis, however, is not straightforward and typically requires the tuning of parameters and the preprocessing of data. Moreover the degree of accuracy that can be attained by these methods depends on the configuration of the system, which must be properly taken into account when setting up experimental studies. Here, we review the methods of Kalman filtering, linear and penalised spline regression, and minimal energy expenditure estimation in the context of component analysis and discuss their results on high resolution datasets from mice and rats. In addition, we investigate the effect of the sample time, the accuracy of the activity sensor, and the washout time of the chamber on the estimation accuracy. We found that on the high resolution data there was a strong correlation between the results of Kalman filtering and P-spline regression, except for the activity respiratory quotient. For low resolution data the basal metabolic rate and resting respiratory quotient could still be estimated accurately with P-spline regression, having a strong correlation with the high resolution estimate (R2 > 0.997; sample time of 9 min. In contrast, the thermic effect of food and activity related energy expenditure were more sensitive to a reduction in the sample rate (R2 > 0.97.In conclusion, for component analysis on data generated by single channel systems with continuous data acquisition both Kalman filtering and P-spline regression can be used, while for low resolution data from multichannel systems P-spline regression gives more robust results.

  16. Newton-Gauss Algorithm of Robust Weighted Total Least Squares Model

    Directory of Open Access Journals (Sweden)

    WANG Bin

    2015-06-01

    Full Text Available Based on the Newton-Gauss iterative algorithm of weighted total least squares (WTLS, a robust WTLS (RWTLS model is presented. The model utilizes the standardized residuals to construct the weight factor function and the square root of the variance component estimator with robustness is obtained by introducing the median method. Therefore, the robustness in both the observation and structure spaces can be simultaneously achieved. To obtain standardized residuals, the linearly approximate cofactor propagation law is employed to derive the expression of the cofactor matrix of WTLS residuals. The iterative calculation steps for RWTLS are also described. The experiment indicates that the model proposed in this paper exhibits satisfactory robustness for gross errors handling problem of WTLS, the obtained parameters have no significant difference with the results of WTLS without gross errors. Therefore, it is superior to the robust weighted total least squares model directly constructed with residuals.

  17. Particle Filter for Fault Diagnosis and Robust Navigation of Underwater Robot

    DEFF Research Database (Denmark)

    Zhao, Bo; Skjetne, Roger; Blanke, Mogens

    2014-01-01

    A particle filter based robust navigation with fault diagnosis is designed for an underwater robot, where 10 failure modes of sensors and thrusters are considered. The nominal underwater robot and its anomaly are described by a switchingmode hidden Markov model. By extensively running a particle...... filter on the model, the fault diagnosis and robust navigation are achieved. Closed-loop full-scale experimental results show that the proposed method is robust, can diagnose faults effectively, and can provide good state estimation even in cases where multiple faults occur. Comparing with other methods...

  18. Robust facial landmark detection based on initializing multiple poses

    Directory of Open Access Journals (Sweden)

    Xin Chai

    2016-10-01

    Full Text Available For robot systems, robust facial landmark detection is the first and critical step for face-based human identification and facial expression recognition. In recent years, the cascaded-regression-based method has achieved excellent performance in facial landmark detection. Nevertheless, it still has certain weakness, such as high sensitivity to the initialization. To address this problem, regression based on multiple initializations is established in a unified model; face shapes are then estimated independently according to these initializations. With a ranking strategy, the best estimate is selected as the final output. Moreover, a face shape model based on restricted Boltzmann machines is built as a constraint to improve the robustness of ranking. Experiments on three challenging datasets demonstrate the effectiveness of the proposed facial landmark detection method against state-of-the-art methods.

  19. Structural and robustness properties of smart-city transportation networks

    Science.gov (United States)

    Zhang, Zhen-Gang; Ding, Zhuo; Fan, Jing-Fang; Meng, Jun; Ding, Yi-Min; Ye, Fang-Fu; Chen, Xiao-Song

    2015-09-01

    The concept of smart city gives an excellent resolution to construct and develop modern cities, and also demands infrastructure construction. How to build a safe, stable, and highly efficient public transportation system becomes an important topic in the process of city construction. In this work, we study the structural and robustness properties of transportation networks and their sub-networks. We introduce a complementary network model to study the relevance and complementarity between bus network and subway network. Our numerical results show that the mutual supplement of networks can improve the network robustness. This conclusion provides a theoretical basis for the construction of public traffic networks, and it also supports reasonable operation of managing smart cities. Project supported by the Major Projects of the China National Social Science Fund (Grant No. 11 & ZD154).

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

    Science.gov (United States)

    Bukhari, Hassan J.

    2017-12-01

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

  1. A Data-driven Study of RR Lyrae Near-IR Light Curves: Principal Component Analysis, Robust Fits, and Metallicity Estimates

    Science.gov (United States)

    Hajdu, Gergely; Dékány, István; Catelan, Márcio; Grebel, Eva K.; Jurcsik, Johanna

    2018-04-01

    RR Lyrae variables are widely used tracers of Galactic halo structure and kinematics, but they can also serve to constrain the distribution of the old stellar population in the Galactic bulge. With the aim of improving their near-infrared photometric characterization, we investigate their near-infrared light curves, as well as the empirical relationships between their light curve and metallicities using machine learning methods. We introduce a new, robust method for the estimation of the light-curve shapes, hence the average magnitudes of RR Lyrae variables in the K S band, by utilizing the first few principal components (PCs) as basis vectors, obtained from the PC analysis of a training set of light curves. Furthermore, we use the amplitudes of these PCs to predict the light-curve shape of each star in the J-band, allowing us to precisely determine their average magnitudes (hence colors), even in cases where only one J measurement is available. Finally, we demonstrate that the K S-band light-curve parameters of RR Lyrae variables, together with the period, allow the estimation of the metallicity of individual stars with an accuracy of ∼0.2–0.25 dex, providing valuable chemical information about old stellar populations bearing RR Lyrae variables. The methods presented here can be straightforwardly adopted for other classes of variable stars, bands, or for the estimation of other physical quantities.

  2. LMI–based robust controller design approach in aircraft multidisciplinary design optimization problem

    Directory of Open Access Journals (Sweden)

    Qinghua Zeng

    2015-07-01

    Full Text Available This article proposes a linear matrix inequality–based robust controller design approach to implement the synchronous design of aircraft control discipline and other disciplines, in which the variation in design parameters is treated as equivalent perturbations. Considering the complicated mapping relationships between the coefficient arrays of aircraft motion model and the aircraft design parameters, the robust controller designed is directly based on the variation in these coefficient arrays so conservative that the multidisciplinary design optimization problem would be too difficult to solve, or even if there is a solution, the robustness of design result is generally poor. Therefore, this article derives the uncertainty model of disciplinary design parameters based on response surface approximation, converts the design problem of the robust controller into a problem of solving a standard linear matrix inequality, and theoretically gives a less conservative design method of the robust controller which is based on the variation in design parameters. Furthermore, the concurrent subspace approach is applied to the multidisciplinary system with this kind of robust controller in the design loop. A multidisciplinary design optimization of a tailless aircraft as example is shown that control discipline can be synchronous optimal design with other discipline, especially this method will greatly reduce the calculated amount of multidisciplinary design optimization and make multidisciplinary design optimization results more robustness of flight performance.

  3. Robust input design for nonlinear dynamic modeling of AUV.

    Science.gov (United States)

    Nouri, Nowrouz Mohammad; Valadi, Mehrdad

    2017-09-01

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

  4. Robust band gap and half-metallicity in graphene with triangular perforations

    Science.gov (United States)

    Gregersen, Søren Schou; Power, Stephen R.; Jauho, Antti-Pekka

    2016-06-01

    Ideal graphene antidot lattices are predicted to show promising band gap behavior (i.e., EG≃500 meV) under carefully specified conditions. However, for the structures studied so far this behavior is critically dependent on superlattice geometry and is not robust against experimentally realistic disorders. Here we study a rectangular array of triangular antidots with zigzag edge geometries and show that their band gap behavior qualitatively differs from the standard behavior which is exhibited, e.g., by rectangular arrays of armchair-edged triangles. In the spin unpolarized case, zigzag-edged antidots give rise to large band gaps compared to armchair-edged antidots, irrespective of the rules which govern the existence of gaps in armchair-edged antidot lattices. In addition the zigzag-edged antidots appear more robust than armchair-edged antidots in the presence of geometrical disorder. The inclusion of spin polarization within a mean-field Hubbard approach gives rise to a large overall magnetic moment at each antidot due to the sublattice imbalance imposed by the triangular geometry. Half-metallic behavior arises from the formation of spin-split dispersive states near the Fermi energy, reducing the band gaps compared to the unpolarized case. This behavior is also found to be robust in the presence of disorder. Our results highlight the possibilities of using triangular perforations in graphene to open electronic band gaps in systems with experimentally realistic levels of disorder, and furthermore, of exploiting the strong spin dependence of the system for spintronic applications.

  5. National South African HIV prevalence estimates robust despite ...

    African Journals Online (AJOL)

    Approximately 18% of all people living with HIV in 2013 were estimated to live in South Africa (SA),[1] which ... 1 Research Department of Infection and Population Health, Institute for Global Health, University College London, UK.

  6. Robust Transceiver Design for Multiuser MIMO Downlink with Channel Uncertainties

    Science.gov (United States)

    Miao, Wei; Li, Yunzhou; Chen, Xiang; Zhou, Shidong; Wang, Jing

    This letter addresses the problem of robust transceiver design for the multiuser multiple-input-multiple-output (MIMO) downlink where the channel state information at the base station (BS) is imperfect. A stochastic approach which minimizes the expectation of the total mean square error (MSE) of the downlink conditioned on the channel estimates under a total transmit power constraint is adopted. The iterative algorithm reported in [2] is improved to handle the proposed robust optimization problem. Simulation results show that our proposed robust scheme effectively reduces the performance loss due to channel uncertainties and outperforms existing methods, especially when the channel errors of the users are different.

  7. Four-dimensional parameter estimation of plane waves using swarming intelligence

    International Nuclear Information System (INIS)

    Zaman Fawad; Munir Fahad; Khan Zafar Ullah; Qureshi Ijaz Mansoor

    2014-01-01

    This paper proposes an efficient approach for four-dimensional (4D) parameter estimation of plane waves impinging on a 2-L shape array. The 4D parameters include amplitude, frequency and the two-dimensional (2D) direction of arrival, namely, azimuth and elevation angles. The proposed approach is based on memetic computation, in which the global optimizer, particle swarm optimization is hybridized with a rapid local search technique, pattern search. For this purpose, a new multi-objective fitness function is used. This fitness function is the combination of mean square error and the correlation between the normalized desired and estimated vectors. The proposed hybrid scheme is not only compared with individual performances of particle swarm optimization and pattern search, but also with the performance of the hybrid genetic algorithm and that of the traditional approach. A large number of Monte—Carlo simulations are carried out to validate the performance of the proposed scheme. It gives promising results in terms of estimation accuracy, convergence rate, proximity effect and robustness against noise. (interdisciplinary physics and related areas of science and technology)

  8. Proscription supports robust perceptual integration by suppression in human visual cortex.

    Science.gov (United States)

    Rideaux, Reuben; Welchman, Andrew E

    2018-04-17

    Perception relies on integrating information within and between the senses, but how does the brain decide which pieces of information should be integrated and which kept separate? Here we demonstrate how proscription can be used to solve this problem: certain neurons respond best to unrealistic combinations of features to provide 'what not' information that drives suppression of unlikely perceptual interpretations. First, we present a model that captures both improved perception when signals are consistent (and thus should be integrated) and robust estimation when signals are conflicting. Second, we test for signatures of proscription in the human brain. We show that concentrations of inhibitory neurotransmitter GABA in a brain region intricately involved in integrating cues (V3B/KO) correlate with robust integration. Finally, we show that perturbing excitation/inhibition impairs integration. These results highlight the role of proscription in robust perception and demonstrate the functional purpose of 'what not' sensors in supporting sensory estimation.

  9. A Unifying Mathematical Framework for Genetic Robustness, Environmental Robustness, Network Robustness and their Trade-offs on Phenotype Robustness in Biological Networks. Part III: Synthetic Gene Networks in Synthetic Biology

    Science.gov (United States)

    Chen, Bor-Sen; Lin, Ying-Po

    2013-01-01

    Robust stabilization and environmental disturbance attenuation are ubiquitous systematic properties that are observed in biological systems at many different levels. The underlying principles for robust stabilization and environmental disturbance attenuation are universal to both complex biological systems and sophisticated engineering systems. In many biological networks, network robustness should be large enough to confer: intrinsic robustness for tolerating intrinsic parameter fluctuations; genetic robustness for buffering genetic variations; and environmental robustness for resisting environmental disturbances. Network robustness is needed so phenotype stability of biological network can be maintained, guaranteeing phenotype robustness. Synthetic biology is foreseen to have important applications in biotechnology and medicine; it is expected to contribute significantly to a better understanding of functioning of complex biological systems. This paper presents a unifying mathematical framework for investigating the principles of both robust stabilization and environmental disturbance attenuation for synthetic gene networks in synthetic biology. Further, from the unifying mathematical framework, we found that the phenotype robustness criterion for synthetic gene networks is the following: if intrinsic robustness + genetic robustness + environmental robustness ≦ network robustness, then the phenotype robustness can be maintained in spite of intrinsic parameter fluctuations, genetic variations, and environmental disturbances. Therefore, the trade-offs between intrinsic robustness, genetic robustness, environmental robustness, and network robustness in synthetic biology can also be investigated through corresponding phenotype robustness criteria from the systematic point of view. Finally, a robust synthetic design that involves network evolution algorithms with desired behavior under intrinsic parameter fluctuations, genetic variations, and environmental

  10. An Entropy-Based Upper Bound Methodology for Robust Predictive Multi-Mode RCPSP Schedules

    Directory of Open Access Journals (Sweden)

    Angela Hsiang-Ling Chen

    2014-09-01

    Full Text Available Projects are an important part of our activities and regardless of their magnitude, scheduling is at the very core of every project. In an ideal world makespan minimization, which is the most commonly sought objective, would give us an advantage. However, every time we execute a project we have to deal with uncertainty; part of it coming from known sources and part remaining unknown until it affects us. For this reason, it is much more practical to focus on making our schedules robust, capable of handling uncertainty, and even to determine a range in which the project could be completed. In this paper we focus on an approach to determine such a range for the Multi-mode Resource Constrained Project Scheduling Problem (MRCPSP, a widely researched, NP-complete problem, but without adding any subjective considerations to its estimation. We do this by using a concept well known in the domain of thermodynamics, entropy and a three-stage approach. First we use Artificial Bee Colony (ABC—an effective and powerful meta-heuristic—to determine a schedule with minimized makespan which serves as a lower bound. The second stage defines buffer times and creates an upper bound makespan using an entropy function, with the advantage over other methods that it only considers elements which are inherent to the schedule itself and does not introduce any subjectivity to the buffer time generation. In the last stage, we use the ABC algorithm with an objective function that seeks to maximize robustness while staying within the makespan boundaries defined previously and in some cases even below the lower boundary. We evaluate our approach with two different benchmarks sets: when using the PSPLIB for the MRCPSP benchmark set, the computational results indicate that it is possible to generate robust schedules which generally result in an increase of less than 10% of the best known solutions while increasing the robustness in at least 20% for practically every

  11. Robust estimators based on generalization of trimmed mean

    Czech Academy of Sciences Publication Activity Database

    Adam, Lukáš; Bejda, P.

    (2018) ISSN 0361-0918 Institutional support: RVO:67985556 Keywords : Breakdown point * Estimators * Geometric median * Location * Trimmed mean Subject RIV: BA - General Mathematics Impact factor: 0.457, year: 2016 http://library.utia.cas.cz/separaty/2017/MTR/adam-0481224.pdf

  12. Robust Model Predictive Control of a Wind Turbine

    DEFF Research Database (Denmark)

    Mirzaei, Mahmood; Poulsen, Niels Kjølstad; Niemann, Hans Henrik

    2012-01-01

    In this work the problem of robust model predictive control (robust MPC) of a wind turbine in the full load region is considered. A minimax robust MPC approach is used to tackle the problem. Nonlinear dynamics of the wind turbine are derived by combining blade element momentum (BEM) theory...... of the uncertain system is employed and a norm-bounded uncertainty model is used to formulate a minimax model predictive control. The resulting optimization problem is simplified by semidefinite relaxation and the controller obtained is applied on a full complexity, high fidelity wind turbine model. Finally...... and first principle modeling of the turbine flexible structure. Thereafter the nonlinear model is linearized using Taylor series expansion around system operating points. Operating points are determined by effective wind speed and an extended Kalman filter (EKF) is employed to estimate this. In addition...

  13. Robust Estimation of Electron Density From Anatomic Magnetic Resonance Imaging of the Brain Using a Unifying Multi-Atlas Approach

    Energy Technology Data Exchange (ETDEWEB)

    Ren, Shangjie [Tianjin Key Laboratory of Process Measurement and Control, School of Electrical Engineering and Automation, Tianjin University, Tianjin (China); Department of Radiation Oncology, Stanford University School of Medicine, Palo Alto, California (United States); Hara, Wendy; Wang, Lei; Buyyounouski, Mark K.; Le, Quynh-Thu; Xing, Lei [Department of Radiation Oncology, Stanford University School of Medicine, Palo Alto, California (United States); Li, Ruijiang, E-mail: rli2@stanford.edu [Department of Radiation Oncology, Stanford University School of Medicine, Palo Alto, California (United States)

    2017-03-15

    Purpose: To develop a reliable method to estimate electron density based on anatomic magnetic resonance imaging (MRI) of the brain. Methods and Materials: We proposed a unifying multi-atlas approach for electron density estimation based on standard T1- and T2-weighted MRI. First, a composite atlas was constructed through a voxelwise matching process using multiple atlases, with the goal of mitigating effects of inherent anatomic variations between patients. Next we computed for each voxel 2 kinds of conditional probabilities: (1) electron density given its image intensity on T1- and T2-weighted MR images; and (2) electron density given its spatial location in a reference anatomy, obtained by deformable image registration. These were combined into a unifying posterior probability density function using the Bayesian formalism, which provided the optimal estimates for electron density. We evaluated the method on 10 patients using leave-one-patient-out cross-validation. Receiver operating characteristic analyses for detecting different tissue types were performed. Results: The proposed method significantly reduced the errors in electron density estimation, with a mean absolute Hounsfield unit error of 119, compared with 140 and 144 (P<.0001) using conventional T1-weighted intensity and geometry-based approaches, respectively. For detection of bony anatomy, the proposed method achieved an 89% area under the curve, 86% sensitivity, 88% specificity, and 90% accuracy, which improved upon intensity and geometry-based approaches (area under the curve: 79% and 80%, respectively). Conclusion: The proposed multi-atlas approach provides robust electron density estimation and bone detection based on anatomic MRI. If validated on a larger population, our work could enable the use of MRI as a primary modality for radiation treatment planning.

  14. Selection of robust methods. Numerical examples and results

    Czech Academy of Sciences Publication Activity Database

    Víšek, Jan Ámos

    2005-01-01

    Roč. 21, č. 11 (2005), s. 1-58 ISSN 1212-074X R&D Projects: GA ČR(CZ) GA402/03/0084 Institutional research plan: CEZ:AV0Z10750506 Keywords : robust regression * model selection * uniform consistency of M-estimators Subject RIV: BA - General Mathematics

  15. An integrated approach to single-leg airline revenue management: The role of robust optimization

    NARCIS (Netherlands)

    S.I. Birbil (Ilker); J.B.G. Frenk (Hans); J.A.S. Gromicho (Joaquim); S. Zhang (Shuzhong)

    2006-01-01

    textabstractIn this paper we introduce robust versions of the classical static and dynamic single leg seat allocation models as analyzed by Wollmer, and Lautenbacher and Stidham, respectively. These robust models take into account the inaccurate estimates of the underlying probability distributions.

  16. An Integrated Approach to Single-Leg Airline Revenue Management: The Role of Robust Optimization

    NARCIS (Netherlands)

    S.I. Birbil (Ilker); J.B.G. Frenk (Hans); J.A.S. Gromicho (Joaquim); S. Zhang (Shuzhong)

    2006-01-01

    textabstractIn this paper we introduce robust versions of the classical static and dynamic single leg seat allocation models as analyzed by Wollmer, and Lautenbacher and Stidham, respectively. These robust models take into account the inaccurate estimates of the underlying probability distributions.

