Application of isotopic information for estimating parameters in Philip infiltration model

Directory of Open Access Journals (Sweden)

Tao Wang

2016-10-01

Full Text Available Minimizing parameter uncertainty is crucial in the application of hydrologic models. Isotopic information in various hydrologic components of the water cycle can expand our knowledge of the dynamics of water flow in the system, provide additional information for parameter estimation, and improve parameter identifiability. This study combined the Philip infiltration model with an isotopic mixing model using an isotopic mass balance approach for estimating parameters in the Philip infiltration model. Two approaches to parameter estimation were compared: (a using isotopic information to determine the soil water transmission and then hydrologic information to estimate the soil sorptivity, and (b using hydrologic information to determine the soil water transmission and the soil sorptivity. Results of parameter estimation were verified through a rainfall infiltration experiment in a laboratory under rainfall with constant isotopic compositions and uniform initial soil water content conditions. Experimental results showed that approach (a, using isotopic and hydrologic information, estimated the soil water transmission in the Philip infiltration model in a manner that matched measured values well. The results of parameter estimation of approach (a were better than those of approach (b. It was also found that the analytical precision of hydrogen and oxygen stable isotopes had a significant effect on parameter estimation using isotopic information.

A probabilistic approach for the estimation of earthquake source parameters from spectral inversion

Science.gov (United States)

Supino, M.; Festa, G.; Zollo, A.

2017-12-01

The amplitude spectrum of a seismic signal related to an earthquake source carries information about the size of the rupture, moment, stress and energy release. Furthermore, it can be used to characterize the Green's function of the medium crossed by the seismic waves. We describe the earthquake amplitude spectrum assuming a generalized Brune's (1970) source model, and direct P- and S-waves propagating in a layered velocity model, characterized by a frequency-independent Q attenuation factor. The observed displacement spectrum depends indeed on three source parameters, the seismic moment (through the low-frequency spectral level), the corner frequency (that is a proxy of the fault length) and the high-frequency decay parameter. These parameters are strongly correlated each other and with the quality factor Q; a rigorous estimation of the associated uncertainties and parameter resolution is thus needed to obtain reliable estimations.In this work, the uncertainties are characterized adopting a probabilistic approach for the parameter estimation. Assuming an L2-norm based misfit function, we perform a global exploration of the parameter space to find the absolute minimum of the cost function and then we explore the cost-function associated joint a-posteriori probability density function around such a minimum, to extract the correlation matrix of the parameters. The global exploration relies on building a Markov chain in the parameter space and on combining a deterministic minimization with a random exploration of the space (basin-hopping technique). The joint pdf is built from the misfit function using the maximum likelihood principle and assuming a Gaussian-like distribution of the parameters. It is then computed on a grid centered at the global minimum of the cost-function. The numerical integration of the pdf finally provides mean, variance and correlation matrix associated with the set of best-fit parameters describing the model. Synthetic tests are performed to

Parameter Estimation for a Computable General Equilibrium Model

DEFF Research Database (Denmark)

Arndt, Channing; Robinson, Sherman; Tarp, Finn

We introduce a maximum entropy approach to parameter estimation for computable general equilibrium (CGE) models. The approach applies information theory to estimating a system of nonlinear simultaneous equations. It has a number of advantages. First, it imposes all general equilibrium constraints...

Parameter Estimation for a Computable General Equilibrium Model

DEFF Research Database (Denmark)

Arndt, Channing; Robinson, Sherman; Tarp, Finn

2002-01-01

We introduce a maximum entropy approach to parameter estimation for computable general equilibrium (CGE) models. The approach applies information theory to estimating a system of non-linear simultaneous equations. It has a number of advantages. First, it imposes all general equilibrium constraints...

Multi-Parameter Estimation for Orthorhombic Media

KAUST Repository

Masmoudi, Nabil

2015-08-19

Building reliable anisotropy models is crucial in seismic modeling, imaging and full waveform inversion. However, estimating anisotropy parameters is often hampered by the trade off between inhomogeneity and anisotropy. For instance, one way to estimate the anisotropy parameters is to relate them analytically to traveltimes, which is challenging in inhomogeneous media. Using perturbation theory, we develop travel-time approximations for orthorhombic media as explicit functions of the anellipticity parameters η1, η2 and a parameter Δγ in inhomogeneous background media. Specifically, our expansion assumes inhomogeneous ellipsoidal anisotropic background model, which can be obtained from well information and stacking velocity analysis. This approach has two main advantages: in one hand, it provides a computationally efficient tool to solve the orthorhombic eikonal equation, on the other hand, it provides a mechanism to scan for the best fitting anisotropy parameters without the need for repetitive modeling of traveltimes, because the coefficients of the traveltime expansion are independent of the perturbed parameters. Furthermore, the coefficients of the traveltime expansion provide insights on the sensitivity of the traveltime with respect to the perturbed parameters. We show the accuracy of the traveltime approximations as well as an approach for multi-parameter scanning in orthorhombic media.

Multi-Parameter Estimation for Orthorhombic Media

KAUST Repository

Masmoudi, Nabil; Alkhalifah, Tariq Ali

2015-01-01

Building reliable anisotropy models is crucial in seismic modeling, imaging and full waveform inversion. However, estimating anisotropy parameters is often hampered by the trade off between inhomogeneity and anisotropy. For instance, one way to estimate the anisotropy parameters is to relate them analytically to traveltimes, which is challenging in inhomogeneous media. Using perturbation theory, we develop travel-time approximations for orthorhombic media as explicit functions of the anellipticity parameters η1, η2 and a parameter Δγ in inhomogeneous background media. Specifically, our expansion assumes inhomogeneous ellipsoidal anisotropic background model, which can be obtained from well information and stacking velocity analysis. This approach has two main advantages: in one hand, it provides a computationally efficient tool to solve the orthorhombic eikonal equation, on the other hand, it provides a mechanism to scan for the best fitting anisotropy parameters without the need for repetitive modeling of traveltimes, because the coefficients of the traveltime expansion are independent of the perturbed parameters. Furthermore, the coefficients of the traveltime expansion provide insights on the sensitivity of the traveltime with respect to the perturbed parameters. We show the accuracy of the traveltime approximations as well as an approach for multi-parameter scanning in orthorhombic media.

Nonlinear adaptive control system design with asymptotically stable parameter estimation error

Science.gov (United States)

Mishkov, Rumen; Darmonski, Stanislav

2018-01-01

The paper presents a new general method for nonlinear adaptive system design with asymptotic stability of the parameter estimation error. The advantages of the approach include asymptotic unknown parameter estimation without persistent excitation and capability to directly control the estimates transient response time. The method proposed modifies the basic parameter estimation dynamics designed via a known nonlinear adaptive control approach. The modification is based on the generalised prediction error, a priori constraints with a hierarchical parameter projection algorithm, and the stable data accumulation concepts. The data accumulation principle is the main tool for achieving asymptotic unknown parameter estimation. It relies on the parametric identifiability system property introduced. Necessary and sufficient conditions for exponential stability of the data accumulation dynamics are derived. The approach is applied in a nonlinear adaptive speed tracking vector control of a three-phase induction motor.

Novel Method for 5G Systems NLOS Channels Parameter Estimation

Directory of Open Access Journals (Sweden)

Vladeta Milenkovic

2017-01-01

Full Text Available For the development of new 5G systems to operate in mm bands, there is a need for accurate radio propagation modelling at these bands. In this paper novel approach for NLOS channels parameter estimation will be presented. Estimation will be performed based on LCR performance measure, which will enable us to estimate propagation parameters in real time and to avoid weaknesses of ML and moment method estimation approaches.

Precision Parameter Estimation and Machine Learning

Science.gov (United States)

Wandelt, Benjamin D.

2008-12-01

I discuss the strategy of ``Acceleration by Parallel Precomputation and Learning'' (AP-PLe) that can vastly accelerate parameter estimation in high-dimensional parameter spaces and costly likelihood functions, using trivially parallel computing to speed up sequential exploration of parameter space. This strategy combines the power of distributed computing with machine learning and Markov-Chain Monte Carlo techniques efficiently to explore a likelihood function, posterior distribution or χ2-surface. This strategy is particularly successful in cases where computing the likelihood is costly and the number of parameters is moderate or large. We apply this technique to two central problems in cosmology: the solution of the cosmological parameter estimation problem with sufficient accuracy for the Planck data using PICo; and the detailed calculation of cosmological helium and hydrogen recombination with RICO. Since the APPLe approach is designed to be able to use massively parallel resources to speed up problems that are inherently serial, we can bring the power of distributed computing to bear on parameter estimation problems. We have demonstrated this with the CosmologyatHome project.

Estimating the mechanical competence parameter of the trabecular bone: a neural network approach

Directory of Open Access Journals (Sweden)

Érica Regina Filletti

Full Text Available Abstract Introduction The mechanical competence parameter (MCP of the trabecular bone is a parameter that merges the volume fraction, connectivity, tortuosity and Young modulus of elasticity, to provide a single measure of the trabecular bone structural quality. Methods As the MCP is estimated for 3D images and the Young modulus simulations are quite consuming, in this paper, an alternative approach to estimate the MCP based on artificial neural network (ANN is discussed considering as the training set a group of 23 in vitro vertebrae and 12 distal radius samples obtained by microcomputed tomography (μCT, and 83 in vivo distal radius magnetic resonance image samples (MRI. Results It is shown that the ANN was able to predict with very high accuracy the MCP for 29 new samples, being 6 vertebrae and 3 distal radius bones by μCT and 20 distal radius bone by MRI. Conclusion There is a strong correlation (R2 = 0.97 between both techniques and, despite the small number of testing samples, the Bland-Altman analysis shows that ANN is within the limits of agreement to estimate the MCP.

Estimating RASATI scores using acoustical parameters

International Nuclear Information System (INIS)

Agüero, P D; Tulli, J C; Moscardi, G; Gonzalez, E L; Uriz, A J

2011-01-01

Acoustical analysis of speech using computers has reached an important development in the latest years. The subjective evaluation of a clinician is complemented with an objective measure of relevant parameters of voice. Praat, MDVP (Multi Dimensional Voice Program) and SAV (Software for Voice Analysis) are some examples of software for speech analysis. This paper describes an approach to estimate the subjective characteristics of RASATI scale given objective acoustical parameters. Two approaches were used: linear regression with non-negativity constraints, and neural networks. The experiments show that such approach gives correct evaluations with ±1 error in 80% of the cases.

Comparison of maximum runup through analytical and numerical approaches for different fault parameters estimates

Science.gov (United States)

Kanoglu, U.; Wronna, M.; Baptista, M. A.; Miranda, J. M. A.

2017-12-01

The one-dimensional analytical runup theory in combination with near shore synthetic waveforms is a promising tool for tsunami rapid early warning systems. Its application in realistic cases with complex bathymetry and initial wave condition from inverse modelling have shown that maximum runup values can be estimated reasonably well. In this study we generate a simplistic bathymetry domains which resemble realistic near-shore features. We investigate the accuracy of the analytical runup formulae to the variation of fault source parameters and near-shore bathymetric features. To do this we systematically vary the fault plane parameters to compute the initial tsunami wave condition. Subsequently, we use the initial conditions to run the numerical tsunami model using coupled system of four nested grids and compare the results to the analytical estimates. Variation of the dip angle of the fault plane showed that analytical estimates have less than 10% difference for angles 5-45 degrees in a simple bathymetric domain. These results shows that the use of analytical formulae for fast run up estimates constitutes a very promising approach in a simple bathymetric domain and might be implemented in Hazard Mapping and Early Warning.

Estimates for the parameters of the heavy quark expansion

Energy Technology Data Exchange (ETDEWEB)

Heinonen, Johannes; Mannel, Thomas [Universitaet Siegen (Germany)

2015-07-01

We give improved estimates for the non-perturbative parameters appearing in the heavy quark expansion for inclusive decays. While the parameters appearing in low orders of this expansion can be extracted from data, the number of parameters in higher orders proliferates strongly, making a determination of these parameters from data impossible. Thus, one has to rely on theoretical estimates which may be obtained from an insertion of intermediate states. We refine this method and attempt to estimate the uncertainties of this approach.

Maximum profile likelihood estimation of differential equation parameters through model based smoothing state estimates.

Science.gov (United States)

Campbell, D A; Chkrebtii, O

2013-12-01

Statistical inference for biochemical models often faces a variety of characteristic challenges. In this paper we examine state and parameter estimation for the JAK-STAT intracellular signalling mechanism, which exemplifies the implementation intricacies common in many biochemical inference problems. We introduce an extension to the Generalized Smoothing approach for estimating delay differential equation models, addressing selection of complexity parameters, choice of the basis system, and appropriate optimization strategies. Motivated by the JAK-STAT system, we further extend the generalized smoothing approach to consider a nonlinear observation process with additional unknown parameters, and highlight how the approach handles unobserved states and unevenly spaced observations. The methodology developed is generally applicable to problems of estimation for differential equation models with delays, unobserved states, nonlinear observation processes, and partially observed histories. Crown Copyright © 2013. Published by Elsevier Inc. All rights reserved.

A practical approach to parameter estimation applied to model predicting heart rate regulation

DEFF Research Database (Denmark)

Olufsen, Mette; Ottesen, Johnny T.

2013-01-01

Mathematical models have long been used for prediction of dynamics in biological systems. Recently, several efforts have been made to render these models patient specific. One way to do so is to employ techniques to estimate parameters that enable model based prediction of observed quantities....... Knowledge of variation in parameters within and between groups of subjects have potential to provide insight into biological function. Often it is not possible to estimate all parameters in a given model, in particular if the model is complex and the data is sparse. However, it may be possible to estimate...... a subset of model parameters reducing the complexity of the problem. In this study, we compare three methods that allow identification of parameter subsets that can be estimated given a model and a set of data. These methods will be used to estimate patient specific parameters in a model predicting...

Parameter Estimation of Partial Differential Equation Models.

Science.gov (United States)

Xun, Xiaolei; Cao, Jiguo; Mallick, Bani; Carroll, Raymond J; Maity, Arnab

2013-01-01

Partial differential equation (PDE) models are commonly used to model complex dynamic systems in applied sciences such as biology and finance. The forms of these PDE models are usually proposed by experts based on their prior knowledge and understanding of the dynamic system. Parameters in PDE models often have interesting scientific interpretations, but their values are often unknown, and need to be estimated from the measurements of the dynamic system in the present of measurement errors. Most PDEs used in practice have no analytic solutions, and can only be solved with numerical methods. Currently, methods for estimating PDE parameters require repeatedly solving PDEs numerically under thousands of candidate parameter values, and thus the computational load is high. In this article, we propose two methods to estimate parameters in PDE models: a parameter cascading method and a Bayesian approach. In both methods, the underlying dynamic process modeled with the PDE model is represented via basis function expansion. For the parameter cascading method, we develop two nested levels of optimization to estimate the PDE parameters. For the Bayesian method, we develop a joint model for data and the PDE, and develop a novel hierarchical model allowing us to employ Markov chain Monte Carlo (MCMC) techniques to make posterior inference. Simulation studies show that the Bayesian method and parameter cascading method are comparable, and both outperform other available methods in terms of estimation accuracy. The two methods are demonstrated by estimating parameters in a PDE model from LIDAR data.

An Inequality Constrained Least-Squares Approach as an Alternative Estimation Procedure for Atmospheric Parameters from VLBI Observations

Science.gov (United States)

Halsig, Sebastian; Artz, Thomas; Iddink, Andreas; Nothnagel, Axel

2016-12-01

On its way through the atmosphere, radio signals are delayed and affected by bending and attenuation effects relative to a theoretical path in vacuum. In particular, the neutral part of the atmosphere contributes considerably to the error budget of space-geodetic observations. At the same time, space-geodetic techniques become more and more important in the understanding of the Earth's atmosphere, because atmospheric parameters can be linked to the water vapor content in the atmosphere. The tropospheric delay is usually taken into account by applying an adequate model for the hydrostatic component and by additionally estimating zenith wet delays for the highly variable wet component. Sometimes, the Ordinary Least Squares (OLS) approach leads to negative estimates, which would be equivalent to negative water vapor in the atmosphere and does, of course, not reflect meteorological and physical conditions in a plausible way. To cope with this phenomenon, we introduce an Inequality Constrained Least Squares (ICLS) method from the field of convex optimization and use inequality constraints to force the tropospheric parameters to be non-negative allowing for a more realistic tropospheric parameter estimation in a meteorological sense. Because deficiencies in the a priori hydrostatic modeling are almost fully compensated by the tropospheric estimates, the ICLS approach urgently requires suitable a priori hydrostatic delays. In this paper, we briefly describe the ICLS method and validate its impact with regard to station positions.

A self-organizing state-space-model approach for parameter estimation in hodgkin-huxley-type models of single neurons.

Directory of Open Access Journals (Sweden)

Dimitrios V Vavoulis

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

Sensor Placement for Modal Parameter Subset Estimation

DEFF Research Database (Denmark)

Ulriksen, Martin Dalgaard; Bernal, Dionisio; Damkilde, Lars

2016-01-01

The present paper proposes an approach for deciding on sensor placements in the context of modal parameter estimation from vibration measurements. The approach is based on placing sensors, of which the amount is determined a priori, such that the minimum Fisher information that the frequency resp...

Output-Only Modal Parameter Recursive Estimation of Time-Varying Structures via a Kernel Ridge Regression FS-TARMA Approach

Directory of Open Access Journals (Sweden)

Zhi-Sai Ma

2017-01-01

Full Text Available Modal parameter estimation plays an important role in vibration-based damage detection and is worth more attention and investigation, as changes in modal parameters are usually being used as damage indicators. This paper focuses on the problem of output-only modal parameter recursive estimation of time-varying structures based upon parameterized representations of the time-dependent autoregressive moving average (TARMA. A kernel ridge regression functional series TARMA (FS-TARMA recursive identification scheme is proposed and subsequently employed for the modal parameter estimation of a numerical three-degree-of-freedom time-varying structural system and a laboratory time-varying structure consisting of a simply supported beam and a moving mass sliding on it. The proposed method is comparatively assessed against an existing recursive pseudolinear regression FS-TARMA approach via Monte Carlo experiments and shown to be capable of accurately tracking the time-varying dynamics in a recursive manner.

Compressive Parameter Estimation for Sparse Translation-Invariant Signals Using Polar Interpolation

DEFF Research Database (Denmark)

Fyhn, Karsten; Duarte, Marco F.; Jensen, Søren Holdt

2015-01-01

We propose new compressive parameter estimation algorithms that make use of polar interpolation to improve the estimator precision. Our work extends previous approaches involving polar interpolation for compressive parameter estimation in two aspects: (i) we extend the formulation from real non...... to attain good estimation precision and keep the computational complexity low. Our numerical experiments show that the proposed algorithms outperform existing approaches that either leverage polynomial interpolation or are based on a conversion to a frequency-estimation problem followed by a super...... interpolation increases the estimation precision....

A Comparative Study of Distribution System Parameter Estimation Methods

Energy Technology Data Exchange (ETDEWEB)

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

2016-07-17

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

A software for parameter estimation in dynamic models

Directory of Open Access Journals (Sweden)

M. Yuceer

2008-12-01

Full Text Available A common problem in dynamic systems is to determine parameters in an equation used to represent experimental data. The goal is to determine the values of model parameters that provide the best fit to measured data, generally based on some type of least squares or maximum likelihood criterion. In the most general case, this requires the solution of a nonlinear and frequently non-convex optimization problem. Some of the available software lack in generality, while others do not provide ease of use. A user-interactive parameter estimation software was needed for identifying kinetic parameters. In this work we developed an integration based optimization approach to provide a solution to such problems. For easy implementation of the technique, a parameter estimation software (PARES has been developed in MATLAB environment. When tested with extensive example problems from literature, the suggested approach is proven to provide good agreement between predicted and observed data within relatively less computing time and iterations.

Parameter Estimation of Partial Differential Equation Models

KAUST Repository

Xun, Xiaolei

2013-09-01

Partial differential equation (PDE) models are commonly used to model complex dynamic systems in applied sciences such as biology and finance. The forms of these PDE models are usually proposed by experts based on their prior knowledge and understanding of the dynamic system. Parameters in PDE models often have interesting scientific interpretations, but their values are often unknown and need to be estimated from the measurements of the dynamic system in the presence of measurement errors. Most PDEs used in practice have no analytic solutions, and can only be solved with numerical methods. Currently, methods for estimating PDE parameters require repeatedly solving PDEs numerically under thousands of candidate parameter values, and thus the computational load is high. In this article, we propose two methods to estimate parameters in PDE models: a parameter cascading method and a Bayesian approach. In both methods, the underlying dynamic process modeled with the PDE model is represented via basis function expansion. For the parameter cascading method, we develop two nested levels of optimization to estimate the PDE parameters. For the Bayesian method, we develop a joint model for data and the PDE and develop a novel hierarchical model allowing us to employ Markov chain Monte Carlo (MCMC) techniques to make posterior inference. Simulation studies show that the Bayesian method and parameter cascading method are comparable, and both outperform other available methods in terms of estimation accuracy. The two methods are demonstrated by estimating parameters in a PDE model from long-range infrared light detection and ranging data. Supplementary materials for this article are available online. © 2013 American Statistical Association.

Bias-Corrected Estimation of Noncentrality Parameters of Covariance Structure Models

Science.gov (United States)

Raykov, Tenko

2005-01-01

A bias-corrected estimator of noncentrality parameters of covariance structure models is discussed. The approach represents an application of the bootstrap methodology for purposes of bias correction, and utilizes the relation between average of resample conventional noncentrality parameter estimates and their sample counterpart. The…

A novel optimization approach to estimating kinetic parameters of the enzymatic hydrolysis of corn stover

Directory of Open Access Journals (Sweden)

Fenglei Qi

2016-01-01

Full Text Available Enzymatic hydrolysis is an integral step in the conversion of lignocellulosic biomass to ethanol. The conversion of cellulose to fermentable sugars in the presence of inhibitors is a complex kinetic problem. In this study, we describe a novel approach to estimating the kinetic parameters underlying this process. This study employs experimental data measuring substrate and enzyme loadings, sugar and acid inhibitions for the production of glucose. Multiple objectives to minimize the difference between model predictions and experimental observations are developed and optimized by adopting multi-objective particle swarm optimization method. Model reliability is assessed by exploring likelihood profile in each parameter space. Compared to previous studies, this approach improved the prediction of sugar yields by reducing the mean squared errors by 34% for glucose and 2.7% for cellobiose, suggesting improved agreement between model predictions and the experimental data. Furthermore, kinetic parameters such as K2IG2, K1IG, K2IG, K1IA, and K3IA are identified as contributors to the model non-identifiability and wide parameter confidence intervals. Model reliability analysis indicates possible ways to reduce model non-identifiability and tighten parameter confidence intervals. These results could help improve the design of lignocellulosic biorefineries by providing higher fidelity predictions of fermentable sugars under inhibitory conditions.

Maximum-likelihood estimation of the hyperbolic parameters from grouped observations

DEFF Research Database (Denmark)

Jensen, Jens Ledet

1988-01-01

a least-squares problem. The second procedure Hypesti first approaches the maximum-likelihood estimate by iterating in the profile-log likelihood function for the scale parameter. Close to the maximum of the likelihood function, the estimation is brought to an end by iteration, using all four parameters...

A hybrid optimization approach to the estimation of distributed parameters in two-dimensional confined aquifers

Science.gov (United States)

Heidari, M.; Ranjithan, S.R.

1998-01-01

In using non-linear optimization techniques for estimation of parameters in a distributed ground water model, the initial values of the parameters and prior information about them play important roles. In this paper, the genetic algorithm (GA) is combined with the truncated-Newton search technique to estimate groundwater parameters for a confined steady-state ground water model. Use of prior information about the parameters is shown to be important in estimating correct or near-correct values of parameters on a regional scale. The amount of prior information needed for an accurate solution is estimated by evaluation of the sensitivity of the performance function to the parameters. For the example presented here, it is experimentally demonstrated that only one piece of prior information of the least sensitive parameter is sufficient to arrive at the global or near-global optimum solution. For hydraulic head data with measurement errors, the error in the estimation of parameters increases as the standard deviation of the errors increases. Results from our experiments show that, in general, the accuracy of the estimated parameters depends on the level of noise in the hydraulic head data and the initial values used in the truncated-Newton search technique.In using non-linear optimization techniques for estimation of parameters in a distributed ground water model, the initial values of the parameters and prior information about them play important roles. In this paper, the genetic algorithm (GA) is combined with the truncated-Newton search technique to estimate groundwater parameters for a confined steady-state ground water model. Use of prior information about the parameters is shown to be important in estimating correct or near-correct values of parameters on a regional scale. The amount of prior information needed for an accurate solution is estimated by evaluation of the sensitivity of the performance function to the parameters. For the example presented here, it is

Migration of antioxidants from polylactic acid films: A parameter estimation approach and an overview of the current mass transfer models.

Science.gov (United States)

Samsudin, Hayati; Auras, Rafael; Mishra, Dharmendra; Dolan, Kirk; Burgess, Gary; Rubino, Maria; Selke, Susan; Soto-Valdez, Herlinda

2018-01-01

Migration studies of chemicals from contact materials have been widely conducted due to their importance in determining the safety and shelf life of a food product in their packages. The US Food and Drug Administration (FDA) and the European Food Safety Authority (EFSA) require this safety assessment for food contact materials. So, migration experiments are theoretically designed and experimentally conducted to obtain data that can be used to assess the kinetics of chemical release. In this work, a parameter estimation approach was used to review and to determine the mass transfer partition and diffusion coefficients governing the migration process of eight antioxidants from poly(lactic acid), PLA, based films into water/ethanol solutions at temperatures between 20 and 50°C. Scaled sensitivity coefficients were calculated to assess simultaneously estimation of a number of mass transfer parameters. An optimal experimental design approach was performed to show the importance of properly designing a migration experiment. Additional parameters also provide better insights on migration of the antioxidants. For example, the partition coefficients could be better estimated using data from the early part of the experiment instead at the end. Experiments could be conducted for shorter periods of time saving time and resources. Diffusion coefficients of the eight antioxidants from PLA films were between 0.2 and 19×10 -14 m 2 /s at ~40°C. The use of parameter estimation approach provided additional and useful insights about the migration of antioxidants from PLA films. Copyright © 2017 Elsevier Ltd. All rights reserved.