  17. A Robust Bayesian Truth Serum for Non-binary Signals

    OpenAIRE

    Radanovic, Goran; Faltings, Boi

    2013-01-01

    Several mechanisms have been proposed for incentivizing truthful reports of a private signals owned by rational agents, among them the peer prediction method and the Bayesian truth serum. The robust Bayesian truth serum (RBTS) for small populations and binary signals is particularly interesting since it does not require a common prior to be known to the mechanism. We further analyze the problem of the common prior not known to the mechanism and give several results regarding the restrictions ...

  18. Robustness studies in covariance structure modeling - An overview and a meta-analysis

    NARCIS (Netherlands)

    Hoogland, Jeffrey J.; Boomsma, A

    In covariance structure modeling, several estimation methods are available. The robustness of an estimator against specific violations of assumptions can be determined empirically by means of a Monte Carlo study. Many such studies in covariance structure analysis have been published, but the

  19. Robust estimation of space influence model. Part 2. ; Synthesis of urban lattice data analysis for practical use. Kukan eikyo model no antei suiteiho. 2. ; Jikkenteki mesh data kaiseki system kochiku no tameno kukan sokan bunsekiho no taikeika

    Energy Technology Data Exchange (ETDEWEB)

    Aoki, Y.; Osaragi, T. (Tokyo Institute of Technology, Tokyo (Japan). Faculty of Engineering)

    1991-07-30

    In this study, a method for robust estimation of parameters of the space influence function model, which was possible to become unstable, was investigated by applying a principal component method. In order to carry out the robust estimation of parameters without the effect of multicollinearity, regression coefficients of principal components with small eigenvalue and with small single-correlation with dependent variables were required to forced to be zero in the estimation method by principal component. Through the case study using the real urban lattice data, the conventional method was compared with the principal component method. As a result, the latter method realized the excellent sabilization of spatial distribution patterns of estimation parameters and the simple interpretation of parameters. It also improved reliability since 95% confidence interval of the estimated value became smaller. This method was found to be effective as a basic measure to acheve the stability of parameters. 10 refs., 7 figs.

  20. Discrete Kalman Filter based Sensor Fusion for Robust Accessibility Interfaces

    International Nuclear Information System (INIS)

    Ghersi, I; Miralles, M T; Mariño, M

    2016-01-01

    Human-machine interfaces have evolved, benefiting from the growing access to devices with superior, embedded signal-processing capabilities, as well as through new sensors that allow the estimation of movements and gestures, resulting in increasingly intuitive interfaces. In this context, sensor fusion for the estimation of the spatial orientation of body segments allows to achieve more robust solutions, overcoming specific disadvantages derived from the use of isolated sensors, such as the sensitivity of magnetic-field sensors to external influences, when used in uncontrolled environments. In this work, a method for the combination of image-processing data and angular-velocity registers from a 3D MEMS gyroscope, through a Discrete-time Kalman Filter, is proposed and deployed as an alternate user interface for mobile devices, in which an on-screen pointer is controlled with head movements. Results concerning general performance of the method are presented, as well as a comparative analysis, under a dedicated test application, with results from a previous version of this system, in which the relative-orientation information was acquired directly from MEMS sensors (3D magnetometer-accelerometer). These results show an improved response for this new version of the pointer, both in terms of precision and response time, while keeping many of the benefits that were highlighted for its predecessor, giving place to a complementary method for signal acquisition that can be used as an alternative-input device, as well as for accessibility solutions. (paper)

  1. Small Sample Robust Testing for Normality against Pareto Tails

    Czech Academy of Sciences Publication Activity Database

    Stehlík, M.; Fabián, Zdeněk; Střelec, L.

    2012-01-01

    Roč. 41, č. 7 (2012), s. 1167-1194 ISSN 0361-0918 Grant - others:Aktion(CZ-AT) 51p7, 54p21, 50p14, 54p13 Institutional research plan: CEZ:AV0Z10300504 Keywords : consistency * Hill estimator * t-Hill estimator * location functional * Pareto tail * power comparison * returns * robust tests for normality Subject RIV: BB - Applied Statistics, Operational Research Impact factor: 0.295, year: 2012

  2. Head pose estimation algorithm based on deep learning

    Science.gov (United States)

    Cao, Yuanming; Liu, Yijun

    2017-05-01

    Head pose estimation has been widely used in the field of artificial intelligence, pattern recognition and intelligent human-computer interaction and so on. Good head pose estimation algorithm should deal with light, noise, identity, shelter and other factors robustly, but so far how to improve the accuracy and robustness of attitude estimation remains a major challenge in the field of computer vision. A method based on deep learning for pose estimation is presented. Deep learning with a strong learning ability, it can extract high-level image features of the input image by through a series of non-linear operation, then classifying the input image using the extracted feature. Such characteristics have greater differences in pose, while they are robust of light, identity, occlusion and other factors. The proposed head pose estimation is evaluated on the CAS-PEAL data set. Experimental results show that this method is effective to improve the accuracy of pose estimation.

  3. Perception-oriented methodology for robust motion estimation design

    NARCIS (Netherlands)

    Heinrich, A.; Vleuten, van der R.J.; Haan, de G.

    2014-01-01

    Optimizing a motion estimator (ME) for picture rate conversion is challenging. This is because there are many types of MEs and, within each type, many parameters, which makes subjective assessment of all the alternatives impractical. To solve this problem, we propose an automatic design methodology

  4. Multivariable Super Twisting Based Robust Trajectory Tracking Control for Small Unmanned Helicopter

    Directory of Open Access Journals (Sweden)

    Xing Fang

    2015-01-01

    Full Text Available This paper presents a highly robust trajectory tracking controller for small unmanned helicopter with model uncertainties and external disturbances. First, a simplified dynamic model is developed, where the model uncertainties and external disturbances are treated as compounded disturbances. Then the system is divided into three interconnected subsystems: altitude subsystem, yaw subsystem, and horizontal subsystem. Second, a disturbance observer based controller (DOBC is designed based upon backstepping and multivariable super twisting control algorithm to obtain robust trajectory tracking property. A sliding mode observer works as an estimator of the compounded disturbances. In order to lessen calculative burden, a first-order exact differentiator is employed to estimate the time derivative of the virtual control. Moreover, proof of the stability of the closed-loop system based on Lyapunov method is given. Finally, simulation results are presented to illustrate the effectiveness and robustness of the proposed flight control scheme.

  5. Perceptual Robust Design

    DEFF Research Database (Denmark)

    Pedersen, Søren Nygaard

    The research presented in this PhD thesis has focused on a perceptual approach to robust design. The results of the research and the original contribution to knowledge is a preliminary framework for understanding, positioning, and applying perceptual robust design. Product quality is a topic...... been presented. Therefore, this study set out to contribute to the understanding and application of perceptual robust design. To achieve this, a state-of-the-art and current practice review was performed. From the review two main research problems were identified. Firstly, a lack of tools...... for perceptual robustness was found to overlap with the optimum for functional robustness and at most approximately 2.2% out of the 14.74% could be ascribed solely to the perceptual robustness optimisation. In conclusion, the thesis have offered a new perspective on robust design by merging robust design...

  6. Computationally Efficient and Noise Robust DOA and Pitch Estimation

    DEFF Research Database (Denmark)

    Karimian-Azari, Sam; Jensen, Jesper Rindom; Christensen, Mads Græsbøll

    2016-01-01

    Many natural signals, such as voiced speech and some musical instruments, are approximately periodic over short intervals. These signals are often described in mathematics by the sum of sinusoids (harmonics) with frequencies that are proportional to the fundamental frequency, or pitch. In sensor...... a joint DOA and pitch estimator. In white Gaussian noise, we derive even more computationally efficient solutions which are designed using the narrowband power spectrum of the harmonics. Numerical results reveal the performance of the estimators in colored noise compared with the Cram\\'{e}r-Rao lower...

  7. Robust Modal Filtering and Control of the X-56A Model with Simulated Fiber Optic Sensor Failures

    Science.gov (United States)

    Suh, Peter M.; Chin, Alexander W.; Mavris, Dimitri N.

    2016-01-01

    The X-56A aircraft is a remotely-piloted aircraft with flutter modes intentionally designed into the flight envelope. The X-56A program must demonstrate flight control while suppressing all unstable modes. A previous X-56A model study demonstrated a distributed-sensing-based active shape and active flutter suppression controller. The controller relies on an estimator which is sensitive to bias. This estimator is improved herein, and a real-time robust estimator is derived and demonstrated on 1530 fiber optic sensors. It is shown in simulation that the estimator can simultaneously reject 230 worst-case fiber optic sensor failures automatically. These sensor failures include locations with high leverage (or importance). To reduce the impact of leverage outliers, concentration based on a Mahalanobis trim criterion is introduced. A redescending M-estimator with Tukey bisquare weights is used to improve location and dispersion estimates within each concentration step in the presence of asymmetry (or leverage). A dynamic simulation is used to compare the concentrated robust estimator to a state-of-the-art real-time robust multivariate estimator. The estimators support a previously-derived mu-optimal shape controller. It is found that during the failure scenario, the concentrated modal estimator keeps the system stable.

  8. Robust optimum design with maximum entropy method; Saidai entropy ho mochiita robust sei saitekika sekkeiho

    Energy Technology Data Exchange (ETDEWEB)

    Kawaguchi, K; Egashira, Y; Watanabe, G [Mazda Motor Corp., Hiroshima (Japan)

    1997-10-01

    Vehicle and unit performance change according to not only external causes represented by the environment such as temperature or weather, but also internal causes which are dispersion of component characteristics and manufacturing processes or aged deteriorations. We developed the design method to estimate thus performance distributions with maximum entropy method and to calculate specifications with high performance robustness using Fuzzy theory. This paper describes the details of these methods and examples applied to power window system. 3 refs., 7 figs., 4 tabs.

  9. Chromatin regulators, phenotypic robustness and autism risk

    Directory of Open Access Journals (Sweden)

    Reut eSuliman

    2014-04-01

    Full Text Available Though extensively characterized clinically, the causes of autism spectrum disorder (ASD remain a mystery. ASD is known to have a strong genetic basis, but it is genetically very heterogeneous. Recent studies have estimated that de novo disruptive mutations in hundreds of genes may contribute to ASD. However, it is unclear how it is possible for mutations in so many different genes to contribute to ASD. Recent findings suggest that many of the mutations disrupt genes involved in transcription regulation that are expressed prenatally in the developing brain. De novo disruptive mutations are also more frequent in girls with ASD, despite the fact that ASD is more prevalent in boys. In this paper, we hypothesize that loss of robustness may contribute to ASD. Loss of phenotypic robustness may be caused by mutations that disrupt capacitors that operate in the developing brain. This may lead to the release of cryptic genetic variation that contributes to ASD. Reduced robustness is consistent with the observed variability in expressivity and incomplete penetrance. It is also consistent with the hypothesis that the development of the female brain is more robust, and it may explain the higher rate and severity of disruptive de novo mutations in girls with ASD.

  10. Robust Sequential Covariance Intersection Fusion Kalman Filtering over Multi-agent Sensor Networks with Measurement Delays and Uncertain Noise Variances

    Institute of Scientific and Technical Information of China (English)

    QI Wen-Juan; ZHANG Peng; DENG Zi-Li

    2014-01-01

    This paper deals with the problem of designing robust sequential covariance intersection (SCI) fusion Kalman filter for the clustering multi-agent sensor network system with measurement delays and uncertain noise variances. The sensor network is partitioned into clusters by the nearest neighbor rule. Using the minimax robust estimation principle, based on the worst-case conservative sensor network system with conservative upper bounds of noise variances, and applying the unbiased linear minimum variance (ULMV) optimal estimation rule, we present the two-layer SCI fusion robust steady-state Kalman filter which can reduce communication and computation burdens and save energy sources, and guarantee that the actual filtering error variances have a less-conservative upper-bound. A Lyapunov equation method for robustness analysis is proposed, by which the robustness of the local and fused Kalman filters is proved. The concept of the robust accuracy is presented and the robust accuracy relations of the local and fused robust Kalman filters are proved. It is proved that the robust accuracy of the global SCI fuser is higher than those of the local SCI fusers and the robust accuracies of all SCI fusers are higher than that of each local robust Kalman filter. A simulation example for a tracking system verifies the robustness and robust accuracy relations.

  11. Designing robust control-based HIV-treatment

    Directory of Open Access Journals (Sweden)

    Fredy Andrés Olarte Dussán

    2008-05-01

    Full Text Available Designing a robust control-based treatment for human immunodeficiency virus (HIV-infected patients was studied. The dynamics of the immune system’s response to infection was modelled using a 5th order nonlinear model with separate efficacy coefficients for protease inhibitor (PIs and reverse transcriptase inhibitors (RTIs. The immune res-ponse has been represented as an uncertain system due to errors in parameter estimation and the existence of un-modelled dynamics. A polytopic system was constructed incorporating all possible system parameter values. A con-trol system was designed using robust pole location techniques stabilising the polytopic system around an equilibrium point having a low viral load. Numerical simulation results (including the organism’s pharmacokinetical response to anti-retroviral drugs showed that the control law could lead to long-term stable conditions, even in extreme cases.

  12. An Integrated Approach to Single-Leg Airline Revenue Management: The Role of Robust Optimization

    OpenAIRE

    Birbil, S.I.; Frenk, J.B.G.; Gromicho, J.A.S.; Zhang, S.

    2006-01-01

    textabstractIn this paper we introduce robust versions of the classical static and dynamic single leg seat allocation models as analyzed by Wollmer, and Lautenbacher and Stidham, respectively. These robust models take into account the inaccurate estimates of the underlying probability distributions. As observed by simulation experiments it turns out that for these robust versions the variability compared to their classical counter parts is considerably reduced with a negligible decrease of av...

  13. Robust Cyclic MUSIC Algorithm for Finding Directions in Impulsive Noise Environment

    Directory of Open Access Journals (Sweden)

    Sen Li

    2017-01-01

    Full Text Available This paper addresses the issue of direction finding of a cyclostationary signal under impulsive noise environments modeled by α-stable distribution. Since α-stable distribution does not have finite second-order statistics, the conventional cyclic correlation-based signal-selective direction finding algorithms do not work effectively. To resolve this problem, we define two robust cyclic correlation functions which are derived from robust statistics property of the correntropy and the nonlinear transformation, respectively. The MUSIC algorithm with the robust cyclic correlation matrix of the received signals of arrays is then used to estimate the direction of cyclostationary signal in the presence of impulsive noise. The computer simulation results demonstrate that the two proposed robust cyclic correlation-based algorithms outperform the conventional cyclic correlation and the fractional lower order cyclic correlation based methods.

  14. Quantification of parameter uncertainty for robust control of shape memory alloy bending actuators

    International Nuclear Information System (INIS)

    Crews, John H; McMahan, Jerry A; Smith, Ralph C; Hannen, Jennifer C

    2013-01-01

    In this paper, we employ Bayesian parameter estimation techniques to derive gains for robust control of smart materials. Specifically, we demonstrate the feasibility of utilizing parameter uncertainty estimation provided by Markov chain Monte Carlo (MCMC) methods to determine controller gains for a shape memory alloy bending actuator. We treat the parameters in the equations governing the actuator’s temperature dynamics as uncertain and use the MCMC method to construct the probability densities for these parameters. The densities are then used to derive parameter bounds for robust control algorithms. For illustrative purposes, we construct a sliding mode controller based on the homogenized energy model and experimentally compare its performance to a proportional-integral controller. While sliding mode control is used here, the techniques described in this paper provide a useful starting point for many robust control algorithms. (paper)

  15. Robust transient dynamics and brain functions

    Directory of Open Access Journals (Sweden)

    Mikhail I Rabinovich

    2011-06-01

    Full Text Available In the last few decades several concepts of Dynamical Systems Theory (DST have guided psychologists, cognitive scientists, and neuroscientists to rethink about sensory motor behavior and embodied cognition. A critical step in the progress of DST application to the brain (supported by modern methods of brain imaging and multi-electrode recording techniques has been the transfer of its initial success in motor behavior to mental function, i.e., perception, emotion, and cognition. Open questions from research in genetics, ecology, brain sciences, etc. have changed DST itself and lead to the discovery of a new dynamical phenomenon, i.e., reproducible and robust transients that are at the same time sensitive to informational signals. The goal of this review is to describe a new mathematical framework -heteroclinic sequential dynamics- to understand self-organized activity in the brain that can explain certain aspects of robust itinerant behavior. Specifically, we discuss a hierarchy of coarse-grain models of mental dynamics in the form of kinetic equations of modes. These modes compete for resources at three levels: (i within the same modality, (ii among different modalities from the same family (like perception, and (iii among modalities from different families (like emotion and cognition. The analysis of the conditions for robustness, i.e., the structural stability of transient (sequential dynamics, give us the possibility to explain phenomena like the finite capacity of our sequential working memory -a vital cognitive function-, and to find specific dynamical signatures -different kinds of instabilities- of several brain functions and mental diseases.

  16. Low-complexity joint symbol synchronization and sampling frequency offset estimation scheme for optical IMDD OFDM systems.

    Science.gov (United States)

    Zhang, Zhen; Zhang, Qianwu; Chen, Jian; Li, Yingchun; Song, Yingxiong

    2016-06-13

    A low-complexity joint symbol synchronization and SFO estimation scheme for asynchronous optical IMDD OFDM systems based on only one training symbol is proposed. Numerical simulations and experimental demonstrations are also under taken to evaluate the performance of the mentioned scheme. The experimental results show that robust and precise symbol synchronization and the SFO estimation can be achieved simultaneously at received optical power as low as -20dBm in asynchronous OOFDM systems. SFO estimation accuracy in MSE can be lower than 1 × 10-11 under SFO range from -60ppm to 60ppm after 25km SSMF transmission. Optimal System performance can be maintained until cumulate number of employed frames for calculation is less than 50 under above-mentioned conditions. Meanwhile, the proposed joint scheme has a low level of operation complexity comparing with existing methods, when the symbol synchronization and SFO estimation are considered together. Above-mentioned results can give an important reference in practical system designs.

  17. The complexity of computing the MCD-estimator

    DEFF Research Database (Denmark)

    Bernholt, T.; Fischer, Paul

    2004-01-01

    In modem statistics the robust estimation of parameters is a central problem, i.e., an estimation that is not or only slightly affected by outliers in the data. The minimum covariance determinant (MCD) estimator (J. Amer. Statist. Assoc. 79 (1984) 871) is probably one of the most important robust...... estimators of location and scatter. The complexity of computing the MCD, however, was unknown and generally thought to be exponential even if the dimensionality of the data is fixed. Here we present a polynomial time algorithm for MCD for fixed dimension of the data. In contrast we show that computing...... the MCD-estimator is NP-hard if the dimension varies. (C) 2004 Elsevier B.V. All rights reserved....

  18. Robust decentralised PI based LFC design for time delay power systems

    International Nuclear Information System (INIS)

    Bevrani, Hassan; Hiyama, Takashi

    2008-01-01

    In this paper, two robust decentralised proportional integral (PI) control designs are proposed for load frequency control (LFC) with communication delays. In both methodologies, the PI based LFC problem is reduced to a static output feedback (SOF) control synthesis for a multiple delay system. The first one is based on the optimal H ∞ control design using a linear matrix inequalities (LMI) technique. The second control design gives a suboptimal solution using a developed iterative linear matrix inequalities (ILMI) algorithm via the mixed H 2 /H ∞ control technique. The control strategies are suitable for LFC applications that usually employ PI control. The proposed control strategies are applied to a three control area power system with time delays and load disturbance to demonstrate their robustness

  19. A Robust Transform Estimator Based on Residual Analysis and Its Application on UAV Aerial Images

    Directory of Open Access Journals (Sweden)

    Guorong Cai

    2018-02-01

    Full Text Available Estimating the transformation between two images from the same scene is a fundamental step for image registration, image stitching and 3D reconstruction. State-of-the-art methods are mainly based on sorted residual for generating hypotheses. This scheme has acquired encouraging results in many remote sensing applications. Unfortunately, mainstream residual based methods may fail in estimating the transform between Unmanned Aerial Vehicle (UAV low altitude remote sensing images, due to the fact that UAV images always have repetitive patterns and severe viewpoint changes, which produce lower inlier rate and higher pseudo outlier rate than other tasks. We performed extensive experiments and found the main reason is that these methods compute feature pair similarity within a fixed window, making them sensitive to the size of residual window. To solve this problem, three schemes that based on the distribution of residuals are proposed, which are called Relational Window (RW, Sliding Window (SW, Reverse Residual Order (RRO, respectively. Specially, RW employs a relaxation residual window size to evaluate the highest similarity within a relaxation model length. SW fixes the number of overlap models while varying the length of window size. RRO takes the permutation of residual values into consideration to measure similarity, not only including the number of overlap structures, but also giving penalty to reverse number within the overlap structures. Experimental results conducted on our own built UAV high resolution remote sensing images show that the proposed three strategies all outperform traditional methods in the presence of severe perspective distortion due to viewpoint change.

  20. Strategies parents use to give children oral medicine: a qualitative study of online discussion forums.

    Science.gov (United States)

    Bergene, Elin Høien; Rø, Torstein Baade; Steinsbekk, Aslak

    2017-06-01

    The aim of this study was to describe strategies parents use to give oral medicine to children. We conducted an Internet-based qualitative study of posts from online forums where parents discussed how to give children oral medicine. The posts were analyzed using systematic text condensation. The investigators coded and developed groups iteratively, ending up with a consensus on final themes. We included 4581 posts. Parents utilized three main strategies to give oral medicine to children: (1) Open administration give medicine to the child knowingly by changing the palatability, actively involve the child in play or use persuasion; (2) Hidden administration give medicine to the child unknowingly by camouflaging it in food, while sleeping or distracted by another activity; (3) Forced administration force children to take medicine with the use of restraint. Parents expressed three perspectives towards using force: Finding it unproblematic, using force despite not liking it or refusing to use force. No single strategy was described as the obvious first choice, and the strategies were not used in any particular order. Parents who gave up getting their child to ingest the medicine reported to contact the prescriber for a different medication, or stopped the treatment completely. The three strategies are a robust and precise way to categorize techniques used by parents to give children oral medicine. We suggest that health professionals use the strategies to talk to parents and children about administration of oral medicines.

  1. Robust adaptive multichannel SAR processing based on covariance matrix reconstruction

    Science.gov (United States)

    Tan, Zhen-ya; He, Feng

    2018-04-01

    With the combination of digital beamforming (DBF) processing, multichannel synthetic aperture radar(SAR) systems in azimuth promise well in high-resolution and wide-swath imaging, whereas conventional processing methods don't take the nonuniformity of scattering coefficient into consideration. This paper brings up a robust adaptive Multichannel SAR processing method which utilizes the Capon spatial spectrum estimator to obtain the spatial spectrum distribution over all ambiguous directions first, and then the interference-plus-noise covariance Matrix is reconstructed based on definition to acquire the Multichannel SAR processing filter. The performance of processing under nonuniform scattering coefficient is promoted by this novel method and it is robust again array errors. The experiments with real measured data demonstrate the effectiveness and robustness of the proposed method.

  2. Reconstruction of financial networks for robust estimation of systemic risk

    Science.gov (United States)

    Mastromatteo, Iacopo; Zarinelli, Elia; Marsili, Matteo

    2012-03-01

    In this paper we estimate the propagation of liquidity shocks through interbank markets when the information about the underlying credit network is incomplete. We show that techniques such as maximum entropy currently used to reconstruct credit networks severely underestimate the risk of contagion by assuming a trivial (fully connected) topology, a type of network structure which can be very different from the one empirically observed. We propose an efficient message-passing algorithm to explore the space of possible network structures and show that a correct estimation of the network degree of connectedness leads to more reliable estimations for systemic risk. Such an algorithm is also able to produce maximally fragile structures, providing a practical upper bound for the risk of contagion when the actual network structure is unknown. We test our algorithm on ensembles of synthetic data encoding some features of real financial networks (sparsity and heterogeneity), finding that more accurate estimations of risk can be achieved. Finally we find that this algorithm can be used to control the amount of information that regulators need to require from banks in order to sufficiently constrain the reconstruction of financial networks.

  3. Reconstruction of financial networks for robust estimation of systemic risk

    International Nuclear Information System (INIS)

    Mastromatteo, Iacopo; Zarinelli, Elia; Marsili, Matteo

    2012-01-01

    In this paper we estimate the propagation of liquidity shocks through interbank markets when the information about the underlying credit network is incomplete. We show that techniques such as maximum entropy currently used to reconstruct credit networks severely underestimate the risk of contagion by assuming a trivial (fully connected) topology, a type of network structure which can be very different from the one empirically observed. We propose an efficient message-passing algorithm to explore the space of possible network structures and show that a correct estimation of the network degree of connectedness leads to more reliable estimations for systemic risk. Such an algorithm is also able to produce maximally fragile structures, providing a practical upper bound for the risk of contagion when the actual network structure is unknown. We test our algorithm on ensembles of synthetic data encoding some features of real financial networks (sparsity and heterogeneity), finding that more accurate estimations of risk can be achieved. Finally we find that this algorithm can be used to control the amount of information that regulators need to require from banks in order to sufficiently constrain the reconstruction of financial networks

  4. Distributed fusion estimation for sensor networks with communication constraints

    CERN Document Server

    Zhang, Wen-An; Song, Haiyu; Yu, Li

    2016-01-01

    This book systematically presents energy-efficient robust fusion estimation methods to achieve thorough and comprehensive results in the context of network-based fusion estimation. It summarizes recent findings on fusion estimation with communication constraints; several novel energy-efficient and robust design methods for dealing with energy constraints and network-induced uncertainties are presented, such as delays, packet losses, and asynchronous information... All the results are presented as algorithms, which are convenient for practical applications.

  5. Robust point matching via vector field consensus.

    Science.gov (United States)

    Jiayi Ma; Ji Zhao; Jinwen Tian; Yuille, Alan L; Zhuowen Tu

    2014-04-01

    In this paper, we propose an efficient algorithm, called vector field consensus, for establishing robust point correspondences between two sets of points. Our algorithm starts by creating a set of putative correspondences which can contain a very large number of false correspondences, or outliers, in addition to a limited number of true correspondences (inliers). Next, we solve for correspondence by interpolating a vector field between the two point sets, which involves estimating a consensus of inlier points whose matching follows a nonparametric geometrical constraint. We formulate this a maximum a posteriori (MAP) estimation of a Bayesian model with hidden/latent variables indicating whether matches in the putative set are outliers or inliers. We impose nonparametric geometrical constraints on the correspondence, as a prior distribution, using Tikhonov regularizers in a reproducing kernel Hilbert space. MAP estimation is performed by the EM algorithm which by also estimating the variance of the prior model (initialized to a large value) is able to obtain good estimates very quickly (e.g., avoiding many of the local minima inherent in this formulation). We illustrate this method on data sets in 2D and 3D and demonstrate that it is robust to a very large number of outliers (even up to 90%). We also show that in the special case where there is an underlying parametric geometrical model (e.g., the epipolar line constraint) that we obtain better results than standard alternatives like RANSAC if a large number of outliers are present. This suggests a two-stage strategy, where we use our nonparametric model to reduce the size of the putative set and then apply a parametric variant of our approach to estimate the geometric parameters. Our algorithm is computationally efficient and we provide code for others to use it. In addition, our approach is general and can be applied to other problems, such as learning with a badly corrupted training data set.

  6. A robust state-space kinetics-guided framework for dynamic PET image reconstruction

    International Nuclear Information System (INIS)

    Tong, S; Alessio, A M; Kinahan, P E; Liu, H; Shi, P

    2011-01-01

    Dynamic PET image reconstruction is a challenging issue due to the low SNR and the large quantity of spatio-temporal data. We propose a robust state-space image reconstruction (SSIR) framework for activity reconstruction in dynamic PET. Unlike statistically-based frame-by-frame methods, tracer kinetic modeling is incorporated to provide physiological guidance for the reconstruction, harnessing the temporal information of the dynamic data. Dynamic reconstruction is formulated in a state-space representation, where a compartmental model describes the kinetic processes in a continuous-time system equation, and the imaging data are expressed in a discrete measurement equation. Tracer activity concentrations are treated as the state variables, and are estimated from the dynamic data. Sampled-data H ∞ filtering is adopted for robust estimation. H ∞ filtering makes no assumptions on the system and measurement statistics, and guarantees bounded estimation error for finite-energy disturbances, leading to robust performance for dynamic data with low SNR and/or errors. This alternative reconstruction approach could help us to deal with unpredictable situations in imaging (e.g. data corruption from failed detector blocks) or inaccurate noise models. Experiments on synthetic phantom and patient PET data are performed to demonstrate feasibility of the SSIR framework, and to explore its potential advantages over frame-by-frame statistical reconstruction approaches.

  7. Characterizing and predicting the robustness of power-law networks

    International Nuclear Information System (INIS)

    LaRocca, Sarah; Guikema, Seth D.

    2015-01-01

    Power-law networks such as the Internet, terrorist cells, species relationships, and cellular metabolic interactions are susceptible to node failures, yet maintaining network connectivity is essential for network functionality. Disconnection of the network leads to fragmentation and, in some cases, collapse of the underlying system. However, the influences of the topology of networks on their ability to withstand node failures are poorly understood. Based on a study of the response of 2000 randomly-generated power-law networks to node failures, we find that networks with higher nodal degree and clustering coefficient, lower betweenness centrality, and lower variability in path length and clustering coefficient maintain their cohesion better during such events. We also find that network robustness, i.e., the ability to withstand node failures, can be accurately predicted a priori for power-law networks across many fields. These results provide a basis for designing new, more robust networks, improving the robustness of existing networks such as the Internet and cellular metabolic pathways, and efficiently degrading networks such as terrorist cells. - Highlights: • Examine relationship between network topology and robustness to failures. • Relationship is statistically significant for scale-free networks. • Use statistical models to estimate robustness to failures for real-world networks

  8. Use of the robust design to estimate seasonal abundance and demographic parameters of a coastal bottlenose dolphin (Tursiops aduncus population.

    Directory of Open Access Journals (Sweden)

    Holly C Smith

    Full Text Available As delphinid populations become increasingly exposed to human activities we rely on our capacity to produce accurate abundance estimates upon which to base management decisions. This study applied mark-recapture methods following the Robust Design to estimate abundance, demographic parameters, and temporary emigration rates of an Indo-Pacific bottlenose dolphin (Tursiops aduncus population off Bunbury, Western Australia. Boat-based photo-identification surveys were conducted year-round over three consecutive years along pre-determined transect lines to create a consistent sampling effort throughout the study period and area. The best fitting capture-recapture model showed a population with a seasonal Markovian temporary emigration with time varying survival and capture probabilities. Abundance estimates were seasonally dependent with consistently lower numbers obtained during winter and higher during summer and autumn across the three-year study period. Specifically, abundance estimates for all adults and juveniles (combined varied from a low of 63 (95% CI 59 to 73 in winter of 2007 to a high of 139 (95% CI 134 to148 in autumn of 2009. Temporary emigration rates (γ' for animals absent in the previous period ranged from 0.34 to 0.97 (mean  =  0.54; ±SE 0.11 with a peak during spring. Temporary emigration rates for animals present during the previous period (γ'' were lower, ranging from 0.00 to 0.29, with a mean of 0.16 (± SE 0.04. This model yielded a mean apparent survival estimate for juveniles and adults (combined of 0.95 (± SE 0.02 and a capture probability from 0.07 to 0.51 with a mean of 0.30 (± SE 0.04. This study demonstrates the importance of incorporating temporary emigration to accurately estimate abundance of coastal delphinids. Temporary emigration rates were high in this study, despite the large area surveyed, indicating the challenges of sampling highly mobile animals which range over large spatial areas.

  9. Robustness of Structures

    DEFF Research Database (Denmark)

    Faber, Michael Havbro; Vrouwenvelder, A.C.W.M.; Sørensen, John Dalsgaard

    2011-01-01

    In 2005, the Joint Committee on Structural Safety (JCSS) together with Working Commission (WC) 1 of the International Association of Bridge and Structural Engineering (IABSE) organized a workshop on robustness of structures. Two important decisions resulted from this workshop, namely...... ‘COST TU0601: Robustness of Structures’ was initiated in February 2007, aiming to provide a platform for exchanging and promoting research in the area of structural robustness and to provide a basic framework, together with methods, strategies and guidelines enhancing robustness of structures...... the development of a joint European project on structural robustness under the COST (European Cooperation in Science and Technology) programme and the decision to develop a more elaborate document on structural robustness in collaboration between experts from the JCSS and the IABSE. Accordingly, a project titled...

  10. Give Me Strength.

    Institute of Scientific and Technical Information of China (English)

    维拉

    1996-01-01

    Mort had an absolutely terrible day at the office.Everythingthat could go wrong did go wrong.As he walked home he could beheard muttering strange words to himself:“Oh,give me strength,give me strength.”Mort isn’t asking for the kind of strength thatbuilds strong muscles:he’s asking for the courage or ability to

  11. A Novel Data-Driven Fast Capacity Estimation of Spent Electric Vehicle Lithium-ion Batteries

    Directory of Open Access Journals (Sweden)

    Caiping Zhang

    2014-12-01

    Full Text Available Fast capacity estimation is a key enabling technique for second-life of lithium-ion batteries due to the hard work involved in determining the capacity of a large number of used electric vehicle (EV batteries. This paper tries to make three contributions to the existing literature through a robust and advanced algorithm: (1 a three layer back propagation artificial neural network (BP ANN model is developed to estimate the battery capacity. The model employs internal resistance expressing the battery’s kinetics as the model input, which can realize fast capacity estimation; (2 an estimation error model is established to investigate the relationship between the robustness coefficient and regression coefficient. It is revealed that commonly used ANN capacity estimation algorithm is flawed in providing robustness of parameter measurement uncertainties; (3 the law of large numbers is used as the basis for a proposed robust estimation approach, which optimally balances the relationship between estimation accuracy and disturbance rejection. An optimal range of the threshold for robustness coefficient is also discussed and proposed. Experimental results demonstrate the efficacy and the robustness of the BP ANN model together with the proposed identification approach, which can provide an important basis for large scale applications of second-life of batteries.

  12. Neural network-based robust actuator fault diagnosis for a non-linear multi-tank system.

    Science.gov (United States)

    Mrugalski, Marcin; Luzar, Marcel; Pazera, Marcin; Witczak, Marcin; Aubrun, Christophe

    2016-03-01

    The paper is devoted to the problem of the robust actuator fault diagnosis of the dynamic non-linear systems. In the proposed method, it is assumed that the diagnosed system can be modelled by the recurrent neural network, which can be transformed into the linear parameter varying form. Such a system description allows developing the designing scheme of the robust unknown input observer within H∞ framework for a class of non-linear systems. The proposed approach is designed in such a way that a prescribed disturbance attenuation level is achieved with respect to the actuator fault estimation error, while guaranteeing the convergence of the observer. The application of the robust unknown input observer enables actuator fault estimation, which allows applying the developed approach to the fault tolerant control tasks. Copyright © 2016 ISA. Published by Elsevier Ltd. All rights reserved.

  13. Robust digital processing of speech signals

    CERN Document Server

    Kovacevic, Branko; Veinović, Mladen; Marković, Milan

    2017-01-01

    This book focuses on speech signal phenomena, presenting a robustification of the usual speech generation models with regard to the presumed types of excitation signals, which is equivalent to the introduction of a class of nonlinear models and the corresponding criterion functions for parameter estimation. Compared to the general class of nonlinear models, such as various neural networks, these models possess good properties of controlled complexity, the option of working in “online” mode, as well as a low information volume for efficient speech encoding and transmission. Providing comprehensive insights, the book is based on the authors’ research, which has already been published, supplemented by additional texts discussing general considerations of speech modeling, linear predictive analysis and robust parameter estimation.

  14. Adaptive estimation of a time-varying phase with coherent states: Smoothing can give an unbounded improvement over filtering

    Science.gov (United States)

    Laverick, Kiarn T.; Wiseman, Howard M.; Dinani, Hossein T.; Berry, Dominic W.

    2018-04-01

    The problem of measuring a time-varying phase, even when the statistics of the variation is known, is considerably harder than that of measuring a constant phase. In particular, the usual bounds on accuracy, such as the 1 /(4 n ¯) standard quantum limit with coherent states, do not apply. Here, by restricting to coherent states, we are able to analytically obtain the achievable accuracy, the equivalent of the standard quantum limit, for a wide class of phase variation. In particular, we consider the case where the phase has Gaussian statistics and a power-law spectrum equal to κp -1/|ω| p for large ω , for some p >1 . For coherent states with mean photon flux N , we give the quantum Cramér-Rao bound on the mean-square phase error as [psin(π /p ) ] -1(4N /κ ) -(p -1 )/p . Next, we consider whether the bound can be achieved by an adaptive homodyne measurement in the limit N /κ ≫1 , which allows the photocurrent to be linearized. Applying the optimal filtering for the resultant linear Gaussian system, we find the same scaling with N , but with a prefactor larger by a factor of p . By contrast, if we employ optimal smoothing we can exactly obtain the quantum Cramér-Rao bound. That is, contrary to previously considered (p =2 ) cases of phase estimation, here the improvement offered by smoothing over filtering is not limited to a factor of 2 but rather can be unbounded by a factor of p . We also study numerically the performance of these estimators for an adaptive measurement in the limit where N /κ is not large and find a more complicated picture.

  15. Robust logistic regression to narrow down the winner's curse for rare and recessive susceptibility variants.

    Science.gov (United States)

    Kesselmeier, Miriam; Lorenzo Bermejo, Justo

    2017-11-01

    Logistic regression is the most common technique used for genetic case-control association studies. A disadvantage of standard maximum likelihood estimators of the genotype relative risk (GRR) is their strong dependence on outlier subjects, for example, patients diagnosed at unusually young age. Robust methods are available to constrain outlier influence, but they are scarcely used in genetic studies. This article provides a non-intimidating introduction to robust logistic regression, and investigates its benefits and limitations in genetic association studies. We applied the bounded Huber and extended the R package 'robustbase' with the re-descending Hampel functions to down-weight outlier influence. Computer simulations were carried out to assess the type I error rate, mean squared error (MSE) and statistical power according to major characteristics of the genetic study and investigated markers. Simulations were complemented with the analysis of real data. Both standard and robust estimation controlled type I error rates. Standard logistic regression showed the highest power but standard GRR estimates also showed the largest bias and MSE, in particular for associated rare and recessive variants. For illustration, a recessive variant with a true GRR=6.32 and a minor allele frequency=0.05 investigated in a 1000 case/1000 control study by standard logistic regression resulted in power=0.60 and MSE=16.5. The corresponding figures for Huber-based estimation were power=0.51 and MSE=0.53. Overall, Hampel- and Huber-based GRR estimates did not differ much. Robust logistic regression may represent a valuable alternative to standard maximum likelihood estimation when the focus lies on risk prediction rather than identification of susceptibility variants. © The Author 2016. Published by Oxford University Press. All rights reserved. For Permissions, please email: journals.permissions@oup.com.

  16. EnTracked: Energy-Efficient Robust Position Tracking for Mobile Devices

    DEFF Research Database (Denmark)

    Kjærgaard, Mikkel Baun; Jensen, Jakob Langdal; Godsk, Torben

    2009-01-01

    conditions and mobility, schedules position updates to both minimize energy consumption and optimize robustness. The realized system tracks pedestrian targets equipped with GPS-enabled devices. The system is configurable to realize different trade-offs between energy consumption and robustness. We provide...... of the mobile device. Furthermore, tracking has to robustly deliver position updates when faced with changing conditions such as delays due to positioning and communication, and changing positioning accuracy. This work proposes EnTracked --- a system that, based on the estimation and prediction of system...... extensive experimental results by profiling how devices consume power, by emulation on collected data and by validation in several real-world deployments. Results from this profiling show how a device consumes power while tracking its position. Results from the emulation indicate that the system can...

  17. New results for global robust stability of bidirectional associative memory neural networks with multiple time delays

    International Nuclear Information System (INIS)

    Senan, Sibel; Arik, Sabri

    2009-01-01

    This paper presents some new sufficient conditions for the global robust asymptotic stability of the equilibrium point for bidirectional associative memory (BAM) neural networks with multiple time delays. The results we obtain impose constraint conditions on the network parameters of neural system independently of the delay parameter, and they are applicable to all bounded continuous non-monotonic neuron activation functions. We also give some numerical examples to demonstrate the applicability and effectiveness of our results, and compare the results with the previous robust stability results derived in the literature.

  18. Robust Multivariable Estimation of the Relevant Information Coming from a Wheel Speed Sensor and an Accelerometer Embedded in a Car under Performance Tests

    Directory of Open Access Journals (Sweden)

    Wilmar Hernandez

    2005-11-01

    Full Text Available In the present paper, in order to estimate the response of both a wheel speedsensor and an accelerometer placed in a car under performance tests, robust and optimalmultivariable estimation techniques are used. In this case, the disturbances and noisescorrupting the relevant information coming from the sensors’ outputs are so dangerous thattheir negative influence on the electrical systems impoverish the general performance of thecar. In short, the solution to this problem is a safety related problem that deserves our fullattention. Therefore, in order to diminish the negative effects of the disturbances and noiseson the car’s electrical and electromechanical systems, an optimum observer is used. Theexperimental results show a satisfactory improvement in the signal-to-noise ratio of therelevant signals and demonstrate the importance of the fusion of several intelligent sensordesign techniques when designing the intelligent sensors that today’s cars need.