Estimating Function Approaches for Spatial Point Processes

Science.gov (United States)

Deng, Chong

Spatial point pattern data consist of locations of events that are often of interest in biological and ecological studies. Such data are commonly viewed as a realization from a stochastic process called spatial point process. To fit a parametric spatial point process model to such data, likelihood-based methods have been widely studied. However, while maximum likelihood estimation is often too computationally intensive for Cox and cluster processes, pairwise likelihood methods such as composite likelihood, Palm likelihood usually suffer from the loss of information due to the ignorance of correlation among pairs. For many types of correlated data other than spatial point processes, when likelihood-based approaches are not desirable, estimating functions have been widely used for model fitting. In this dissertation, we explore the estimating function approaches for fitting spatial point process models. These approaches, which are based on the asymptotic optimal estimating function theories, can be used to incorporate the correlation among data and yield more efficient estimators. We conducted a series of studies to demonstrate that these estmating function approaches are good alternatives to balance the trade-off between computation complexity and estimating efficiency. First, we propose a new estimating procedure that improves the efficiency of pairwise composite likelihood method in estimating clustering parameters. Our approach combines estimating functions derived from pairwise composite likeli-hood estimation and estimating functions that account for correlations among the pairwise contributions. Our method can be used to fit a variety of parametric spatial point process models and can yield more efficient estimators for the clustering parameters than pairwise composite likelihood estimation. We demonstrate its efficacy through a simulation study and an application to the longleaf pine data. Second, we further explore the quasi-likelihood approach on fitting

Optomechanical parameter estimation

International Nuclear Information System (INIS)

Ang, Shan Zheng; Tsang, Mankei; Harris, Glen I; Bowen, Warwick P

2013-01-01

We propose a statistical framework for the problem of parameter estimation from a noisy optomechanical system. The Cramér–Rao lower bound on the estimation errors in the long-time limit is derived and compared with the errors of radiometer and expectation–maximization (EM) algorithms in the estimation of the force noise power. When applied to experimental data, the EM estimator is found to have the lowest error and follow the Cramér–Rao bound most closely. Our analytic results are envisioned to be valuable to optomechanical experiment design, while the EM algorithm, with its ability to estimate most of the system parameters, is envisioned to be useful for optomechanical sensing, atomic magnetometry and fundamental tests of quantum mechanics. (paper)

Bayesian parameter estimation in probabilistic risk assessment

International Nuclear Information System (INIS)

Siu, Nathan O.; Kelly, Dana L.

1998-01-01

Bayesian statistical methods are widely used in probabilistic risk assessment (PRA) because of their ability to provide useful estimates of model parameters when data are sparse and because the subjective probability framework, from which these methods are derived, is a natural framework to address the decision problems motivating PRA. This paper presents a tutorial on Bayesian parameter estimation especially relevant to PRA. It summarizes the philosophy behind these methods, approaches for constructing likelihood functions and prior distributions, some simple but realistic examples, and a variety of cautions and lessons regarding practical applications. References are also provided for more in-depth coverage of various topics

Estimating 3D Object Parameters from 2D Grey-Level Images

NARCIS (Netherlands)

Houkes, Z.

2000-01-01

This thesis describes a general framework for parameter estimation, which is suitable for computer vision applications. The approach described combines 3D modelling, animation and estimation tools to determine parameters of objects in a scene from 2D grey-level images. The animation tool predicts

Estimation of object motion parameters from noisy images.

Science.gov (United States)

Broida, T J; Chellappa, R

1986-01-01

An approach is presented for the estimation of object motion parameters based on a sequence of noisy images. The problem considered is that of a rigid body undergoing unknown rotational and translational motion. The measurement data consists of a sequence of noisy image coordinates of two or more object correspondence points. By modeling the object dynamics as a function of time, estimates of the model parameters (including motion parameters) can be extracted from the data using recursive and/or batch techniques. This permits a desired degree of smoothing to be achieved through the use of an arbitrarily large number of images. Some assumptions regarding object structure are presently made. Results are presented for a recursive estimation procedure: the case considered here is that of a sequence of one dimensional images of a two dimensional object. Thus, the object moves in one transverse dimension, and in depth, preserving the fundamental ambiguity of the central projection image model (loss of depth information). An iterated extended Kalman filter is used for the recursive solution. Noise levels of 5-10 percent of the object image size are used. Approximate Cramer-Rao lower bounds are derived for the model parameter estimates as a function of object trajectory and noise level. This approach may be of use in situations where it is difficult to resolve large numbers of object match points, but relatively long sequences of images (10 to 20 or more) are available.

Estimating distribution parameters of annual maximum streamflows in Johor, Malaysia using TL-moments approach

Science.gov (United States)

Mat Jan, Nur Amalina; Shabri, Ani

2017-01-01

TL-moments approach has been used in an analysis to identify the best-fitting distributions to represent the annual series of maximum streamflow data over seven stations in Johor, Malaysia. The TL-moments with different trimming values are used to estimate the parameter of the selected distributions namely: Three-parameter lognormal (LN3) and Pearson Type III (P3) distribution. The main objective of this study is to derive the TL-moments ( t 1,0), t 1 = 1,2,3,4 methods for LN3 and P3 distributions. The performance of TL-moments ( t 1,0), t 1 = 1,2,3,4 was compared with L-moments through Monte Carlo simulation and streamflow data over a station in Johor, Malaysia. The absolute error is used to test the influence of TL-moments methods on estimated probability distribution functions. From the cases in this study, the results show that TL-moments with four trimmed smallest values from the conceptual sample (TL-moments [4, 0]) of LN3 distribution was the most appropriate in most of the stations of the annual maximum streamflow series in Johor, Malaysia.

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.

An extended Kalman filter approach to non-stationary Bayesian estimation of reduced-order vocal fold model parameters.

Science.gov (United States)

Hadwin, Paul J; Peterson, Sean D

2017-04-01

The Bayesian framework for parameter inference provides a basis from which subject-specific reduced-order vocal fold models can be generated. Previously, it has been shown that a particle filter technique is capable of producing estimates and associated credibility intervals of time-varying reduced-order vocal fold model parameters. However, the particle filter approach is difficult to implement and has a high computational cost, which can be barriers to clinical adoption. This work presents an alternative estimation strategy based upon Kalman filtering aimed at reducing the computational cost of subject-specific model development. The robustness of this approach to Gaussian and non-Gaussian noise is discussed. The extended Kalman filter (EKF) approach is found to perform very well in comparison with the particle filter technique at dramatically lower computational cost. Based upon the test cases explored, the EKF is comparable in terms of accuracy to the particle filter technique when greater than 6000 particles are employed; if less particles are employed, the EKF actually performs better. For comparable levels of accuracy, the solution time is reduced by 2 orders of magnitude when employing the EKF. By virtue of the approximations used in the EKF, however, the credibility intervals tend to be slightly underpredicted.

Global parameter estimation for thermodynamic models of transcriptional regulation.

Science.gov (United States)

Suleimenov, Yerzhan; Ay, Ahmet; Samee, Md Abul Hassan; Dresch, Jacqueline M; Sinha, Saurabh; Arnosti, David N

2013-07-15

Deciphering the mechanisms involved in gene regulation holds the key to understanding the control of central biological processes, including human disease, population variation, and the evolution of morphological innovations. New experimental techniques including whole genome sequencing and transcriptome analysis have enabled comprehensive modeling approaches to study gene regulation. In many cases, it is useful to be able to assign biological significance to the inferred model parameters, but such interpretation should take into account features that affect these parameters, including model construction and sensitivity, the type of fitness calculation, and the effectiveness of parameter estimation. This last point is often neglected, as estimation methods are often selected for historical reasons or for computational ease. Here, we compare the performance of two parameter estimation techniques broadly representative of local and global approaches, namely, a quasi-Newton/Nelder-Mead simplex (QN/NMS) method and a covariance matrix adaptation-evolutionary strategy (CMA-ES) method. The estimation methods were applied to a set of thermodynamic models of gene transcription applied to regulatory elements active in the Drosophila embryo. Measuring overall fit, the global CMA-ES method performed significantly better than the local QN/NMS method on high quality data sets, but this difference was negligible on lower quality data sets with increased noise or on data sets simplified by stringent thresholding. Our results suggest that the choice of parameter estimation technique for evaluation of gene expression models depends both on quality of data, the nature of the models [again, remains to be established] and the aims of the modeling effort. Copyright © 2013 Elsevier Inc. All rights reserved.

Aircraft parameter estimation ± A tool for development of ...

Indian Academy of Sciences (India)

In addition, actuator performance and controller gains may be flight condition dependent. Moreover, this approach may result in open-loop parameter estimates with low accuracy. 6. Aerodynamic databases for high fidelity flight simulators. Estimation of a comprehensive aerodynamic model suitable for a flight simulator is an.

Parameter Estimation and Prediction of a Nonlinear Storage Model: an algebraic approach

NARCIS (Netherlands)

Doeswijk, T.G.; Keesman, K.J.

2005-01-01

Generally, parameters that are nonlinear in system models are estimated by nonlinear least-squares optimization algorithms. In this paper, if a nonlinear discrete-time model with a polynomial quotient structure in input, output, and parameters, a method is proposed to re-parameterize the model such

Quasi-Newton methods for parameter estimation in functional differential equations

Science.gov (United States)

Brewer, Dennis W.

1988-01-01

A state-space approach to parameter estimation in linear functional differential equations is developed using the theory of linear evolution equations. A locally convergent quasi-Newton type algorithm is applied to distributed systems with particular emphasis on parameters that induce unbounded perturbations of the state. The algorithm is computationally implemented on several functional differential equations, including coefficient and delay estimation in linear delay-differential equations.

Applied parameter estimation for chemical engineers

CERN Document Server

Englezos, Peter

2000-01-01

Formulation of the parameter estimation problem; computation of parameters in linear models-linear regression; Gauss-Newton method for algebraic models; other nonlinear regression methods for algebraic models; Gauss-Newton method for ordinary differential equation (ODE) models; shortcut estimation methods for ODE models; practical guidelines for algorithm implementation; constrained parameter estimation; Gauss-Newton method for partial differential equation (PDE) models; statistical inferences; design of experiments; recursive parameter estimation; parameter estimation in nonlinear thermodynam

Exploratory Study for Continuous-time Parameter Estimation of Ankle Dynamics

Science.gov (United States)

Kukreja, Sunil L.; Boyle, Richard D.

2014-01-01

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

Improved Estimates of Thermodynamic Parameters

Science.gov (United States)

Lawson, D. D.

1982-01-01

Techniques refined for estimating heat of vaporization and other parameters from molecular structure. Using parabolic equation with three adjustable parameters, heat of vaporization can be used to estimate boiling point, and vice versa. Boiling points and vapor pressures for some nonpolar liquids were estimated by improved method and compared with previously reported values. Technique for estimating thermodynamic parameters should make it easier for engineers to choose among candidate heat-exchange fluids for thermochemical cycles.

PARAMETER ESTIMATION AND MODEL SELECTION FOR INDOOR ENVIRONMENTS BASED ON SPARSE OBSERVATIONS

Directory of Open Access Journals (Sweden)

Y. Dehbi

2017-09-01

Full Text Available This paper presents a novel method for the parameter estimation and model selection for the reconstruction of indoor environments based on sparse observations. While most approaches for the reconstruction of indoor models rely on dense observations, we predict scenes of the interior with high accuracy in the absence of indoor measurements. We use a model-based top-down approach and incorporate strong but profound prior knowledge. The latter includes probability density functions for model parameters and sparse observations such as room areas and the building footprint. The floorplan model is characterized by linear and bi-linear relations with discrete and continuous parameters. We focus on the stochastic estimation of model parameters based on a topological model derived by combinatorial reasoning in a first step. A Gauss-Markov model is applied for estimation and simulation of the model parameters. Symmetries are represented and exploited during the estimation process. Background knowledge as well as observations are incorporated in a maximum likelihood estimation and model selection is performed with AIC/BIC. The likelihood is also used for the detection and correction of potential errors in the topological model. Estimation results are presented and discussed.

Parameter Estimation and Model Selection for Indoor Environments Based on Sparse Observations

Science.gov (United States)

Dehbi, Y.; Loch-Dehbi, S.; Plümer, L.

2017-09-01

This paper presents a novel method for the parameter estimation and model selection for the reconstruction of indoor environments based on sparse observations. While most approaches for the reconstruction of indoor models rely on dense observations, we predict scenes of the interior with high accuracy in the absence of indoor measurements. We use a model-based top-down approach and incorporate strong but profound prior knowledge. The latter includes probability density functions for model parameters and sparse observations such as room areas and the building footprint. The floorplan model is characterized by linear and bi-linear relations with discrete and continuous parameters. We focus on the stochastic estimation of model parameters based on a topological model derived by combinatorial reasoning in a first step. A Gauss-Markov model is applied for estimation and simulation of the model parameters. Symmetries are represented and exploited during the estimation process. Background knowledge as well as observations are incorporated in a maximum likelihood estimation and model selection is performed with AIC/BIC. The likelihood is also used for the detection and correction of potential errors in the topological model. Estimation results are presented and discussed.

Approximate effect of parameter pseudonoise intensity on rate of convergence for EKF parameter estimators. [Extended Kalman Filter

Science.gov (United States)

Hill, Bryon K.; Walker, Bruce K.

1991-01-01

When using parameter estimation methods based on extended Kalman filter (EKF) theory, it is common practice to assume that the unknown parameter values behave like a random process, such as a random walk, in order to guarantee their identifiability by the filter. The present work is the result of an ongoing effort to quantitatively describe the effect that the assumption of a fictitious noise (called pseudonoise) driving the unknown parameter values has on the parameter estimate convergence rate in filter-based parameter estimators. The initial approach is to examine a first-order system described by one state variable with one parameter to be estimated. The intent is to derive analytical results for this simple system that might offer insight into the effect of the pseudonoise assumption for more complex systems. Such results would make it possible to predict the estimator error convergence behavior as a function of the assumed pseudonoise intensity, and this leads to the natural application of the results to the design of filter-based parameter estimators. The results obtained show that the analytical description of the convergence behavior is very difficult.

A framework for scalable parameter estimation of gene circuit models using structural information

KAUST Repository

Kuwahara, Hiroyuki

2013-06-21

Motivation: Systematic and scalable parameter estimation is a key to construct complex gene regulatory models and to ultimately facilitate an integrative systems biology approach to quantitatively understand the molecular mechanisms underpinning gene regulation. Results: Here, we report a novel framework for efficient and scalable parameter estimation that focuses specifically on modeling of gene circuits. Exploiting the structure commonly found in gene circuit models, this framework decomposes a system of coupled rate equations into individual ones and efficiently integrates them separately to reconstruct the mean time evolution of the gene products. The accuracy of the parameter estimates is refined by iteratively increasing the accuracy of numerical integration using the model structure. As a case study, we applied our framework to four gene circuit models with complex dynamics based on three synthetic datasets and one time series microarray data set. We compared our framework to three state-of-the-art parameter estimation methods and found that our approach consistently generated higher quality parameter solutions efficiently. Although many general-purpose parameter estimation methods have been applied for modeling of gene circuits, our results suggest that the use of more tailored approaches to use domain-specific information may be a key to reverse engineering of complex biological systems. The Author 2013.

A framework for scalable parameter estimation of gene circuit models using structural information

KAUST Repository

Kuwahara, Hiroyuki; Fan, Ming; Wang, Suojin; Gao, Xin

2013-01-01

Motivation: Systematic and scalable parameter estimation is a key to construct complex gene regulatory models and to ultimately facilitate an integrative systems biology approach to quantitatively understand the molecular mechanisms underpinning gene regulation. Results: Here, we report a novel framework for efficient and scalable parameter estimation that focuses specifically on modeling of gene circuits. Exploiting the structure commonly found in gene circuit models, this framework decomposes a system of coupled rate equations into individual ones and efficiently integrates them separately to reconstruct the mean time evolution of the gene products. The accuracy of the parameter estimates is refined by iteratively increasing the accuracy of numerical integration using the model structure. As a case study, we applied our framework to four gene circuit models with complex dynamics based on three synthetic datasets and one time series microarray data set. We compared our framework to three state-of-the-art parameter estimation methods and found that our approach consistently generated higher quality parameter solutions efficiently. Although many general-purpose parameter estimation methods have been applied for modeling of gene circuits, our results suggest that the use of more tailored approaches to use domain-specific information may be a key to reverse engineering of complex biological systems. The Author 2013.

Inflation and cosmological parameter estimation

Energy Technology Data Exchange (ETDEWEB)

Hamann, J.

2007-05-15

In this work, we focus on two aspects of cosmological data analysis: inference of parameter values and the search for new effects in the inflationary sector. Constraints on cosmological parameters are commonly derived under the assumption of a minimal model. We point out that this procedure systematically underestimates errors and possibly biases estimates, due to overly restrictive assumptions. In a more conservative approach, we analyse cosmological data using a more general eleven-parameter model. We find that regions of the parameter space that were previously thought ruled out are still compatible with the data; the bounds on individual parameters are relaxed by up to a factor of two, compared to the results for the minimal six-parameter model. Moreover, we analyse a class of inflation models, in which the slow roll conditions are briefly violated, due to a step in the potential. We show that the presence of a step generically leads to an oscillating spectrum and perform a fit to CMB and galaxy clustering data. We do not find conclusive evidence for a step in the potential and derive strong bounds on quantities that parameterise the step. (orig.)

Adaptive distributed parameter and input estimation in linear parabolic PDEs

KAUST Repository

Mechhoud, Sarra

2016-01-01

First, new sufficient identifiability conditions of the input and the parameter simultaneous estimation are stated. Then, by means of Lyapunov-based design, an adaptive estimator is derived in the infinite-dimensional framework. It consists of a state observer and gradient-based parameter and input adaptation laws. The parameter convergence depends on the plant signal richness assumption, whereas the state convergence is established using a Lyapunov approach. The results of the paper are illustrated by simulation on tokamak plasma heat transport model using simulated data.

Estimating physiological skin parameters from hyperspectral signatures

Science.gov (United States)

Vyas, Saurabh; Banerjee, Amit; Burlina, Philippe

2013-05-01

We describe an approach for estimating human skin parameters, such as melanosome concentration, collagen concentration, oxygen saturation, and blood volume, using hyperspectral radiometric measurements (signatures) obtained from in vivo skin. We use a computational model based on Kubelka-Munk theory and the Fresnel equations. This model forward maps the skin parameters to a corresponding multiband reflectance spectra. Machine-learning-based regression is used to generate the inverse map, and hence estimate skin parameters from hyperspectral signatures. We test our methods using synthetic and in vivo skin signatures obtained in the visible through the short wave infrared domains from 24 patients of both genders and Caucasian, Asian, and African American ethnicities. Performance validation shows promising results: good agreement with the ground truth and well-established physiological precepts. These methods have potential use in the characterization of skin abnormalities and in minimally-invasive prescreening of malignant skin cancers.

Stochastic estimation approach for the evaluation of thermal-hydraulic parameters in pressurized water reactors

International Nuclear Information System (INIS)

Shieh, D.J.; Upadhyaya, M.G.

1986-01-01

A method based on the extended Kalman filter is developed for the estimation of the core coolant mass flow rate in pressurized water reactors. The need for flow calibration can be avoided by a direct estimation of this parameter. A reduced-order neutronic and thermal-hydraulic model is developed for the Loss-of-Fluid Test (LOFT) reactor. The neutron detector and core-exit coolant temperature signals from the LOFT reactor are used as measurements in the parameter estimation algorithm. The estimation sensitivity to model uncertainties was evaluated using the ambiguity function analysis. This also provides a lower bound on the measurement sample size necessary to achieve a certain estimation accuracy. A sequential technique was developed to minimize the computational effort needed to discretize the continuous time equations, and thus achieve faster convergence to the true parameter value. The performance of the stochastic approximation method was first evaluated using simulated random data, and then applied to the estimation of coolant flow rate using the operational data from the LOFT reactor at 100 and 65% flow rate conditions

On Modal Parameter Estimates from Ambient Vibration Tests

DEFF Research Database (Denmark)

Agneni, A.; Brincker, Rune; Coppotelli, B.

2004-01-01

Modal parameter estimates from ambient vibration testing are turning into the preferred technique when one is interested in systems under actual loadings and operational conditions. Moreover, with this approach, expensive devices to excite the structure are not needed, since it can be adequately...

Estimation of anisotropy parameters in organic-rich shale: Rock physics forward modeling approach

Energy Technology Data Exchange (ETDEWEB)

Herawati, Ida, E-mail: ida.herawati@students.itb.ac.id; Winardhi, Sonny; Priyono, Awali [Mining and Petroleum Engineering Faculty, Institut Teknologi Bandung, Bandung, 40132 (Indonesia)

2015-09-30

Anisotropy analysis becomes an important step in processing and interpretation of seismic data. One of the most important things in anisotropy analysis is anisotropy parameter estimation which can be estimated using well data, core data or seismic data. In seismic data, anisotropy parameter calculation is generally based on velocity moveout analysis. However, the accuracy depends on data quality, available offset, and velocity moveout picking. Anisotropy estimation using seismic data is needed to obtain wide coverage of particular layer anisotropy. In anisotropic reservoir, analysis of anisotropy parameters also helps us to better understand the reservoir characteristics. Anisotropy parameters, especially ε, are related to rock property and lithology determination. Current research aims to estimate anisotropy parameter from seismic data and integrate well data with case study in potential shale gas reservoir. Due to complexity in organic-rich shale reservoir, extensive study from different disciplines is needed to understand the reservoir. Shale itself has intrinsic anisotropy caused by lamination of their formed minerals. In order to link rock physic with seismic response, it is necessary to build forward modeling in organic-rich shale. This paper focuses on studying relationship between reservoir properties such as clay content, porosity and total organic content with anisotropy. Organic content which defines prospectivity of shale gas can be considered as solid background or solid inclusion or both. From the forward modeling result, it is shown that organic matter presence increases anisotropy in shale. The relationships between total organic content and other seismic properties such as acoustic impedance and Vp/Vs are also presented.

Estimation of anisotropy parameters in organic-rich shale: Rock physics forward modeling approach

International Nuclear Information System (INIS)

Herawati, Ida; Winardhi, Sonny; Priyono, Awali

2015-01-01

Anisotropy analysis becomes an important step in processing and interpretation of seismic data. One of the most important things in anisotropy analysis is anisotropy parameter estimation which can be estimated using well data, core data or seismic data. In seismic data, anisotropy parameter calculation is generally based on velocity moveout analysis. However, the accuracy depends on data quality, available offset, and velocity moveout picking. Anisotropy estimation using seismic data is needed to obtain wide coverage of particular layer anisotropy. In anisotropic reservoir, analysis of anisotropy parameters also helps us to better understand the reservoir characteristics. Anisotropy parameters, especially ε, are related to rock property and lithology determination. Current research aims to estimate anisotropy parameter from seismic data and integrate well data with case study in potential shale gas reservoir. Due to complexity in organic-rich shale reservoir, extensive study from different disciplines is needed to understand the reservoir. Shale itself has intrinsic anisotropy caused by lamination of their formed minerals. In order to link rock physic with seismic response, it is necessary to build forward modeling in organic-rich shale. This paper focuses on studying relationship between reservoir properties such as clay content, porosity and total organic content with anisotropy. Organic content which defines prospectivity of shale gas can be considered as solid background or solid inclusion or both. From the forward modeling result, it is shown that organic matter presence increases anisotropy in shale. The relationships between total organic content and other seismic properties such as acoustic impedance and Vp/Vs are also presented

Robust nonlinear autoregressive moving average model parameter estimation using stochastic recurrent artificial neural networks

DEFF Research Database (Denmark)

Chon, K H; Hoyer, D; Armoundas, A A

1999-01-01

In this study, we introduce a new approach for estimating linear and nonlinear stochastic autoregressive moving average (ARMA) model parameters, given a corrupt signal, using artificial recurrent neural networks. This new approach is a two-step approach in which the parameters of the deterministic...... part of the stochastic ARMA model are first estimated via a three-layer artificial neural network (deterministic estimation step) and then reestimated using the prediction error as one of the inputs to the artificial neural networks in an iterative algorithm (stochastic estimation step). The prediction...... error is obtained by subtracting the corrupt signal of the estimated ARMA model obtained via the deterministic estimation step from the system output response. We present computer simulation examples to show the efficacy of the proposed stochastic recurrent neural network approach in obtaining accurate...

Adaptive distributed parameter and input estimation in linear parabolic PDEs

KAUST Repository

Mechhoud, Sarra

2016-01-01

In this paper, we discuss the on-line estimation of distributed source term, diffusion, and reaction coefficients of a linear parabolic partial differential equation using both distributed and interior-point measurements. First, new sufficient identifiability conditions of the input and the parameter simultaneous estimation are stated. Then, by means of Lyapunov-based design, an adaptive estimator is derived in the infinite-dimensional framework. It consists of a state observer and gradient-based parameter and input adaptation laws. The parameter convergence depends on the plant signal richness assumption, whereas the state convergence is established using a Lyapunov approach. The results of the paper are illustrated by simulation on tokamak plasma heat transport model using simulated data.

A framework for scalable parameter estimation of gene circuit models using structural information.

Science.gov (United States)

Kuwahara, Hiroyuki; Fan, Ming; Wang, Suojin; Gao, Xin

2013-07-01

Systematic and scalable parameter estimation is a key to construct complex gene regulatory models and to ultimately facilitate an integrative systems biology approach to quantitatively understand the molecular mechanisms underpinning gene regulation. Here, we report a novel framework for efficient and scalable parameter estimation that focuses specifically on modeling of gene circuits. Exploiting the structure commonly found in gene circuit models, this framework decomposes a system of coupled rate equations into individual ones and efficiently integrates them separately to reconstruct the mean time evolution of the gene products. The accuracy of the parameter estimates is refined by iteratively increasing the accuracy of numerical integration using the model structure. As a case study, we applied our framework to four gene circuit models with complex dynamics based on three synthetic datasets and one time series microarray data set. We compared our framework to three state-of-the-art parameter estimation methods and found that our approach consistently generated higher quality parameter solutions efficiently. Although many general-purpose parameter estimation methods have been applied for modeling of gene circuits, our results suggest that the use of more tailored approaches to use domain-specific information may be a key to reverse engineering of complex biological systems. http://sfb.kaust.edu.sa/Pages/Software.aspx. Supplementary data are available at Bioinformatics online.