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

    Science.gov (United States)

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

    2015-12-18

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

  20. Face Value: Towards Robust Estimates of Snow Leopard Densities.

    Directory of Open Access Journals (Sweden)

    Justine S Alexander

    Full Text Available When densities of large carnivores fall below certain thresholds, dramatic ecological effects can follow, leading to oversimplified ecosystems. Understanding the population status of such species remains a major challenge as they occur in low densities and their ranges are wide. This paper describes the use of non-invasive data collection techniques combined with recent spatial capture-recapture methods to estimate the density of snow leopards Panthera uncia. It also investigates the influence of environmental and human activity indicators on their spatial distribution. A total of 60 camera traps were systematically set up during a three-month period over a 480 km2 study area in Qilianshan National Nature Reserve, Gansu Province, China. We recorded 76 separate snow leopard captures over 2,906 trap-days, representing an average capture success of 2.62 captures/100 trap-days. We identified a total number of 20 unique individuals from photographs and estimated snow leopard density at 3.31 (SE = 1.01 individuals per 100 km2. Results of our simulation exercise indicate that our estimates from the Spatial Capture Recapture models were not optimal to respect to bias and precision (RMSEs for density parameters less or equal to 0.87. Our results underline the critical challenge in achieving sufficient sample sizes of snow leopard captures and recaptures. Possible performance improvements are discussed, principally by optimising effective camera capture and photographic data quality.

  1. A COMPARISON OF SOME ROBUST BIVARIATE CONTROL CHARTS FOR INDIVIDUAL OBSERVATIONS

    Directory of Open Access Journals (Sweden)

    Moustafa Omar Ahmed Abu - Shawiesh

    2014-06-01

    Full Text Available This paper proposed and considered some bivariate control charts to monitor individual observations from a statistical process control. Usual control charts which use mean and variance-covariance estimators are sensitive to outliers. We consider the following robust alternatives to the classical Hoteling's T2: T2MedMAD, T2MCD, T2MVE a simulation study has been conducted to compare the performance of these control charts. Two real life data are analyzed to illustrate the application of these robust alternatives.

  2. Do flexible labor markets indeed reduce unemployment? A robustness check

    NARCIS (Netherlands)

    Vergeer, R.; Kleinknecht, A.

    2012-01-01

    Nickell et al. (2005) have frequently been cited as empirical evidence that labor market rigidities cause high unemployment. We find that their model is not robust. Leaving their database unchanged and changing three details in their estimation procedure, it turns out that several policy-relevant

  3. Intrinsic Grassmann Averages for Online Linear and Robust Subspace Learning

    DEFF Research Database (Denmark)

    Chakraborty, Rudrasis; Hauberg, Søren; Vemuri, Baba C.

    2017-01-01

    Principal Component Analysis (PCA) is a fundamental method for estimating a linear subspace approximation to high-dimensional data. Many algorithms exist in literature to achieve a statistically robust version of PCA called RPCA. In this paper, we present a geometric framework for computing the p...

  4. Defining robustness protocols: a method to include and evaluate robustness in clinical plans

    International Nuclear Information System (INIS)

    McGowan, S E; Albertini, F; Lomax, A J; Thomas, S J

    2015-01-01

    We aim to define a site-specific robustness protocol to be used during the clinical plan evaluation process. Plan robustness of 16 skull base IMPT plans to systematic range and random set-up errors have been retrospectively and systematically analysed. This was determined by calculating the error-bar dose distribution (ebDD) for all the plans and by defining some metrics used to define protocols aiding the plan assessment. Additionally, an example of how to clinically use the defined robustness database is given whereby a plan with sub-optimal brainstem robustness was identified. The advantage of using different beam arrangements to improve the plan robustness was analysed. Using the ebDD it was found range errors had a smaller effect on dose distribution than the corresponding set-up error in a single fraction, and that organs at risk were most robust to the range errors, whereas the target was more robust to set-up errors. A database was created to aid planners in terms of plan robustness aims in these volumes. This resulted in the definition of site-specific robustness protocols. The use of robustness constraints allowed for the identification of a specific patient that may have benefited from a treatment of greater individuality. A new beam arrangement showed to be preferential when balancing conformality and robustness for this case. The ebDD and error-bar volume histogram proved effective in analysing plan robustness. The process of retrospective analysis could be used to establish site-specific robustness planning protocols in proton therapy. These protocols allow the planner to determine plans that, although delivering a dosimetrically adequate dose distribution, have resulted in sub-optimal robustness to these uncertainties. For these cases the use of different beam start conditions may improve the plan robustness to set-up and range uncertainties. (paper)

  5. Defining robustness protocols: a method to include and evaluate robustness in clinical plans

    Science.gov (United States)

    McGowan, S. E.; Albertini, F.; Thomas, S. J.; Lomax, A. J.

    2015-04-01

    We aim to define a site-specific robustness protocol to be used during the clinical plan evaluation process. Plan robustness of 16 skull base IMPT plans to systematic range and random set-up errors have been retrospectively and systematically analysed. This was determined by calculating the error-bar dose distribution (ebDD) for all the plans and by defining some metrics used to define protocols aiding the plan assessment. Additionally, an example of how to clinically use the defined robustness database is given whereby a plan with sub-optimal brainstem robustness was identified. The advantage of using different beam arrangements to improve the plan robustness was analysed. Using the ebDD it was found range errors had a smaller effect on dose distribution than the corresponding set-up error in a single fraction, and that organs at risk were most robust to the range errors, whereas the target was more robust to set-up errors. A database was created to aid planners in terms of plan robustness aims in these volumes. This resulted in the definition of site-specific robustness protocols. The use of robustness constraints allowed for the identification of a specific patient that may have benefited from a treatment of greater individuality. A new beam arrangement showed to be preferential when balancing conformality and robustness for this case. The ebDD and error-bar volume histogram proved effective in analysing plan robustness. The process of retrospective analysis could be used to establish site-specific robustness planning protocols in proton therapy. These protocols allow the planner to determine plans that, although delivering a dosimetrically adequate dose distribution, have resulted in sub-optimal robustness to these uncertainties. For these cases the use of different beam start conditions may improve the plan robustness to set-up and range uncertainties.

  6. Robust photometric stereo using structural light sources

    Science.gov (United States)

    Han, Tian-Qi; Cheng, Yue; Shen, Hui-Liang; Du, Xin

    2014-05-01

    We propose a robust photometric stereo method by using structural arrangement of light sources. In the arrangement, light sources are positioned on a planar grid and form a set of collinear combinations. The shadow pixels are detected by adaptive thresholding. The specular highlight and diffuse pixels are distinguished according to their intensity deviations of the collinear combinations, thanks to the special arrangement of light sources. The highlight detection problem is cast as a pattern classification problem and is solved using support vector machine classifiers. Considering the possible misclassification of highlight pixels, the ℓ1 regularization is further employed in normal map estimation. Experimental results on both synthetic and real-world scenes verify that the proposed method can robustly recover the surface normal maps in the case of heavy specular reflection and outperforms the state-of-the-art techniques.

  7. Network robustness assessed within a dual connectivity framework: joint dynamics of the Active and Idle Networks.

    Science.gov (United States)

    Tejedor, Alejandro; Longjas, Anthony; Zaliapin, Ilya; Ambroj, Samuel; Foufoula-Georgiou, Efi

    2017-08-17

    Network robustness against attacks has been widely studied in fields as diverse as the Internet, power grids and human societies. But current definition of robustness is only accounting for half of the story: the connectivity of the nodes unaffected by the attack. Here we propose a new framework to assess network robustness, wherein the connectivity of the affected nodes is also taken into consideration, acknowledging that it plays a crucial role in properly evaluating the overall network robustness in terms of its future recovery from the attack. Specifically, we propose a dual perspective approach wherein at any instant in the network evolution under attack, two distinct networks are defined: (i) the Active Network (AN) composed of the unaffected nodes and (ii) the Idle Network (IN) composed of the affected nodes. The proposed robustness metric considers both the efficiency of destroying the AN and that of building-up the IN. We show, via analysis of well-known prototype networks and real world data, that trade-offs between the efficiency of Active and Idle Network dynamics give rise to surprising robustness crossovers and re-rankings, which can have significant implications for decision making.

  8. Robust EM Continual Reassessment Method in Oncology Dose Finding

    Science.gov (United States)

    Yuan, Ying; Yin, Guosheng

    2012-01-01

    The continual reassessment method (CRM) is a commonly used dose-finding design for phase I clinical trials. Practical applications of this method have been restricted by two limitations: (1) the requirement that the toxicity outcome needs to be observed shortly after the initiation of the treatment; and (2) the potential sensitivity to the prespecified toxicity probability at each dose. To overcome these limitations, we naturally treat the unobserved toxicity outcomes as missing data, and use the expectation-maximization (EM) algorithm to estimate the dose toxicity probabilities based on the incomplete data to direct dose assignment. To enhance the robustness of the design, we propose prespecifying multiple sets of toxicity probabilities, each set corresponding to an individual CRM model. We carry out these multiple CRMs in parallel, across which model selection and model averaging procedures are used to make more robust inference. We evaluate the operating characteristics of the proposed robust EM-CRM designs through simulation studies and show that the proposed methods satisfactorily resolve both limitations of the CRM. Besides improving the MTD selection percentage, the new designs dramatically shorten the duration of the trial, and are robust to the prespecification of the toxicity probabilities. PMID:22375092

  9. Role-modeling and conversations about giving in the socialization of adolescent charitable giving and volunteering.

    Science.gov (United States)

    Ottoni-Wilhelm, Mark; Estell, David B; Perdue, Neil H

    2014-01-01

    This study investigated the relationship between the monetary giving and volunteering behavior of adolescents and the role-modeling and conversations about giving provided by their parents. The participants are a large nationally-representative sample of 12-18 year-olds from the Panel Study of Income Dynamics' Child Development Supplement (n = 1244). Adolescents reported whether they gave money and whether they volunteered. In a separate interview parents reported whether they talked to their adolescent about giving. In a third interview, parents reported whether they gave money and volunteered. The results show that both role-modeling and conversations about giving are strongly related to adolescents' giving and volunteering. Knowing that both role-modeling and conversation are strongly related to adolescents' giving and volunteering suggests an often over-looked way for practitioners and policy-makers to nurture giving and volunteering among adults: start earlier, during adolescence, by guiding parents in their role-modeling of, and conversations about, charitable giving and volunteering. Copyright © 2013 The Foundation for Professionals in Services for Adolescents. Published by Elsevier Ltd. All rights reserved.

  10. Robust Estimation of HDR in fMRI using H-infinity Filters

    DEFF Research Database (Denmark)

    Puthusserypady, Sadasivan; Jue, R.; Ratnarajah, T.

    2010-01-01

    Estimation and detection of the hemodynamic response (HDR) are of great importance in functional MRI (fMRI) data analysis. In this paper, we propose the use of three H-infinity adaptive filters (finite memory, exponentially weighted, and timevarying) for accurate estimation and detection of the HDR......-1487]. Performances of the proposed techniques are compared to the conventional t-test method as well as the well-known LMSs and recursive least squares algorithms. Extensive numerical simulations show that the proposed methods result in better HDR estimations and activation detections....

  11. Attitudes and Perceptions about Private Philanthropic Giving to Arizona Community Colleges and Universities: Implications for Practice

    Science.gov (United States)

    Martinez, George Andrew

    2009-01-01

    Wide disparity exists in philanthropic giving to public, two-year community colleges as compared to public, four-year universities. Recent estimates indicate that 0.5 to 5% of all private philanthropic giving to U.S. higher education annually goes to public, two-year community colleges, with the remainder going to public and private four-year…

  12. Methodological Framework for Estimating the Correlation Dimension in HRV Signals

    Directory of Open Access Journals (Sweden)

    Juan Bolea

    2014-01-01

    Full Text Available This paper presents a methodological framework for robust estimation of the correlation dimension in HRV signals. It includes (i a fast algorithm for on-line computation of correlation sums; (ii log-log curves fitting to a sigmoidal function for robust maximum slope estimation discarding the estimation according to fitting requirements; (iii three different approaches for linear region slope estimation based on latter point; and (iv exponential fitting for robust estimation of saturation level of slope series with increasing embedded dimension to finally obtain the correlation dimension estimate. Each approach for slope estimation leads to a correlation dimension estimate, called D^2, D^2⊥, and D^2max. D^2 and D^2max estimate the theoretical value of correlation dimension for the Lorenz attractor with relative error of 4%, and D^2⊥ with 1%. The three approaches are applied to HRV signals of pregnant women before spinal anesthesia for cesarean delivery in order to identify patients at risk for hypotension. D^2 keeps the 81% of accuracy previously described in the literature while D^2⊥ and D^2max approaches reach 91% of accuracy in the same database.

  13. Robust fast controller design via nonlinear fractional differential equations.

    Science.gov (United States)

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

    2017-07-01

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

  14. A Robust Statistics Approach to Minimum Variance Portfolio Optimization

    Science.gov (United States)

    Yang, Liusha; Couillet, Romain; McKay, Matthew R.

    2015-12-01

    We study the design of portfolios under a minimum risk criterion. The performance of the optimized portfolio relies on the accuracy of the estimated covariance matrix of the portfolio asset returns. For large portfolios, the number of available market returns is often of similar order to the number of assets, so that the sample covariance matrix performs poorly as a covariance estimator. Additionally, financial market data often contain outliers which, if not correctly handled, may further corrupt the covariance estimation. We address these shortcomings by studying the performance of a hybrid covariance matrix estimator based on Tyler's robust M-estimator and on Ledoit-Wolf's shrinkage estimator while assuming samples with heavy-tailed distribution. Employing recent results from random matrix theory, we develop a consistent estimator of (a scaled version of) the realized portfolio risk, which is minimized by optimizing online the shrinkage intensity. Our portfolio optimization method is shown via simulations to outperform existing methods both for synthetic and real market data.

  15. Robust PV Degradation Methodology and Application

    Energy Technology Data Exchange (ETDEWEB)

    Jordan, Dirk [National Renewable Energy Laboratory (NREL), Golden, CO (United States); Deline, Christopher A [National Renewable Energy Laboratory (NREL), Golden, CO (United States); Kurtz, Sarah [National Renewable Energy Laboratory (NREL), Golden, CO (United States); Kimball, Greg [SunPower; Anderson, Mike [SunPower

    2017-11-15

    The degradation rate plays an important role in predicting and assessing the long-term energy generation of PV systems. Many methods have been proposed for extracting the degradation rate from operational data of PV systems, but most of the published approaches are susceptible to bias due to inverter clipping, module soiling, temporary outages, seasonality, and sensor degradation. In this manuscript, we propose a methodology for determining PV degradation leveraging available modeled clear-sky irradiance data rather than site sensor data, and a robust year-over-year (YOY) rate calculation. We show the method to provide reliable degradation rate estimates even in the case of sensor drift, data shifts, and soiling. Compared with alternate methods, we demonstrate that the proposed method delivers the lowest uncertainty in degradation rate estimates for a fleet of 486 PV systems.

  16. Approximate truncation robust computed tomography—ATRACT

    International Nuclear Information System (INIS)

    Dennerlein, Frank; Maier, Andreas

    2013-01-01

    We present an approximate truncation robust algorithm to compute tomographic images (ATRACT). This algorithm targets at reconstructing volumetric images from cone-beam projections in scenarios where these projections are highly truncated in each dimension. It thus facilitates reconstructions of small subvolumes of interest, without involving prior knowledge about the object. Our method is readily applicable to medical C-arm imaging, where it may contribute to new clinical workflows together with a considerable reduction of x-ray dose. We give a detailed derivation of ATRACT that starts from the conventional Feldkamp filtered-backprojection algorithm and that involves, as one component, a novel original formula for the inversion of the two-dimensional Radon transform. Discretization and numerical implementation are discussed and reconstruction results from both, simulated projections and first clinical data sets are presented. (paper)

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

    Science.gov (United States)

    Ebrahimkhani, Sadegh

    2016-07-01

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

  18. Robust band gap and half-metallicity in graphene with triangular perforations

    DEFF Research Database (Denmark)

    Gregersen, Søren Schou; Power, Stephen; Jauho, Antti-Pekka

    2016-01-01

    Ideal graphene antidot lattices are predicted to show promising band gap behavior (i.e., EG ≅ 500 meV) under carefully specified conditions. However, for the structures studied so far this behavior is critically dependent on superlattice geometry and is not robust against experimentally realistic...... disorders. Here we study a rectangular array of triangular antidots with zigzag edge geometries and show that their band gap behavior qualitatively differs from the standard behavior which is exhibited, e.g., by rectangular arrays of armchair-edged triangles. In the spin unpolarized case, zigzag......-edged antidots give rise to large band gaps compared to armchair-edged antidots, irrespective of the rules which govern the existence of gaps in armchair-edged antidot lattices. In addition the zigzag-edged antidots appear more robust than armchair-edged antidots in the presence of geometrical disorder...

  19. A Framework for the Application of Robust Design Methods and Tools

    DEFF Research Database (Denmark)

    Göhler, Simon Moritz; Howard, Thomas J.

    2014-01-01

    can deliver are not always clear. Expectations to the output are sometimes misleading and imply the incorrect utilization of tools. A categorization of tools, methods and techniques typically associated with robust design methodology in the literature is provided in this paper in terms of purpose...... and deliverables of the individual tool or method. The majority of tools aims for optimizing an existing design solution or give an indication of how robust a design is, which requires a somewhat settled design. Furthermore, the categorization presented in this paper shows a lack in the methodology for tools...... of the existing tools. When to apply, what tool or method, for which purpose can be concluded. The paper also contributes with a framework for researchers to derive a generic landscape or database for RDM build upon the main premises and deliverables of each method....

  20. Robust surface registration using N-points approximate congruent sets

    Directory of Open Access Journals (Sweden)

    Yao Jian

    2011-01-01

    Full Text Available Abstract Scans acquired by 3D sensors are typically represented in a local coordinate system. When multiple scans, taken from different locations, represent the same scene these must be registered to a common reference frame. We propose a fast and robust registration approach to automatically align two scans by finding two sets of N-points, that are approximately congruent under rigid transformation and leading to a good estimate of the transformation between their corresponding point clouds. Given two scans, our algorithm randomly searches for the best sets of congruent groups of points using a RANSAC-based approach. To successfully and reliably align two scans when there is only a small overlap, we improve the basic RANSAC random selection step by employing a weight function that approximates the probability of each pair of points in one scan to match one pair in the other. The search time to find pairs of congruent sets of N-points is greatly reduced by employing a fast search codebook based on both binary and multi-dimensional lookup tables. Moreover, we introduce a novel indicator of the overlapping region quality which is used to verify the estimated rigid transformation and to improve the alignment robustness. Our framework is general enough to incorporate and efficiently combine different point descriptors derived from geometric and texture-based feature points or scene geometrical characteristics. We also present a method to improve the matching effectiveness of texture feature descriptors by extracting them from an atlas of rectified images recovered from the scan reflectance image. Our algorithm is robust with respect to different sampling densities and also resilient to noise and outliers. We demonstrate its robustness and efficiency on several challenging scan datasets with varying degree of noise, outliers, extent of overlap, acquired from indoor and outdoor scenarios.

  1. Robust Learning of High-dimensional Biological Networks with Bayesian Networks

    Science.gov (United States)

    Nägele, Andreas; Dejori, Mathäus; Stetter, Martin

    Structure learning of Bayesian networks applied to gene expression data has become a potentially useful method to estimate interactions between genes. However, the NP-hardness of Bayesian network structure learning renders the reconstruction of the full genetic network with thousands of genes unfeasible. Consequently, the maximal network size is usually restricted dramatically to a small set of genes (corresponding with variables in the Bayesian network). Although this feature reduction step makes structure learning computationally tractable, on the downside, the learned structure might be adversely affected due to the introduction of missing genes. Additionally, gene expression data are usually very sparse with respect to the number of samples, i.e., the number of genes is much greater than the number of different observations. Given these problems, learning robust network features from microarray data is a challenging task. This chapter presents several approaches tackling the robustness issue in order to obtain a more reliable estimation of learned network features.

  2. Access Based Cost Estimation for Beddown Analysis

    National Research Council Canada - National Science Library

    Pennington, Jasper E

    2006-01-01

    The purpose of this research is to develop an automated web-enabled beddown estimation application for Air Mobility Command in order to increase the effectiveness and enhance the robustness of beddown estimates...

  3. Robust Video Stabilization Using Particle Keypoint Update and l1-Optimized Camera Path

    Directory of Open Access Journals (Sweden)

    Semi Jeon

    2017-02-01

    Full Text Available Acquisition of stabilized video is an important issue for various type of digital cameras. This paper presents an adaptive camera path estimation method using robust feature detection to remove shaky artifacts in a video. The proposed algorithm consists of three steps: (i robust feature detection using particle keypoints between adjacent frames; (ii camera path estimation and smoothing; and (iii rendering to reconstruct a stabilized video. As a result, the proposed algorithm can estimate the optimal homography by redefining important feature points in the flat region using particle keypoints. In addition, stabilized frames with less holes can be generated from the optimal, adaptive camera path that minimizes a temporal total variation (TV. The proposed video stabilization method is suitable for enhancing the visual quality for various portable cameras and can be applied to robot vision, driving assistant systems, and visual surveillance systems.

  4. Robust Stability of Scaled-Four-Channel Teleoperation with Internet Time-Varying Delays

    Directory of Open Access Journals (Sweden)

    Emma Delgado

    2016-04-01

    Full Text Available We describe the application of a generic stability framework for a teleoperation system under time-varying delay conditions, as addressed in a previous work, to a scaled-four-channel (γ-4C control scheme. Described is how varying delays are dealt with by means of dynamic encapsulation, giving rise to mu-test conditions for robust stability and offering an appealing frequency technique to deal with the stability robustness of the architecture. We discuss ideal transparency problems and we adapt classical solutions so that controllers are proper, without single or double differentiators, and thus avoid the negative effects of noise. The control scheme was fine-tuned and tested for complete stability to zero of the whole state, while seeking a practical solution to the trade-off between stability and transparency in the Internet-based teleoperation. These ideas were tested on an Internet-based application with two Omni devices at remote laboratory locations via simulations and real remote experiments that achieved robust stability, while performing well in terms of position synchronization and force transparency.

  5. Robust Stability of Scaled-Four-Channel Teleoperation with Internet Time-Varying Delays.

    Science.gov (United States)

    Delgado, Emma; Barreiro, Antonio; Falcón, Pablo; Díaz-Cacho, Miguel

    2016-04-26

    We describe the application of a generic stability framework for a teleoperation system under time-varying delay conditions, as addressed in a previous work, to a scaled-four-channel (γ-4C) control scheme. Described is how varying delays are dealt with by means of dynamic encapsulation, giving rise to mu-test conditions for robust stability and offering an appealing frequency technique to deal with the stability robustness of the architecture. We discuss ideal transparency problems and we adapt classical solutions so that controllers are proper, without single or double differentiators, and thus avoid the negative effects of noise. The control scheme was fine-tuned and tested for complete stability to zero of the whole state, while seeking a practical solution to the trade-off between stability and transparency in the Internet-based teleoperation. These ideas were tested on an Internet-based application with two Omni devices at remote laboratory locations via simulations and real remote experiments that achieved robust stability, while performing well in terms of position synchronization and force transparency.

  6. Robustness of Structural Systems

    DEFF Research Database (Denmark)

    Canisius, T.D.G.; Sørensen, John Dalsgaard; Baker, J.W.

    2007-01-01

    The importance of robustness as a property of structural systems has been recognised following several structural failures, such as that at Ronan Point in 1968,where the consequenceswere deemed unacceptable relative to the initiating damage. A variety of research efforts in the past decades have...... attempted to quantify aspects of robustness such as redundancy and identify design principles that can improve robustness. This paper outlines the progress of recent work by the Joint Committee on Structural Safety (JCSS) to develop comprehensive guidance on assessing and providing robustness in structural...... systems. Guidance is provided regarding the assessment of robustness in a framework that considers potential hazards to the system, vulnerability of system components, and failure consequences. Several proposed methods for quantifying robustness are reviewed, and guidelines for robust design...

  7. Variable-structure approaches analysis, simulation, robust control and estimation of uncertain dynamic processes

    CERN Document Server

    Senkel, Luise

    2016-01-01

    This edited book aims at presenting current research activities in the field of robust variable-structure systems. The scope equally comprises highlighting novel methodological aspects as well as presenting the use of variable-structure techniques in industrial applications including their efficient implementation on hardware for real-time control. The target audience primarily comprises research experts in the field of control theory and nonlinear dynamics but the book may also be beneficial for graduate students.

  8. Robust Solvers for Symmetric Positive Definite Operators and Weighted Poincaré Inequalities

    KAUST Repository

    Efendiev, Yalchin

    2012-01-01

    An abstract setting for robustly preconditioning symmetric positive definite (SPD) operators is presented. The term "robust" refers to the property of the condition numbers of the preconditioned systems being independent of mesh parameters and problem parameters. Important instances of such problem parameters are in particular (highly varying) coefficients. The method belongs to the class of additive Schwarz preconditioners. The paper gives an overview of the results obtained in a recent paper by the authors. It, furthermore, focuses on the importance of weighted Poincaré inequalities, whose notion is extended to general SPD operators, for the analysis of stable decompositions. To demonstrate the applicability of the abstract preconditioner the scalar elliptic equation and the stream function formulation of Brinkman\\'s equations in two spatial dimensions are considered. Several numerical examples are presented. © 2012 Springer-Verlag.

  9. Robustness in laying hens

    NARCIS (Netherlands)

    Star, L.

    2008-01-01

    The aim of the project ‘The genetics of robustness in laying hens’ was to investigate nature and regulation of robustness in laying hens under sub-optimal conditions and the possibility to increase robustness by using animal breeding without loss of production. At the start of the project, a robust

  10. A mixture model for robust registration in Kinect sensor

    Science.gov (United States)

    Peng, Li; Zhou, Huabing; Zhu, Shengguo

    2018-03-01

    The Microsoft Kinect sensor has been widely used in many applications, but it suffers from the drawback of low registration precision between color image and depth image. In this paper, we present a robust method to improve the registration precision by a mixture model that can handle multiply images with the nonparametric model. We impose non-parametric geometrical constraints on the correspondence, as a prior distribution, in a reproducing kernel Hilbert space (RKHS).The estimation is performed by the EM algorithm which by also estimating the variance of the prior model is able to obtain good estimates. We illustrate the proposed method on the public available dataset. The experimental results show that our approach outperforms the baseline methods.

  11. Differences between carbon budget estimates unravelled

    NARCIS (Netherlands)

    Rogelj, Joeri; Schaeffer, Michiel; Friedlingstein, Pierre; Gillett, Nathan P.; Van Vuuren, Detlef P.|info:eu-repo/dai/nl/11522016X; Riahi, Keywan; Allen, Myles; Knutti, Reto

    2016-01-01

    Several methods exist to estimate the cumulative carbon emissions that would keep global warming to below a given temperature limit. Here we review estimates reported by the IPCC and the recent literature, and discuss the reasons underlying their differences. The most scientifically robust

  12. M-Estimators of Roughness and Scale for -Modelled SAR Imagery

    Directory of Open Access Journals (Sweden)

    Frery Alejandro C

    2002-01-01

    Full Text Available The GA0 distribution is assumed as the universal model for multilook amplitude SAR imagery data under the multiplicative model. This distribution has two unknown parameters related to the roughness and the scale of the signal, that can be used in image analysis and processing. It can be seen that maximum likelihood and moment estimators for its parameters can be influenced by small percentages of "outliers"; hence, it is of outmost importance to find robust estimators for these parameters. One of the best-known classes of robust techniques is that of M-estimators, which are an extension of the maximum likelihood estimation method. In this work we derive the M-estimators for the parameters of the distribution, and compare them with maximum likelihood estimators with a Monte-Carlo experience. It is checked that this robust technique is superior to the classical approach under the presence of corner reflectors, a common source of contamination in SAR images. Numerical issues are addressed, and a practical example is provided.

  13. Modified Weighted Kaplan-Meier Estimator

    Directory of Open Access Journals (Sweden)

    Mohammad Shafiq

    2007-01-01

    Full Text Available In many medical studies majority of the study subjects do not reach to the event of interest during the study period. In such situations survival probabilities can be estimated for censored observation by Kaplan Meier estimator. However in case of heavy censoring these estimates are biased and over estimate the survival probabilities. For heavy censoring a new method was proposed (Bahrawar Jan, 2005 to estimate the survival probabilities by weighting the censored observations by non-censoring rate. But the main defect in this weighted method is that it gives zero weight to the last censored observation. To over come this difficulty a new weight is proposed which also gives a non-zero weight to the last censored observation.

  14. Uncertainties in the Item Parameter Estimates and Robust Automated Test Assembly

    Science.gov (United States)

    Veldkamp, Bernard P.; Matteucci, Mariagiulia; de Jong, Martijn G.

    2013-01-01

    Item response theory parameters have to be estimated, and because of the estimation process, they do have uncertainty in them. In most large-scale testing programs, the parameters are stored in item banks, and automated test assembly algorithms are applied to assemble operational test forms. These algorithms treat item parameters as fixed values,…

  15. Interactive inverse kinematics for human motion estimation

    DEFF Research Database (Denmark)

    Engell-Nørregård, Morten Pol; Hauberg, Søren; Lapuyade, Jerome

    2009-01-01

    We present an application of a fast interactive inverse kinematics method as a dimensionality reduction for monocular human motion estimation. The inverse kinematics solver deals efficiently and robustly with box constraints and does not suffer from shaking artifacts. The presented motion...... to significantly speed up the particle filtering. It should be stressed that the observation part of the system has not been our focus, and as such is described only from a sense of completeness. With our approach it is possible to construct a robust and computationally efficient system for human motion estimation....

  16. A Robust Subpixel Motion Estimation Algorithm Using HOS in the Parametric Domain

    Directory of Open Access Journals (Sweden)

    Ibn-Elhaj E

    2009-01-01

    Full Text Available Motion estimation techniques are widely used in todays video processing systems. The most frequently used techniques are the optical flow method and phase correlation method. The vast majority of these algorithms consider noise-free data. Thus, in the case of the image sequences are severely corrupted by additive Gaussian (perhaps non-Gaussian noises of unknown covariance, the classical techniques will fail to work because they will also estimate the noise spatial correlation. In this paper, we have studied this topic from a viewpoint different from the above to explore the fundamental limits in image motion estimation. Our scheme is based on subpixel motion estimation algorithm using bispectrum in the parametric domain. The motion vector of a moving object is estimated by solving linear equations involving third-order hologram and the matrix containing Dirac delta function. Simulation results are presented and compared to the optical flow and phase correlation algorithms; this approach provides more reliable displacement estimates particularly for complex noisy image sequences. In our simulation, we used the database freely available on the web.

  17. A Robust Subpixel Motion Estimation Algorithm Using HOS in the Parametric Domain

    Directory of Open Access Journals (Sweden)

    E. M. Ismaili Aalaoui

    2009-02-01

    Full Text Available Motion estimation techniques are widely used in todays video processing systems. The most frequently used techniques are the optical flow method and phase correlation method. The vast majority of these algorithms consider noise-free data. Thus, in the case of the image sequences are severely corrupted by additive Gaussian (perhaps non-Gaussian noises of unknown covariance, the classical techniques will fail to work because they will also estimate the noise spatial correlation. In this paper, we have studied this topic from a viewpoint different from the above to explore the fundamental limits in image motion estimation. Our scheme is based on subpixel motion estimation algorithm using bispectrum in the parametric domain. The motion vector of a moving object is estimated by solving linear equations involving third-order hologram and the matrix containing Dirac delta function. Simulation results are presented and compared to the optical flow and phase correlation algorithms; this approach provides more reliable displacement estimates particularly for complex noisy image sequences. In our simulation, we used the database freely available on the web.

  18. Robustness and device independence of verifiable blind quantum computing

    International Nuclear Information System (INIS)

    Gheorghiu, Alexandru; Kashefi, Elham; Wallden, Petros

    2015-01-01

    Recent advances in theoretical and experimental quantum computing bring us closer to scalable quantum computing devices. This makes the need for protocols that verify the correct functionality of quantum operations timely and has led to the field of quantum verification. In this paper we address key challenges to make quantum verification protocols applicable to experimental implementations. We prove the robustness of the single server verifiable universal blind quantum computing protocol of Fitzsimons and Kashefi (2012 arXiv:1203.5217) in the most general scenario. This includes the case where the purification of the deviated input state is in the hands of an adversarial server. The proved robustness property allows the composition of this protocol with a device-independent state tomography protocol that we give, which is based on the rigidity of CHSH games as proposed by Reichardt et al (2013 Nature 496 456–60). The resulting composite protocol has lower round complexity for the verification of entangled quantum servers with a classical verifier and, as we show, can be made fault tolerant. (paper)

  19. Robustness of the Risk-Return Relationship in the U.S. Stock Market

    OpenAIRE

    Lanne, Markku; Luoto, Jani

    2007-01-01

    In this paper, we study the risk-return relationship in monthly U.S. stock returns (1928:1— 2004:12) using GARCH-in-Mean models. In particular, we consider the robustness of the relationship with respect to the omission of the intercept term in the equation for the expected excess return recently recommended by Lanne and Saikkonen (2006). The existence of the relationship is quite robust, but its estimated strength is dependent on the prior belief concerning the intercept. This is the case in...

  20. Giving presentations

    CERN Document Server

    Ellis, Mark

    1997-01-01

    This is part of a series of books, which gives training in key business communication skills. Emphasis is placed on building awareness of language appropriateness and fluency in typical business interactions. This new edition is in full colour.

  1. Differences between carbon budget estimates unravelled

    NARCIS (Netherlands)

    Rogelj, Joeri; Schaeffer, Michiel; Friedlingstein, Pierre; Gillett, Nathan P.; Vuuren, Van Detlef P.; Riahi, Keywan; Allen, Myles; Knutti, Reto

    2016-01-01

    Several methods exist to estimate the cumulative carbon emissions that would keep global warming to below a given temperature limit. Here we review estimates reported by the IPCC and the recent literature, and discuss the reasons underlying their differences. The most scientifically robust

  2. Optimal strategy analysis based on robust predictive control for inventory system with random demand

    Science.gov (United States)

    Saputra, Aditya; Widowati, Sutrisno

    2017-12-01

    In this paper, the optimal strategy for a single product single supplier inventory system with random demand is analyzed by using robust predictive control with additive random parameter. We formulate the dynamical system of this system as a linear state space with additive random parameter. To determine and analyze the optimal strategy for the given inventory system, we use robust predictive control approach which gives the optimal strategy i.e. the optimal product volume that should be purchased from the supplier for each time period so that the expected cost is minimal. A numerical simulation is performed with some generated random inventory data. We simulate in MATLAB software where the inventory level must be controlled as close as possible to a set point decided by us. From the results, robust predictive control model provides the optimal strategy i.e. the optimal product volume that should be purchased and the inventory level was followed the given set point.

  3. What is it to be sturdy (robust) - can it be trained?

    DEFF Research Database (Denmark)

    Nielsen, Niss Skov; Bojsen, Ann Kristina Mikkelsen; Villanueva Holm-Nielsen, Pablo

    Baggrund / Background:There is a higher incidence of morbidity and of psychological symptoms – ie. PTSD and depression - in military and in emergency/rescue professional business compared to the Danish adult population (1). It is a demand from military and from emergency/rescue professional...... suitable to assess people's resilience to stressors (3). Formål/Purpose: This paper intends to give a first insight into the concept of being "sturdy/robust"; To develop and test a Danish model of how to measure sturdiness/robustness; To test the scale's ability to identify people in emergency situations...... who have high risk of developing psychological illness. Metoder / Methods: The concept of being sturdy will be discussed with stakeholders in the aim to develop important factors of what it means to be “sturdy/robust”. This will be used as input for a Danish screening tool. The Scale will be tested...

  4. On Gnostical Estimates

    Czech Academy of Sciences Publication Activity Database

    Fabián, Zdeněk

    2017-01-01

    Roč. 56, č. 2 (2017), s. 125-132 ISSN 0973-1377 Institutional support: RVO:67985807 Keywords : gnostic theory * statistics * robust estimates Subject RIV: BB - Applied Statistics, Operational Research OBOR OECD: Statistics and probability http://www.ceser.in/ceserp/index.php/ijamas/article/view/4707

  5. A robust optimization model for distribution and evacuation in the disaster response phase

    Science.gov (United States)

    Fereiduni, Meysam; Shahanaghi, Kamran

    2017-03-01

    Natural disasters, such as earthquakes, affect thousands of people and can cause enormous financial loss. Therefore, an efficient response immediately following a natural disaster is vital to minimize the aforementioned negative effects. This research paper presents a network design model for humanitarian logistics which will assist in location and allocation decisions for multiple disaster periods. At first, a single-objective optimization model is presented that addresses the response phase of disaster management. This model will help the decision makers to make the most optimal choices in regard to location, allocation, and evacuation simultaneously. The proposed model also considers emergency tents as temporary medical centers. To cope with the uncertainty and dynamic nature of disasters, and their consequences, our multi-period robust model considers the values of critical input data in a set of various scenarios. Second, because of probable disruption in the distribution infrastructure (such as bridges), the Monte Carlo simulation is used for generating related random numbers and different scenarios; the p-robust approach is utilized to formulate the new network. The p-robust approach can predict possible damages along pathways and among relief bases. We render a case study of our robust optimization approach for Tehran's plausible earthquake in region 1. Sensitivity analysis' experiments are proposed to explore the effects of various problem parameters. These experiments will give managerial insights and can guide DMs under a variety of conditions. Then, the performances of the "robust optimization" approach and the "p-robust optimization" approach are evaluated. Intriguing results and practical insights are demonstrated by our analysis on this comparison.

  6. The Effect of Media on Charitable Giving and Volunteering: Evidence from the "Give Five" Campaign

    Science.gov (United States)

    Yoruk, Baris K.

    2012-01-01

    Fundraising campaigns advertised via mass media are common. To what extent such campaigns affect charitable behavior is mostly unknown, however. Using giving and volunteering surveys conducted biennially from 1988 to 1996, I investigate the effect of a national fundraising campaign, "Give Five," on charitable giving and volunteering patterns. The…

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

    Science.gov (United States)

    Huang, Lei

    2015-01-01

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

  8. Robust Fault Diagnosis Design for Linear Multiagent Systems with Incipient Faults

    Directory of Open Access Journals (Sweden)

    Jingping Xia

    2015-01-01

    Full Text Available The design of a robust fault estimation observer is studied for linear multiagent systems subject to incipient faults. By considering the fact that incipient faults are in low-frequency domain, the fault estimation of such faults is proposed for discrete-time multiagent systems based on finite-frequency technique. Moreover, using the decomposition design, an equivalent conclusion is given. Simulation results of a numerical example are presented to demonstrate the effectiveness of the proposed techniques.

  9. Mapping the imaginary of charitable giving

    DEFF Research Database (Denmark)

    Bajde, Domen

    2012-01-01

    The meaningfulness of charitable giving is largely owed to the imaginary conceptions that underpin this form of giving. Building on Taylor's notion of “social imaginary” and Godelier's work on “gift imaginary,” we theorize the imaginary of charitable giving. Through a combination of qualitative m...... across relatively stable assemblages of conceptions of poverty, donors, end-recipients and charitable giving. These assemblages are suggested to form a multifaceted imaginary that is both cultural (shared) and personal (individually performed).......The meaningfulness of charitable giving is largely owed to the imaginary conceptions that underpin this form of giving. Building on Taylor's notion of “social imaginary” and Godelier's work on “gift imaginary,” we theorize the imaginary of charitable giving. Through a combination of qualitative...

  10. Robust Growth Determinants

    OpenAIRE

    Doppelhofer, Gernot; Weeks, Melvyn

    2011-01-01

    This paper investigates the robustness of determinants of economic growth in the presence of model uncertainty, parameter heterogeneity and outliers. The robust model averaging approach introduced in the paper uses a flexible and parsi- monious mixture modeling that allows for fat-tailed errors compared to the normal benchmark case. Applying robust model averaging to growth determinants, the paper finds that eight out of eighteen variables found to be significantly related to economic growth ...

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

    International Nuclear Information System (INIS)

    Bender, Edward T.

    2012-01-01

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

  12. A Practical Tuning Method for the Robust PID Controller with Velocity Feed-Back

    Directory of Open Access Journals (Sweden)

    Emre Sariyildiz

    2015-08-01

    Full Text Available Proportional-Integral-Derivative (PID control is the most widely used control method in industrial and academic applications due to its simplicity and efficiency. Several different control methods/algorithms have been proposed to tune the gains of PID controllers. However, the conventional tuning methods do not have sufficient performance and simplicity for practical applications, such as robotics and motion control. The performance of motion control systems may significantly deteriorate by the nonlinear plant uncertainties and unknown external disturbances, such as inertia variations, friction, external loads, etc., i.e., there may be a significant discrepancy between the simulation and experiment if the robustness is not considered in the design of PID controllers. This paper proposes a novel practical tuning method for the robust PID controller with velocity feed-back for motion control systems. The main advantages of the proposed method are the simplicity and efficiency in practical applications, i.e., a high performance robust motion control system can be easily designed by properly tuning conventional PID controllers. The validity of the proposal is verified by giving simulation and experimental results.