Assumptions of the primordial spectrum and cosmological parameter estimation

International Nuclear Information System (INIS)

Shafieloo, Arman; Souradeep, Tarun

2011-01-01

The observables of the perturbed universe, cosmic microwave background (CMB) anisotropy and large structures depend on a set of cosmological parameters, as well as the assumed nature of primordial perturbations. In particular, the shape of the primordial power spectrum (PPS) is, at best, a well-motivated assumption. It is known that the assumed functional form of the PPS in cosmological parameter estimation can affect the best-fit-parameters and their relative confidence limits. In this paper, we demonstrate that a specific assumed form actually drives the best-fit parameters into distinct basins of likelihood in the space of cosmological parameters where the likelihood resists improvement via modifications to the PPS. The regions where considerably better likelihoods are obtained allowing free-form PPS lie outside these basins. In the absence of a preferred model of inflation, this raises a concern that current cosmological parameter estimates are strongly prejudiced by the assumed form of PPS. Our results strongly motivate approaches toward simultaneous estimation of the cosmological parameters and the shape of the primordial spectrum from upcoming cosmological data. It is equally important for theorists to keep an open mind towards early universe scenarios that produce features in the PPS. (paper)

A quasi-sequential parameter estimation for nonlinear dynamic systems based on multiple data profiles

Energy Technology Data Exchange (ETDEWEB)

Zhao, Chao [FuZhou University, FuZhou (China); Vu, Quoc Dong; Li, Pu [Ilmenau University of Technology, Ilmenau (Germany)

2013-02-15

A three-stage computation framework for solving parameter estimation problems for dynamic systems with multiple data profiles is developed. The dynamic parameter estimation problem is transformed into a nonlinear programming (NLP) problem by using collocation on finite elements. The model parameters to be estimated are treated in the upper stage by solving an NLP problem. The middle stage consists of multiple NLP problems nested in the upper stage, representing the data reconciliation step for each data profile. We use the quasi-sequential dynamic optimization approach to solve these problems. In the lower stage, the state variables and their gradients are evaluated through ntegrating the model equations. Since the second-order derivatives are not required in the computation framework this proposed method will be efficient for solving nonlinear dynamic parameter estimation problems. The computational results obtained on a parameter estimation problem for two CSTR models demonstrate the effectiveness of the proposed approach.

A quasi-sequential parameter estimation for nonlinear dynamic systems based on multiple data profiles

International Nuclear Information System (INIS)

Zhao, Chao; Vu, Quoc Dong; Li, Pu

2013-01-01

A three-stage computation framework for solving parameter estimation problems for dynamic systems with multiple data profiles is developed. The dynamic parameter estimation problem is transformed into a nonlinear programming (NLP) problem by using collocation on finite elements. The model parameters to be estimated are treated in the upper stage by solving an NLP problem. The middle stage consists of multiple NLP problems nested in the upper stage, representing the data reconciliation step for each data profile. We use the quasi-sequential dynamic optimization approach to solve these problems. In the lower stage, the state variables and their gradients are evaluated through ntegrating the model equations. Since the second-order derivatives are not required in the computation framework this proposed method will be efficient for solving nonlinear dynamic parameter estimation problems. The computational results obtained on a parameter estimation problem for two CSTR models demonstrate the effectiveness of the proposed approach

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...

Simultaneous Parameters Identifiability and Estimation of an E. coli Metabolic Network Model

Directory of Open Access Journals (Sweden)

Kese Pontes Freitas Alberton

2015-01-01

Full Text Available This work proposes a procedure for simultaneous parameters identifiability and estimation in metabolic networks in order to overcome difficulties associated with lack of experimental data and large number of parameters, a common scenario in the modeling of such systems. As case study, the complex real problem of parameters identifiability of the Escherichia coli K-12 W3110 dynamic model was investigated, composed by 18 differential ordinary equations and 35 kinetic rates, containing 125 parameters. With the procedure, model fit was improved for most of the measured metabolites, achieving 58 parameters estimated, including 5 unknown initial conditions. The results indicate that simultaneous parameters identifiability and estimation approach in metabolic networks is appealing, since model fit to the most of measured metabolites was possible even when important measures of intracellular metabolites and good initial estimates of parameters are not available.

Impacts of Different Types of Measurements on Estimating Unsaturatedflow Parameters

Science.gov (United States)

Shi, L.

2015-12-01

This study evaluates the value of different types of measurements for estimating soil hydraulic parameters. A numerical method based on ensemble Kalman filter (EnKF) is presented to solely or jointly assimilate point-scale soil water head data, point-scale soil water content data, surface soil water content data and groundwater level data. This study investigates the performance of EnKF under different types of data, the potential worth contained in these data, and the factors that may affect estimation accuracy. Results show that for all types of data, smaller measurements errors lead to faster convergence to the true values. Higher accuracy measurements are required to improve the parameter estimation if a large number of unknown parameters need to be identified simultaneously. The data worth implied by the surface soil water content data and groundwater level data is prone to corruption by a deviated initial guess. Surface soil moisture data are capable of identifying soil hydraulic parameters for the top layers, but exert less or no influence on deeper layers especially when estimating multiple parameters simultaneously. Groundwater level is one type of valuable information to infer the soil hydraulic parameters. However, based on the approach used in this study, the estimates from groundwater level data may suffer severe degradation if a large number of parameters must be identified. Combined use of two or more types of data is helpful to improve the parameter estimation.

Estimation of G-renewal process parameters as an ill-posed inverse problem

International Nuclear Information System (INIS)

Krivtsov, V.; Yevkin, O.

2013-01-01

Statistical estimation of G-renewal process parameters is an important estimation problem, which has been considered by many authors. We view this problem from the standpoint of a mathematically ill-posed, inverse problem (the solution is not unique and/or is sensitive to statistical error) and propose a regularization approach specifically suited to the G-renewal process. Regardless of the estimation method, the respective objective function usually involves parameters of the underlying life-time distribution and simultaneously the restoration parameter. In this paper, we propose to regularize the problem by decoupling the estimation of the aforementioned parameters. Using a simulation study, we show that the resulting estimation/extrapolation accuracy of the proposed method is considerably higher than that of the existing methods

Nonparametric estimation of location and scale parameters

KAUST Repository

Potgieter, C.J.

2012-12-01

Two random variables X and Y belong to the same location-scale family if there are constants μ and σ such that Y and μ+σX have the same distribution. In this paper we consider non-parametric estimation of the parameters μ and σ under minimal assumptions regarding the form of the distribution functions of X and Y. We discuss an approach to the estimation problem that is based on asymptotic likelihood considerations. Our results enable us to provide a methodology that can be implemented easily and which yields estimators that are often near optimal when compared to fully parametric methods. We evaluate the performance of the estimators in a series of Monte Carlo simulations. © 2012 Elsevier B.V. All rights reserved.

NONLINEAR PLANT PIECEWISE-CONTINUOUS MODEL MATRIX PARAMETERS ESTIMATION

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Roman L. Leibov

2017-09-01

Full Text Available This paper presents a nonlinear plant piecewise-continuous model matrix parameters estimation technique using nonlinear model time responses and random search method. One of piecewise-continuous model application areas is defined. The results of proposed approach application for aircraft turbofan engine piecewisecontinuous model formation are presented

Set-base dynamical parameter estimation and model invalidation for biochemical reaction networks.

Science.gov (United States)

Rumschinski, Philipp; Borchers, Steffen; Bosio, Sandro; Weismantel, Robert; Findeisen, Rolf

2010-05-25

Mathematical modeling and analysis have become, for the study of biological and cellular processes, an important complement to experimental research. However, the structural and quantitative knowledge available for such processes is frequently limited, and measurements are often subject to inherent and possibly large uncertainties. This results in competing model hypotheses, whose kinetic parameters may not be experimentally determinable. Discriminating among these alternatives and estimating their kinetic parameters is crucial to improve the understanding of the considered process, and to benefit from the analytical tools at hand. In this work we present a set-based framework that allows to discriminate between competing model hypotheses and to provide guaranteed outer estimates on the model parameters that are consistent with the (possibly sparse and uncertain) experimental measurements. This is obtained by means of exact proofs of model invalidity that exploit the polynomial/rational structure of biochemical reaction networks, and by making use of an efficient strategy to balance solution accuracy and computational effort. The practicability of our approach is illustrated with two case studies. The first study shows that our approach allows to conclusively rule out wrong model hypotheses. The second study focuses on parameter estimation, and shows that the proposed method allows to evaluate the global influence of measurement sparsity, uncertainty, and prior knowledge on the parameter estimates. This can help in designing further experiments leading to improved parameter estimates.

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)

Parameter estimation in plasmonic QED

Science.gov (United States)

Jahromi, H. Rangani

2018-03-01

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

Parameter Estimation in Continuous Time Domain

Directory of Open Access Journals (Sweden)

Gabriela M. ATANASIU

2016-12-01

Full Text Available This paper will aim to presents the applications of a continuous-time parameter estimation method for estimating structural parameters of a real bridge structure. For the purpose of illustrating this method two case studies of a bridge pile located in a highly seismic risk area are considered, for which the structural parameters for the mass, damping and stiffness are estimated. The estimation process is followed by the validation of the analytical results and comparison with them to the measurement data. Further benefits and applications for the continuous-time parameter estimation method in civil engineering are presented in the final part of this paper.

Parameter estimation of Lorenz chaotic system using a hybrid swarm intelligence algorithm

International Nuclear Information System (INIS)

Lazzús, Juan A.; Rivera, Marco; López-Caraballo, Carlos H.

2016-01-01

A novel hybrid swarm intelligence algorithm for chaotic system parameter estimation is present. For this purpose, the parameters estimation on Lorenz systems is formulated as a multidimensional problem, and a hybrid approach based on particle swarm optimization with ant colony optimization (PSO–ACO) is implemented to solve this problem. Firstly, the performance of the proposed PSO–ACO algorithm is tested on a set of three representative benchmark functions, and the impact of the parameter settings on PSO–ACO efficiency is studied. Secondly, the parameter estimation is converted into an optimization problem on a three-dimensional Lorenz system. Numerical simulations on Lorenz model and comparisons with results obtained by other algorithms showed that PSO–ACO is a very powerful tool for parameter estimation with high accuracy and low deviations. - Highlights: • PSO–ACO combined particle swarm optimization with ant colony optimization. • This study is the first research of PSO–ACO to estimate parameters of chaotic systems. • PSO–ACO algorithm can identify the parameters of the three-dimensional Lorenz system with low deviations. • PSO–ACO is a very powerful tool for the parameter estimation on other chaotic system.

Parameter estimation of Lorenz chaotic system using a hybrid swarm intelligence algorithm

Energy Technology Data Exchange (ETDEWEB)

Lazzús, Juan A., E-mail: jlazzus@dfuls.cl; Rivera, Marco; López-Caraballo, Carlos H.

2016-03-11

A novel hybrid swarm intelligence algorithm for chaotic system parameter estimation is present. For this purpose, the parameters estimation on Lorenz systems is formulated as a multidimensional problem, and a hybrid approach based on particle swarm optimization with ant colony optimization (PSO–ACO) is implemented to solve this problem. Firstly, the performance of the proposed PSO–ACO algorithm is tested on a set of three representative benchmark functions, and the impact of the parameter settings on PSO–ACO efficiency is studied. Secondly, the parameter estimation is converted into an optimization problem on a three-dimensional Lorenz system. Numerical simulations on Lorenz model and comparisons with results obtained by other algorithms showed that PSO–ACO is a very powerful tool for parameter estimation with high accuracy and low deviations. - Highlights: • PSO–ACO combined particle swarm optimization with ant colony optimization. • This study is the first research of PSO–ACO to estimate parameters of chaotic systems. • PSO–ACO algorithm can identify the parameters of the three-dimensional Lorenz system with low deviations. • PSO–ACO is a very powerful tool for the parameter estimation on other chaotic system.

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

KAUST Repository

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

2016-01-01

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

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

KAUST Repository

Ait-El-Fquih, Boujemaa

2016-08-12

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

Dual ant colony operational modal analysis parameter estimation method

Science.gov (United States)

Sitarz, Piotr; Powałka, Bartosz

2018-01-01

Operational Modal Analysis (OMA) is a common technique used to examine the dynamic properties of a system. Contrary to experimental modal analysis, the input signal is generated in object ambient environment. Operational modal analysis mainly aims at determining the number of pole pairs and at estimating modal parameters. Many methods are used for parameter identification. Some methods operate in time while others in frequency domain. The former use correlation functions, the latter - spectral density functions. However, while some methods require the user to select poles from a stabilisation diagram, others try to automate the selection process. Dual ant colony operational modal analysis parameter estimation method (DAC-OMA) presents a new approach to the problem, avoiding issues involved in the stabilisation diagram. The presented algorithm is fully automated. It uses deterministic methods to define the interval of estimated parameters, thus reducing the problem to optimisation task which is conducted with dedicated software based on ant colony optimisation algorithm. The combination of deterministic methods restricting parameter intervals and artificial intelligence yields very good results, also for closely spaced modes and significantly varied mode shapes within one measurement point.

ESTIMATION ACCURACY OF EXPONENTIAL DISTRIBUTION PARAMETERS

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muhammad zahid rashid

2011-04-01

Full Text Available The exponential distribution is commonly used to model the behavior of units that have a constant failure rate. The two-parameter exponential distribution provides a simple but nevertheless useful model for the analysis of lifetimes, especially when investigating reliability of technical equipment.This paper is concerned with estimation of parameters of the two parameter (location and scale exponential distribution. We used the least squares method (LSM, relative least squares method (RELS, ridge regression method (RR,  moment estimators (ME, modified moment estimators (MME, maximum likelihood estimators (MLE and modified maximum likelihood estimators (MMLE. We used the mean square error MSE, and total deviation TD, as measurement for the comparison between these methods. We determined the best method for estimation using different values for the parameters and different sample sizes

Revisiting Boltzmann learning: parameter estimation in Markov random fields

DEFF Research Database (Denmark)

Hansen, Lars Kai; Andersen, Lars Nonboe; Kjems, Ulrik

1996-01-01

This article presents a generalization of the Boltzmann machine that allows us to use the learning rule for a much wider class of maximum likelihood and maximum a posteriori problems, including both supervised and unsupervised learning. Furthermore, the approach allows us to discuss regularization...... and generalization in the context of Boltzmann machines. We provide an illustrative example concerning parameter estimation in an inhomogeneous Markov field. The regularized adaptation produces a parameter set that closely resembles the “teacher” parameters, hence, will produce segmentations that closely reproduce...

State, Parameter, and Unknown Input Estimation Problems in Active Automotive Safety Applications

Science.gov (United States)

Phanomchoeng, Gridsada

A variety of driver assistance systems such as traction control, electronic stability control (ESC), rollover prevention and lane departure avoidance systems are being developed by automotive manufacturers to reduce driver burden, partially automate normal driving operations, and reduce accidents. The effectiveness of these driver assistance systems can be significant enhanced if the real-time values of several vehicle parameters and state variables, namely tire-road friction coefficient, slip angle, roll angle, and rollover index, can be known. Since there are no inexpensive sensors available to measure these variables, it is necessary to estimate them. However, due to the significant nonlinear dynamics in a vehicle, due to unknown and changing plant parameters, and due to the presence of unknown input disturbances, the design of estimation algorithms for this application is challenging. This dissertation develops a new approach to observer design for nonlinear systems in which the nonlinearity has a globally (or locally) bounded Jacobian. The developed approach utilizes a modified version of the mean value theorem to express the nonlinearity in the estimation error dynamics as a convex combination of known matrices with time varying coefficients. The observer gains are then obtained by solving linear matrix inequalities (LMIs). A number of illustrative examples are presented to show that the developed approach is less conservative and more useful than the standard Lipschitz assumption based nonlinear observer. The developed nonlinear observer is utilized for estimation of slip angle, longitudinal vehicle velocity, and vehicle roll angle. In order to predict and prevent vehicle rollovers in tripped situations, it is necessary to estimate the vertical tire forces in the presence of unknown road disturbance inputs. An approach to estimate unknown disturbance inputs in nonlinear systems using dynamic model inversion and a modified version of the mean value theorem is

Parameter estimation in tree graph metabolic networks

Directory of Open Access Journals (Sweden)

Laura Astola

2016-09-01

Full Text Available We study the glycosylation processes that convert initially toxic substrates to nutritionally valuable metabolites in the flavonoid biosynthesis pathway of tomato (Solanum lycopersicum seedlings. To estimate the reaction rates we use ordinary differential equations (ODEs to model the enzyme kinetics. A popular choice is to use a system of linear ODEs with constant kinetic rates or to use Michaelis–Menten kinetics. In reality, the catalytic rates, which are affected among other factors by kinetic constants and enzyme concentrations, are changing in time and with the approaches just mentioned, this phenomenon cannot be described. Another problem is that, in general these kinetic coefficients are not always identifiable. A third problem is that, it is not precisely known which enzymes are catalyzing the observed glycosylation processes. With several hundred potential gene candidates, experimental validation using purified target proteins is expensive and time consuming. We aim at reducing this task via mathematical modeling to allow for the pre-selection of most potential gene candidates. In this article we discuss a fast and relatively simple approach to estimate time varying kinetic rates, with three favorable properties: firstly, it allows for identifiable estimation of time dependent parameters in networks with a tree-like structure. Secondly, it is relatively fast compared to usually applied methods that estimate the model derivatives together with the network parameters. Thirdly, by combining the metabolite concentration data with a corresponding microarray data, it can help in detecting the genes related to the enzymatic processes. By comparing the estimated time dynamics of the catalytic rates with time series gene expression data we may assess potential candidate genes behind enzymatic reactions. As an example, we show how to apply this method to select prominent glycosyltransferase genes in tomato seedlings.

Parameter estimation in tree graph metabolic networks.

Science.gov (United States)

Astola, Laura; Stigter, Hans; Gomez Roldan, Maria Victoria; van Eeuwijk, Fred; Hall, Robert D; Groenenboom, Marian; Molenaar, Jaap J

2016-01-01

We study the glycosylation processes that convert initially toxic substrates to nutritionally valuable metabolites in the flavonoid biosynthesis pathway of tomato (Solanum lycopersicum) seedlings. To estimate the reaction rates we use ordinary differential equations (ODEs) to model the enzyme kinetics. A popular choice is to use a system of linear ODEs with constant kinetic rates or to use Michaelis-Menten kinetics. In reality, the catalytic rates, which are affected among other factors by kinetic constants and enzyme concentrations, are changing in time and with the approaches just mentioned, this phenomenon cannot be described. Another problem is that, in general these kinetic coefficients are not always identifiable. A third problem is that, it is not precisely known which enzymes are catalyzing the observed glycosylation processes. With several hundred potential gene candidates, experimental validation using purified target proteins is expensive and time consuming. We aim at reducing this task via mathematical modeling to allow for the pre-selection of most potential gene candidates. In this article we discuss a fast and relatively simple approach to estimate time varying kinetic rates, with three favorable properties: firstly, it allows for identifiable estimation of time dependent parameters in networks with a tree-like structure. Secondly, it is relatively fast compared to usually applied methods that estimate the model derivatives together with the network parameters. Thirdly, by combining the metabolite concentration data with a corresponding microarray data, it can help in detecting the genes related to the enzymatic processes. By comparing the estimated time dynamics of the catalytic rates with time series gene expression data we may assess potential candidate genes behind enzymatic reactions. As an example, we show how to apply this method to select prominent glycosyltransferase genes in tomato seedlings.

Accelerated maximum likelihood parameter estimation for stochastic biochemical systems

Directory of Open Access Journals (Sweden)

Daigle Bernie J

2012-05-01

Full Text Available Abstract Background A prerequisite for the mechanistic simulation of a biochemical system is detailed knowledge of its kinetic parameters. Despite recent experimental advances, the estimation of unknown parameter values from observed data is still a bottleneck for obtaining accurate simulation results. Many methods exist for parameter estimation in deterministic biochemical systems; methods for discrete stochastic systems are less well developed. Given the probabilistic nature of stochastic biochemical models, a natural approach is to choose parameter values that maximize the probability of the observed data with respect to the unknown parameters, a.k.a. the maximum likelihood parameter estimates (MLEs. MLE computation for all but the simplest models requires the simulation of many system trajectories that are consistent with experimental data. For models with unknown parameters, this presents a computational challenge, as the generation of consistent trajectories can be an extremely rare occurrence. Results We have developed Monte Carlo Expectation-Maximization with Modified Cross-Entropy Method (MCEM2: an accelerated method for calculating MLEs that combines advances in rare event simulation with a computationally efficient version of the Monte Carlo expectation-maximization (MCEM algorithm. Our method requires no prior knowledge regarding parameter values, and it automatically provides a multivariate parameter uncertainty estimate. We applied the method to five stochastic systems of increasing complexity, progressing from an analytically tractable pure-birth model to a computationally demanding model of yeast-polarization. Our results demonstrate that MCEM2 substantially accelerates MLE computation on all tested models when compared to a stand-alone version of MCEM. Additionally, we show how our method identifies parameter values for certain classes of models more accurately than two recently proposed computationally efficient methods

Bayesian Parameter Estimation for Heavy-Duty Vehicles

Energy Technology Data Exchange (ETDEWEB)

Miller, Eric; Konan, Arnaud; Duran, Adam

2017-03-28

Accurate vehicle parameters are valuable for design, modeling, and reporting. Estimating vehicle parameters can be a very time-consuming process requiring tightly-controlled experimentation. This work describes a method to estimate vehicle parameters such as mass, coefficient of drag/frontal area, and rolling resistance using data logged during standard vehicle operation. The method uses Monte Carlo to generate parameter sets which is fed to a variant of the road load equation. Modeled road load is then compared to measured load to evaluate the probability of the parameter set. Acceptance of a proposed parameter set is determined using the probability ratio to the current state, so that the chain history will give a distribution of parameter sets. Compared to a single value, a distribution of possible values provides information on the quality of estimates and the range of possible parameter values. The method is demonstrated by estimating dynamometer parameters. Results confirm the method's ability to estimate reasonable parameter sets, and indicates an opportunity to increase the certainty of estimates through careful selection or generation of the test drive cycle.

A Sparse Bayesian Learning Algorithm With Dictionary Parameter Estimation

DEFF Research Database (Denmark)

Hansen, Thomas Lundgaard; Badiu, Mihai Alin; Fleury, Bernard Henri

2014-01-01

This paper concerns sparse decomposition of a noisy signal into atoms which are specified by unknown continuous-valued parameters. An example could be estimation of the model order, frequencies and amplitudes of a superposition of complex sinusoids. The common approach is to reduce the continuous...

Inference of reactive transport model parameters using a Bayesian multivariate approach

Science.gov (United States)

Carniato, Luca; Schoups, Gerrit; van de Giesen, Nick

2014-08-01

Parameter estimation of subsurface transport models from multispecies data requires the definition of an objective function that includes different types of measurements. Common approaches are weighted least squares (WLS), where weights are specified a priori for each measurement, and weighted least squares with weight estimation (WLS(we)) where weights are estimated from the data together with the parameters. In this study, we formulate the parameter estimation task as a multivariate Bayesian inference problem. The WLS and WLS(we) methods are special cases in this framework, corresponding to specific prior assumptions about the residual covariance matrix. The Bayesian perspective allows for generalizations to cases where residual correlation is important and for efficient inference by analytically integrating out the variances (weights) and selected covariances from the joint posterior. Specifically, the WLS and WLS(we) methods are compared to a multivariate (MV) approach that accounts for specific residual correlations without the need for explicit estimation of the error parameters. When applied to inference of reactive transport model parameters from column-scale data on dissolved species concentrations, the following results were obtained: (1) accounting for residual correlation between species provides more accurate parameter estimation for high residual correlation levels whereas its influence for predictive uncertainty is negligible, (2) integrating out the (co)variances leads to an efficient estimation of the full joint posterior with a reduced computational effort compared to the WLS(we) method, and (3) in the presence of model structural errors, none of the methods is able to identify the correct parameter values.

Time-course window estimator for ordinary differential equations linear in the parameters

NARCIS (Netherlands)

Vujacic, Ivan; Dattner, Itai; Gonzalez, Javier; Wit, Ernst

In many applications obtaining ordinary differential equation descriptions of dynamic processes is scientifically important. In both, Bayesian and likelihood approaches for estimating parameters of ordinary differential equations, the speed and the convergence of the estimation procedure may

Parameter estimation of a three-axis spacecraft simulator using recursive least-squares approach with tracking differentiator and Extended Kalman Filter

Science.gov (United States)

Xu, Zheyao; Qi, Naiming; Chen, Yukun

2015-12-01

Spacecraft simulators are widely used to study the dynamics, guidance, navigation, and control of a spacecraft on the ground. A spacecraft simulator can have three rotational degrees of freedom by using a spherical air-bearing to simulate a frictionless and micro-gravity space environment. The moment of inertia and center of mass are essential for control system design of ground-based three-axis spacecraft simulators. Unfortunately, they cannot be known precisely. This paper presents two approaches, i.e. a recursive least-squares (RLS) approach with tracking differentiator (TD) and Extended Kalman Filter (EKF) method, to estimate inertia parameters. The tracking differentiator (TD) filter the noise coupled with the measured signals and generate derivate of the measured signals. Combination of two TD filters in series obtains the angular accelerations that are required in RLS (TD-TD-RLS). Another method that does not need to estimate the angular accelerations is using the integrated form of dynamics equation. An extended TD (ETD) filter which can also generate the integration of the function of signals is presented for RLS (denoted as ETD-RLS). States and inertia parameters are estimated simultaneously using EKF. The observability is analyzed. All proposed methods are illustrated by simulations and experiments.

Parameter and state estimation in nonlinear dynamical systems

Science.gov (United States)

Creveling, Daniel R.

This thesis is concerned with the problem of state and parameter estimation in nonlinear systems. The need to evaluate unknown parameters in models of nonlinear physical, biophysical and engineering systems occurs throughout the development of phenomenological or reduced models of dynamics. When verifying and validating these models, it is important to incorporate information from observations in an efficient manner. Using the idea of synchronization of nonlinear dynamical systems, this thesis develops a framework for presenting data to a candidate model of a physical process in a way that makes efficient use of the measured data while allowing for estimation of the unknown parameters in the model. The approach presented here builds on existing work that uses synchronization as a tool for parameter estimation. Some critical issues of stability in that work are addressed and a practical framework is developed for overcoming these difficulties. The central issue is the choice of coupling strength between the model and data. If the coupling is too strong, the model will reproduce the measured data regardless of the adequacy of the model or correctness of the parameters. If the coupling is too weak, nonlinearities in the dynamics could lead to complex dynamics rendering any cost function comparing the model to the data inadequate for the determination of model parameters. Two methods are introduced which seek to balance the need for coupling with the desire to allow the model to evolve in its natural manner without coupling. One method, 'balanced' synchronization, adds to the synchronization cost function a requirement that the conditional Lyapunov exponents of the model system, conditioned on being driven by the data, remain negative but small in magnitude. Another method allows the coupling between the data and the model to vary in time according to a specific form of differential equation. The coupling dynamics is damped to allow for a tendency toward zero coupling

Deep convolutional neural networks for estimating porous material parameters with ultrasound tomography

Science.gov (United States)

Lähivaara, Timo; Kärkkäinen, Leo; Huttunen, Janne M. J.; Hesthaven, Jan S.