  13. Plasma-assisted synthesis of monodispersed and robust Ruthenium ultrafine nanocatalysts for organosilane oxidation and oxygen evolution reactions

    NARCIS (Netherlands)

    Gnanakumar, E.S.; Ng, W.; Filiz, B.C.; Rothenberg, G.; Wang, S.; Xu, H.; Pastor-Pérez, L.; Pastor-Blas, M.M.; Sepúlveda-Escribano, A.; Yan, N.; Shiju, N.R.

    2017-01-01

    We report a facile and general approach for preparing ultrafine ruthenium nanocatalysts by using a plasma-assisted synthesis at <100 °C. The resulting Ru nanoparticles are monodispersed (typical size 2 nm) and remain that way upon loading onto carbon and TiO2 supports. This gives robust catalysts

  14. Model distinguishability and inference robustness in mechanisms of cholera transmission and loss of immunity

    OpenAIRE

    Lee, Elizabeth C.; Kelly, Michael R.; Ochocki, Brad M.; Akinwumi, Segun M.; Hamre, Karen E. S.; Tien, Joseph H.; Eisenberg, Marisa C.

    2016-01-01

    Mathematical models of cholera and waterborne disease vary widely in their structures, in terms of transmission pathways, loss of immunity, and other features. These differences may yield different predictions and parameter estimates from the same data. Given the increasing use of models to inform public health decision-making, it is important to assess distinguishability (whether models can be distinguished based on fit to data) and inference robustness (whether model inferences are robust t...

  15. Robustness of Adaptive Survey Designs to Inaccuracy of Design Parameters

    Directory of Open Access Journals (Sweden)

    Burger Joep

    2017-09-01

    Full Text Available Adaptive survey designs (ASDs optimize design features, given 1 the interactions between the design features and characteristics of sampling units and 2 a set of constraints, such as a budget and a minimum number of respondents. Estimation of the interactions is subject to both random and systematic error. In this article, we propose and evaluate four viewpoints to assess robustness of ASDs to inaccuracy of design parameter estimates: the effect of both imprecision and bias on both ASD structure and ASD performance. We additionally propose three distance measures to compare the structure of ASDs. The methodology is illustrated using a simple simulation study and a more complex but realistic case study on the Dutch Travel Survey. The proposed methodology can be applied to other ASD optimization problems. In our simulation study and case study, the ASD was fairly robust to imprecision, but not to realistic dynamics in the design parameters. To deal with the sensitivity of ASDs to changing design parameters, we recommend to learn and update the design parameters.

  16. Robust neural network with applications to credit portfolio data analysis.

    Science.gov (United States)

    Feng, Yijia; Li, Runze; Sudjianto, Agus; Zhang, Yiyun

    2010-01-01

    In this article, we study nonparametric conditional quantile estimation via neural network structure. We proposed an estimation method that combines quantile regression and neural network (robust neural network, RNN). It provides good smoothing performance in the presence of outliers and can be used to construct prediction bands. A Majorization-Minimization (MM) algorithm was developed for optimization. Monte Carlo simulation study is conducted to assess the performance of RNN. Comparison with other nonparametric regression methods (e.g., local linear regression and regression splines) in real data application demonstrate the advantage of the newly proposed procedure.

  17. Robust linear registration of CT images using random regression forests

    Science.gov (United States)

    Konukoglu, Ender; Criminisi, Antonio; Pathak, Sayan; Robertson, Duncan; White, Steve; Haynor, David; Siddiqui, Khan

    2011-03-01

    Global linear registration is a necessary first step for many different tasks in medical image analysis. Comparing longitudinal studies1, cross-modality fusion2, and many other applications depend heavily on the success of the automatic registration. The robustness and efficiency of this step is crucial as it affects all subsequent operations. Most common techniques cast the linear registration problem as the minimization of a global energy function based on the image intensities. Although these algorithms have proved useful, their robustness in fully automated scenarios is still an open question. In fact, the optimization step often gets caught in local minima yielding unsatisfactory results. Recent algorithms constrain the space of registration parameters by exploiting implicit or explicit organ segmentations, thus increasing robustness4,5. In this work we propose a novel robust algorithm for automatic global linear image registration. Our method uses random regression forests to estimate posterior probability distributions for the locations of anatomical structures - represented as axis aligned bounding boxes6. These posterior distributions are later integrated in a global linear registration algorithm. The biggest advantage of our algorithm is that it does not require pre-defined segmentations or regions. Yet it yields robust registration results. We compare the robustness of our algorithm with that of the state of the art Elastix toolbox7. Validation is performed via 1464 pair-wise registrations in a database of very diverse 3D CT images. We show that our method decreases the "failure" rate of the global linear registration from 12.5% (Elastix) to only 1.9%.

  18. The Practical Realities of Giving Back

    Directory of Open Access Journals (Sweden)

    Ashton Bree Wesner

    2014-07-01

    Full Text Available In this thematic section, authors consider practical ways of giving back to the communities in which they conduct research. Each author discusses their evolving thoughts on how to give back in these practical ways. Some of these authors discuss giving back by giving money, food, rides, parties, and water bottles. In other cases, authors discuss giving back by creating jobs in the short or long term, grant writing, advocacy, and education. Story-telling is also a theme that many of the authors in this section discuss. For some authors, non-material forms of giving back are critical—simply maintaining social ties to the communities in which they worked, or sharing humor. The authors consider the utility of their attempts at giving back, and in some cases present their personal philosophy or guidelines on the subject.

  19. Robust estimates of environmental effects on population vital rates: an integrated capture–recapture model of seasonal brook trout growth, survival and movement in a stream network

    Science.gov (United States)

    Letcher, Benjamin H.; Schueller, Paul; Bassar, Ronald D.; Nislow, Keith H.; Coombs, Jason A.; Sakrejda, Krzysztof; Morrissey, Michael; Sigourney, Douglas B.; Whiteley, Andrew R.; O'Donnell, Matthew J.; Dubreuil, Todd L.

    2015-01-01

    Modelling the effects of environmental change on populations is a key challenge for ecologists, particularly as the pace of change increases. Currently, modelling efforts are limited by difficulties in establishing robust relationships between environmental drivers and population responses.We developed an integrated capture–recapture state-space model to estimate the effects of two key environmental drivers (stream flow and temperature) on demographic rates (body growth, movement and survival) using a long-term (11 years), high-resolution (individually tagged, sampled seasonally) data set of brook trout (Salvelinus fontinalis) from four sites in a stream network. Our integrated model provides an effective context within which to estimate environmental driver effects because it takes full advantage of data by estimating (latent) state values for missing observations, because it propagates uncertainty among model components and because it accounts for the major demographic rates and interactions that contribute to annual survival.We found that stream flow and temperature had strong effects on brook trout demography. Some effects, such as reduction in survival associated with low stream flow and high temperature during the summer season, were consistent across sites and age classes, suggesting that they may serve as robust indicators of vulnerability to environmental change. Other survival effects varied across ages, sites and seasons, indicating that flow and temperature may not be the primary drivers of survival in those cases. Flow and temperature also affected body growth rates; these responses were consistent across sites but differed dramatically between age classes and seasons. Finally, we found that tributary and mainstem sites responded differently to variation in flow and temperature.Annual survival (combination of survival and body growth across seasons) was insensitive to body growth and was most sensitive to flow (positive) and temperature (negative

  20. Robustness of structures

    DEFF Research Database (Denmark)

    Vrouwenvelder, T.; Sørensen, John Dalsgaard

    2009-01-01

    After the collapse of the World Trade Centre towers in 2001 and a number of collapses of structural systems in the beginning of the century, robustness of structural systems has gained renewed interest. Despite many significant theoretical, methodical and technological advances, structural...... of robustness for structural design such requirements are not substantiated in more detail, nor have the engineering profession been able to agree on an interpretation of robustness which facilitates for its uantification. A European COST action TU 601 on ‘Robustness of structures' has started in 2007...... by a group of members of the CSS. This paper describes the ongoing work in this action, with emphasis on the development of a theoretical and risk based quantification and optimization procedure on the one side and a practical pre-normative guideline on the other....

  1. Robust Transceiver with Tomlinson-Harashima Precoding for Amplify-and-Forward MIMO Relaying Systems

    KAUST Repository

    Xing, Chengwen

    2012-09-01

    In this paper, robust transceiver design with Tomlinson-Harashima precoding (THP) for multi-hop amplifyand-forward (AF) multiple-input multiple-output (MIMO) relaying systems is investigated. At source node, THP is adopted to mitigate the spatial intersymbol interference. However, due to its nonlinear nature, THP is very sensitive to channel estimationerrors. In order to reduce the effects of channel estimation errors, a joint Bayesian robust design of THP at source, linear forwarding matrices at relays and linear equalizer at destination is proposed. With novel applications of elegant characteristics of multiplicative convexity and matrix-monotone functions, the optimal structure of the nonlinear transceiver is first derived. Based on the derived structure, the transceiver design problem reduces to a much simpler one with only scalar variables which can be efficiently solved. Finally, the performance advantage of the proposed robust design over non-robust design is demonstrated by simulation results.

  2. Pixel-level multisensor image fusion based on matrix completion and robust principal component analysis

    Science.gov (United States)

    Wang, Zhuozheng; Deller, J. R.; Fleet, Blair D.

    2016-01-01

    Acquired digital images are often corrupted by a lack of camera focus, faulty illumination, or missing data. An algorithm is presented for fusion of multiple corrupted images of a scene using the lifting wavelet transform. The method employs adaptive fusion arithmetic based on matrix completion and self-adaptive regional variance estimation. Characteristics of the wavelet coefficients are used to adaptively select fusion rules. Robust principal component analysis is applied to low-frequency image components, and regional variance estimation is applied to high-frequency components. Experiments reveal that the method is effective for multifocus, visible-light, and infrared image fusion. Compared with traditional algorithms, the new algorithm not only increases the amount of preserved information and clarity but also improves robustness.

  3. Modeling of a Robust Confidence Band for the Power Curve of a Wind Turbine.

    Science.gov (United States)

    Hernandez, Wilmar; Méndez, Alfredo; Maldonado-Correa, Jorge L; Balleteros, Francisco

    2016-12-07

    Having an accurate model of the power curve of a wind turbine allows us to better monitor its operation and planning of storage capacity. Since wind speed and direction is of a highly stochastic nature, the forecasting of the power generated by the wind turbine is of the same nature as well. In this paper, a method for obtaining a robust confidence band containing the power curve of a wind turbine under test conditions is presented. Here, the confidence band is bound by two curves which are estimated using parametric statistical inference techniques. However, the observations that are used for carrying out the statistical analysis are obtained by using the binning method, and in each bin, the outliers are eliminated by using a censorship process based on robust statistical techniques. Then, the observations that are not outliers are divided into observation sets. Finally, both the power curve of the wind turbine and the two curves that define the robust confidence band are estimated using each of the previously mentioned observation sets.

  4. Instantaneous Attitude Determination Based on Original Multi-antenna Observations Using Adaptively Robust Kalman Filtering

    Directory of Open Access Journals (Sweden)

    GAN Yu

    2015-09-01

    Full Text Available Attitude determination directly by carrier phase observation makes optimal use of observation and attitude constraints. The phase models based on misalignment angle and multiplicative quaternion error are derived. The state models for attitude estimation with and without external angular rate sensors are both erected. The attitude errors are estimated by adaptively robust filtering, in which the adaptive factors of ambiguity and attitude error are decided respectively following the idea of multi adaptive factor filtering. The factor of attitude is determined by a three-section function containing Ratio. Adaptively robust filtering makes the best use of constraint and historical information, fusing them in the calculation of float solution. As the accuracy of float solution and the structure of covariance matrix are improved greatly, the fix solution can be searched efficiently using LAMBDA (least-squares ambiguity decorrelation adjustment method merely, perfectly fulfilling the real-time requirement. Field test of a ship-based three-antenna attitude system is used to validate the proposed method. It is showed that direct attitude determination based on adaptively robust filtering has obvious advantages in efficiency and reliability.

  5. Inequality and redistribution behavior in a give-or-take game

    Science.gov (United States)

    Bechtel, Michael M.; Scheve, Kenneth F.

    2018-01-01

    Political polarization and extremism are widely thought to be driven by the surge in economic inequality in many countries around the world. Understanding why inequality persists depends on knowing the causal effect of inequality on individual behavior. We study how inequality affects redistribution behavior in a randomized “give-or-take” experiment that created equality, advantageous inequality, or disadvantageous inequality between two individuals before offering one of them the opportunity to either take from or give to the other. We estimate the causal effect of inequality in representative samples of German and American citizens (n = 4,966) and establish two main findings. First, individuals imperfectly equalize payoffs: On average, respondents transfer 12% of the available endowments to realize more equal wealth distributions. This means that respondents tolerate a considerable degree of inequality even in a setting in which there are no costs to redistribution. Second, redistribution behavior in response to disadvantageous and advantageous inequality is largely asymmetric: Individuals who take from those who are richer do not also tend to give to those who are poorer, and individuals who give to those who are poorer do not tend to take from those who are richer. These behavioral redistribution types correlate in meaningful ways with support for heavy taxes on the rich and the provision of welfare benefits for the poor. Consequently, it seems difficult to construct a majority coalition willing to back the type of government interventions needed to counter rising inequality. PMID:29555734

  6. Environmentally Benign Production of Stretchable and Robust Superhydrophobic Silicone Monoliths.

    Science.gov (United States)

    Davis, Alexander; Surdo, Salvatore; Caputo, Gianvito; Bayer, Ilker S; Athanassiou, Athanassia

    2018-01-24

    Superhydrophobic materials hold an enormous potential in sectors as important as aerospace, food industries, or biomedicine. Despite this great promise, the lack of environmentally friendly production methods and limited robustness remain the two most pertinent barriers to the scalability, large-area production, and widespread use of superhydrophobic materials. In this work, highly robust superhydrophobic silicone monoliths are produced through a scalable and environmentally friendly emulsion technique. It is first found that stable and surfactantless water-in-polydimethylsiloxane (PDMS) emulsions can be formed through mechanical mixing. Increasing the internal phase fraction of the precursor emulsion is found to increase porosity and microtexture of the final monoliths, rendering them superhydrophobic. Silica nanoparticles can also be dispersed in the aqueous internal phase to create micro/nanotextured monoliths, giving further improvements in superhydrophobicity. Due to the elastomeric nature of PDMS, superhydrophobicity can be maintained even while the material is mechanically strained or compressed. In addition, because of their self-similarity, the monoliths show outstanding robustness to knife-scratch, tape-peel, and finger-wipe tests, as well as rigorous sandpaper abrasion. Superhydrophobicity was also unchanged when exposed to adverse environmental conditions including corrosive solutions, UV light, extreme temperatures, and high-energy droplet impact. Finally, important properties for eventual adoption in real-world applications including self-cleaning, stain-repellence, and blood-repellence are demonstrated.

  7. Allometric Models Based on Bayesian Frameworks Give Better Estimates of Aboveground Biomass in the Miombo Woodlands

    Directory of Open Access Journals (Sweden)

    Shem Kuyah

    2016-02-01

    Full Text Available The miombo woodland is the most extensive dry forest in the world, with the potential to store substantial amounts of biomass carbon. Efforts to obtain accurate estimates of carbon stocks in the miombo woodlands are limited by a general lack of biomass estimation models (BEMs. This study aimed to evaluate the accuracy of most commonly employed allometric models for estimating aboveground biomass (AGB in miombo woodlands, and to develop new models that enable more accurate estimation of biomass in the miombo woodlands. A generalizable mixed-species allometric model was developed from 88 trees belonging to 33 species ranging in diameter at breast height (DBH from 5 to 105 cm using Bayesian estimation. A power law model with DBH alone performed better than both a polynomial model with DBH and the square of DBH, and models including height and crown area as additional variables along with DBH. The accuracy of estimates from published models varied across different sites and trees of different diameter classes, and was lower than estimates from our model. The model developed in this study can be used to establish conservative carbon stocks required to determine avoided emissions in performance-based payment schemes, for example in afforestation and reforestation activities.

  8. Software cost estimation

    NARCIS (Netherlands)

    Heemstra, F.J.

    1992-01-01

    The paper gives an overview of the state of the art of software cost estimation (SCE). The main questions to be answered in the paper are: (1) What are the reasons for overruns of budgets and planned durations? (2) What are the prerequisites for estimating? (3) How can software development effort be

  9. Software cost estimation

    NARCIS (Netherlands)

    Heemstra, F.J.; Heemstra, F.J.

    1993-01-01

    The paper gives an overview of the state of the art of software cost estimation (SCE). The main questions to be answered in the paper are: (1) What are the reasons for overruns of budgets and planned durations? (2) What are the prerequisites for estimating? (3) How can software development effort be

  10. Investigating Robustness of Item Response Theory Proficiency Estimators to Atypical Response Behaviors under Two-Stage Multistage Testing. ETS GRE® Board Research Report. ETS GRE®-16-03. ETS Research Report No. RR-16-22

    Science.gov (United States)

    Kim, Sooyeon; Moses, Tim

    2016-01-01

    The purpose of this study is to evaluate the extent to which item response theory (IRT) proficiency estimation methods are robust to the presence of aberrant responses under the "GRE"® General Test multistage adaptive testing (MST) design. To that end, a wide range of atypical response behaviors affecting as much as 10% of the test items…

  11. A robust regression based on weighted LSSVM and penalized trimmed squares

    International Nuclear Information System (INIS)

    Liu, Jianyong; Wang, Yong; Fu, Chengqun; Guo, Jie; Yu, Qin

    2016-01-01

    Least squares support vector machine (LS-SVM) for nonlinear regression is sensitive to outliers in the field of machine learning. Weighted LS-SVM (WLS-SVM) overcomes this drawback by adding weight to each training sample. However, as the number of outliers increases, the accuracy of WLS-SVM may decrease. In order to improve the robustness of WLS-SVM, a new robust regression method based on WLS-SVM and penalized trimmed squares (WLSSVM–PTS) has been proposed. The algorithm comprises three main stages. The initial parameters are obtained by least trimmed squares at first. Then, the significant outliers are identified and eliminated by the Fast-PTS algorithm. The remaining samples with little outliers are estimated by WLS-SVM at last. The statistical tests of experimental results carried out on numerical datasets and real-world datasets show that the proposed WLSSVM–PTS is significantly robust than LS-SVM, WLS-SVM and LSSVM–LTS.

  12. Authorization gives the personnel he/she gives the center he/she gives Isotopes for the acting he/she gives tied functions with the security and the radiological protection

    International Nuclear Information System (INIS)

    Perez Pijuan, S.; Hernandez Alvarez, R.; Peres Reyes, Y.; Venegas Bernal, M.C.

    1998-01-01

    The conception is described used in a center production labelled compound and radiopharmaceuticals for the authorization to the support, operation and supervision personnel The approaches are exposed used to define the excellent positions for the security the installation. The are described the training programs, designed starting from the indentification the specific competitions for each duty station and with particular emphasis in the development gives abilities you practice. It is used for the administration and evaluation gives the programs training the Automated System Administration Programs Training (GESAT)

  13. Investing in Global Markets: Big Data and Applications of Robust Regression

    Directory of Open Access Journals (Sweden)

    John eGuerard

    2016-02-01

    Full Text Available In this analysis of the risk and return of stocks in global markets, we apply several applications of robust regression techniques in producing stock selection models and several optimization techniques in portfolio construction in global stock universes. We find that (1 the robust regression applications are appropriate for modeling stock returns in global markets; and (2 mean-variance techniques continue to produce portfolios capable of generating excess returns above transaction costs and statistically significant asset selection. We estimate expected return models in a global equity markets using a given stock selection model and generate statistically significant active returns from various portfolio construction techniques.

  14. Robustness of Structures

    DEFF Research Database (Denmark)

    Sørensen, John Dalsgaard

    2008-01-01

    This paper describes the background of the robustness requirements implemented in the Danish Code of Practice for Safety of Structures and in the Danish National Annex to the Eurocode 0, see (DS-INF 146, 2003), (DS 409, 2006), (EN 1990 DK NA, 2007) and (Sørensen and Christensen, 2006). More...... frequent use of advanced types of structures with limited redundancy and serious consequences in case of failure combined with increased requirements to efficiency in design and execution followed by increased risk of human errors has made the need of requirements to robustness of new structures essential....... According to Danish design rules robustness shall be documented for all structures in high consequence class. The design procedure to document sufficient robustness consists of: 1) Review of loads and possible failure modes / scenarios and determination of acceptable collapse extent; 2) Review...