2018-02-01

We study the feasibility of data based machine learning applied to ultrasound tomography to estimate water-saturated porous material parameters. In this work, the data to train the neural networks is simulated by solving wave propagation in coupled poroviscoelastic-viscoelastic-acoustic media. As the forward model, we consider a high-order discontinuous Galerkin method while deep convolutional neural networks are used to solve the parameter estimation problem. In the numerical experiment, we estimate the material porosity and tortuosity while the remaining parameters which are of less interest are successfully marginalized in the neural networks-based inversion. Computational examples confirms the feasibility and accuracy of this approach.

Estimating demographic parameters using a combination of known-fate and open N-mixture models.

Science.gov (United States)

Schmidt, Joshua H; Johnson, Devin S; Lindberg, Mark S; Adams, Layne G

2015-10-01

Accurate estimates of demographic parameters are required to infer appropriate ecological relationships and inform management actions. Known-fate data from marked individuals are commonly used to estimate survival rates, whereas N-mixture models use count data from unmarked individuals to estimate multiple demographic parameters. However, a joint approach combining the strengths of both analytical tools has not been developed. Here we develop an integrated model combining known-fate and open N-mixture models, allowing the estimation of detection probability, recruitment, and the joint estimation of survival. We demonstrate our approach through both simulations and an applied example using four years of known-fate and pack count data for wolves (Canis lupus). Simulation results indicated that the integrated model reliably recovered parameters with no evidence of bias, and survival estimates were more precise under the joint model. Results from the applied example indicated that the marked sample of wolves was biased toward individuals with higher apparent survival rates than the unmarked pack mates, suggesting that joint estimates may be more representative of the overall population. Our integrated model is a practical approach for reducing bias while increasing precision and the amount of information gained from mark-resight data sets. We provide implementations in both the BUGS language and an R package.

An estimation of crude oil import demand in Turkey: Evidence from time-varying parameters approach

International Nuclear Information System (INIS)

Ozturk, Ilhan; Arisoy, Ibrahim

2016-01-01

The aim of this study is to model crude oil import demand and estimate the price and income elasticities of imported crude oil in Turkey based on a time-varying parameters (TVP) approach with the aim of obtaining accurate and more robust estimates of price and income elasticities. This study employs annual time series data of domestic oil consumption, real GDP, and oil price for the period 1966–2012. The empirical results indicate that both the income and price elasticities are in line with the theoretical expectations. However, the income elasticity is statistically significant while the price elasticity is statistically insignificant. The relatively high value of income elasticity (1.182) from this study suggests that crude oil import in Turkey is more responsive to changes in income level. This result indicates that imported crude oil is a normal good and rising income levels will foster higher consumption of oil based equipments, vehicles and services by economic agents. The estimated income elasticity of 1.182 suggests that imported crude oil consumption grows at a higher rate than income. This in turn reduces oil intensity over time. Therefore, crude oil import during the estimation period is substantially driven by income. - Highlights: • We estimated the price and income elasticities of imported crude oil in Turkey. • Income elasticity is statistically significant and it is 1.182. • The price elasticity is statistically insignificant. • Crude oil import in Turkey is more responsive to changes in income level. • Crude oil import during the estimation period is substantially driven by income.

Estimating parameters of chaotic systems synchronized by external driving signal

International Nuclear Information System (INIS)

Wu Xiaogang; Wang Zuxi

2007-01-01

Noise-induced synchronization (NIS) has evoked great research interests recently. Two uncoupled identical chaotic systems can achieve complete synchronization (CS) by feeding a common noise with appropriate intensity. Actually, NIS belongs to the category of external feedback control (EFC). The significance of applying EFC in secure communication lies in fact that the trajectory of chaotic systems is disturbed so strongly by external driving signal that phase space reconstruction attack fails. In this paper, however, we propose an approach that can accurately estimate the parameters of the chaotic systems synchronized by external driving signal through chaotic transmitted signal, driving signal and their derivatives. Numerical simulation indicates that this approach can estimate system parameters and external coupling strength under two driving modes in a very rapid manner, which implies that EFC is not superior to other methods in secure communication

A continuous wavelet transform approach for harmonic parameters estimation in the presence of impulsive noise

Science.gov (United States)

Dai, Yu; Xue, Yuan; Zhang, Jianxun

2016-01-01

Impulsive noise caused by some random events has the main character of short rise-time and wide frequency spectrum range, so it has the potential to degrade the performance and reliability of the harmonic estimation. This paper focuses on the harmonic estimation procedure based on continuous wavelet transform (CWT) when the analyzed signal is corrupted by the impulsive noise. The digital CWT of both the time-varying sinusoidal signal and the impulsive noise are analyzed, and there are two cross ridges in the time-frequency plane of CWT, which are generated by the signal and the noise separately. In consideration of the amplitude of the noise and the number of the spike event, two inequalities are derived to provide limitations on the wavelet parameters. Based on the amplitude distribution of the noise, the optimal wavelet parameters determined by solving these inequalities are used to suppress the contamination of the noise, as well as increase the amplitude of the ridge corresponding to the signal, so the parameters of each harmonic component can be estimated accurately. The proposed procedure is applied to a numerical simulation and a bone vibration signal test giving satisfactory results of stationary and time-varying harmonic parameter estimation.

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

Science.gov (United States)

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

2012-01-01

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

Parameter Estimates in Differential Equation Models for Population Growth

Science.gov (United States)

Winkel, Brian J.

2011-01-01

We estimate the parameters present in several differential equation models of population growth, specifically logistic growth models and two-species competition models. We discuss student-evolved strategies and offer "Mathematica" code for a gradient search approach. We use historical (1930s) data from microbial studies of the Russian biologist,…

Multi-objective optimization in quantum parameter estimation

Science.gov (United States)

Gong, BeiLi; Cui, Wei

2018-04-01

We investigate quantum parameter estimation based on linear and Kerr-type nonlinear controls in an open quantum system, and consider the dissipation rate as an unknown parameter. We show that while the precision of parameter estimation is improved, it usually introduces a significant deformation to the system state. Moreover, we propose a multi-objective model to optimize the two conflicting objectives: (1) maximizing the Fisher information, improving the parameter estimation precision, and (2) minimizing the deformation of the system state, which maintains its fidelity. Finally, simulations of a simplified ɛ-constrained model demonstrate the feasibility of the Hamiltonian control in improving the precision of the quantum parameter estimation.

Repetitive Identification of Structural Systems Using a Nonlinear Model Parameter Refinement Approach

Directory of Open Access Journals (Sweden)

Jeng-Wen Lin

2009-01-01

Full Text Available This paper proposes a statistical confidence interval based nonlinear model parameter refinement approach for the health monitoring of structural systems subjected to seismic excitations. The developed model refinement approach uses the 95% confidence interval of the estimated structural parameters to determine their statistical significance in a least-squares regression setting. When the parameters' confidence interval covers the zero value, it is statistically sustainable to truncate such parameters. The remaining parameters will repetitively undergo such parameter sifting process for model refinement until all the parameters' statistical significance cannot be further improved. This newly developed model refinement approach is implemented for the series models of multivariable polynomial expansions: the linear, the Taylor series, and the power series model, leading to a more accurate identification as well as a more controllable design for system vibration control. Because the statistical regression based model refinement approach is intrinsically used to process a “batch” of data and obtain an ensemble average estimation such as the structural stiffness, the Kalman filter and one of its extended versions is introduced to the refined power series model for structural health monitoring.

A Machine Learning Approach to Estimate Riverbank Geotechnical Parameters from Sediment Particle Size Data

Science.gov (United States)

Iwashita, Fabio; Brooks, Andrew; Spencer, John; Borombovits, Daniel; Curwen, Graeme; Olley, Jon

2015-04-01

Assessing bank stability using geotechnical models traditionally involves the laborious collection of data on the bank and floodplain stratigraphy, as well as in-situ geotechnical data for each sedimentary unit within a river bank. The application of geotechnical bank stability models are limited to those sites where extensive field data has been collected, where their ability to provide predictions of bank erosion at the reach scale are limited without a very extensive and expensive field data collection program. Some challenges in the construction and application of riverbank erosion and hydraulic numerical models are their one-dimensionality, steady-state requirements, lack of calibration data, and nonuniqueness. Also, numerical models commonly can be too rigid with respect to detecting unexpected features like the onset of trends, non-linear relations, or patterns restricted to sub-samples of a data set. These shortcomings create the need for an alternate modelling approach capable of using available data. The application of the Self-Organizing Maps (SOM) approach is well-suited to the analysis of noisy, sparse, nonlinear, multidimensional, and scale-dependent data. It is a type of unsupervised artificial neural network with hybrid competitive-cooperative learning. In this work we present a method that uses a database of geotechnical data collected at over 100 sites throughout Queensland State, Australia, to develop a modelling approach that enables geotechnical parameters (soil effective cohesion, friction angle, soil erodibility and critical stress) to be derived from sediment particle size data (PSD). The model framework and predicted values were evaluated using two methods, splitting the dataset into training and validation set, and through a Bootstrap approach. The basis of Bootstrap cross-validation is a leave-one-out strategy. This requires leaving one data value out of the training set while creating a new SOM to estimate that missing value based on the

A method for model identification and parameter estimation

International Nuclear Information System (INIS)

Bambach, M; Heinkenschloss, M; Herty, M

2013-01-01

We propose and analyze a new method for the identification of a parameter-dependent model that best describes a given system. This problem arises, for example, in the mathematical modeling of material behavior where several competing constitutive equations are available to describe a given material. In this case, the models are differential equations that arise from the different constitutive equations, and the unknown parameters are coefficients in the constitutive equations. One has to determine the best-suited constitutive equations for a given material and application from experiments. We assume that the true model is one of the N possible parameter-dependent models. To identify the correct model and the corresponding parameters, we can perform experiments, where for each experiment we prescribe an input to the system and observe a part of the system state. Our approach consists of two stages. In the first stage, for each pair of models we determine the experiment, i.e. system input and observation, that best differentiates between the two models, and measure the distance between the two models. Then we conduct N(N − 1) or, depending on the approach taken, N(N − 1)/2 experiments and use the result of the experiments as well as the previously computed model distances to determine the true model. We provide sufficient conditions on the model distances and measurement errors which guarantee that our approach identifies the correct model. Given the model, we identify the corresponding model parameters in the second stage. The problem in the second stage is a standard parameter estimation problem and we use a method suitable for the given application. We illustrate our approach on three examples, including one where the models are elliptic partial differential equations with different parameterized right-hand sides and an example where we identify the constitutive equation in a problem from computational viscoplasticity. (paper)

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

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Yogesh eRathi

2016-04-01

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

Nonlinear systems time-varying parameter estimation: Application to induction motors

Energy Technology Data Exchange (ETDEWEB)

Kenne, Godpromesse [Laboratoire d' Automatique et d' Informatique Appliquee (LAIA), Departement de Genie Electrique, IUT FOTSO Victor, Universite de Dschang, B.P. 134 Bandjoun (Cameroon); Ahmed-Ali, Tarek [Ecole Nationale Superieure des Ingenieurs des Etudes et Techniques d' Armement (ENSIETA), 2 Rue Francois Verny, 29806 Brest Cedex 9 (France); Lamnabhi-Lagarrigue, F. [Laboratoire des Signaux et Systemes (L2S), C.N.R.S-SUPELEC, Universite Paris XI, 3 Rue Joliot Curie, 91192 Gif-sur-Yvette (France); Arzande, Amir [Departement Energie, Ecole Superieure d' Electricite-SUPELEC, 3 Rue Joliot Curie, 91192 Gif-sur-Yvette (France)

2008-11-15

In this paper, an algorithm for time-varying parameter estimation for a large class of nonlinear systems is presented. The proof of the convergence of the estimates to their true values is achieved using Lyapunov theories and does not require that the classical persistent excitation condition be satisfied by the input signal. Since the induction motor (IM) is widely used in several industrial sectors, the algorithm developed is potentially useful for adjusting the controller parameters of variable speed drives. The method proposed is simple and easily implementable in real-time. The application of this approach to on-line estimation of the rotor resistance of IM shows a rapidly converging estimate in spite of measurement noise, discretization effects, parameter uncertainties (e.g. inaccuracies on motor inductance values) and modeling inaccuracies. The robustness analysis for this IM application also revealed that the proposed scheme is insensitive to the stator resistance variations within a wide range. The merits of the proposed algorithm in the case of on-line time-varying rotor resistance estimation are demonstrated via experimental results in various operating conditions of the induction motor. The experimental results obtained demonstrate that the application of the proposed algorithm to update on-line the parameters of an adaptive controller (e.g. IM and synchronous machines adaptive control) can improve the efficiency of the industrial process. The other interesting features of the proposed method include fault detection/estimation and adaptive control of IM and synchronous machines. (author)

On parameter estimation in deformable models

DEFF Research Database (Denmark)

Fisker, Rune; Carstensen, Jens Michael

1998-01-01

Deformable templates have been intensively studied in image analysis through the last decade, but despite its significance the estimation of model parameters has received little attention. We present a method for supervised and unsupervised model parameter estimation using a general Bayesian form...

Parameter estimation of component reliability models in PSA model of Krsko NPP

International Nuclear Information System (INIS)

Jordan Cizelj, R.; Vrbanic, I.

2001-01-01

In the paper, the uncertainty analysis of component reliability models for independent failures is shown. The present approach for parameter estimation of component reliability models in NPP Krsko is presented. Mathematical approaches for different types of uncertainty analyses are introduced and used in accordance with some predisposed requirements. Results of the uncertainty analyses are shown in an example for time-related components. As the most appropriate uncertainty analysis proved the Bayesian estimation with the numerical estimation of a posterior, which can be approximated with some appropriate probability distribution, in this paper with lognormal distribution.(author)

Non-Cooperative Target Imaging and Parameter Estimation with Narrowband Radar Echoes

Directory of Open Access Journals (Sweden)

Chun-mao Yeh

2016-01-01

Full Text Available This study focuses on the rotating target imaging and parameter estimation with narrowband radar echoes, which is essential for radar target recognition. First, a two-dimensional (2D imaging model with narrowband echoes is established in this paper, and two images of the target are formed on the velocity-acceleration plane at two neighboring coherent processing intervals (CPIs. Then, the rotating velocity (RV is proposed to be estimated by utilizing the relationship between the positions of the scattering centers among two images. Finally, the target image is rescaled to the range-cross-range plane with the estimated rotational parameter. The validity of the proposed approach is confirmed using numerical simulations.

Effect of primary and secondary parameters on analytical estimation of effective thermal conductivity of two phase materials using unit cell approach

Science.gov (United States)

S, Chidambara Raja; P, Karthikeyan; Kumaraswamidhas, L. A.; M, Ramu

2018-05-01

Most of the thermal design systems involve two phase materials and analysis of such systems requires detailed understanding of the thermal characteristics of the two phase material. This article aimed to develop geometry dependent unit cell approach model by considering the effects of all primary parameters (conductivity ratio and concentration) and secondary parameters (geometry, contact resistance, natural convection, Knudsen and radiation) for the estimation of effective thermal conductivity of two-phase materials. The analytical equations have been formulated based on isotherm approach for 2-D and 3-D spatially periodic medium. The developed models are validated with standard models and suited for all kind of operating conditions. The results have shown substantial improvement compared to the existing models and are in good agreement with the experimental data.

Parameter estimation for stiff deterministic dynamical systems via ensemble Kalman filter

International Nuclear Information System (INIS)

Arnold, Andrea; Calvetti, Daniela; Somersalo, Erkki

2014-01-01

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

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.

An Adaptive Estimation of Forecast Error Covariance Parameters for Kalman Filtering Data Assimilation

Institute of Scientific and Technical Information of China (English)

Xiaogu ZHENG

2009-01-01

An adaptive estimation of forecast error covariance matrices is proposed for Kalman filtering data assimilation. A forecast error covariance matrix is initially estimated using an ensemble of perturbation forecasts. This initially estimated matrix is then adjusted with scale parameters that are adaptively estimated by minimizing -2log-likelihood of observed-minus-forecast residuals. The proposed approach could be applied to Kalman filtering data assimilation with imperfect models when the model error statistics are not known. A simple nonlinear model (Burgers' equation model) is used to demonstrate the efficacy of the proposed approach.

Parameter extraction and estimation based on the PV panel outdoor ...

African Journals Online (AJOL)

The experimental data obtained are validated and compared with the estimated results obtained through simulation based on the manufacture's data sheet. The simulation is based on the Newton-Raphson iterative method in MATLAB environment. This approach aids the computation of the PV module's parameters at any ...

Composite likelihood estimation of demographic parameters

Directory of Open Access Journals (Sweden)

Garrigan Daniel

2009-11-01

Full Text Available Abstract Background Most existing likelihood-based methods for fitting historical demographic models to DNA sequence polymorphism data to do not scale feasibly up to the level of whole-genome data sets. Computational economies can be achieved by incorporating two forms of pseudo-likelihood: composite and approximate likelihood methods. Composite likelihood enables scaling up to large data sets because it takes the product of marginal likelihoods as an estimator of the likelihood of the complete data set. This approach is especially useful when a large number of genomic regions constitutes the data set. Additionally, approximate likelihood methods can reduce the dimensionality of the data by summarizing the information in the original data by either a sufficient statistic, or a set of statistics. Both composite and approximate likelihood methods hold promise for analyzing large data sets or for use in situations where the underlying demographic model is complex and has many parameters. This paper considers a simple demographic model of allopatric divergence between two populations, in which one of the population is hypothesized to have experienced a founder event, or population bottleneck. A large resequencing data set from human populations is summarized by the joint frequency spectrum, which is a matrix of the genomic frequency spectrum of derived base frequencies in two populations. A Bayesian Metropolis-coupled Markov chain Monte Carlo (MCMCMC method for parameter estimation is developed that uses both composite and likelihood methods and is applied to the three different pairwise combinations of the human population resequence data. The accuracy of the method is also tested on data sets sampled from a simulated population model with known parameters. Results The Bayesian MCMCMC method also estimates the ratio of effective population size for the X chromosome versus that of the autosomes. The method is shown to estimate, with reasonable

Parameter Estimation of a Closed Loop Coupled Tank Time Varying System using Recursive Methods

International Nuclear Information System (INIS)

Basir, Siti Nora; Yussof, Hanafiah; Shamsuddin, Syamimi; Selamat, Hazlina; Zahari, Nur Ismarrubie

2013-01-01

This project investigates the direct identification of closed loop plant using discrete-time approach. The uses of Recursive Least Squares (RLS), Recursive Instrumental Variable (RIV) and Recursive Instrumental Variable with Centre-Of-Triangle (RIV + COT) in the parameter estimation of closed loop time varying system have been considered. The algorithms were applied in a coupled tank system that employs covariance resetting technique where the time of parameter changes occur is unknown. The performances of all the parameter estimation methods, RLS, RIV and RIV + COT were compared. The estimation of the system whose output was corrupted with white and coloured noises were investigated. Covariance resetting technique successfully executed when the parameters change. RIV + COT gives better estimates than RLS and RIV in terms of convergence and maximum overshoot

A study of two estimation approaches for parameters of Weibull distribution based on WPP

International Nuclear Information System (INIS)

Zhang, L.F.; Xie, M.; Tang, L.C.

2007-01-01

Least-squares estimation (LSE) based on Weibull probability plot (WPP) is the most basic method for estimating the Weibull parameters. The common procedure of this method is using the least-squares regression of Y on X, i.e. minimizing the sum of squares of the vertical residuals, to fit a straight line to the data points on WPP and then calculate the LS estimators. This method is known to be biased. In the existing literature the least-squares regression of X on Y, i.e. minimizing the sum of squares of the horizontal residuals, has been used by the Weibull researchers. This motivated us to carry out this comparison between the estimators of the two LS regression methods using intensive Monte Carlo simulations. Both complete and censored data are examined. Surprisingly, the result shows that LS Y on X performs better for small, complete samples, while the LS X on Y performs better in other cases in view of bias of the estimators. The two methods are also compared in terms of other model statistics. In general, when the shape parameter is less than one, LS Y on X provides a better model; otherwise, LS X on Y tends to be better

Estimating cellular parameters through optimization procedures: elementary principles and applications

Directory of Open Access Journals (Sweden)

Akatsuki eKimura

2015-03-01

Full Text Available Construction of quantitative models is a primary goal of quantitative biology, which aims to understand cellular and organismal phenomena in a quantitative manner. In this article, we introduce optimization procedures to search for parameters in a quantitative model that can reproduce experimental data. The aim of optimization is to minimize the sum of squared errors (SSE in a prediction or to maximize likelihood. A (local maximum of likelihood or (local minimum of the SSE can efficiently be identified using gradient approaches. Addition of a stochastic process enables us to identify the global maximum/minimum without becoming trapped in local maxima/minima. Sampling approaches take advantage of increasing computational power to test numerous sets of parameters in order to determine the optimum set. By combining Bayesian inference with gradient or sampling approaches, we can estimate both the optimum parameters and the form of the likelihood function related to the parameters. Finally, we introduce four examples of research that utilize parameter optimization to obtain biological insights from quantified data: transcriptional regulation, bacterial chemotaxis, morphogenesis, and cell cycle regulation. With practical knowledge of parameter optimization, cell and developmental biologists can develop realistic models that reproduce their observations and thus, obtain mechanistic insights into phenomena of interest.

Estimating demographic parameters from large-scale population genomic data using Approximate Bayesian Computation

Directory of Open Access Journals (Sweden)

Li Sen

2012-03-01

Full Text Available Abstract Background The Approximate Bayesian Computation (ABC approach has been used to infer demographic parameters for numerous species, including humans. However, most applications of ABC still use limited amounts of data, from a small number of loci, compared to the large amount of genome-wide population-genetic data which have become available in the last few years. Results We evaluated the performance of the ABC approach for three 'population divergence' models - similar to the 'isolation with migration' model - when the data consists of several hundred thousand SNPs typed for multiple individuals by simulating data from known demographic models. The ABC approach was used to infer demographic parameters of interest and we compared the inferred values to the true parameter values that was used to generate hypothetical "observed" data. For all three case models, the ABC approach inferred most demographic parameters quite well with narrow credible intervals, for example, population divergence times and past population sizes, but some parameters were more difficult to infer, such as population sizes at present and migration rates. We compared the ability of different summary statistics to infer demographic parameters, including haplotype and LD based statistics, and found that the accuracy of the parameter estimates can be improved by combining summary statistics that capture different parts of information in the data. Furthermore, our results suggest that poor choices of prior distributions can in some circumstances be detected using ABC. Finally, increasing the amount of data beyond some hundred loci will substantially improve the accuracy of many parameter estimates using ABC. Conclusions We conclude that the ABC approach can accommodate realistic genome-wide population genetic data, which may be difficult to analyze with full likelihood approaches, and that the ABC can provide accurate and precise inference of demographic parameters from

Modified polarimetric bidirectional reflectance distribution function with diffuse scattering: surface parameter estimation

Science.gov (United States)

Zhan, Hanyu; Voelz, David G.

2016-12-01

The polarimetric bidirectional reflectance distribution function (pBRDF) describes the relationships between incident and scattered Stokes parameters, but the familiar surface-only microfacet pBRDF cannot capture diffuse scattering contributions and depolarization phenomena. We propose a modified pBRDF model with a diffuse scattering component developed from the Kubelka-Munk and Le Hors et al. theories, and apply it in the development of a method to jointly estimate refractive index, slope variance, and diffuse scattering parameters from a series of Stokes parameter measurements of a surface. An application of the model and estimation approach to experimental data published by Priest and Meier shows improved correspondence with measurements of normalized Mueller matrix elements. By converting the Stokes/Mueller calculus formulation of the model to a degree of polarization (DOP) description, the estimation results of the parameters from measured DOP values are found to be consistent with a previous DOP model and results.

Reionization history and CMB parameter estimation

International Nuclear Information System (INIS)

Dizgah, Azadeh Moradinezhad; Kinney, William H.; Gnedin, Nickolay Y.

2013-01-01

We study how uncertainty in the reionization history of the universe affects estimates of other cosmological parameters from the Cosmic Microwave Background. We analyze WMAP7 data and synthetic Planck-quality data generated using a realistic scenario for the reionization history of the universe obtained from high-resolution numerical simulation. We perform parameter estimation using a simple sudden reionization approximation, and using the Principal Component Analysis (PCA) technique proposed by Mortonson and Hu. We reach two main conclusions: (1) Adopting a simple sudden reionization model does not introduce measurable bias into values for other parameters, indicating that detailed modeling of reionization is not necessary for the purpose of parameter estimation from future CMB data sets such as Planck. (2) PCA analysis does not allow accurate reconstruction of the actual reionization history of the universe in a realistic case

Reionization history and CMB parameter estimation

Energy Technology Data Exchange (ETDEWEB)

Dizgah, Azadeh Moradinezhad; Gnedin, Nickolay Y.; Kinney, William H.

2013-05-01

We study how uncertainty in the reionization history of the universe affects estimates of other cosmological parameters from the Cosmic Microwave Background. We analyze WMAP7 data and synthetic Planck-quality data generated using a realistic scenario for the reionization history of the universe obtained from high-resolution numerical simulation. We perform parameter estimation using a simple sudden reionization approximation, and using the Principal Component Analysis (PCA) technique proposed by Mortonson and Hu. We reach two main conclusions: (1) Adopting a simple sudden reionization model does not introduce measurable bias into values for other parameters, indicating that detailed modeling of reionization is not necessary for the purpose of parameter estimation from future CMB data sets such as Planck. (2) PCA analysis does not allow accurate reconstruction of the actual reionization history of the universe in a realistic case.

Migration of antioxidants from polylactic acid films, a parameter estimation approach: Part I - A model including convective mass transfer coefficient.

Science.gov (United States)

Samsudin, Hayati; Auras, Rafael; Burgess, Gary; Dolan, Kirk; Soto-Valdez, Herlinda

2018-03-01

A two-step solution based on the boundary conditions of Crank's equations for mass transfer in a film was developed. Three driving factors, the diffusion (D), partition (K p,f ) and convective mass transfer coefficients (h), govern the sorption and/or desorption kinetics of migrants from polymer films. These three parameters were simultaneously estimated. They provide in-depth insight into the physics of a migration process. The first step was used to find the combination of D, K p,f and h that minimized the sums of squared errors (SSE) between the predicted and actual results. In step 2, an ordinary least square (OLS) estimation was performed by using the proposed analytical solution containing D, K p,f and h. Three selected migration studies of PLA/antioxidant-based films were used to demonstrate the use of this two-step solution. Additional parameter estimation approaches such as sequential and bootstrap were also performed to acquire a better knowledge about the kinetics of migration. The proposed model successfully provided the initial guesses for D, K p,f and h. The h value was determined without performing a specific experiment for it. By determining h together with D, under or overestimation issues pertaining to a migration process can be avoided since these two parameters are correlated. Copyright © 2017 Elsevier Ltd. All rights reserved.

Parameter Estimation for Thurstone Choice Models

Energy Technology Data Exchange (ETDEWEB)

Vojnovic, Milan [London School of Economics (United Kingdom); Yun, Seyoung [Los Alamos National Lab. (LANL), Los Alamos, NM (United States)

2017-04-24

We consider the estimation accuracy of individual strength parameters of a Thurstone choice model when each input observation consists of a choice of one item from a set of two or more items (so called top-1 lists). This model accommodates the well-known choice models such as the Luce choice model for comparison sets of two or more items and the Bradley-Terry model for pair comparisons. We provide a tight characterization of the mean squared error of the maximum likelihood parameter estimator. We also provide similar characterizations for parameter estimators defined by a rank-breaking method, which amounts to deducing one or more pair comparisons from a comparison of two or more items, assuming independence of these pair comparisons, and maximizing a likelihood function derived under these assumptions. We also consider a related binary classification problem where each individual parameter takes value from a set of two possible values and the goal is to correctly classify all items within a prescribed classification error. The results of this paper shed light on how the parameter estimation accuracy depends on given Thurstone choice model and the structure of comparison sets. In particular, we found that for unbiased input comparison sets of a given cardinality, when in expectation each comparison set of given cardinality occurs the same number of times, for a broad class of Thurstone choice models, the mean squared error decreases with the cardinality of comparison sets, but only marginally according to a diminishing returns relation. On the other hand, we found that there exist Thurstone choice models for which the mean squared error of the maximum likelihood parameter estimator can decrease much faster with the cardinality of comparison sets. We report empirical evaluation of some claims and key parameters revealed by theory using both synthetic and real-world input data from some popular sport competitions and online labor platforms.

Estimating parameters for probabilistic linkage of privacy-preserved datasets.

Science.gov (United States)

Brown, Adrian P; Randall, Sean M; Ferrante, Anna M; Semmens, James B; Boyd, James H

2017-07-10

than the F-measure using calculated probabilities. Further, the threshold estimation yielded results for F-measure that were only slightly below the highest possible for those probabilities. The method appears highly accurate across a spectrum of datasets with varying degrees of error. As there are few alternatives for parameter estimation, the approach is a major step towards providing a complete operational approach for probabilistic linkage of privacy-preserved datasets.

Parameter extraction using global particle swarm optimization approach and the influence of polymer processing temperature on the solar cell parameters

Science.gov (United States)

Kumar, S.; Singh, A.; Dhar, A.

2017-08-01

The accurate estimation of the photovoltaic parameters is fundamental to gain an insight of the physical processes occurring inside a photovoltaic device and thereby to optimize its design, fabrication processes, and quality. A simulative approach of accurately determining the device parameters is crucial for cell array and module simulation when applied in practical on-field applications. In this work, we have developed a global particle swarm optimization (GPSO) approach to estimate the different solar cell parameters viz., ideality factor (η), short circuit current (Isc), open circuit voltage (Voc), shunt resistant (Rsh), and series resistance (Rs) with wide a search range of over ±100 % for each model parameter. After validating the accurateness and global search power of the proposed approach with synthetic and noisy data, we applied the technique to the extract the PV parameters of ZnO/PCDTBT based hybrid solar cells (HSCs) prepared under different annealing conditions. Further, we examine the variation of extracted model parameters to unveil the physical processes occurring when different annealing temperatures are employed during the device fabrication and establish the role of improved charge transport in polymer films from independent FET measurements. The evolution of surface morphology, optical absorption, and chemical compositional behaviour of PCDTBT co-polymer films as a function of processing temperature has also been captured in the study and correlated with the findings from the PV parameters extracted using GPSO approach.

Ranking as parameter estimation

Czech Academy of Sciences Publication Activity Database

Kárný, Miroslav; Guy, Tatiana Valentine

2009-01-01

Roč. 4, č. 2 (2009), s. 142-158 ISSN 1745-7645 R&D Projects: GA MŠk 2C06001; GA AV ČR 1ET100750401; GA MŠk 1M0572 Institutional research plan: CEZ:AV0Z10750506 Keywords : ranking * Bayesian estimation * negotiation * modelling Subject RIV: BB - Applied Statistics, Operational Research http://library.utia.cas.cz/separaty/2009/AS/karny- ranking as parameter estimation.pdf

The performance of simulated annealing in parameter estimation for vapor-liquid equilibrium modeling

Directory of Open Access Journals (Sweden)

A. Bonilla-Petriciolet

2007-03-01

Full Text Available In this paper we report the application and evaluation of the simulated annealing (SA optimization method in parameter estimation for vapor-liquid equilibrium (VLE modeling. We tested this optimization method using the classical least squares and error-in-variable approaches. The reliability and efficiency of the data-fitting procedure are also considered using different values for algorithm parameters of the SA method. Our results indicate that this method, when properly implemented, is a robust procedure for nonlinear parameter estimation in thermodynamic models. However, in difficult problems it still can converge to local optimums of the objective function.

Modulating Function-Based Method for Parameter and Source Estimation of Partial Differential Equations

KAUST Repository

Asiri, Sharefa M.

2017-10-08

Partial Differential Equations (PDEs) are commonly used to model complex systems that arise for example in biology, engineering, chemistry, and elsewhere. The parameters (or coefficients) and the source of PDE models are often unknown and are estimated from available measurements. Despite its importance, solving the estimation problem is mathematically and numerically challenging and especially when the measurements are corrupted by noise, which is often the case. Various methods have been proposed to solve estimation problems in PDEs which can be classified into optimization methods and recursive methods. The optimization methods are usually heavy computationally, especially when the number of unknowns is large. In addition, they are sensitive to the initial guess and stop condition, and they suffer from the lack of robustness to noise. Recursive methods, such as observer-based approaches, are limited by their dependence on some structural properties such as observability and identifiability which might be lost when approximating the PDE numerically. Moreover, most of these methods provide asymptotic estimates which might not be useful for control applications for example. An alternative non-asymptotic approach with less computational burden has been proposed in engineering fields based on the so-called modulating functions. In this dissertation, we propose to mathematically and numerically analyze the modulating functions based approaches. We also propose to extend these approaches to different situations. The contributions of this thesis are as follows. (i) Provide a mathematical analysis of the modulating function-based method (MFBM) which includes: its well-posedness, statistical properties, and estimation errors. (ii) Provide a numerical analysis of the MFBM through some estimation problems, and study the sensitivity of the method to the modulating functions\\' parameters. (iii) Propose an effective algorithm for selecting the method\\'s design parameters

Cosmological parameter estimation using Particle Swarm Optimization

Science.gov (United States)

Prasad, J.; Souradeep, T.

2014-03-01

Constraining parameters of a theoretical model from observational data is an important exercise in cosmology. There are many theoretically motivated models, which demand greater number of cosmological parameters than the standard model of cosmology uses, and make the problem of parameter estimation challenging. It is a common practice to employ Bayesian formalism for parameter estimation for which, in general, likelihood surface is probed. For the standard cosmological model with six parameters, likelihood surface is quite smooth and does not have local maxima, and sampling based methods like Markov Chain Monte Carlo (MCMC) method are quite successful. However, when there are a large number of parameters or the likelihood surface is not smooth, other methods may be more effective. In this paper, we have demonstrated application of another method inspired from artificial intelligence, called Particle Swarm Optimization (PSO) for estimating cosmological parameters from Cosmic Microwave Background (CMB) data taken from the WMAP satellite.

Cosmological parameter estimation using Particle Swarm Optimization

International Nuclear Information System (INIS)

Prasad, J; Souradeep, T

2014-01-01

Constraining parameters of a theoretical model from observational data is an important exercise in cosmology. There are many theoretically motivated models, which demand greater number of cosmological parameters than the standard model of cosmology uses, and make the problem of parameter estimation challenging. It is a common practice to employ Bayesian formalism for parameter estimation for which, in general, likelihood surface is probed. For the standard cosmological model with six parameters, likelihood surface is quite smooth and does not have local maxima, and sampling based methods like Markov Chain Monte Carlo (MCMC) method are quite successful. However, when there are a large number of parameters or the likelihood surface is not smooth, other methods may be more effective. In this paper, we have demonstrated application of another method inspired from artificial intelligence, called Particle Swarm Optimization (PSO) for estimating cosmological parameters from Cosmic Microwave Background (CMB) data taken from the WMAP satellite

On Algebraic Approach for MSD Parametric Estimation

OpenAIRE

Oueslati , Marouene; Thiery , Stéphane; Gibaru , Olivier; Béarée , Richard; Moraru , George

2011-01-01

This article address the identification problem of the natural frequency and the damping ratio of a second order continuous system where the input is a sinusoidal signal. An algebra based approach for identifying parameters of a Mass Spring Damper (MSD) system is proposed and compared to the Kalman-Bucy filter. The proposed estimator uses the algebraic parametric method in the frequency domain yielding exact formula, when placed in the time domain to identify the unknown parameters. We focus ...

Applicability of genetic algorithms to parameter estimation of economic models

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Marcel Ševela

2004-01-01

Full Text Available The paper concentrates on capability of genetic algorithms for parameter estimation of non-linear economic models. In the paper we test the ability of genetic algorithms to estimate of parameters of demand function for durable goods and simultaneously search for parameters of genetic algorithm that lead to maximum effectiveness of the computation algorithm. The genetic algorithms connect deterministic iterative computation methods with stochastic methods. In the genteic aůgorithm approach each possible solution is represented by one individual, those life and lifes of all generations of individuals run under a few parameter of genetic algorithm. Our simulations resulted in optimal mutation rate of 15% of all bits in chromosomes, optimal elitism rate 20%. We can not set the optimal extend of generation, because it proves positive correlation with effectiveness of genetic algorithm in all range under research, but its impact is degreasing. The used genetic algorithm was sensitive to mutation rate at most, than to extend of generation. The sensitivity to elitism rate is not so strong.

Statistics of Parameter Estimates: A Concrete Example

KAUST Repository

Aguilar, Oscar

2015-01-01

© 2015 Society for Industrial and Applied Mathematics. Most mathematical models include parameters that need to be determined from measurements. The estimated values of these parameters and their uncertainties depend on assumptions made about noise levels, models, or prior knowledge. But what can we say about the validity of such estimates, and the influence of these assumptions? This paper is concerned with methods to address these questions, and for didactic purposes it is written in the context of a concrete nonlinear parameter estimation problem. We will use the results of a physical experiment conducted by Allmaras et al. at Texas A&M University [M. Allmaras et al., SIAM Rev., 55 (2013), pp. 149-167] to illustrate the importance of validation procedures for statistical parameter estimation. We describe statistical methods and data analysis tools to check the choices of likelihood and prior distributions, and provide examples of how to compare Bayesian results with those obtained by non-Bayesian methods based on different types of assumptions. We explain how different statistical methods can be used in complementary ways to improve the understanding of parameter estimates and their uncertainties.

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

Science.gov (United States)

Rosenblatt, Marcus; Timmer, Jens; Kaschek, Daniel

2016-01-01

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

Correcting the bias of empirical frequency parameter estimators in codon models.

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Sergei Kosakovsky Pond

2010-07-01

Full Text Available Markov models of codon substitution are powerful inferential tools for studying biological processes such as natural selection and preferences in amino acid substitution. The equilibrium character distributions of these models are almost always estimated using nucleotide frequencies observed in a sequence alignment, primarily as a matter of historical convention. In this note, we demonstrate that a popular class of such estimators are biased, and that this bias has an adverse effect on goodness of fit and estimates of substitution rates. We propose a "corrected" empirical estimator that begins with observed nucleotide counts, but accounts for the nucleotide composition of stop codons. We show via simulation that the corrected estimates outperform the de facto standard estimates not just by providing better estimates of the frequencies themselves, but also by leading to improved estimation of other parameters in the evolutionary models. On a curated collection of sequence alignments, our estimators show a significant improvement in goodness of fit compared to the approach. Maximum likelihood estimation of the frequency parameters appears to be warranted in many cases, albeit at a greater computational cost. Our results demonstrate that there is little justification, either statistical or computational, for continued use of the -style estimators.

Principal component approach in variance component estimation for international sire evaluation

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Jakobsen Jette

2011-05-01

Full Text Available Abstract Background The dairy cattle breeding industry is a highly globalized business, which needs internationally comparable and reliable breeding values of sires. The international Bull Evaluation Service, Interbull, was established in 1983 to respond to this need. Currently, Interbull performs multiple-trait across country evaluations (MACE for several traits and breeds in dairy cattle and provides international breeding values to its member countries. Estimating parameters for MACE is challenging since the structure of datasets and conventional use of multiple-trait models easily result in over-parameterized genetic covariance matrices. The number of parameters to be estimated can be reduced by taking into account only the leading principal components of the traits considered. For MACE, this is readily implemented in a random regression model. Methods This article compares two principal component approaches to estimate variance components for MACE using real datasets. The methods tested were a REML approach that directly estimates the genetic principal components (direct PC and the so-called bottom-up REML approach (bottom-up PC, in which traits are sequentially added to the analysis and the statistically significant genetic principal components are retained. Furthermore, this article evaluates the utility of the bottom-up PC approach to determine the appropriate rank of the (covariance matrix. Results Our study demonstrates the usefulness of both approaches and shows that they can be applied to large multi-country models considering all concerned countries simultaneously. These strategies can thus replace the current practice of estimating the covariance components required through a series of analyses involving selected subsets of traits. Our results support the importance of using the appropriate rank in the genetic (covariance matrix. Using too low a rank resulted in biased parameter estimates, whereas too high a rank did not result in

A Consistent Methodology Based Parameter Estimation for a Lactic Acid Bacteria Fermentation Model

DEFF Research Database (Denmark)

Spann, Robert; Roca, Christophe; Kold, David

2017-01-01

Lactic acid bacteria are used in many industrial applications, e.g. as starter cultures in the dairy industry or as probiotics, and research on their cell production is highly required. A first principles kinetic model was developed to describe and understand the biological, physical, and chemical...... mechanisms in a lactic acid bacteria fermentation. We present here a consistent approach for a methodology based parameter estimation for a lactic acid fermentation. In the beginning, just an initial knowledge based guess of parameters was available and an initial parameter estimation of the complete set...... of parameters was performed in order to get a good model fit to the data. However, not all parameters are identifiable with the given data set and model structure. Sensitivity, identifiability, and uncertainty analysis were completed and a relevant identifiable subset of parameters was determined for a new...

State Estimation-based Transmission line parameter identification

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Fredy Andrés Olarte Dussán

2010-01-01

Full Text Available This article presents two state-estimation-based algorithms for identifying transmission line parameters. The identification technique used simultaneous state-parameter estimation on an artificial power system composed of several copies of the same transmission line, using measurements at different points in time. The first algorithm used active and reactive power measurements at both ends of the line. The second method used synchronised phasor voltage and current measurements at both ends. The algorithms were tested in simulated conditions on the 30-node IEEE test system. All line parameters for this system were estimated with errors below 1%.

A new approach to the joined estimation of the heat generated by a semicontiunuous emulsion polymerization Qr and the overall heat exchange parameter UA

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Freire F. B.

2004-01-01

Full Text Available This work is concerned with the coupled estimation of the heat generated by the reaction (Qr and the overall heat transfer parameter (UA during the terpolymerization of styrene, butyl acrylate and methyl methacrylate from temperature measurements and the reactor heat balance. By making specific assumptions about the dynamics of the evolution of UA and Q R, we propose a cascade of observers to successively estimate these two parameters without the need for additional measurements of on-line samples. One further aspect of our approach is that only the energy balance around the reactor was employed. It means that the flow rate of the cooling jacket fluid was not required.

Kinetic parameter estimation from attenuated SPECT projection measurements

International Nuclear Information System (INIS)

Reutter, B.W.; Gullberg, G.T.

1998-01-01

Conventional analysis of dynamically acquired nuclear medicine data involves fitting kinetic models to time-activity curves generated from regions of interest defined on a temporal sequence of reconstructed images. However, images reconstructed from the inconsistent projections of a time-varying distribution of radiopharmaceutical acquired by a rotating SPECT system can contain artifacts that lead to biases in the estimated kinetic parameters. To overcome this problem the authors investigated the estimation of kinetic parameters directly from projection data by modeling the data acquisition process. To accomplish this it was necessary to parametrize the spatial and temporal distribution of the radiopharmaceutical within the SPECT field of view. In a simulated transverse slice, kinetic parameters were estimated for simple one compartment models for three myocardial regions of interest, as well as for the liver. Myocardial uptake and washout parameters estimated by conventional analysis of noiseless simulated data had biases ranging between 1--63%. Parameters estimated directly from the noiseless projection data were unbiased as expected, since the model used for fitting was faithful to the simulation. Predicted uncertainties (standard deviations) of the parameters obtained for 500,000 detected events ranged between 2--31% for the myocardial uptake parameters and 2--23% for the myocardial washout parameters

Uncertainties of flood frequency estimation approaches based on continuous simulation using data resampling

Science.gov (United States)

Arnaud, Patrick; Cantet, Philippe; Odry, Jean

2017-11-01

Flood frequency analyses (FFAs) are needed for flood risk management. Many methods exist ranging from classical purely statistical approaches to more complex approaches based on process simulation. The results of these methods are associated with uncertainties that are sometimes difficult to estimate due to the complexity of the approaches or the number of parameters, especially for process simulation. This is the case of the simulation-based FFA approach called SHYREG presented in this paper, in which a rainfall generator is coupled with a simple rainfall-runoff model in an attempt to estimate the uncertainties due to the estimation of the seven parameters needed to estimate flood frequencies. The six parameters of the rainfall generator are mean values, so their theoretical distribution is known and can be used to estimate the generator uncertainties. In contrast, the theoretical distribution of the single hydrological model parameter is unknown; consequently, a bootstrap method is applied to estimate the calibration uncertainties. The propagation of uncertainty from the rainfall generator to the hydrological model is also taken into account. This method is applied to 1112 basins throughout France. Uncertainties coming from the SHYREG method and from purely statistical approaches are compared, and the results are discussed according to the length of the recorded observations, basin size and basin location. Uncertainties of the SHYREG method decrease as the basin size increases or as the length of the recorded flow increases. Moreover, the results show that the confidence intervals of the SHYREG method are relatively small despite the complexity of the method and the number of parameters (seven). This is due to the stability of the parameters and takes into account the dependence of uncertainties due to the rainfall model and the hydrological calibration. Indeed, the uncertainties on the flow quantiles are on the same order of magnitude as those associated with

An evolutionary firefly algorithm for the estimation of nonlinear biological model parameters.

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Afnizanfaizal Abdullah

Full Text Available The development of accurate computational models of biological processes is fundamental to computational systems biology. These models are usually represented by mathematical expressions that rely heavily on the system parameters. The measurement of these parameters is often difficult. Therefore, they are commonly estimated by fitting the predicted model to the experimental data using optimization methods. The complexity and nonlinearity of the biological processes pose a significant challenge, however, to the development of accurate and fast optimization methods. We introduce a new hybrid optimization method incorporating the Firefly Algorithm and the evolutionary operation of the Differential Evolution method. The proposed method improves solutions by neighbourhood search using evolutionary procedures. Testing our method on models for the arginine catabolism and the negative feedback loop of the p53 signalling pathway, we found that it estimated the parameters with high accuracy and within a reasonable computation time compared to well-known approaches, including Particle Swarm Optimization, Nelder-Mead, and Firefly Algorithm. We have also verified the reliability of the parameters estimated by the method using an a posteriori practical identifiability test.

An evolutionary firefly algorithm for the estimation of nonlinear biological model parameters.

Science.gov (United States)

Abdullah, Afnizanfaizal; Deris, Safaai; Anwar, Sohail; Arjunan, Satya N V

2013-01-01

The development of accurate computational models of biological processes is fundamental to computational systems biology. These models are usually represented by mathematical expressions that rely heavily on the system parameters. The measurement of these parameters is often difficult. Therefore, they are commonly estimated by fitting the predicted model to the experimental data using optimization methods. The complexity and nonlinearity of the biological processes pose a significant challenge, however, to the development of accurate and fast optimization methods. We introduce a new hybrid optimization method incorporating the Firefly Algorithm and the evolutionary operation of the Differential Evolution method. The proposed method improves solutions by neighbourhood search using evolutionary procedures. Testing our method on models for the arginine catabolism and the negative feedback loop of the p53 signalling pathway, we found that it estimated the parameters with high accuracy and within a reasonable computation time compared to well-known approaches, including Particle Swarm Optimization, Nelder-Mead, and Firefly Algorithm. We have also verified the reliability of the parameters estimated by the method using an a posteriori practical identifiability test.

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...

Standard Errors of Estimated Latent Variable Scores with Estimated Structural Parameters

Science.gov (United States)

Hoshino, Takahiro; Shigemasu, Kazuo

2008-01-01

The authors propose a concise formula to evaluate the standard error of the estimated latent variable score when the true values of the structural parameters are not known and must be estimated. The formula can be applied to factor scores in factor analysis or ability parameters in item response theory, without bootstrap or Markov chain Monte…

Parameter estimation for lithium ion batteries

Science.gov (United States)

Santhanagopalan, Shriram

road conditions is important. An algorithm to predict the SOC in time intervals as small as 5 ms is of critical demand. In such cases, the conventional non-linear estimation procedure is not time-effective. There exist methodologies in the literature, such as those based on fuzzy logic; however, these techniques require a lot of computational storage space. Consequently, it is not possible to implement such techniques on a micro-chip for integration as a part of a real-time device. The Extended Kalman Filter (EKF) based approach presented in this work is a first step towards developing an efficient method to predict online, the State of Charge of a lithium ion cell based on an electrochemical model. The final part of the dissertation focuses on incorporating uncertainty in parameter values into electrochemical models using the polynomial chaos theory (PCT).

Statistical methods of parameter estimation for deterministically chaotic time series

Science.gov (United States)

Pisarenko, V. F.; Sornette, D.

2004-03-01

We discuss the possibility of applying some standard statistical methods (the least-square method, the maximum likelihood method, and the method of statistical moments for estimation of parameters) to deterministically chaotic low-dimensional dynamic system (the logistic map) containing an observational noise. A “segmentation fitting” maximum likelihood (ML) method is suggested to estimate the structural parameter of the logistic map along with the initial value x1 considered as an additional unknown parameter. The segmentation fitting method, called “piece-wise” ML, is similar in spirit but simpler and has smaller bias than the “multiple shooting” previously proposed. Comparisons with different previously proposed techniques on simulated numerical examples give favorable results (at least, for the investigated combinations of sample size N and noise level). Besides, unlike some suggested techniques, our method does not require the a priori knowledge of the noise variance. We also clarify the nature of the inherent difficulties in the statistical analysis of deterministically chaotic time series and the status of previously proposed Bayesian approaches. We note the trade off between the need of using a large number of data points in the ML analysis to decrease the bias (to guarantee consistency of the estimation) and the unstable nature of dynamical trajectories with exponentially fast loss of memory of the initial condition. The method of statistical moments for the estimation of the parameter of the logistic map is discussed. This method seems to be the unique method whose consistency for deterministically chaotic time series is proved so far theoretically (not only numerically).

Mammalian Cell Culture Process for Monoclonal Antibody Production: Nonlinear Modelling and Parameter Estimation

Directory of Open Access Journals (Sweden)

Dan Selişteanu

2015-01-01

Full Text Available Monoclonal antibodies (mAbs are at present one of the fastest growing products of pharmaceutical industry, with widespread applications in biochemistry, biology, and medicine. The operation of mAbs production processes is predominantly based on empirical knowledge, the improvements being achieved by using trial-and-error experiments and precedent practices. The nonlinearity of these processes and the absence of suitable instrumentation require an enhanced modelling effort and modern kinetic parameter estimation strategies. The present work is dedicated to nonlinear dynamic modelling and parameter estimation for a mammalian cell culture process used for mAb production. By using a dynamical model of such kind of processes, an optimization-based technique for estimation of kinetic parameters in the model of mammalian cell culture process is developed. The estimation is achieved as a result of minimizing an error function by a particle swarm optimization (PSO algorithm. The proposed estimation approach is analyzed in this work by using a particular model of mammalian cell culture, as a case study, but is generic for this class of bioprocesses. The presented case study shows that the proposed parameter estimation technique provides a more accurate simulation of the experimentally observed process behaviour than reported in previous studies.

Model parameters estimation and sensitivity by genetic algorithms

International Nuclear Information System (INIS)

Marseguerra, Marzio; Zio, Enrico; Podofillini, Luca

2003-01-01

In this paper we illustrate the possibility of extracting qualitative information on the importance of the parameters of a model in the course of a Genetic Algorithms (GAs) optimization procedure for the estimation of such parameters. The Genetic Algorithms' search of the optimal solution is performed according to procedures that resemble those of natural selection and genetics: an initial population of alternative solutions evolves within the search space through the four fundamental operations of parent selection, crossover, replacement, and mutation. During the search, the algorithm examines a large amount of solution points which possibly carries relevant information on the underlying model characteristics. A possible utilization of this information amounts to create and update an archive with the set of best solutions found at each generation and then to analyze the evolution of the statistics of the archive along the successive generations. From this analysis one can retrieve information regarding the speed of convergence and stabilization of the different control (decision) variables of the optimization problem. In this work we analyze the evolution strategy followed by a GA in its search for the optimal solution with the aim of extracting information on the importance of the control (decision) variables of the optimization with respect to the sensitivity of the objective function. The study refers to a GA search for optimal estimates of the effective parameters in a lumped nuclear reactor model of literature. The supporting observation is that, as most optimization procedures do, the GA search evolves towards convergence in such a way to stabilize first the most important parameters of the model and later those which influence little the model outputs. In this sense, besides estimating efficiently the parameters values, the optimization approach also allows us to provide a qualitative ranking of their importance in contributing to the model output. The

Joint state and parameter estimation for a class of cascade systems: Application to a hemodynamic model

KAUST Repository

Zayane, Chadia

2014-06-01

In this paper, we address a special case of state and parameter estimation, where the system can be put on a cascade form allowing to estimate the state components and the set of unknown parameters separately. Inspired by the nonlinear Balloon hemodynamic model for functional Magnetic Resonance Imaging problem, we propose a hierarchical approach. The system is divided into two subsystems in cascade. The state and input are first estimated from a noisy measured signal using an adaptive observer. The obtained input is then used to estimate the parameters of a linear system using the modulating functions method. Some numerical results are presented to illustrate the efficiency of the proposed method.