  15. Robust Preamble-Based Timing Synchronization for OFDM Systems

    Directory of Open Access Journals (Sweden)

    Yun Liu

    2017-01-01

    Full Text Available This study presents a novel preamble-based timing offset estimation method for orthogonal frequency division multiplexing (OFDM systems. The proposed method is robust, immune to the carrier frequency offset (CFO, and independent of the structure of the preamble. The performance of the new method is demonstrated in terms of mean square error (MSE obtained by simulation in multipath fading channels. The results indicate that the new method significantly improves timing performance in comparison with existing methods.

  16. Dynamics robustness of cascading systems.

    Directory of Open Access Journals (Sweden)

    Jonathan T Young

    2017-03-01

    Full Text Available A most important property of biochemical systems is robustness. Static robustness, e.g., homeostasis, is the insensitivity of a state against perturbations, whereas dynamics robustness, e.g., homeorhesis, is the insensitivity of a dynamic process. In contrast to the extensively studied static robustness, dynamics robustness, i.e., how a system creates an invariant temporal profile against perturbations, is little explored despite transient dynamics being crucial for cellular fates and are reported to be robust experimentally. For example, the duration of a stimulus elicits different phenotypic responses, and signaling networks process and encode temporal information. Hence, robustness in time courses will be necessary for functional biochemical networks. Based on dynamical systems theory, we uncovered a general mechanism to achieve dynamics robustness. Using a three-stage linear signaling cascade as an example, we found that the temporal profiles and response duration post-stimulus is robust to perturbations against certain parameters. Then analyzing the linearized model, we elucidated the criteria of when signaling cascades will display dynamics robustness. We found that changes in the upstream modules are masked in the cascade, and that the response duration is mainly controlled by the rate-limiting module and organization of the cascade's kinetics. Specifically, we found two necessary conditions for dynamics robustness in signaling cascades: 1 Constraint on the rate-limiting process: The phosphatase activity in the perturbed module is not the slowest. 2 Constraints on the initial conditions: The kinase activity needs to be fast enough such that each module is saturated even with fast phosphatase activity and upstream changes are attenuated. We discussed the relevance of such robustness to several biological examples and the validity of the above conditions therein. Given the applicability of dynamics robustness to a variety of systems, it

  17. A ROBUST METHOD FOR STEREO VISUAL ODOMETRY BASED ON MULTIPLE EUCLIDEAN DISTANCE CONSTRAINT AND RANSAC ALGORITHM

    Directory of Open Access Journals (Sweden)

    Q. Zhou

    2017-07-01

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

  18. A mixture model for robust point matching under multi-layer motion.

    Directory of Open Access Journals (Sweden)

    Jiayi Ma

    Full Text Available This paper proposes an efficient mixture model for establishing robust point correspondences between two sets of points under multi-layer motion. Our algorithm starts by creating a set of putative correspondences which can contain a number of false correspondences, or outliers, in addition to the true correspondences (inliers. Next we solve for correspondence by interpolating a set of spatial transformations on the putative correspondence set based on a mixture model, which involves estimating a consensus of inlier points whose matching follows a non-parametric geometrical constraint. We formulate this as a maximum a posteriori (MAP estimation of a Bayesian model with hidden/latent variables indicating whether matches in the putative set are outliers or inliers. We impose non-parametric geometrical constraints on the correspondence, as a prior distribution, in a reproducing kernel Hilbert space (RKHS. MAP estimation is performed by the EM algorithm which by also estimating the variance of the prior model (initialized to a large value is able to obtain good estimates very quickly (e.g., avoiding many of the local minima inherent in this formulation. We further provide a fast implementation based on sparse approximation which can achieve a significant speed-up without much performance degradation. We illustrate the proposed method on 2D and 3D real images for sparse feature correspondence, as well as a public available dataset for shape matching. The quantitative results demonstrate that our method is robust to non-rigid deformation and multi-layer/large discontinuous motion.

  19. Giving what one should: explanations for the knowledge-behavior gap for altruistic giving.

    Science.gov (United States)

    Blake, Peter R

    2018-04-01

    Several studies have shown that children struggle to give what they believe that they should: the so-called knowledge-behavior gap. Over a dozen recent Dictator Game studies find that, although young children believe that they should give half of a set of resources to a peer, they typically give less and often keep all of the resources for themselves. This article reviews recent evidence for five potential explanations for the gap and how children close it with age: self-regulation, social distance, theory of mind, moral knowledge and social learning. I conclude that self-regulation, social distance, and social learning show the most promising evidence for understanding the mechanisms that can close the gap. Copyright © 2017 Elsevier Ltd. All rights reserved.

  20. A Robust Vision-based Runway Detection and Tracking Algorithm for Automatic UAV Landing

    KAUST Repository

    Abu Jbara, Khaled F.

    2015-05-01

    This work presents a novel real-time algorithm for runway detection and tracking applied to the automatic takeoff and landing of Unmanned Aerial Vehicles (UAVs). The algorithm is based on a combination of segmentation based region competition and the minimization of a specific energy function to detect and identify the runway edges from streaming video data. The resulting video-based runway position estimates are updated using a Kalman Filter, which can integrate other sensory information such as position and attitude angle estimates to allow a more robust tracking of the runway under turbulence. We illustrate the performance of the proposed lane detection and tracking scheme on various experimental UAV flights conducted by the Saudi Aerospace Research Center. Results show an accurate tracking of the runway edges during the landing phase under various lighting conditions. Also, it suggests that such positional estimates would greatly improve the positional accuracy of the UAV during takeoff and landing phases. The robustness of the proposed algorithm is further validated using Hardware in the Loop simulations with diverse takeoff and landing videos generated using a commercial flight simulator.

  1. Estimating light-vehicle sales in Turkey

    Directory of Open Access Journals (Sweden)

    Ufuk Demiroğlu

    2016-09-01

    Full Text Available This paper is motivated by the surprising rapid growth of new light-vehicle sales in Turkey in 2015. Domestic sales grew 25%, dramatically surpassing the industry estimates of around 8%. Our approach is to inform the sales trend estimate with the information obtained from the light-vehicle stock (the number of cars and light trucks officially registered in the country, and the scrappage data. More specifically, we improve the sales trend estimate by estimating the trend of its stock. Using household data, we show that an important reason for the rapid sales growth is that an increasing share of household budgets is spent on automobile purchases. The elasticity of light-vehicle sales to cyclical changes in aggregate demand is high and robust; its estimates are around 6 with a standard deviation of about 0.5. The price elasticity of light-vehicle sales is estimated to be about 0.8, but the estimates are imprecise and not robust. We estimate the trend level of light-vehicle sales to be roughly 7 percent of the existing stock. A remarkable out-of-sample forecast performance is obtained for horizons up to nearly a decade by a regression equation using only a cyclical gap measure, the time trend and obvious policy dummies. Various specifications suggest that the strong 2015 growth of light-vehicle sales was predictable in late 2014.

  2. Robust Model-based Control of Open-loop Unstable Processes

    International Nuclear Information System (INIS)

    Emad, Ali

    1999-01-01

    This paper addresses the development of new formulations for estimating modeling errors or unmeasured disturbances to be used in Model Predictive Control (MPC) algorithms during open-loop prediction. Two different formulations were developed in this paper. One is used in MPC that directly utilizes linear models and the other in MPC that utilizes non-linear models. These estimation techniques were utilized to provide robust performance for MPC algorithms when the plant is open-loop unstable and under the influence of modeling error and/or unmeasured disturbances. For MPC that utilizes a non-linear model, the estimation technique is formulated as a fixed small size on-line optimization problem, while for linear MPC, the unmeasured disturbances are estimated via a proposed linear disturbance model. The disturbance model coefficients are identified on-line from historical estimates of plant-model mismatch. The effectiveness of incorporating these proposed estimation techniques into MPC is tested through simulated implementation on non-linear unstable exothermic fluidized bed reactor. Closed-loop simulations proved the capability of the proposed estimation methods to stabilize and, thereby, improve the MPC performance in such cases. (Author)

  3. A Robust Vision-based Runway Detection and Tracking Algorithm for Automatic UAV Landing

    KAUST Repository

    Abu Jbara, Khaled F.

    2015-01-01

    and attitude angle estimates to allow a more robust tracking of the runway under turbulence. We illustrate the performance of the proposed lane detection and tracking scheme on various experimental UAV flights conducted by the Saudi Aerospace Research Center

  4. Robust ballistocardiogram acquisition for home monitoring

    International Nuclear Information System (INIS)

    Inan, O T; Etemadi, M; Giovangrandi, L; Kovacs, G T A; Wiard, R M

    2009-01-01

    The ballistocardiogram (BCG) measures the reaction of the body to cardiac ejection forces, and is an effective, non-invasive means of evaluating cardiovascular function. A simple, robust method is presented for acquiring high-quality, repeatable BCG signals from a modified, commercially available scale. The measured BCG waveforms for all subjects qualitatively matched values in the existing literature and physiologic expectations in terms of timing and IJ amplitude. Additionally, the BCG IJ amplitude was shown to be correlated with diastolic filling time for a subject with premature atrial contractions, demonstrating the sensitivity of the apparatus to beat-by-beat hemodynamic changes. The signal-to-noise ratio (SNR) of the BCG was estimated using two methods, and the average SNR over all subjects was greater than 12 for both estimates. The BCG measurement was shown to be repeatable over 50 recordings taken from the same subject over a three week period. This approach could allow patients at home to monitor trends in cardiovascular health

  5. Synchronization and secure communication of chaotic systems via robust adaptive high-gain fuzzy observer

    International Nuclear Information System (INIS)

    Hyun, Chang-Ho; Park, Chang-Woo; Kim, Jae-Hun; Park, Mignon

    2009-01-01

    This paper proposes an alternative robust adaptive high-gain fuzzy observer design scheme and its application to synchronization and secure communication of chaotic systems. It is assumed that their states are immeasurable and their parameters are unknown. The structure of the proposed observer is represented by Takagi-Sugeno fuzzy model and has the integrator of the estimation error. It improves the performance of high-gain observer and makes the proposed observer robust against noisy measurements, uncertainties and parameter perturbations as well. Using Lyapunov stability theory, an adaptive law is derived to estimate the unknown parameters and the stability of the proposed observer is analyzed. Some simulation result of synchronization and secure communication of chaotic systems is given to present the validity of theoretical derivations and the performance of the proposed observer as an application.

  6. Robustness Beamforming Algorithms

    Directory of Open Access Journals (Sweden)

    Sajad Dehghani

    2014-04-01

    Full Text Available Adaptive beamforming methods are known to degrade in the presence of steering vector and covariance matrix uncertinity. In this paper, a new approach is presented to robust adaptive minimum variance distortionless response beamforming make robust against both uncertainties in steering vector and covariance matrix. This method minimize a optimization problem that contains a quadratic objective function and a quadratic constraint. The optimization problem is nonconvex but is converted to a convex optimization problem in this paper. It is solved by the interior-point method and optimum weight vector to robust beamforming is achieved.

  7. Robust sawtooth period control based on adaptive online optimization

    International Nuclear Information System (INIS)

    Bolder, J.J.; Witvoet, G.; De Baar, M.R.; Steinbuch, M.; Van de Wouw, N.; Haring, M.A.M.; Westerhof, E.; Doelman, N.J.

    2012-01-01

    The systematic design of a robust adaptive control strategy for the sawtooth period using electron cyclotron current drive (ECCD) is presented. Recent developments in extremum seeking control (ESC) are employed to derive an optimized controller structure and offer practical tuning guidelines for its parameters. In this technique a cost function in terms of the desired sawtooth period is optimized online by changing the ECCD deposition location based on online estimations of the gradient of the cost function. The controller design does not require a detailed model of the sawtooth instability. Therefore, the proposed ESC is widely applicable to any sawtoothing plasma or plasma simulation and is inherently robust against uncertainties or plasma variations. Moreover, it can handle a broad class of disturbances. This is demonstrated by time-domain simulations, which show successful tracking of time-varying sawtooth period references throughout the whole operating space, even in the presence of variations in plasma parameters, disturbances and slow launcher mirror dynamics. Due to its simplicity and robustness the proposed ESC is a valuable sawtooth control candidate for any experimental tokamak plasma, and may even be applicable to other fusion-related control problems. (paper)

  8. How to Safely Give Ibuprofen

    Science.gov (United States)

    ... of ibuprofen are available in similar forms. How to Give When giving ibuprofen, refer to the following dosage ... of Use Notice of Nondiscrimination Visit the Nemours Web site. Note: All information on KidsHealth® is for ...

  9. Atom lasers, coherent states, and coherence II. Maximally robust ensembles of pure states

    International Nuclear Information System (INIS)

    Wiseman, H.M.; Vaccaro, John A.

    2002-01-01

    As discussed in the preceding paper [Wiseman and Vaccaro, preceding paper, Phys. Rev. A 65, 043605 (2002)], the stationary state of an optical or atom laser far above threshold is a mixture of coherent field states with random phase, or, equivalently, a Poissonian mixture of number states. We are interested in which, if either, of these descriptions of ρ ss as a stationary ensemble of pure states, is more natural. In the preceding paper we concentrated upon the question of whether descriptions such as these are physically realizable (PR). In this paper we investigate another relevant aspect of these ensembles, their robustness. A robust ensemble is one for which the pure states that comprise it survive relatively unchanged for a long time under the system evolution. We determine numerically the most robust ensembles as a function of the parameters in the laser model: the self-energy χ of the bosons in the laser mode, and the excess phase noise ν. We find that these most robust ensembles are PR ensembles, or similar to PR ensembles, for all values of these parameters. In the ideal laser limit (ν=χ=0), the most robust states are coherent states. As the phase noise or phase dispersion is increased through ν or the self-interaction of the bosons χ, respectively, the most robust states become more and more amplitude squeezed. We find scaling laws for these states, and give analytical derivations for them. As the phase diffusion or dispersion becomes so large that the laser output is no longer quantum coherent, the most robust states become so squeezed that they cease to have a well-defined coherent amplitude. That is, the quantum coherence of the laser output is manifest in the most robust PR ensemble being an ensemble of states with a well-defined coherent amplitude. This lends support to our approach of regarding robust PR ensembles as the most natural description of the state of the laser mode. It also has interesting implications for atom lasers in particular

  10. The Limits to Giving Back

    Directory of Open Access Journals (Sweden)

    Jade S. Sasser

    2014-07-01

    Full Text Available In this thematic section, authors consider the limitations on giving back that they faced in field research, or saw others face. For some authors, their attempts at giving back were severely limited by the scope of their projects, or their understandings of local cultures or histories. For others, very specific circumstances and historical interventions of foreigners in certain places can limit how and to what extent a researcher is able to have a reciprocal relationship with the participating community. Some authors, by virtue of their lesser positions of power relative to those that they were studying, simply decided not to give back to those communities. In each article it becomes apparent that how and in what ways people give back is unique (and limited both to their personal values and the contexts in which they do research.

  11. Kinematically Optimal Robust Control of Redundant Manipulators

    Science.gov (United States)

    Galicki, M.

    2017-12-01

    This work deals with the problem of the robust optimal task space trajectory tracking subject to finite-time convergence. Kinematic and dynamic equations of a redundant manipulator are assumed to be uncertain. Moreover, globally unbounded disturbances are allowed to act on the manipulator when tracking the trajectory by the endeffector. Furthermore, the movement is to be accomplished in such a way as to minimize both the manipulator torques and their oscillations thus eliminating the potential robot vibrations. Based on suitably defined task space non-singular terminal sliding vector variable and the Lyapunov stability theory, we derive a class of chattering-free robust kinematically optimal controllers, based on the estimation of transpose Jacobian, which seem to be effective in counteracting both uncertain kinematics and dynamics, unbounded disturbances and (possible) kinematic and/or algorithmic singularities met on the robot trajectory. The numerical simulations carried out for a redundant manipulator of a SCARA type consisting of the three revolute kinematic pairs and operating in a two-dimensional task space, illustrate performance of the proposed controllers as well as comparisons with other well known control schemes.

  12. Robust chaotic control of Lorenz system by backstepping design

    International Nuclear Information System (INIS)

    Peng, C.-C.; Chen, C.-L.

    2008-01-01

    This work presents a robust chaotic control strategy for the Lorenz chaos via backstepping design. Backstepping technique is a systematic tool of control law design to provide Lyapunov stability. The concept of extended system is used such that a continuous sliding mode control (SMC) effort is generated using backstepping scheme. In the proposed control algorithm, an adaptation law is applied to estimate the system parameter and the SMC offers the robustness to model uncertainties and external disturbances so that the asymptotical convergence of tracking error can be achieved. Regarding the SMC, an equivalent control algorithm is chosen based on the selection of Lyapunov stability criterion during backstepping approach. The converging rate of error state is relative to the corresponding dynamics of sliding surface. Numerical simulations demonstrate its advantages to a regulation problem and an orbit tracking problem of the Lorenz chaos

  13. Robust Preconditioning Estimates for Convection-Dominated Elliptic Problems via a Streamline Poincaré--Friedrichs Inequality

    Czech Academy of Sciences Publication Activity Database

    Axelsson, Owe; Karátson, J.; Kovács, B.

    2014-01-01

    Roč. 52, č. 6 (2014), s. 2957-2976 ISSN 0036-1429 R&D Projects: GA MŠk ED1.1.00/02.0070 Institutional support: RVO:68145535 Keywords : streamline diffusion finite element method * solving convection-dominated elliptic problems * convergence is robust Subject RIV: BA - General Mathematics Impact factor: 1.788, year: 2014 http://epubs.siam.org/doi/abs/10.1137/130940268

  14. Robust stability analysis of large power systems using the structured singular value theory

    Energy Technology Data Exchange (ETDEWEB)

    Castellanos, R.; Sarmiento, H. [Instituto de Investigaciones Electricas, Cuernavaca, Morelos (Mexico); Messina, A.R. [Cinvestav, Graduate Program in Electrical Engineering, Guadalajara, Jalisco (Mexico)

    2005-07-01

    This paper examines the application of structured singular value (SSV) theory to analyse robust stability of complex power systems with respect to a set of structured uncertainties. Based on SSV theory and the frequency sweep method, techniques for robust analysis of large-scale power systems are developed. The main interest is focused on determining robust stability for varying operating conditions and uncertainties in the structure of the power system. The applicability of the proposed techniques is verified through simulation studies on a large-scale power system. In particular, results for the system are considered for a wide range of uncertainties of operating conditions. Specifically, the developed technique is used to estimate the effect of variations in the parameters of a major system inter-tie on the nominal stability of a critical inter-area mode. (Author)

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

    Science.gov (United States)

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

    2017-01-01

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

  16. Robustness Analyses of Timber Structures

    DEFF Research Database (Denmark)

    Kirkegaard, Poul Henning; Sørensen, John Dalsgaard; Hald, Frederik

    2013-01-01

    The robustness of structural systems has obtained a renewed interest arising from a much more frequent use of advanced types of structures with limited redundancy and serious consequences in case of failure. In order to minimise the likelihood of such disproportionate structural failures, many mo...... with respect to robustness of timber structures and will discuss the consequences of such robustness issues related to the future development of timber structures.......The robustness of structural systems has obtained a renewed interest arising from a much more frequent use of advanced types of structures with limited redundancy and serious consequences in case of failure. In order to minimise the likelihood of such disproportionate structural failures, many...... modern building codes consider the need for the robustness of structures and provide strategies and methods to obtain robustness. Therefore, a structural engineer may take necessary steps to design robust structures that are insensitive to accidental circumstances. The present paper summaries issues...

  17. minimum variance estimation of yield parameters of rubber tree

    African Journals Online (AJOL)

    2013-03-01

    Mar 1, 2013 ... It is our opinion that Kalman filter is a robust estimator of the ... Kalman filter, parameter estimation, rubber clones, Chow failure test, autocorrelation, STAMP, data ...... Mills, T.C. Modelling Current Temperature Trends.

  18. Structural robustness with suboptimal responses for linear state space model

    Science.gov (United States)

    Keel, L. H.; Lim, Kyong B.; Juang, Jer-Nan

    1989-01-01

    A relationship between the closed-loop eigenvalues and the amount of perturbations in the open-loop matrix is addressed in the context of performance robustness. If the allowable perturbation ranges of elements of the open-loop matrix A and the desired tolerance of the closed-loop eigenvalues are given such that max(j) of the absolute value of Delta-lambda(j) (A+BF) should be less than some prescribed value, what is a state feedback controller F which satisfies the closed-loop eigenvalue perturbation-tolerance requirement for a class of given perturbation in A? The paper gives an algorithm to design such a controller. Numerical examples are included for illustration.