Adaptive approach for on-board impedance parameters and voltage estimation of lithium-ion batteries in electric vehicles

Science.gov (United States)

Farmann, Alexander; Waag, Wladislaw; Sauer, Dirk Uwe

2015-12-01

Robust algorithms using reduced order equivalent circuit model (ECM) for an accurate and reliable estimation of battery states in various applications become more popular. In this study, a novel adaptive, self-learning heuristic algorithm for on-board impedance parameters and voltage estimation of lithium-ion batteries (LIBs) in electric vehicles is introduced. The presented approach is verified using LIBs with different composition of chemistries (NMC/C, NMC/LTO, LFP/C) at different aging states. An impedance-based reduced order ECM incorporating ohmic resistance and a combination of a constant phase element and a resistance (so-called ZARC-element) is employed. Existing algorithms in vehicles are much more limited in the complexity of the ECMs. The algorithm is validated using seven day real vehicle data with high temperature variation including very low temperatures (from -20 °C to +30 °C) at different Depth-of-Discharges (DoDs). Two possibilities to approximate both ZARC-elements with finite number of RC-elements on-board are shown and the results of the voltage estimation are compared. Moreover, the current dependence of the charge-transfer resistance is considered by employing Butler-Volmer equation. Achieved results indicate that both models yield almost the same grade of accuracy.

ESTIMATION OF DISTANCES TO STARS WITH STELLAR PARAMETERS FROM LAMOST

Energy Technology Data Exchange (ETDEWEB)

Carlin, Jeffrey L.; Newberg, Heidi Jo [Department of Physics, Applied Physics and Astronomy, Rensselaer Polytechnic Institute, Troy, NY 12180 (United States); Liu, Chao; Deng, Licai; Li, Guangwei; Luo, A-Li; Wu, Yue; Yang, Ming; Zhang, Haotong [Key Lab of Optical Astronomy, National Astronomical Observatories, Chinese Academy of Sciences, Beijing 100012 (China); Beers, Timothy C. [Department of Physics and JINA: Joint Institute for Nuclear Astrophysics, University of Notre Dame, 225 Nieuwland Science Hall, Notre Dame, IN 46556 (United States); Chen, Li; Hou, Jinliang; Smith, Martin C. [Shanghai Astronomical Observatory, 80 Nandan Road, Shanghai 200030 (China); Guhathakurta, Puragra [UCO/Lick Observatory, Department of Astronomy and Astrophysics, University of California, Santa Cruz, CA 95064 (United States); Hou, Yonghui [Nanjing Institute of Astronomical Optics and Technology, National Astronomical Observatories, Chinese Academy of Sciences, Nanjing 210042 (China); Lépine, Sébastien [Department of Physics and Astronomy, Georgia State University, 25 Park Place, Suite 605, Atlanta, GA 30303 (United States); Yanny, Brian [Fermi National Accelerator Laboratory, P.O. Box 500, Batavia, IL 60510 (United States); Zheng, Zheng, E-mail: jeffreylcarlin@gmail.com [Department of Physics and Astronomy, University of Utah, UT 84112 (United States)

2015-07-15

We present a method to estimate distances to stars with spectroscopically derived stellar parameters. The technique is a Bayesian approach with likelihood estimated via comparison of measured parameters to a grid of stellar isochrones, and returns a posterior probability density function for each star’s absolute magnitude. This technique is tailored specifically to data from the Large Sky Area Multi-object Fiber Spectroscopic Telescope (LAMOST) survey. Because LAMOST obtains roughly 3000 stellar spectra simultaneously within each ∼5° diameter “plate” that is observed, we can use the stellar parameters of the observed stars to account for the stellar luminosity function and target selection effects. This removes biasing assumptions about the underlying populations, both due to predictions of the luminosity function from stellar evolution modeling, and from Galactic models of stellar populations along each line of sight. Using calibration data of stars with known distances and stellar parameters, we show that our method recovers distances for most stars within ∼20%, but with some systematic overestimation of distances to halo giants. We apply our code to the LAMOST database, and show that the current precision of LAMOST stellar parameters permits measurements of distances with ∼40% error bars. This precision should improve as the LAMOST data pipelines continue to be refined.

ESTIMATION OF PARAMETERS AND RELIABILITY FUNCTION OF EXPONENTIATED EXPONENTIAL DISTRIBUTION: BAYESIAN APPROACH UNDER GENERAL ENTROPY LOSS FUNCTION

Directory of Open Access Journals (Sweden)

Sanjay Kumar Singh

2011-06-01

Full Text Available In this Paper we propose Bayes estimators of the parameters of Exponentiated Exponential distribution and Reliability functions under General Entropy loss function for Type II censored sample. The proposed estimators have been compared with the corresponding Bayes estimators obtained under Squared Error loss function and maximum likelihood estimators for their simulated risks (average loss over sample space.

Parameter estimation of a delay dynamical system using synchronization in presence of noise

International Nuclear Information System (INIS)

Rakshit, Biswambhar; Chowdhury, A. Roy; Saha, Papri

2007-01-01

A method of parameter estimation of a time delay chaotic system through synchronization is discussed. It is assumed that the observed data can always be effected with some white Gaussian noise. A least square approach is used to derive a system of differential equations which governs the temporal evolution of the parameters. These system of equations together with the coupled delay dynamical systems, when integrated, leads to asymptotic convergence to the value of the parameter along with synchronization of the two system variables. This method is quite effective for estimating the delay time which is an important characteristic feature of a delay dynamical system. The procedure is quite robust in the presence of noise

Parameter estimation and inverse problems

CERN Document Server

Aster, Richard C; Thurber, Clifford H

2005-01-01

Parameter Estimation and Inverse Problems primarily serves as a textbook for advanced undergraduate and introductory graduate courses. Class notes have been developed and reside on the World Wide Web for faciliting use and feedback by teaching colleagues. The authors'' treatment promotes an understanding of fundamental and practical issus associated with parameter fitting and inverse problems including basic theory of inverse problems, statistical issues, computational issues, and an understanding of how to analyze the success and limitations of solutions to these probles. The text is also a practical resource for general students and professional researchers, where techniques and concepts can be readily picked up on a chapter-by-chapter basis.Parameter Estimation and Inverse Problems is structured around a course at New Mexico Tech and is designed to be accessible to typical graduate students in the physical sciences who may not have an extensive mathematical background. It is accompanied by a Web site that...

State of charge estimation of lithium-ion batteries based on an improved parameter identification method

International Nuclear Information System (INIS)

Xia, Bizhong; Chen, Chaoren; Tian, Yong; Wang, Mingwang; Sun, Wei; Xu, Zhihui

2015-01-01

The SOC (state of charge) is the most important index of the battery management systems. However, it cannot be measured directly with sensors and must be estimated with mathematical techniques. An accurate battery model is crucial to exactly estimate the SOC. In order to improve the model accuracy, this paper presents an improved parameter identification method. Firstly, the concept of polarization depth is proposed based on the analysis of polarization characteristics of the lithium-ion batteries. Then, the nonlinear least square technique is applied to determine the model parameters according to data collected from pulsed discharge experiments. The results show that the proposed method can reduce the model error as compared with the conventional approach. Furthermore, a nonlinear observer presented in the previous work is utilized to verify the validity of the proposed parameter identification method in SOC estimation. Finally, experiments with different levels of discharge current are carried out to investigate the influence of polarization depth on SOC estimation. Experimental results show that the proposed method can improve the SOC estimation accuracy as compared with the conventional approach, especially under the conditions of large discharge current. - Highlights: • The polarization characteristics of lithium-ion batteries are analyzed. • The concept of polarization depth is proposed to improve model accuracy. • A nonlinear least square technique is applied to determine the model parameters. • A nonlinear observer is used as the SOC estimation algorithm. • The validity of the proposed method is verified by experimental results.

Signal recognition and parameter estimation of BPSK-LFM combined modulation

Science.gov (United States)

Long, Chao; Zhang, Lin; Liu, Yu

2015-07-01

Intra-pulse analysis plays an important role in electronic warfare. Intra-pulse feature abstraction focuses on primary parameters such as instantaneous frequency, modulation, and symbol rate. In this paper, automatic modulation recognition and feature extraction for combined BPSK-LFM modulation signals based on decision theoretic approach is studied. The simulation results show good recognition effect and high estimation precision, and the system is easy to be realized.

Pollen parameters estimates of genetic variability among newly ...

African Journals Online (AJOL)

Pollen parameters estimates of genetic variability among newly selected Nigerian roselle (Hibiscus sabdariffa L.) genotypes. ... Estimates of some pollen parameters where used to assess the genetic diversity among ... HOW TO USE AJOL.

Estimating Propensity Parameters Using Google PageRank and Genetic Algorithms.

Science.gov (United States)

Murrugarra, David; Miller, Jacob; Mueller, Alex N

2016-01-01

Stochastic Boolean networks, or more generally, stochastic discrete networks, are an important class of computational models for molecular interaction networks. The stochasticity stems from the updating schedule. Standard updating schedules include the synchronous update, where all the nodes are updated at the same time, and the asynchronous update where a random node is updated at each time step. The former produces a deterministic dynamics while the latter a stochastic dynamics. A more general stochastic setting considers propensity parameters for updating each node. Stochastic Discrete Dynamical Systems (SDDS) are a modeling framework that considers two propensity parameters for updating each node and uses one when the update has a positive impact on the variable, that is, when the update causes the variable to increase its value, and uses the other when the update has a negative impact, that is, when the update causes it to decrease its value. This framework offers additional features for simulations but also adds a complexity in parameter estimation of the propensities. This paper presents a method for estimating the propensity parameters for SDDS. The method is based on adding noise to the system using the Google PageRank approach to make the system ergodic and thus guaranteeing the existence of a stationary distribution. Then with the use of a genetic algorithm, the propensity parameters are estimated. Approximation techniques that make the search algorithms efficient are also presented and Matlab/Octave code to test the algorithms are available at http://www.ms.uky.edu/~dmu228/GeneticAlg/Code.html.

Estimation of Staphylococcus aureus growth parameters from turbidity data: characterization of strain variation and comparison of methods.

Science.gov (United States)

Lindqvist, R

2006-07-01

Turbidity methods offer possibilities for generating data required for addressing microorganism variability in risk modeling given that the results of these methods correspond to those of viable count methods. The objectives of this study were to identify the best approach for determining growth parameters based on turbidity data and use of a Bioscreen instrument and to characterize variability in growth parameters of 34 Staphylococcus aureus strains of different biotypes isolated from broiler carcasses. Growth parameters were estimated by fitting primary growth models to turbidity growth curves or to detection times of serially diluted cultures either directly or by using an analysis of variance (ANOVA) approach. The maximum specific growth rates in chicken broth at 17 degrees C estimated by time to detection methods were in good agreement with viable count estimates, whereas growth models (exponential and Richards) underestimated growth rates. Time to detection methods were selected for strain characterization. The variation of growth parameters among strains was best described by either the logistic or lognormal distribution, but definitive conclusions require a larger data set. The distribution of the physiological state parameter ranged from 0.01 to 0.92 and was not significantly different from a normal distribution. Strain variability was important, and the coefficient of variation of growth parameters was up to six times larger among strains than within strains. It is suggested to apply a time to detection (ANOVA) approach using turbidity measurements for convenient and accurate estimation of growth parameters. The results emphasize the need to consider implications of strain variability for predictive modeling and risk assessment.

A termination criterion for parameter estimation in stochastic models in systems biology.

Science.gov (United States)

Zimmer, Christoph; Sahle, Sven

2015-11-01

Parameter estimation procedures are a central aspect of modeling approaches in systems biology. They are often computationally expensive, especially when the models take stochasticity into account. Typically parameter estimation involves the iterative optimization of an objective function that describes how well the model fits some measured data with a certain set of parameter values. In order to limit the computational expenses it is therefore important to apply an adequate stopping criterion for the optimization process, so that the optimization continues at least until a reasonable fit is obtained, but not much longer. In the case of stochastic modeling, at least some parameter estimation schemes involve an objective function that is itself a random variable. This means that plain convergence tests are not a priori suitable as stopping criteria. This article suggests a termination criterion suited to optimization problems in parameter estimation arising from stochastic models in systems biology. The termination criterion is developed for optimization algorithms that involve populations of parameter sets, such as particle swarm or evolutionary algorithms. It is based on comparing the variance of the objective function over the whole population of parameter sets with the variance of repeated evaluations of the objective function at the best parameter set. The performance is demonstrated for several different algorithms. To test the termination criterion we choose polynomial test functions as well as systems biology models such as an Immigration-Death model and a bistable genetic toggle switch. The genetic toggle switch is an especially challenging test case as it shows a stochastic switching between two steady states which is qualitatively different from the model behavior in a deterministic model. Copyright © 2015. Published by Elsevier Ireland Ltd.

A Generalized Estimating Equations Approach to Model Heterogeneity and Time Dependence in Capture-Recapture Studies

Directory of Open Access Journals (Sweden)

Akanda Md. Abdus Salam

2017-03-01

Full Text Available Individual heterogeneity in capture probabilities and time dependence are fundamentally important for estimating the closed animal population parameters in capture-recapture studies. A generalized estimating equations (GEE approach accounts for linear correlation among capture-recapture occasions, and individual heterogeneity in capture probabilities in a closed population capture-recapture individual heterogeneity and time variation model. The estimated capture probabilities are used to estimate animal population parameters. Two real data sets are used for illustrative purposes. A simulation study is carried out to assess the performance of the GEE estimator. A Quasi-Likelihood Information Criterion (QIC is applied for the selection of the best fitting model. This approach performs well when the estimated population parameters depend on the individual heterogeneity and the nature of linear correlation among capture-recapture occasions.

Chloramine demand estimation using surrogate chemical and microbiological parameters.

Science.gov (United States)

Moradi, Sina; Liu, Sanly; Chow, Christopher W K; van Leeuwen, John; Cook, David; Drikas, Mary; Amal, Rose

2017-07-01

A model is developed to enable estimation of chloramine demand in full scale drinking water supplies based on chemical and microbiological factors that affect chloramine decay rate via nonlinear regression analysis method. The model is based on organic character (specific ultraviolet absorbance (SUVA)) of the water samples and a laboratory measure of the microbiological (F m ) decay of chloramine. The applicability of the model for estimation of chloramine residual (and hence chloramine demand) was tested on several waters from different water treatment plants in Australia through statistical test analysis between the experimental and predicted data. Results showed that the model was able to simulate and estimate chloramine demand at various times in real drinking water systems. To elucidate the loss of chloramine over the wide variation of water quality used in this study, the model incorporates both the fast and slow chloramine decay pathways. The significance of estimated fast and slow decay rate constants as the kinetic parameters of the model for three water sources in Australia was discussed. It was found that with the same water source, the kinetic parameters remain the same. This modelling approach has the potential to be used by water treatment operators as a decision support tool in order to manage chloramine disinfection. Copyright © 2017. Published by Elsevier B.V.

Parameter and State Estimator for State Space Models

Directory of Open Access Journals (Sweden)

Ruifeng Ding

2014-01-01

Full Text Available This paper proposes a parameter and state estimator for canonical state space systems from measured input-output data. The key is to solve the system state from the state equation and to substitute it into the output equation, eliminating the state variables, and the resulting equation contains only the system inputs and outputs, and to derive a least squares parameter identification algorithm. Furthermore, the system states are computed from the estimated parameters and the input-output data. Convergence analysis using the martingale convergence theorem indicates that the parameter estimates converge to their true values. Finally, an illustrative example is provided to show that the proposed algorithm is effective.

Estimation of Snow Parameters from Dual-Wavelength Airborne Radar

Science.gov (United States)

Liao, Liang; Meneghini, Robert; Iguchi, Toshio; Detwiler, Andrew

1997-01-01

Estimation of snow characteristics from airborne radar measurements would complement In-situ measurements. While In-situ data provide more detailed information than radar, they are limited in their space-time sampling. In the absence of significant cloud water contents, dual-wavelength radar data can be used to estimate 2 parameters of a drop size distribution if the snow density is assumed. To estimate, rather than assume, a snow density is difficult, however, and represents a major limitation in the radar retrieval. There are a number of ways that this problem can be investigated: direct comparisons with in-situ measurements, examination of the large scale characteristics of the retrievals and their comparison to cloud model outputs, use of LDR measurements, and comparisons to the theoretical results of Passarelli(1978) and others. In this paper we address the first approach and, in part, the second.

METAHEURISTIC OPTIMIZATION METHODS FOR PARAMETERS ESTIMATION OF DYNAMIC SYSTEMS

Directory of Open Access Journals (Sweden)

V. Panteleev Andrei

2017-01-01

Full Text Available The article considers the usage of metaheuristic methods of constrained global optimization: “Big Bang - Big Crunch”, “Fireworks Algorithm”, “Grenade Explosion Method” in parameters of dynamic systems estimation, described with algebraic-differential equations. Parameters estimation is based upon the observation results from mathematical model behavior. Their values are derived after criterion minimization, which describes the total squared error of state vector coordinates from the deduced ones with precise values observation at different periods of time. Paral- lelepiped type restriction is imposed on the parameters values. Used for solving problems, metaheuristic methods of constrained global extremum don’t guarantee the result, but allow to get a solution of a rather good quality in accepta- ble amount of time. The algorithm of using metaheuristic methods is given. Alongside with the obvious methods for solving algebraic-differential equation systems, it is convenient to use implicit methods for solving ordinary differen- tial equation systems. Two ways of solving the problem of parameters evaluation are given, those parameters differ in their mathematical model. In the first example, a linear mathematical model describes the chemical action parameters change, and in the second one, a nonlinear mathematical model describes predator-prey dynamics, which characterize the changes in both kinds’ population. For each of the observed examples there are calculation results from all the three methods of optimization, there are also some recommendations for how to choose methods parameters. The obtained numerical results have demonstrated the efficiency of the proposed approach. The deduced parameters ap- proximate points slightly differ from the best known solutions, which were deduced differently. To refine the results one should apply hybrid schemes that combine classical methods of optimization of zero, first and second orders and

Maximum likelihood estimation of biophysical parameters of synaptic receptors from macroscopic currents

Directory of Open Access Journals (Sweden)

Andrey eStepanyuk

2014-10-01

Full Text Available Dendritic integration and neuronal firing patterns strongly depend on biophysical properties of synaptic ligand-gated channels. However, precise estimation of biophysical parameters of these channels in their intrinsic environment is complicated and still unresolved problem. Here we describe a novel method based on a maximum likelihood approach that allows to estimate not only the unitary current of synaptic receptor channels but also their multiple conductance levels, kinetic constants, the number of receptors bound with a neurotransmitter and the peak open probability from experimentally feasible number of postsynaptic currents. The new method also improves the accuracy of evaluation of unitary current as compared to the peak-scaled non-stationary fluctuation analysis, leading to a possibility to precisely estimate this important parameter from a few postsynaptic currents recorded in steady-state conditions. Estimation of unitary current with this method is robust even if postsynaptic currents are generated by receptors having different kinetic parameters, the case when peak-scaled non-stationary fluctuation analysis is not applicable. Thus, with the new method, routinely recorded postsynaptic currents could be used to study the properties of synaptic receptors in their native biochemical environment.

Parameter Estimation in Stochastic Grey-Box Models

DEFF Research Database (Denmark)

Kristensen, Niels Rode; Madsen, Henrik; Jørgensen, Sten Bay

2004-01-01

An efficient and flexible parameter estimation scheme for grey-box models in the sense of discretely, partially observed Ito stochastic differential equations with measurement noise is presented along with a corresponding software implementation. The estimation scheme is based on the extended...... Kalman filter and features maximum likelihood as well as maximum a posteriori estimation on multiple independent data sets, including irregularly sampled data sets and data sets with occasional outliers and missing observations. The software implementation is compared to an existing software tool...... and proves to have better performance both in terms of quality of estimates for nonlinear systems with significant diffusion and in terms of reproducibility. In particular, the new tool provides more accurate and more consistent estimates of the parameters of the diffusion term....

Kinetic parameter estimation from SPECT cone-beam projection measurements

International Nuclear Information System (INIS)

Huesman, Ronald H.; Reutter, Bryan W.; Zeng, G. Larry; Gullberg, Grant T.

1998-01-01

Kinetic parameters are commonly estimated from dynamically acquired nuclear medicine data by first reconstructing a dynamic sequence of images and subsequently fitting the parameters to time-activity curves generated from regions of interest overlaid upon the image sequence. Biased estimates can result from images reconstructed using inconsistent projections of a time-varying distribution of radiopharmaceutical acquired by a rotating SPECT system. If the SPECT data are acquired using cone-beam collimators wherein the gantry rotates so that the focal point of the collimators always remains in a plane, additional biases can arise from images reconstructed using insufficient, as well as truncated, projection samples. To overcome these problems we have investigated the estimation of kinetic parameters directly from SPECT cone-beam projection data by modelling the data acquisition process. To accomplish this it was necessary to parametrize the spatial and temporal distribution of the radiopharmaceutical within the SPECT field of view. In a simulated chest image volume, kinetic parameters were estimated for simple one-compartment models for four myocardial regions of interest. Myocardial uptake and washout parameters estimated by conventional analysis of noiseless simulated cone-beam data had biases ranging between 3-26% and 0-28%, respectively. Parameters estimated directly from the noiseless projection data were unbiased as expected, since the model used for fitting was faithful to the simulation. Statistical uncertainties of parameter estimates for 10 000 000 events ranged between 0.2-9% for the uptake parameters and between 0.3-6% for the washout parameters. (author)

Personalization of models with many model parameters: an efficient sensitivity analysis approach.

Science.gov (United States)

Donders, W P; Huberts, W; van de Vosse, F N; Delhaas, T

2015-10-01

Uncertainty quantification and global sensitivity analysis are indispensable for patient-specific applications of models that enhance diagnosis or aid decision-making. Variance-based sensitivity analysis methods, which apportion each fraction of the output uncertainty (variance) to the effects of individual input parameters or their interactions, are considered the gold standard. The variance portions are called the Sobol sensitivity indices and can be estimated by a Monte Carlo (MC) approach (e.g., Saltelli's method [1]) or by employing a metamodel (e.g., the (generalized) polynomial chaos expansion (gPCE) [2, 3]). All these methods require a large number of model evaluations when estimating the Sobol sensitivity indices for models with many parameters [4]. To reduce the computational cost, we introduce a two-step approach. In the first step, a subset of important parameters is identified for each output of interest using the screening method of Morris [5]. In the second step, a quantitative variance-based sensitivity analysis is performed using gPCE. Efficient sampling strategies are introduced to minimize the number of model runs required to obtain the sensitivity indices for models considering multiple outputs. The approach is tested using a model that was developed for predicting post-operative flows after creation of a vascular access for renal failure patients. We compare the sensitivity indices obtained with the novel two-step approach with those obtained from a reference analysis that applies Saltelli's MC method. The two-step approach was found to yield accurate estimates of the sensitivity indices at two orders of magnitude lower computational cost. Copyright © 2015 John Wiley & Sons, Ltd.

Traveltime approximations and parameter estimation for orthorhombic media

KAUST Repository

Masmoudi, Nabil

2016-05-30

Building anisotropy models is necessary for seismic modeling and imaging. However, anisotropy estimation is challenging due to the trade-off between inhomogeneity and anisotropy. Luckily, we can estimate the anisotropy parameters Building anisotropy models is necessary for seismic modeling and imaging. However, anisotropy estimation is challenging due to the trade-off between inhomogeneity and anisotropy. Luckily, we can estimate the anisotropy parameters if we relate them analytically to traveltimes. Using perturbation theory, we have developed traveltime approximations for orthorhombic media as explicit functions of the anellipticity parameters η1, η2, and Δχ in inhomogeneous background media. The parameter Δχ is related to Tsvankin-Thomsen notation and ensures easier computation of traveltimes in the background model. Specifically, our expansion assumes an inhomogeneous ellipsoidal anisotropic background model, which can be obtained from well information and stacking velocity analysis. We have used the Shanks transform to enhance the accuracy of the formulas. A homogeneous medium simplification of the traveltime expansion provided a nonhyperbolic moveout description of the traveltime that was more accurate than other derived approximations. Moreover, the formulation provides a computationally efficient tool to solve the eikonal equation of an orthorhombic medium, without any constraints on the background model complexity. Although, the expansion is based on the factorized representation of the perturbation parameters, smooth variations of these parameters (represented as effective values) provides reasonable results. Thus, this formulation provides a mechanism to estimate the three effective parameters η1, η2, and Δχ. We have derived Dix-type formulas for orthorhombic medium to convert the effective parameters to their interval values.

Facial motion parameter estimation and error criteria in model-based image coding

Science.gov (United States)

Liu, Yunhai; Yu, Lu; Yao, Qingdong

2000-04-01

Model-based image coding has been given extensive attention due to its high subject image quality and low bit-rates. But the estimation of object motion parameter is still a difficult problem, and there is not a proper error criteria for the quality assessment that are consistent with visual properties. This paper presents an algorithm of the facial motion parameter estimation based on feature point correspondence and gives the motion parameter error criteria. The facial motion model comprises of three parts. The first part is the global 3-D rigid motion of the head, the second part is non-rigid translation motion in jaw area, and the third part consists of local non-rigid expression motion in eyes and mouth areas. The feature points are automatically selected by a function of edges, brightness and end-node outside the blocks of eyes and mouth. The numbers of feature point are adjusted adaptively. The jaw translation motion is tracked by the changes of the feature point position of jaw. The areas of non-rigid expression motion can be rebuilt by using block-pasting method. The estimation approach of motion parameter error based on the quality of reconstructed image is suggested, and area error function and the error function of contour transition-turn rate are used to be quality criteria. The criteria reflect the image geometric distortion caused by the error of estimated motion parameters properly.

Bayesian Estimation of Two-Parameter Weibull Distribution Using Extension of Jeffreys' Prior Information with Three Loss Functions

Directory of Open Access Journals (Sweden)

Chris Bambey Guure

2012-01-01

Full Text Available The Weibull distribution has been observed as one of the most useful distribution, for modelling and analysing lifetime data in engineering, biology, and others. Studies have been done vigorously in the literature to determine the best method in estimating its parameters. Recently, much attention has been given to the Bayesian estimation approach for parameters estimation which is in contention with other estimation methods. In this paper, we examine the performance of maximum likelihood estimator and Bayesian estimator using extension of Jeffreys prior information with three loss functions, namely, the linear exponential loss, general entropy loss, and the square error loss function for estimating the two-parameter Weibull failure time distribution. These methods are compared using mean square error through simulation study with varying sample sizes. The results show that Bayesian estimator using extension of Jeffreys' prior under linear exponential loss function in most cases gives the smallest mean square error and absolute bias for both the scale parameter α and the shape parameter β for the given values of extension of Jeffreys' prior.

Parameter Estimation of Nonlinear Models in Forestry.

OpenAIRE

Fekedulegn, Desta; Mac Siúrtáin, Máirtín Pádraig; Colbert, Jim J.

1999-01-01

Partial derivatives of the negative exponential, monomolecular, Mitcherlich, Gompertz, logistic, Chapman-Richards, von Bertalanffy, Weibull and the Richard’s nonlinear growth models are presented. The application of these partial derivatives in estimating the model parameters is illustrated. The parameters are estimated using the Marquardt iterative method of nonlinear regression relating top height to age of Norway spruce (Picea abies L.) from the Bowmont Norway Spruce Thinnin...

Exploring Alternative Characteristic Curve Approaches to Linking Parameter Estimates from the Generalized Partial Credit Model.

Science.gov (United States)

Roberts, James S.; Bao, Han; Huang, Chun-Wei; Gagne, Phill

Characteristic curve approaches for linking parameters from the generalized partial credit model were examined for cases in which common (anchor) items are calibrated separately in two groups. Three of these approaches are simple extensions of the test characteristic curve (TCC), item characteristic curve (ICC), and operating characteristic curve…

Nonlinear Parameter Estimation in Microbiological Degradation Systems and Statistic Test for Common Estimation

DEFF Research Database (Denmark)

Sommer, Helle Mølgaard; Holst, Helle; Spliid, Henrik

1995-01-01

Three identical microbiological experiments were carried out and analysed in order to examine the variability of the parameter estimates. The microbiological system consisted of a substrate (toluene) and a biomass (pure culture) mixed together in an aquifer medium. The degradation of the substrate...... and the growth of the biomass are described by the Monod model consisting of two nonlinear coupled first-order differential equations. The objective of this study was to estimate the kinetic parameters in the Monod model and to test whether the parameters from the three identical experiments have the same values....... Estimation of the parameters was obtained using an iterative maximum likelihood method and the test used was an approximative likelihood ratio test. The test showed that the three sets of parameters were identical only on a 4% alpha level....

Parameter estimation in X-ray astronomy

International Nuclear Information System (INIS)

Lampton, M.; Margon, B.; Bowyer, S.

1976-01-01

The problems of model classification and parameter estimation are examined, with the objective of establishing the statistical reliability of inferences drawn from X-ray observations. For testing the validities of classes of models, the procedure based on minimizing the chi 2 statistic is recommended; it provides a rejection criterion at any desired significance level. Once a class of models has been accepted, a related procedure based on the increase of chi 2 gives a confidence region for the values of the model's adjustable parameters. The procedure allows the confidence level to be chosen exactly, even for highly nonlinear models. Numerical experiments confirm the validity of the prescribed technique.The chi 2 /sub min/+1 error estimation method is evaluated and found unsuitable when several parameter ranges are to be derived, because it substantially underestimates their joint errors. The ratio of variances method, while formally correct, gives parameter confidence regions which are more variable than necessary

Estimation of mean-reverting oil prices: a laboratory approach

International Nuclear Information System (INIS)

Bjerksund, P.; Stensland, G.

1993-12-01

Many economic decision support tools developed for the oil industry are based on the future oil price dynamics being represented by some specified stochastic process. To meet the demand for necessary data, much effort is allocated to parameter estimation based on historical oil price time series. The approach in this paper is to implement a complex future oil market model, and to condense the information from the model to parameter estimates for the future oil price. In particular, we use the Lensberg and Rasmussen stochastic dynamic oil market model to generate a large set of possible future oil price paths. Given the hypothesis that the future oil price is generated by a mean-reverting Ornstein-Uhlenbeck process, we obtain parameter estimates by a maximum likelihood procedure. We find a substantial degree of mean-reversion in the future oil price, which in some of our decision examples leads to an almost negligible value of flexibility. 12 refs., 2 figs., 3 tabs

Averaging models: parameters estimation with the R-Average procedure

Directory of Open Access Journals (Sweden)

S. Noventa

2010-01-01

Full Text Available The Functional Measurement approach, proposed within the theoretical framework of Information Integration Theory (Anderson, 1981, 1982, can be a useful multi-attribute analysis tool. Compared to the majority of statistical models, the averaging model can account for interaction effects without adding complexity. The R-Average method (Vidotto & Vicentini, 2007 can be used to estimate the parameters of these models. By the use of multiple information criteria in the model selection procedure, R-Average allows for the identification of the best subset of parameters that account for the data. After a review of the general method, we present an implementation of the procedure in the framework of R-project, followed by some experiments using a Monte Carlo method.

Synchronization and parameter estimations of an uncertain Rikitake system

International Nuclear Information System (INIS)

Aguilar-Ibanez, Carlos; Martinez-Guerra, Rafael; Aguilar-Lopez, Ricardo; Mata-Machuca, Juan L.

2010-01-01

In this Letter we address the synchronization and parameter estimation of the uncertain Rikitake system, under the assumption the state is partially known. To this end we use the master/slave scheme in conjunction with the adaptive control technique. Our control approach consists of proposing a slave system which has to follow asymptotically the uncertain Rikitake system, refereed as the master system. The gains of the slave system are adjusted continually according to a convenient adaptation control law, until the measurable output errors converge to zero. The convergence analysis is carried out by using the Barbalat's Lemma. Under this context, uncertainty means that although the system structure is known, only a partial knowledge of the corresponding parameter values is available.

Estimating Propensity Parameters using Google PageRank and Genetic Algorithms

Directory of Open Access Journals (Sweden)

David Murrugarra

2016-11-01

Full Text Available Stochastic Boolean networks, or more generally, stochastic discrete networks, are an important class of computational models for molecular interaction networks. The stochasticity stems from the updating schedule. Standard updating schedules include the synchronous update, where all the nodes are updated at the same time, and the asynchronous update where a random node is updated at each time step. The former produces a deterministic dynamics while the latter a stochastic dynamics. A more general stochastic setting considers propensity parameters for updating each node. Stochastic Discrete Dynamical Systems (SDDS are a modeling framework that considers two propensity parameters for updating each node and uses one when the update has a positive impact on the variable, that is, when the update causes the variable to increase its value, and uses the other when the update has a negative impact, that is, when the update causes it to decrease its value. This framework offers additional features for simulations but also adds a complexity in parameter estimation of the propensities. This paper presents a method for estimating the propensity parameters for SDDS. The method is based on adding noise to the system using the Google PageRank approach to make the system ergodic and thus guaranteeing the existence of a stationary distribution. Then with the use of a genetic algorithm, the propensity parameters are estimated. Approximation techniques that make the search algorithms efficient are also presented and Matlab/Octave code to test the algorithms are available at~href{http://www.ms.uky.edu/~dmu228/GeneticAlg/Code.html}{http://www.ms.uky.edu/$sim$dmu228GeneticAlgCode.html}.

A Novel Nonlinear Parameter Estimation Method of Soft Tissues

Directory of Open Access Journals (Sweden)

Qianqian Tong

2017-12-01

Full Text Available The elastic parameters of soft tissues are important for medical diagnosis and virtual surgery simulation. In this study, we propose a novel nonlinear parameter estimation method for soft tissues. Firstly, an in-house data acquisition platform was used to obtain external forces and their corresponding deformation values. To provide highly precise data for estimating nonlinear parameters, the measured forces were corrected using the constructed weighted combination forecasting model based on a support vector machine (WCFM_SVM. Secondly, a tetrahedral finite element parameter estimation model was established to describe the physical characteristics of soft tissues, using the substitution parameters of Young’s modulus and Poisson’s ratio to avoid solving complicated nonlinear problems. To improve the robustness of our model and avoid poor local minima, the initial parameters solved by a linear finite element model were introduced into the parameter estimation model. Finally, a self-adapting Levenberg–Marquardt (LM algorithm was presented, which is capable of adaptively adjusting iterative parameters to solve the established parameter estimation model. The maximum absolute error of our WCFM_SVM model was less than 0.03 Newton, resulting in more accurate forces in comparison with other correction models tested. The maximum absolute error between the calculated and measured nodal displacements was less than 1.5 mm, demonstrating that our nonlinear parameters are precise.

Parameter estimation of photovoltaic cells using an improved chaotic whale optimization algorithm

International Nuclear Information System (INIS)

Oliva, Diego; Abd El Aziz, Mohamed; Ella Hassanien, Aboul

2017-01-01

Highlights: •We modify the whale algorithm using chaotic maps. •We apply a chaotic algorithm to estimate parameter of photovoltaic cells. •We perform a study of chaos in whale algorithm. •Several comparisons and metrics support the experimental results. •We test the method with data from real solar cells. -- Abstract: The using of solar energy has been increased since it is a clean source of energy. In this way, the design of photovoltaic cells has attracted the attention of researchers over the world. There are two main problems in this field: having a useful model to characterize the solar cells and the absence of data about photovoltaic cells. This situation even affects the performance of the photovoltaic modules (panels). The characteristics of the current vs. voltage are used to describe the behavior of solar cells. Considering such values, the design problem involves the solution of the complex non-linear and multi-modal objective functions. Different algorithms have been proposed to identify the parameters of the photovoltaic cells and panels. Most of them commonly fail in finding the optimal solutions. This paper proposes the Chaotic Whale Optimization Algorithm (CWOA) for the parameters estimation of solar cells. The main advantage of the proposed approach is using the chaotic maps to compute and automatically adapt the internal parameters of the optimization algorithm. This situation is beneficial in complex problems, because along the iterative process, the proposed algorithm improves their capabilities to search for the best solution. The modified method is able to optimize complex and multimodal objective functions. For example, the function for the estimation of parameters of solar cells. To illustrate the capabilities of the proposed algorithm in the solar cell design, it is compared with other optimization methods over different datasets. Moreover, the experimental results support the improved performance of the proposed approach

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

Science.gov (United States)

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

2011-11-01

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

Constraining Unsaturated Hydraulic Parameters Using the Latin Hypercube Sampling Method and Coupled Hydrogeophysical Approach

Science.gov (United States)

Farzamian, Mohammad; Monteiro Santos, Fernando A.; Khalil, Mohamed A.

2017-12-01

The coupled hydrogeophysical approach has proved to be a valuable tool for improving the use of geoelectrical data for hydrological model parameterization. In the coupled approach, hydrological parameters are directly inferred from geoelectrical measurements in a forward manner to eliminate the uncertainty connected to the independent inversion of electrical resistivity data. Several numerical studies have been conducted to demonstrate the advantages of a coupled approach; however, only a few attempts have been made to apply the coupled approach to actual field data. In this study, we developed a 1D coupled hydrogeophysical code to estimate the van Genuchten-Mualem model parameters, K s, n, θ r and α, from time-lapse vertical electrical sounding data collected during a constant inflow infiltration experiment. van Genuchten-Mualem parameters were sampled using the Latin hypercube sampling method to provide a full coverage of the range of each parameter from their distributions. By applying the coupled approach, vertical electrical sounding data were coupled to hydrological models inferred from van Genuchten-Mualem parameter samples to investigate the feasibility of constraining the hydrological model. The key approaches taken in the study are to (1) integrate electrical resistivity and hydrological data and avoiding data inversion, (2) estimate the total water mass recovery of electrical resistivity data and consider it in van Genuchten-Mualem parameters evaluation and (3) correct the influence of subsurface temperature fluctuations during the infiltration experiment on electrical resistivity data. The results of the study revealed that the coupled hydrogeophysical approach can improve the value of geophysical measurements in hydrological model parameterization. However, the approach cannot overcome the technical limitations of the geoelectrical method associated with resolution and of water mass recovery.

Estimation of real-time runway surface contamination using flight data recorder parameters

Science.gov (United States)

Curry, Donovan

Within this research effort, the development of an analytic process for friction coefficient estimation is presented. Under static equilibrium, the sum of forces and moments acting on the aircraft, in the aircraft body coordinate system, while on the ground at any instant is equal to zero. Under this premise the longitudinal, lateral and normal forces due to landing are calculated along with the individual deceleration components existent when an aircraft comes to a rest during ground roll. In order to validate this hypothesis a six degree of freedom aircraft model had to be created and landing tests had to be simulated on different surfaces. The simulated aircraft model includes a high fidelity aerodynamic model, thrust model, landing gear model, friction model and antiskid model. Three main surfaces were defined in the friction model; dry, wet and snow/ice. Only the parameters recorded by an FDR are used directly from the aircraft model all others are estimated or known a priori. The estimation of unknown parameters is also presented in the research effort. With all needed parameters a comparison and validation with simulated and estimated data, under different runway conditions, is performed. Finally, this report presents results of a sensitivity analysis in order to provide a measure of reliability of the analytic estimation process. Linear and non-linear sensitivity analysis has been performed in order to quantify the level of uncertainty implicit in modeling estimated parameters and how they can affect the calculation of the instantaneous coefficient of friction. Using the approach of force and moment equilibrium about the CG at landing to reconstruct the instantaneous coefficient of friction appears to be a reasonably accurate estimate when compared to the simulated friction coefficient. This is also true when the FDR and estimated parameters are introduced to white noise and when crosswind is introduced to the simulation. After the linear analysis the

Inference of reactive transport model parameters using a Bayesian multivariate approach

NARCIS (Netherlands)

Carniato, L.; Schoups, G.H.W.; Van de Giesen, N.C.

2014-01-01

Parameter estimation of subsurface transport models from multispecies data requires the definition of an objective function that includes different types of measurements. Common approaches are weighted least squares (WLS), where weights are specified a priori for each measurement, and weighted least

A simulation of water pollution model parameter estimation

Science.gov (United States)

Kibler, J. F.

1976-01-01

A parameter estimation procedure for a water pollution transport model is elaborated. A two-dimensional instantaneous-release shear-diffusion model serves as representative of a simple transport process. Pollution concentration levels are arrived at via modeling of a remote-sensing system. The remote-sensed data are simulated by adding Gaussian noise to the concentration level values generated via the transport model. Model parameters are estimated from the simulated data using a least-squares batch processor. Resolution, sensor array size, and number and location of sensor readings can be found from the accuracies of the parameter estimates.

Estimating Soil and Root Parameters of Biofuel Crops using a Hydrogeophysical Inversion

Science.gov (United States)

Kuhl, A.; Kendall, A. D.; Van Dam, R. L.; Hyndman, D. W.

2017-12-01

Transpiration is the dominant pathway for continental water exchange to the atmosphere, and therefore a crucial aspect of modeling water balances at many scales. The root water uptake dynamics that control transpiration are dependent on soil water availability, as well as the root distribution. However, the root distribution is determined by many factors beyond the plant species alone, including climate conditions and soil texture. Despite the significant contribution of transpiration to global water fluxes, modelling the complex critical zone processes that drive root water uptake remains a challenge. Geophysical tools such as electrical resistivity (ER), have been shown to be highly sensitive to water dynamics in the unsaturated zone. ER data can be temporally and spatially robust, covering large areas or long time periods non-invasively, which is an advantage over in-situ methods. Previous studies have shown the value of using hydrogeophysical inversions to estimate soil properties. Others have used hydrological inversions to estimate both soil properties and root distribution parameters. In this study, we combine these two approaches to create a coupled hydrogeophysical inversion that estimates root and retention curve parameters for a HYDRUS model. To test the feasibility of this new approach, we estimated daily water fluxes and root growth for several biofuel crops at a long-term ecological research site in Southwest Michigan, using monthly ER data from 2009 through 2011. Time domain reflectometry data at seven depths was used to validate modeled soil moisture estimates throughout the model period. This hydrogeophysical inversion method shows promise for improving root distribution and transpiration estimates across a wide variety of settings.

An Approach to Quality Estimation in Model-Based Development

DEFF Research Database (Denmark)

Holmegaard, Jens Peter; Koch, Peter; Ravn, Anders Peter

2004-01-01

We present an approach to estimation of parameters for design space exploration in Model-Based Development, where synthesis of a system is done in two stages. Component qualities like space, execution time or power consumption are defined in a repository by platform dependent values. Connectors...

Estimation of Poisson-Dirichlet Parameters with Monotone Missing Data

Directory of Open Access Journals (Sweden)

Xueqin Zhou

2017-01-01

Full Text Available This article considers the estimation of the unknown numerical parameters and the density of the base measure in a Poisson-Dirichlet process prior with grouped monotone missing data. The numerical parameters are estimated by the method of maximum likelihood estimates and the density function is estimated by kernel method. A set of simulations was conducted, which shows that the estimates perform well.

Parameter estimation of multivariate multiple regression model using bayesian with non-informative Jeffreys’ prior distribution

Science.gov (United States)

Saputro, D. R. S.; Amalia, F.; Widyaningsih, P.; Affan, R. C.

2018-05-01

Bayesian method is a method that can be used to estimate the parameters of multivariate multiple regression model. Bayesian method has two distributions, there are prior and posterior distributions. Posterior distribution is influenced by the selection of prior distribution. Jeffreys’ prior distribution is a kind of Non-informative prior distribution. This prior is used when the information about parameter not available. Non-informative Jeffreys’ prior distribution is combined with the sample information resulting the posterior distribution. Posterior distribution is used to estimate the parameter. The purposes of this research is to estimate the parameters of multivariate regression model using Bayesian method with Non-informative Jeffreys’ prior distribution. Based on the results and discussion, parameter estimation of β and Σ which were obtained from expected value of random variable of marginal posterior distribution function. The marginal posterior distributions for β and Σ are multivariate normal and inverse Wishart. However, in calculation of the expected value involving integral of a function which difficult to determine the value. Therefore, approach is needed by generating of random samples according to the posterior distribution characteristics of each parameter using Markov chain Monte Carlo (MCMC) Gibbs sampling algorithm.

Gaussian process inference for estimating pharmacokinetic parameters of dynamic contrast-enhanced MR images.

Science.gov (United States)

Wang, Shijun; Liu, Peter; Turkbey, Baris; Choyke, Peter; Pinto, Peter; Summers, Ronald M

2012-01-01

In this paper, we propose a new pharmacokinetic model for parameter estimation of dynamic contrast-enhanced (DCE) MRI by using Gaussian process inference. Our model is based on the Tofts dual-compartment model for the description of tracer kinetics and the observed time series from DCE-MRI is treated as a Gaussian stochastic process. The parameter estimation is done through a maximum likelihood approach and we propose a variant of the coordinate descent method to solve this likelihood maximization problem. The new model was shown to outperform a baseline method on simulated data. Parametric maps generated on prostate DCE data with the new model also provided better enhancement of tumors, lower intensity on false positives, and better boundary delineation when compared with the baseline method. New statistical parameter maps from the process model were also found to be informative, particularly when paired with the PK parameter maps.

Optimal Input Design for Aircraft Parameter Estimation using Dynamic Programming Principles

Science.gov (United States)

Morelli, Eugene A.; Klein, Vladislav

1990-01-01

A new technique was developed for designing optimal flight test inputs for aircraft parameter estimation experiments. The principles of dynamic programming were used for the design in the time domain. This approach made it possible to include realistic practical constraints on the input and output variables. A description of the new approach is presented, followed by an example for a multiple input linear model describing the lateral dynamics of a fighter aircraft. The optimal input designs produced by the new technique demonstrated improved quality and expanded capability relative to the conventional multiple input design method.

ESTIMATION OF CONSTANT AND TIME-VARYING DYNAMIC PARAMETERS OF HIV INFECTION IN A NONLINEAR DIFFERENTIAL EQUATION MODEL.

Science.gov (United States)

Liang, Hua; Miao, Hongyu; Wu, Hulin

2010-03-01

Modeling viral dynamics in HIV/AIDS studies has resulted in deep understanding of pathogenesis of HIV infection from which novel antiviral treatment guidance and strategies have been derived. Viral dynamics models based on nonlinear differential equations have been proposed and well developed over the past few decades. However, it is quite challenging to use experimental or clinical data to estimate the unknown parameters (both constant and time-varying parameters) in complex nonlinear differential equation models. Therefore, investigators usually fix some parameter values, from the literature or by experience, to obtain only parameter estimates of interest from clinical or experimental data. However, when such prior information is not available, it is desirable to determine all the parameter estimates from data. In this paper, we intend to combine the newly developed approaches, a multi-stage smoothing-based (MSSB) method and the spline-enhanced nonlinear least squares (SNLS) approach, to estimate all HIV viral dynamic parameters in a nonlinear differential equation model. In particular, to the best of our knowledge, this is the first attempt to propose a comparatively thorough procedure, accounting for both efficiency and accuracy, to rigorously estimate all key kinetic parameters in a nonlinear differential equation model of HIV dynamics from clinical data. These parameters include the proliferation rate and death rate of uninfected HIV-targeted cells, the average number of virions produced by an infected cell, and the infection rate which is related to the antiviral treatment effect and is time-varying. To validate the estimation methods, we verified the identifiability of the HIV viral dynamic model and performed simulation studies. We applied the proposed techniques to estimate the key HIV viral dynamic parameters for two individual AIDS patients treated with antiretroviral therapies. We demonstrate that HIV viral dynamics can be well characterized and

Estimating Lithium-Ion Battery State of Charge and Parameters Using a Continuous-Discrete Extended Kalman Filter

Directory of Open Access Journals (Sweden)

Yasser Diab

2017-07-01

Full Text Available A real-time determination of battery parameters is challenging because batteries are non-linear, time-varying systems. The transient behaviour of lithium-ion batteries is modelled by a Thevenin-equivalent circuit with two time constants characterising activation and concentration polarization. An experimental approach is proposed for directly determining battery parameters as a function of physical quantities. The model’s parameters are a function of the state of charge and of the discharge rate. These can be expressed by regression equations in the model to derive a continuous-discrete extended Kalman estimator of the state of charge and of other parameters. This technique is based on numerical integration of the ordinary differential equations to predict the state of the stochastic dynamic system and the corresponding error covariance matrix. Then a standard correction step of the extended Kalman filter (EKF is applied to increase the accuracy of estimated parameters. Simulations resulting from this proposed estimator model were compared with experimental results under a variety of operating scenarios—analysis of the results demonstrate the accuracy of the estimator for correctly identifying battery parameters.

Parameter estimation in stochastic differential equations

CERN Document Server

Bishwal, Jaya P N

2008-01-01

Parameter estimation in stochastic differential equations and stochastic partial differential equations is the science, art and technology of modelling complex phenomena and making beautiful decisions. The subject has attracted researchers from several areas of mathematics and other related fields like economics and finance. This volume presents the estimation of the unknown parameters in the corresponding continuous models based on continuous and discrete observations and examines extensively maximum likelihood, minimum contrast and Bayesian methods. Useful because of the current availability of high frequency data is the study of refined asymptotic properties of several estimators when the observation time length is large and the observation time interval is small. Also space time white noise driven models, useful for spatial data, and more sophisticated non-Markovian and non-semimartingale models like fractional diffusions that model the long memory phenomena are examined in this volume.

Determination of power system component parameters using nonlinear dead beat estimation method

Science.gov (United States)

Kolluru, Lakshmi

Power systems are considered the most complex man-made wonders in existence today. In order to effectively supply the ever increasing demands of the consumers, power systems are required to remain stable at all times. Stability and monitoring of these complex systems are achieved by strategically placed computerized control centers. State and parameter estimation is an integral part of these facilities, as they deal with identifying the unknown states and/or parameters of the systems. Advancements in measurement technologies and the introduction of phasor measurement units (PMU) provide detailed and dynamic information of all measurements. Accurate availability of dynamic measurements provides engineers the opportunity to expand and explore various possibilities in power system dynamic analysis/control. This thesis discusses the development of a parameter determination algorithm for nonlinear power systems, using dynamic data obtained from local measurements. The proposed algorithm was developed by observing the dead beat estimator used in state space estimation of linear systems. The dead beat estimator is considered to be very effective as it is capable of obtaining the required results in a fixed number of steps. The number of steps required is related to the order of the system and the number of parameters to be estimated. The proposed algorithm uses the idea of dead beat estimator and nonlinear finite difference methods to create an algorithm which is user friendly and can determine the parameters fairly accurately and effectively. The proposed algorithm is based on a deterministic approach, which uses dynamic data and mathematical models of power system components to determine the unknown parameters. The effectiveness of the algorithm is tested by implementing it to identify the unknown parameters of a synchronous machine. MATLAB environment is used to create three test cases for dynamic analysis of the system with assumed known parameters. Faults are

How to fool cosmic microwave background parameter estimation

International Nuclear Information System (INIS)

Kinney, William H.

2001-01-01

With the release of the data from the Boomerang and MAXIMA-1 balloon flights, estimates of cosmological parameters based on the cosmic microwave background (CMB) have reached unprecedented precision. In this paper I show that it is possible for these estimates to be substantially biased by features in the primordial density power spectrum. I construct primordial power spectra which mimic to within cosmic variance errors the effect of changing parameters such as the baryon density and neutrino mass, meaning that even an ideal measurement would be unable to resolve the degeneracy. Complementary measurements are necessary to resolve this ambiguity in parameter estimation efforts based on CMB temperature fluctuations alone

Summary of the DREAM8 Parameter Estimation Challenge: Toward Parameter Identification for Whole-Cell Models.

Directory of Open Access Journals (Sweden)

Jonathan R Karr

2015-05-01

Full Text Available Whole-cell models that explicitly represent all cellular components at the molecular level have the potential to predict phenotype from genotype. However, even for simple bacteria, whole-cell models will contain thousands of parameters, many of which are poorly characterized or unknown. New algorithms are needed to estimate these parameters and enable researchers to build increasingly comprehensive models. We organized the Dialogue for Reverse Engineering Assessments and Methods (DREAM 8 Whole-Cell Parameter Estimation Challenge to develop new parameter estimation algorithms for whole-cell models. We asked participants to identify a subset of parameters of a whole-cell model given the model's structure and in silico "experimental" data. Here we describe the challenge, the best performing methods, and new insights into the identifiability of whole-cell models. We also describe several valuable lessons we learned toward improving future challenges. Going forward, we believe that collaborative efforts supported by inexpensive cloud computing have the potential to solve whole-cell model parameter estimation.

Approaches for the direct estimation of lambda, and demographic contributions to lambda, using capture-recapture data

Science.gov (United States)

Nichols, James D.; Hines, James E.

2002-01-01

We first consider the estimation of the finite rate of population increase or population growth rate, u i , using capture-recapture data from open populations. We review estimation and modelling of u i under three main approaches to modelling openpopulation data: the classic approach of Jolly (1965) and Seber (1965), the superpopulation approach of Crosbie & Manly (1985) and Schwarz & Arnason (1996), and the temporal symmetry approach of Pradel (1996). Next, we consider the contributions of different demographic components to u i using a probabilistic approach based on the composition of the population at time i + 1 (Nichols et al., 2000b). The parameters of interest are identical to the seniority parameters, n i , of Pradel (1996). We review estimation of n i under the classic, superpopulation, and temporal symmetry approaches. We then compare these direct estimation approaches for u i and n i with analogues computed using projection matrix asymptotics. We also discuss various extensions of the estimation approaches to multistate applications and to joint likelihoods involving multiple data types.