  19. Whether and How Much to Give

    DEFF Research Database (Denmark)

    Petrovski, Erik

    This study evaluates whether factors known to foster charitable giving have a uniform influence on both (1) the decision to give and (2) the decision of how much to give. I establish that these two decisions are independent by dismissing the widely used Tobit model, which assumes a singe decision...

  20. A simple procedure to estimate reactivity with good noise filtering characteristics

    International Nuclear Information System (INIS)

    Shimazu, Yoichiro

    2014-01-01

    Highlights: • A new and simple on-line reactivity estimation method is proposed. • The estimator has robust noise filtering characteristics. • The noise filtering is equivalent to those of conventional reactivity meters. • The new estimator eliminates the burden of selecting optimum filter constants. • The new estimation performance is assessed without and with measurement noise. - Abstract: A new and simple on-line reactivity estimation method is proposed. The estimator has robust noise filtering characteristics without the use of complex filters. The noise filtering capability is equivalent to or better than that of a conventional estimator based on Inverse Point Kinetics (IPK). The new estimator can also eliminate the burden of selecting optimum filter time constants, such as would be required for the IPK-based estimator, or noise covariance matrices, which are needed if the extended Kalman filter (EKF) technique is used. In this paper, the new estimation method is introduced and its performance assessed without and with measurement noise

  1. Outlier detection by robust Mahalanobis distance in geological data obtained by INAA to provenance studies

    Energy Technology Data Exchange (ETDEWEB)

    Santos, Jose O. dos, E-mail: osmansantos@ig.com.br [Instituto Federal de Educacao, Ciencia e Tecnologia de Sergipe (IFS), Lagarto, SE (Brazil); Munita, Casimiro S., E-mail: camunita@ipen.br [Instituto de Pesquisas Energeticas e Nucleares (IPEN/CNEN-SP), Sao Paulo, SP (Brazil); Soares, Emilio A.A., E-mail: easoares@ufan.edu.br [Universidade Federal do Amazonas (UFAM), Manaus, AM (Brazil). Dept. de Geociencias

    2013-07-01

    The detection of outlier in geochemical studies is one of the main difficulties in the interpretation of dataset because they can disturb the statistical method. The search for outliers in geochemical studies is usually based in the Mahalanobis distance (MD), since points in multivariate space that are a distance larger the some predetermined values from center of the data are considered outliers. However, the MD is very sensitive to the presence of discrepant samples. Many robust estimators for location and covariance have been introduced in the literature, such as Minimum Covariance Determinant (MCD) estimator. When MCD estimators are used to calculate the MD leads to the so-called Robust Mahalanobis Distance (RD). In this context, in this work RD was used to detect outliers in geological study of samples collected from confluence of Negro and Solimoes rivers. The purpose of this study was to study the contributions of the sediments deposited by the Solimoes and Negro rivers in the filling of the tectonic depressions at Parana do Ariau. For that 113 samples were analyzed by Instrumental Neutron Activation Analysis (INAA) in which were determined the concentration of As, Ba, Ce, Co, Cr, Cs, Eu, Fe, Hf, K, La, Lu, Na, Nd, Rb, Sb, Sc, Sm, U, Yb, Ta, Tb, Th and Zn. In the dataset was possible to construct the ellipse corresponding to robust Mahalanobis distance for each group of samples. The samples found outside of the tolerance ellipse were considered an outlier. The results showed that Robust Mahalanobis Distance was more appropriate for the identification of the outliers, once it is a more restrictive method. (author)

  2. Outlier detection by robust Mahalanobis distance in geological data obtained by INAA to provenance studies

    International Nuclear Information System (INIS)

    Santos, Jose O. dos; Munita, Casimiro S.; Soares, Emilio A.A.

    2013-01-01

    The detection of outlier in geochemical studies is one of the main difficulties in the interpretation of dataset because they can disturb the statistical method. The search for outliers in geochemical studies is usually based in the Mahalanobis distance (MD), since points in multivariate space that are a distance larger the some predetermined values from center of the data are considered outliers. However, the MD is very sensitive to the presence of discrepant samples. Many robust estimators for location and covariance have been introduced in the literature, such as Minimum Covariance Determinant (MCD) estimator. When MCD estimators are used to calculate the MD leads to the so-called Robust Mahalanobis Distance (RD). In this context, in this work RD was used to detect outliers in geological study of samples collected from confluence of Negro and Solimoes rivers. The purpose of this study was to study the contributions of the sediments deposited by the Solimoes and Negro rivers in the filling of the tectonic depressions at Parana do Ariau. For that 113 samples were analyzed by Instrumental Neutron Activation Analysis (INAA) in which were determined the concentration of As, Ba, Ce, Co, Cr, Cs, Eu, Fe, Hf, K, La, Lu, Na, Nd, Rb, Sb, Sc, Sm, U, Yb, Ta, Tb, Th and Zn. In the dataset was possible to construct the ellipse corresponding to robust Mahalanobis distance for each group of samples. The samples found outside of the tolerance ellipse were considered an outlier. The results showed that Robust Mahalanobis Distance was more appropriate for the identification of the outliers, once it is a more restrictive method. (author)

  3. Supervised linear dimensionality reduction with robust margins for object recognition

    Science.gov (United States)

    Dornaika, F.; Assoum, A.

    2013-01-01

    Linear Dimensionality Reduction (LDR) techniques have been increasingly important in computer vision and pattern recognition since they permit a relatively simple mapping of data onto a lower dimensional subspace, leading to simple and computationally efficient classification strategies. Recently, many linear discriminant methods have been developed in order to reduce the dimensionality of visual data and to enhance the discrimination between different groups or classes. Many existing linear embedding techniques relied on the use of local margins in order to get a good discrimination performance. However, dealing with outliers and within-class diversity has not been addressed by margin-based embedding method. In this paper, we explored the use of different margin-based linear embedding methods. More precisely, we propose to use the concepts of Median miss and Median hit for building robust margin-based criteria. Based on such margins, we seek the projection directions (linear embedding) such that the sum of local margins is maximized. Our proposed approach has been applied to the problem of appearance-based face recognition. Experiments performed on four public face databases show that the proposed approach can give better generalization performance than the classic Average Neighborhood Margin Maximization (ANMM). Moreover, thanks to the use of robust margins, the proposed method down-grades gracefully when label outliers contaminate the training data set. In particular, we show that the concept of Median hit was crucial in order to get robust performance in the presence of outliers.

  4. Adaptive robust trajectory tracking control of a parallel manipulator driven by pneumatic cylinders

    Directory of Open Access Journals (Sweden)

    Ce Shang

    2016-04-01

    Full Text Available Due to the compressibility of air, non-linear characteristics, and parameter uncertainties of pneumatic elements, the position control of a pneumatic cylinder or parallel platform is still very difficult while comparing with the systems driven by electric or hydraulic power. In this article, based on the basic dynamic model and descriptions of thermal processes, a controller integrated with online parameter estimation is proposed to improve the performance of a pneumatic cylinder controlled by a proportional valve. The trajectory tracking error is significantly decreased by applying this method. Moreover, the algorithm is expanded to the problem of posture trajectory tracking for the three-revolute prismatic spherical pneumatic parallel manipulator. Lyapunov’s method is used to give the proof of stability of the controller. Using NI-CompactRio, NI-PXI, and Veristand platform as the realistic controller hardware and data interactive environment, the adaptive robust control algorithm is applied to the physical system successfully. Experimental results and data analysis showed that the posture error of the platform could be about 0.5%–0.7% of the desired trajectory amplitude. By integrating this method to the mechatronic system, the pneumatic servo solutions can be much more competitive in the industrial market of position and posture control.

  5. Robust multi-objective calibration strategies – possibilities for improving flood forecasting

    Directory of Open Access Journals (Sweden)

    G. H. Schmitz

    2012-10-01

    Full Text Available Process-oriented rainfall-runoff models are designed to approximate the complex hydrologic processes within a specific catchment and in particular to simulate the discharge at the catchment outlet. Most of these models exhibit a high degree of complexity and require the determination of various parameters by calibration. Recently, automatic calibration methods became popular in order to identify parameter vectors with high corresponding model performance. The model performance is often assessed by a purpose-oriented objective function. Practical experience suggests that in many situations one single objective function cannot adequately describe the model's ability to represent any aspect of the catchment's behaviour. This is regardless of whether the objective is aggregated of several criteria that measure different (possibly opposite aspects of the system behaviour. One strategy to circumvent this problem is to define multiple objective functions and to apply a multi-objective optimisation algorithm to identify the set of Pareto optimal or non-dominated solutions. Nonetheless, there is a major disadvantage of automatic calibration procedures that understand the problem of model calibration just as the solution of an optimisation problem: due to the complex-shaped response surface, the estimated solution of the optimisation problem can result in different near-optimum parameter vectors that can lead to a very different performance on the validation data. Bárdossy and Singh (2008 studied this problem for single-objective calibration problems using the example of hydrological models and proposed a geometrical sampling approach called Robust Parameter Estimation (ROPE. This approach applies the concept of data depth in order to overcome the shortcomings of automatic calibration procedures and find a set of robust parameter vectors. Recent studies confirmed the effectivity of this method. However, all ROPE approaches published so far just identify

  6. Robust THP Transceiver Designs for Multiuser MIMO Downlink with Imperfect CSIT

    Directory of Open Access Journals (Sweden)

    P. Ubaidulla

    2009-01-01

    Full Text Available We present robust joint nonlinear transceiver designs for multiuser multiple-input multiple-output (MIMO downlink in the presence of imperfections in the channel state information at the transmitter (CSIT. The base station (BS is equipped with multiple transmit antennas, and each user terminal is equipped with one or more receive antennas. The BS employs Tomlinson-Harashima precoding (THP for interuser interference precancellation at the transmitter. We consider robust transceiver designs that jointly optimize the transmit THP filters and receive filter for two models of CSIT errors. The first model is a stochastic error (SE model, where the CSIT error is Gaussian-distributed. This model is applicable when the CSIT error is dominated by channel estimation error. In this case, the proposed robust transceiver design seeks to minimize a stochastic function of the sum mean square error (SMSE under a constraint on the total BS transmit power. We propose an iterative algorithm to solve this problem. The other model we consider is a norm-bounded error (NBE model, where the CSIT error can be specified by an uncertainty set. This model is applicable when the CSIT error is dominated by quantization errors. In this case, we consider a worst-case design. For this model, we consider robust (i minimum SMSE, (ii MSE-constrained, and (iii MSE-balancing transceiver designs. We propose iterative algorithms to solve these problems, wherein each iteration involves a pair of semidefinite programs (SDPs. Further, we consider an extension of the proposed algorithm to the case with per-antenna power constraints. We evaluate the robustness of the proposed algorithms to imperfections in CSIT through simulation, and show that the proposed robust designs outperform nonrobust designs as well as robust linear transceiver designs reported in the recent literature.

  7. Robust THP Transceiver Designs for Multiuser MIMO Downlink with Imperfect CSIT

    Science.gov (United States)

    Ubaidulla, P.; Chockalingam, A.

    2009-12-01

    We present robust joint nonlinear transceiver designs for multiuser multiple-input multiple-output (MIMO) downlink in the presence of imperfections in the channel state information at the transmitter (CSIT). The base station (BS) is equipped with multiple transmit antennas, and each user terminal is equipped with one or more receive antennas. The BS employs Tomlinson-Harashima precoding (THP) for interuser interference precancellation at the transmitter. We consider robust transceiver designs that jointly optimize the transmit THP filters and receive filter for two models of CSIT errors. The first model is a stochastic error (SE) model, where the CSIT error is Gaussian-distributed. This model is applicable when the CSIT error is dominated by channel estimation error. In this case, the proposed robust transceiver design seeks to minimize a stochastic function of the sum mean square error (SMSE) under a constraint on the total BS transmit power. We propose an iterative algorithm to solve this problem. The other model we consider is a norm-bounded error (NBE) model, where the CSIT error can be specified by an uncertainty set. This model is applicable when the CSIT error is dominated by quantization errors. In this case, we consider a worst-case design. For this model, we consider robust (i) minimum SMSE, (ii) MSE-constrained, and (iii) MSE-balancing transceiver designs. We propose iterative algorithms to solve these problems, wherein each iteration involves a pair of semidefinite programs (SDPs). Further, we consider an extension of the proposed algorithm to the case with per-antenna power constraints. We evaluate the robustness of the proposed algorithms to imperfections in CSIT through simulation, and show that the proposed robust designs outperform nonrobust designs as well as robust linear transceiver designs reported in the recent literature.

  8. Comparing fixed effects and covariance structure estimators for panel data

    DEFF Research Database (Denmark)

    Ejrnæs, Mette; Holm, Anders

    2006-01-01

    In this article, the authors compare the traditional econometric fixed effect estimator with the maximum likelihood estimator implied by covariance structure models for panel data. Their findings are that the maximum like lipoid estimator is remarkably robust to certain types of misspecifications...

  9. Generalized shrunken type-GM estimator and its application

    International Nuclear Information System (INIS)

    Ma, C Z; Du, Y L

    2014-01-01

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

  10. Generalized shrunken type-GM estimator and its application

    Science.gov (United States)

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

    2014-03-01

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

  11. A case study on robust optimal experimental design for model calibration of ω-Transaminase

    DEFF Research Database (Denmark)

    Daele, Timothy, Van; Van Hauwermeiren, Daan; Ringborg, Rolf Hoffmeyer

    the experimental space. However, it is expected that more informative experiments can be designed to increase the confidence of the parameter estimates. Therefore, we apply Optimal Experimental Design (OED) to the calibrated model of Shin and Kim (1998). The total number of samples was retained to allow fair......” parameter values are not known before finishing the model calibration. However, it is important that the chosen parameter values are close to the real parameter values, otherwise the OED can possibly yield non-informative experiments. To counter this problem, one can use robust OED. The idea of robust OED......Proper calibration of models describing enzyme kinetics can be quite challenging. This is especially the case for more complex models like transaminase models (Shin and Kim, 1998). The latter fitted model parameters, but the confidence on the parameter estimation was not derived. Hence...

  12. On Estimating Quantiles Using Auxiliary Information

    Directory of Open Access Journals (Sweden)

    Berger Yves G.

    2015-03-01

    Full Text Available We propose a transformation-based approach for estimating quantiles using auxiliary information. The proposed estimators can be easily implemented using a regression estimator. We show that the proposed estimators are consistent and asymptotically unbiased. The main advantage of the proposed estimators is their simplicity. Despite the fact the proposed estimators are not necessarily more efficient than their competitors, they offer a good compromise between accuracy and simplicity. They can be used under single and multistage sampling designs with unequal selection probabilities. A simulation study supports our finding and shows that the proposed estimators are robust and of an acceptable accuracy compared to alternative estimators, which can be more computationally intensive.

  13. International Conference on Robust Statistics

    CERN Document Server

    Filzmoser, Peter; Gather, Ursula; Rousseeuw, Peter

    2003-01-01

    Aspects of Robust Statistics are important in many areas. Based on the International Conference on Robust Statistics 2001 (ICORS 2001) in Vorau, Austria, this volume discusses future directions of the discipline, bringing together leading scientists, experienced researchers and practitioners, as well as younger researchers. The papers cover a multitude of different aspects of Robust Statistics. For instance, the fundamental problem of data summary (weights of evidence) is considered and its robustness properties are studied. Further theoretical subjects include e.g.: robust methods for skewness, time series, longitudinal data, multivariate methods, and tests. Some papers deal with computational aspects and algorithms. Finally, the aspects of application and programming tools complete the volume.

  14. Robust Scientists

    DEFF Research Database (Denmark)

    Gorm Hansen, Birgitte

    their core i nterests, 2) developing a selfsupply of industry interests by becoming entrepreneurs and thus creating their own compliant industry partner and 3) balancing resources within a larger collective of researchers, thus countering changes in the influx of funding caused by shifts in political...... knowledge", Danish research policy seems to have helped develop politically and economically "robust scientists". Scientific robustness is acquired by way of three strategies: 1) tasting and discriminating between resources so as to avoid funding that erodes academic profiles and push scientists away from...

  15. Robustness of Ensemble Climate Projections Analyzed with Climate Signal Maps: Seasonal and Extreme Precipitation for Germany

    Directory of Open Access Journals (Sweden)

    Susanne Pfeifer

    2015-05-01

    Full Text Available Climate signal maps can be used to identify regions where robust climate changes can be derived from an ensemble of climate change simulations. Here, robustness is defined as a combination of model agreement and the significance of the individual model projections. Climate signal maps do not show all information available from the model ensemble, but give a condensed view in order to be useful for non-climate scientists who have to assess climate change impact during the course of their work. Three different ensembles of regional climate projections have been analyzed regarding changes of seasonal mean and extreme precipitation (defined as the number of days exceeding the 95th percentile threshold of daily precipitation for Germany, using climate signal maps. Although the models used and the scenario assumptions differ for the three ensembles (representative concentration pathway (RCP 4.5 vs. RCP8.5 vs. A1B, some similarities in the projections of future seasonal and extreme precipitation can be seen. For the winter season, both mean and extreme precipitation are projected to increase. The strength, robustness and regional pattern of this increase, however, depends on the ensemble. For summer, a robust decrease of mean precipitation can be detected only for small regions in southwestern Germany and only from two of the three ensembles, whereas none of them projects a robust increase of summer extreme precipitation.

  16. 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

  17. A robust firearm identification algorithm of forensic ballistics specimens

    Science.gov (United States)

    Chuan, Z. L.; Jemain, A. A.; Liong, C.-Y.; Ghani, N. A. M.; Tan, L. K.

    2017-09-01

    There are several inherent difficulties in the existing firearm identification algorithms, include requiring the physical interpretation and time consuming. Therefore, the aim of this study is to propose a robust algorithm for a firearm identification based on extracting a set of informative features from the segmented region of interest (ROI) using the simulated noisy center-firing pin impression images. The proposed algorithm comprises Laplacian sharpening filter, clustering-based threshold selection, unweighted least square estimator, and segment a square ROI from the noisy images. A total of 250 simulated noisy images collected from five different pistols of the same make, model and caliber are used to evaluate the robustness of the proposed algorithm. This study found that the proposed algorithm is able to perform the identical task on the noisy images with noise levels as high as 70%, while maintaining a firearm identification accuracy rate of over 90%.

  18. Robustness of the ATLAS pixel clustering neural network algorithm

    CERN Document Server

    AUTHOR|(INSPIRE)INSPIRE-00407780; The ATLAS collaboration

    2016-01-01

    Proton-proton collisions at the energy frontier puts strong constraints on track reconstruction algorithms. The algorithms depend heavily on accurate estimation of the position of particles as they traverse the inner detector elements. An artificial neural network algorithm is utilised to identify and split clusters of neighbouring read-out elements in the ATLAS pixel detector created by multiple charged particles. The method recovers otherwise lost tracks in dense environments where particles are separated by distances comparable to the size of the detector read-out elements. Such environments are highly relevant for LHC run 2, e.g. in searches for heavy resonances. Within the scope of run 2 track reconstruction performance and upgrades, the robustness of the neural network algorithm will be presented. The robustness has been studied by evaluating the stability of the algorithm’s performance under a range of variations in the pixel detector conditions.

  19. Giving behavior of millionaires.

    Science.gov (United States)

    Smeets, Paul; Bauer, Rob; Gneezy, Uri

    2015-08-25

    This paper studies conditions influencing the generosity of wealthy people. We conduct incentivized experiments with individuals who have at least €1 million in their bank account. The results show that millionaires are more generous toward low-income individuals in a giving situation when the other participant has no power, than in a strategic setting, where the other participant can punish unfair behavior. Moreover, the level of giving by millionaires is higher than in any other previous study. Our findings have important implications for charities and financial institutions that deal with wealthy individuals.

  20. Robustness Analysis of Timber Truss Structure

    DEFF Research Database (Denmark)

    Rajčić, Vlatka; Čizmar, Dean; Kirkegaard, Poul Henning

    2010-01-01

    The present paper discusses robustness of structures in general and the robustness requirements given in the codes. Robustness of timber structures is also an issues as this is closely related to Working group 3 (Robustness of systems) of the COST E55 project. Finally, an example of a robustness...... evaluation of a widespan timber truss structure is presented. This structure was built few years ago near Zagreb and has a span of 45m. Reliability analysis of the main members and the system is conducted and based on this a robustness analysis is preformed....