Bayesian-based estimation of acoustic surface impedance: Finite difference frequency domain approach.

Science.gov (United States)

Bockman, Alexander; Fackler, Cameron; Xiang, Ning

2015-04-01

Acoustic performance for an interior requires an accurate description of the boundary materials' surface acoustic impedance. Analytical methods may be applied to a small class of test geometries, but inverse numerical methods provide greater flexibility. The parameter estimation problem requires minimizing prediction vice observed acoustic field pressure. The Bayesian-network sampling approach presented here mitigates other methods' susceptibility to noise inherent to the experiment, model, and numerics. A geometry agnostic method is developed here and its parameter estimation performance is demonstrated for an air-backed micro-perforated panel in an impedance tube. Good agreement is found with predictions from the ISO standard two-microphone, impedance-tube method, and a theoretical model for the material. Data by-products exclusive to a Bayesian approach are analyzed to assess sensitivity of the method to nuisance parameters.

Structural observability analysis and EKF based parameter estimation of building heating models

Directory of Open Access Journals (Sweden)

D.W.U. Perera

2016-07-01

Full Text Available Research for enhanced energy-efficient buildings has been given much recognition in the recent years owing to their high energy consumptions. Increasing energy needs can be precisely controlled by practicing advanced controllers for building Heating, Ventilation, and Air-Conditioning (HVAC systems. Advanced controllers require a mathematical building heating model to operate, and these models need to be accurate and computationally efficient. One main concern associated with such models is the accurate estimation of the unknown model parameters. This paper presents the feasibility of implementing a simplified building heating model and the computation of physical parameters using an off-line approach. Structural observability analysis is conducted using graph-theoretic techniques to analyze the observability of the developed system model. Then Extended Kalman Filter (EKF algorithm is utilized for parameter estimates using the real measurements of a single-zone building. The simulation-based results confirm that even with a simple model, the EKF follows the state variables accurately. The predicted parameters vary depending on the inputs and disturbances.

Parameter Estimation for Improving Association Indicators in Binary Logistic Regression

Directory of Open Access Journals (Sweden)

Mahdi Bashiri

2012-02-01

Full Text Available The aim of this paper is estimation of Binary logistic regression parameters for maximizing the log-likelihood function with improved association indicators. In this paper the parameter estimation steps have been explained and then measures of association have been introduced and their calculations have been analyzed. Moreover a new related indicators based on membership degree level have been expressed. Indeed association measures demonstrate the number of success responses occurred in front of failure in certain number of Bernoulli independent experiments. In parameter estimation, existing indicators values is not sensitive to the parameter values, whereas the proposed indicators are sensitive to the estimated parameters during the iterative procedure. Therefore, proposing a new association indicator of binary logistic regression with more sensitivity to the estimated parameters in maximizing the log- likelihood in iterative procedure is innovation of this study.

Estimation of light transport parameters in biological media using ...

Indian Academy of Sciences (India)

Estimation of light transport parameters in biological media using coherent backscattering ... backscattered light for estimating the light transport parameters of biological media has been investigated. ... Pramana – Journal of Physics | News.

Statistics of Parameter Estimates: A Concrete Example

KAUST Repository

Aguilar, Oscar; Allmaras, Moritz; Bangerth, Wolfgang; Tenorio, Luis

2015-01-01

© 2015 Society for Industrial and Applied Mathematics. Most mathematical models include parameters that need to be determined from measurements. The estimated values of these parameters and their uncertainties depend on assumptions made about noise

Parameter Estimation of Partial Differential Equation Models

KAUST Repository

Xun, Xiaolei; Cao, Jiguo; Mallick, Bani; Maity, Arnab; Carroll, Raymond J.

2013-01-01

PDEs used in practice have no analytic solutions, and can only be solved with numerical methods. Currently, methods for estimating PDE parameters require repeatedly solving PDEs numerically under thousands of candidate parameter values, and thus

Estimation of parameter uncertainty for an activated sludge model using Bayesian inference: a comparison with the frequentist method.

Science.gov (United States)

Zonta, Zivko J; Flotats, Xavier; Magrí, Albert

2014-08-01

The procedure commonly used for the assessment of the parameters included in activated sludge models (ASMs) relies on the estimation of their optimal value within a confidence region (i.e. frequentist inference). Once optimal values are estimated, parameter uncertainty is computed through the covariance matrix. However, alternative approaches based on the consideration of the model parameters as probability distributions (i.e. Bayesian inference), may be of interest. The aim of this work is to apply (and compare) both Bayesian and frequentist inference methods when assessing uncertainty for an ASM-type model, which considers intracellular storage and biomass growth, simultaneously. Practical identifiability was addressed exclusively considering respirometric profiles based on the oxygen uptake rate and with the aid of probabilistic global sensitivity analysis. Parameter uncertainty was thus estimated according to both the Bayesian and frequentist inferential procedures. Results were compared in order to evidence the strengths and weaknesses of both approaches. Since it was demonstrated that Bayesian inference could be reduced to a frequentist approach under particular hypotheses, the former can be considered as a more generalist methodology. Hence, the use of Bayesian inference is encouraged for tackling inferential issues in ASM environments.

Estimation of kinematic parameters in CALIFA galaxies: no-assumption on internal dynamics

Science.gov (United States)

García-Lorenzo, B.; Barrera-Ballesteros, J.; CALIFA Team

2016-06-01

We propose a simple approach to homogeneously estimate kinematic parameters of a broad variety of galaxies (elliptical, spirals, irregulars or interacting systems). This methodology avoids the use of any kinematical model or any assumption on internal dynamics. This simple but novel approach allows us to determine: the frequency of kinematic distortions, systemic velocity, kinematic center, and kinematic position angles which are directly measured from the two dimensional-distributions of radial velocities. We test our analysis tools using the CALIFA Survey

State and parameter estimation in nonlinear systems as an optimal tracking problem

International Nuclear Information System (INIS)

Creveling, Daniel R.; Gill, Philip E.; Abarbanel, Henry D.I.

2008-01-01

In verifying and validating models of nonlinear processes it is important to incorporate information from observations in an efficient manner. Using the idea of synchronization of nonlinear dynamical systems, we present a framework for connecting a data signal with a model in a way that minimizes the required coupling yet allows the estimation of unknown parameters in the model. The need to evaluate unknown parameters in models of nonlinear physical, biophysical, and engineering systems occurs throughout the development of phenomenological or reduced models of dynamics. Our approach builds on existing work that uses synchronization as a tool for parameter estimation. We address some of the critical issues in that work and provide a practical framework for finding an accurate solution. In particular, we show the equivalence of this problem to that of tracking within an optimal control framework. This equivalence allows the application of powerful numerical methods that provide robust practical tools for model development and validation

Health Parameter Estimation with Second-Order Sliding Mode Observer for a Turbofan Engine

Directory of Open Access Journals (Sweden)

Xiaodong Chang

2017-07-01

Full Text Available In this paper the problem of health parameter estimation in an aero-engine is investigated by using an unknown input observer-based methodology, implemented by a second-order sliding mode observer (SOSMO. Unlike the conventional state estimator-based schemes, such as Kalman filters (KF and sliding mode observers (SMO, the proposed scheme uses a “reconstruction signal” to estimate health parameters modeled as artificial inputs, and is not only applicable to long-time health degradation, but reacts much quicker in handling abrupt fault cases. In view of the inevitable uncertainties in engine dynamics and modeling, a weighting matrix is created to minimize such effect on estimation by using the linear matrix inequalities (LMI. A big step toward uncertainty modeling is taken compared with our previous SMO-based work, in that uncertainties are considered in a more practical form. Moreover, to avoid chattering in sliding modes, the super-twisting algorithm (STA is employed in observer design. Various simulations are carried out, based on the comparisons between the KF-based scheme, the SMO-based scheme in our earlier research, and the proposed method. The results consistently demonstrate the capabilities and advantages of the proposed approach in health parameter estimation.

Uncertanity Analysis in Parameter Estimation of Coupled Bacteria-Sediment Fate and Transport in Streams

Science.gov (United States)

Massoudieh, A.; Le, T.; Pachepsky, Y. A.

2014-12-01

E. coli is widely used as an fecal indicator bacteria in streams. It has been shown that the interaction between sediments and the bacteria is an important factor in determining its fate and transport in water bodies. In this presentation parameter estimation and uncertainty analysis of a mechanistic model of bacteria-sediment interaction respectively using a hybrid genetic algorithm and Makov-Chain Monte Carlo (MCMC) approach will be presented. The physically-based model considers the advective-dispersive transport of sediments as well as both free-floating and sediment-associated bacteria in the water column and also the fate and transport of bacteria in the bed sediments in a small stream. The bed sediments are treated as a distributed system which allows modeling the evolution of the vertical distribution of bacteria as a result of sedimentation and resuspension, diffusion and bioturbation in the sediments. One-dimensional St. Venant's equation is used to model flow in the stream. The model is applied to sediment and E. coli concentration data collected during a high flow event in a small stream historically receiving agricultural runoff. Measured total suspended sediments and total E. coli concentrations in the water column at three sections of the stream are used for the parameter estimation. The data on the initial distribution of E. coli in the sediments was available and was used as the initial conditions. The MCMC method is used to estimate the joint probability distribution of model parameters including sediment deposition and erosion rates, critical shear stress for deposition and erosion, attachment and detachment rate constants of E. coli to/from sediments and also the effective diffusion coefficients of E. coli in the bed sediments. The uncertainties associated with the estimated parameters are quantified via the MCMC approach and the correlation between the posterior distribution of parameters have been used to assess the model adequacy and

Estimation of the reliability function for two-parameter exponentiated Rayleigh or Burr type X distribution

Directory of Open Access Journals (Sweden)

Anupam Pathak

2014-11-01

Full Text Available Abstract: Problem Statement: The two-parameter exponentiated Rayleigh distribution has been widely used especially in the modelling of life time event data. It provides a statistical model which has a wide variety of application in many areas and the main advantage is its ability in the context of life time event among other distributions. The uniformly minimum variance unbiased and maximum likelihood estimation methods are the way to estimate the parameters of the distribution. In this study we explore and compare the performance of the uniformly minimum variance unbiased and maximum likelihood estimators of the reliability function R(t=P(X>t and P=P(X>Y for the two-parameter exponentiated Rayleigh distribution. Approach: A new technique of obtaining these parametric functions is introduced in which major role is played by the powers of the parameter(s and the functional forms of the parametric functions to be estimated are not needed.  We explore the performance of these estimators numerically under varying conditions. Through the simulation study a comparison are made on the performance of these estimators with respect to the Biasness, Mean Square Error (MSE, 95% confidence length and corresponding coverage percentage. Conclusion: Based on the results of simulation study the UMVUES of R(t and ‘P’ for the two-parameter exponentiated Rayleigh distribution found to be superior than MLES of R(t and ‘P’.

Application of Bayesian approach to estimate average level spacing

International Nuclear Information System (INIS)

Huang Zhongfu; Zhao Zhixiang

1991-01-01

A method to estimate average level spacing from a set of resolved resonance parameters by using Bayesian approach is given. Using the information given in the distributions of both levels spacing and neutron width, the level missing in measured sample can be corrected more precisely so that better estimate for average level spacing can be obtained by this method. The calculation of s-wave resonance has been done and comparison with other work was carried out

Kalman filter data assimilation: targeting observations and parameter estimation.

Science.gov (United States)

Bellsky, Thomas; Kostelich, Eric J; Mahalov, Alex

2014-06-01

This paper studies the effect of targeted observations on state and parameter estimates determined with Kalman filter data assimilation (DA) techniques. We first provide an analytical result demonstrating that targeting observations within the Kalman filter for a linear model can significantly reduce state estimation error as opposed to fixed or randomly located observations. We next conduct observing system simulation experiments for a chaotic model of meteorological interest, where we demonstrate that the local ensemble transform Kalman filter (LETKF) with targeted observations based on largest ensemble variance is skillful in providing more accurate state estimates than the LETKF with randomly located observations. Additionally, we find that a hybrid ensemble Kalman filter parameter estimation method accurately updates model parameters within the targeted observation context to further improve state estimation.

Kalman filter data assimilation: Targeting observations and parameter estimation

International Nuclear Information System (INIS)

Bellsky, Thomas; Kostelich, Eric J.; Mahalov, Alex

2014-01-01

This paper studies the effect of targeted observations on state and parameter estimates determined with Kalman filter data assimilation (DA) techniques. We first provide an analytical result demonstrating that targeting observations within the Kalman filter for a linear model can significantly reduce state estimation error as opposed to fixed or randomly located observations. We next conduct observing system simulation experiments for a chaotic model of meteorological interest, where we demonstrate that the local ensemble transform Kalman filter (LETKF) with targeted observations based on largest ensemble variance is skillful in providing more accurate state estimates than the LETKF with randomly located observations. Additionally, we find that a hybrid ensemble Kalman filter parameter estimation method accurately updates model parameters within the targeted observation context to further improve state estimation

Estimating variability in functional images using a synthetic resampling approach

International Nuclear Information System (INIS)

Maitra, R.; O'Sullivan, F.

1996-01-01

Functional imaging of biologic parameters like in vivo tissue metabolism is made possible by Positron Emission Tomography (PET). Many techniques, such as mixture analysis, have been suggested for extracting such images from dynamic sequences of reconstructed PET scans. Methods for assessing the variability in these functional images are of scientific interest. The nonlinearity of the methods used in the mixture analysis approach makes analytic formulae for estimating variability intractable. The usual resampling approach is infeasible because of the prohibitive computational effort in simulating a number of sinogram. datasets, applying image reconstruction, and generating parametric images for each replication. Here we introduce an approach that approximates the distribution of the reconstructed PET images by a Gaussian random field and generates synthetic realizations in the imaging domain. This eliminates the reconstruction steps in generating each simulated functional image and is therefore practical. Results of experiments done to evaluate the approach on a model one-dimensional problem are very encouraging. Post-processing of the estimated variances is seen to improve the accuracy of the estimation method. Mixture analysis is used to estimate functional images; however, the suggested approach is general enough to extend to other parametric imaging methods

Estimating the kinetic parameters of activated sludge storage using weighted non-linear least-squares and accelerating genetic algorithm.

Science.gov (United States)

Fang, Fang; Ni, Bing-Jie; Yu, Han-Qing

2009-06-01

In this study, weighted non-linear least-squares analysis and accelerating genetic algorithm are integrated to estimate the kinetic parameters of substrate consumption and storage product formation of activated sludge. A storage product formation equation is developed and used to construct the objective function for the determination of its production kinetics. The weighted least-squares analysis is employed to calculate the differences in the storage product concentration between the model predictions and the experimental data as the sum of squared weighted errors. The kinetic parameters for the substrate consumption and the storage product formation are estimated to be the maximum heterotrophic growth rate of 0.121/h, the yield coefficient of 0.44 mg CODX/mg CODS (COD, chemical oxygen demand) and the substrate half saturation constant of 16.9 mg/L, respectively, by minimizing the objective function using a real-coding-based accelerating genetic algorithm. Also, the fraction of substrate electrons diverted to the storage product formation is estimated to be 0.43 mg CODSTO/mg CODS. The validity of our approach is confirmed by the results of independent tests and the kinetic parameter values reported in literature, suggesting that this approach could be useful to evaluate the product formation kinetics of mixed cultures like activated sludge. More importantly, as this integrated approach could estimate the kinetic parameters rapidly and accurately, it could be applied to other biological processes.

Modeling and Parameter Estimation of a Small Wind Generation System

Directory of Open Access Journals (Sweden)

Carlos A. Ramírez Gómez

2013-11-01

Full Text Available The modeling and parameter estimation of a small wind generation system is presented in this paper. The system consists of a wind turbine, a permanent magnet synchronous generator, a three phase rectifier, and a direct current load. In order to estimate the parameters wind speed data are registered in a weather station located in the Fraternidad Campus at ITM. Wind speed data were applied to a reference model programed with PSIM software. From that simulation, variables were registered to estimate the parameters. The wind generation system model together with the estimated parameters is an excellent representation of the detailed model, but the estimated model offers a higher flexibility than the programed model in PSIM software.

Statistical estimation of ultrasonic propagation path parameters for aberration correction.

Science.gov (United States)

Waag, Robert C; Astheimer, Jeffrey P

2005-05-01

Parameters in a linear filter model for ultrasonic propagation are found using statistical estimation. The model uses an inhomogeneous-medium Green's function that is decomposed into a homogeneous-transmission term and a path-dependent aberration term. Power and cross-power spectra of random-medium scattering are estimated over the frequency band of the transmit-receive system by using closely situated scattering volumes. The frequency-domain magnitude of the aberration is obtained from a normalization of the power spectrum. The corresponding phase is reconstructed from cross-power spectra of subaperture signals at adjacent receive positions by a recursion. The subapertures constrain the receive sensitivity pattern to eliminate measurement system phase contributions. The recursion uses a Laplacian-based algorithm to obtain phase from phase differences. Pulse-echo waveforms were acquired from a point reflector and a tissue-like scattering phantom through a tissue-mimicking aberration path from neighboring volumes having essentially the same aberration path. Propagation path aberration parameters calculated from the measurements of random scattering through the aberration phantom agree with corresponding parameters calculated for the same aberrator and array position by using echoes from the point reflector. The results indicate the approach describes, in addition to time shifts, waveform amplitude and shape changes produced by propagation through distributed aberration under realistic conditions.

Load Estimation from Modal Parameters

DEFF Research Database (Denmark)

Aenlle, Manuel López; Brincker, Rune; Fernández, Pelayo Fernández

2007-01-01

In Natural Input Modal Analysis the modal parameters are estimated just from the responses while the loading is not recorded. However, engineers are sometimes interested in knowing some features of the loading acting on a structure. In this paper, a procedure to determine the loading from a FRF m...

Parameter estimation in stochastic rainfall-runoff models

DEFF Research Database (Denmark)

Jonsdottir, Harpa; Madsen, Henrik; Palsson, Olafur Petur

2006-01-01

A parameter estimation method for stochastic rainfall-runoff models is presented. The model considered in the paper is a conceptual stochastic model, formulated in continuous-discrete state space form. The model is small and a fully automatic optimization is, therefore, possible for estimating all...... the parameter values are optimal for simulation or prediction. The data originates from Iceland and the model is designed for Icelandic conditions, including a snow routine for mountainous areas. The model demands only two input data series, precipitation and temperature and one output data series...

Physics of ultrasonic wave propagation in bone and heart characterized using Bayesian parameter estimation

Science.gov (United States)

Anderson, Christian Carl

This Dissertation explores the physics underlying the propagation of ultrasonic waves in bone and in heart tissue through the use of Bayesian probability theory. Quantitative ultrasound is a noninvasive modality used for clinical detection, characterization, and evaluation of bone quality and cardiovascular disease. Approaches that extend the state of knowledge of the physics underpinning the interaction of ultrasound with inherently inhomogeneous and isotropic tissue have the potential to enhance its clinical utility. Simulations of fast and slow compressional wave propagation in cancellous bone were carried out to demonstrate the plausibility of a proposed explanation for the widely reported anomalous negative dispersion in cancellous bone. The results showed that negative dispersion could arise from analysis that proceeded under the assumption that the data consist of only a single ultrasonic wave, when in fact two overlapping and interfering waves are present. The confounding effect of overlapping fast and slow waves was addressed by applying Bayesian parameter estimation to simulated data, to experimental data acquired on bone-mimicking phantoms, and to data acquired in vitro on cancellous bone. The Bayesian approach successfully estimated the properties of the individual fast and slow waves even when they strongly overlapped in the acquired data. The Bayesian parameter estimation technique was further applied to an investigation of the anisotropy of ultrasonic properties in cancellous bone. The degree to which fast and slow waves overlap is partially determined by the angle of insonation of ultrasound relative to the predominant direction of trabecular orientation. In the past, studies of anisotropy have been limited by interference between fast and slow waves over a portion of the range of insonation angles. Bayesian analysis estimated attenuation, velocity, and amplitude parameters over the entire range of insonation angles, allowing a more complete

Forest parameter estimation using polarimetric SAR interferometry techniques at low frequencies

International Nuclear Information System (INIS)

Lee, Seung-Kuk

2013-01-01

Polarimetric Synthetic Aperture Radar Interferometry (Pol-InSAR) is an active radar remote sensing technique based on the coherent combination of both polarimetric and interferometric observables. The Pol-InSAR technique provided a step forward in quantitative forest parameter estimation. In the last decade, airborne SAR experiments evaluated the potential of Pol-InSAR techniques to estimate forest parameters (e.g., the forest height and biomass) with high accuracy over various local forest test sites. This dissertation addresses the actual status, potentials and limitations of Pol-InSAR inversion techniques for 3-D forest parameter estimations on a global scale using lower frequencies such as L- and P-band. The multi-baseline Pol-InSAR inversion technique is applied to optimize the performance with respect to the actual level of the vertical wave number and to mitigate the impact of temporal decorrelation on the Pol-InSAR forest parameter inversion. Temporal decorrelation is a critical issue for successful Pol-InSAR inversion in the case of repeat-pass Pol-InSAR data, as provided by conventional satellites or airborne SAR systems. Despite the limiting impact of temporal decorrelation in Pol-InSAR inversion, it remains a poorly understood factor in forest height inversion. Therefore, the main goal of this dissertation is to provide a quantitative estimation of the temporal decorrelation effects by using multi-baseline Pol-InSAR data. A new approach to quantify the different temporal decorrelation components is proposed and discussed. Temporal decorrelation coefficients are estimated for temporal baselines ranging from 10 minutes to 54 days and are converted to height inversion errors. In addition, the potential of Pol-InSAR forest parameter estimation techniques is addressed and projected onto future spaceborne system configurations and mission scenarios (Tandem-L and BIOMASS satellite missions at L- and P-band). The impact of the system parameters (e.g., bandwidth

Neglect Of Parameter Estimation Uncertainty Can Significantly Overestimate Structural Reliability

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Rózsás Árpád

2015-12-01

Full Text Available Parameter estimation uncertainty is often neglected in reliability studies, i.e. point estimates of distribution parameters are used for representative fractiles, and in probabilistic models. A numerical example examines the effect of this uncertainty on structural reliability using Bayesian statistics. The study reveals that the neglect of parameter estimation uncertainty might lead to an order of magnitude underestimation of failure probability.

The limiting behavior of the estimated parameters in a misspecified random field regression model

DEFF Research Database (Denmark)

Dahl, Christian Møller; Qin, Yu

This paper examines the limiting properties of the estimated parameters in the random field regression model recently proposed by Hamilton (Econometrica, 2001). Though the model is parametric, it enjoys the flexibility of the nonparametric approach since it can approximate a large collection of n...

Parameter estimation of variable-parameter nonlinear Muskingum model using excel solver

Science.gov (United States)

Kang, Ling; Zhou, Liwei

2018-02-01

Abstract . The Muskingum model is an effective flood routing technology in hydrology and water resources Engineering. With the development of optimization technology, more and more variable-parameter Muskingum models were presented to improve effectiveness of the Muskingum model in recent decades. A variable-parameter nonlinear Muskingum model (NVPNLMM) was proposed in this paper. According to the results of two real and frequently-used case studies by various models, the NVPNLMM could obtain better values of evaluation criteria, which are used to describe the superiority of the estimated outflows and compare the accuracies of flood routing using various models, and the optimal estimated outflows by the NVPNLMM were closer to the observed outflows than the ones by other models.

Methodical Approach to Estimation of Energy Efficiency Parameters of the Economy Under the Structural Changes in the Fuel And Energy Balance (on the Example of Baikal Region

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Boris Grigorievich Saneev

2013-12-01

Full Text Available The authors consider a methodical approach which allows estimating energy efficiency parameters of the region’s economy using a fuel and energy balance (FEB. This approach was tested on the specific case of Baikal region. During the testing process the authors have developed ex ante and ex post FEBs and estimated energy efficiency parameters such as energy-, electro- and heat capacity of GRP, coefficients of useful utilization of fuel and energy resources and a monetary version of FEB. Forecast estimations are based on assumptions and limitations of technologically-intensive development scenario of the region. Authors show that the main factor of structural changes in the fuel and energy balance will be the large-scale development of hydrocarbon resources in Baikal region. It will cause structural changes in the composition of both the debit and credit of FEB (namely the structure of export and final consumption of fuel and energy resources. Authors assume that the forecast structural changes of the region’s FEB will significantly improve energy efficiency parameters of the economy: energy capacity of GRP will decrease by 1,5 times in 2010– 2030, electro and heat capacity – 1,9 times; coefficients of useful utilization of fuel and energy resources will increase by 3–5 p.p. This will save about 20 million tons of fuel equivalent (about 210 billion rubles in 2011 the prices until 2030

Key Parameters Estimation and Adaptive Warning Strategy for Rear-End Collision of Vehicle

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Xiang Song

2015-01-01

Full Text Available The rear-end collision warning system requires reliable warning decision mechanism to adapt the actual driving situation. To overcome the shortcomings of existing warning methods, an adaptive strategy is proposed to address the practical aspects of the collision warning problem. The proposed strategy is based on the parameter-adaptive and variable-threshold approaches. First, several key parameter estimation algorithms are developed to provide more accurate and reliable information for subsequent warning method. They include a two-stage algorithm which contains a Kalman filter and a Luenberger observer for relative acceleration estimation, a Bayesian theory-based algorithm of estimating the road friction coefficient, and an artificial neural network for estimating the driver’s reaction time. Further, the variable-threshold warning method is designed to achieve the global warning decision. In the method, the safety distance is employed to judge the dangerous state. The calculation method of the safety distance in this paper can be adaptively adjusted according to the different driving conditions of the leading vehicle. Due to the real-time estimation of the key parameters and the adaptive calculation of the warning threshold, the strategy can adapt to various road and driving conditions. Finally, the proposed strategy is evaluated through simulation and field tests. The experimental results validate the feasibility and effectiveness of the proposed strategy.

Retinal blood vessel segmentation in high resolution fundus photographs using automated feature parameter estimation

Science.gov (United States)

Orlando, José Ignacio; Fracchia, Marcos; del Río, Valeria; del Fresno, Mariana

2017-11-01

Several ophthalmological and systemic diseases are manifested through pathological changes in the properties and the distribution of the retinal blood vessels. The characterization of such alterations requires the segmentation of the vasculature, which is a tedious and time-consuming task that is infeasible to be performed manually. Numerous attempts have been made to propose automated methods for segmenting the retinal vasculature from fundus photographs, although their application in real clinical scenarios is usually limited by their ability to deal with images taken at different resolutions. This is likely due to the large number of parameters that have to be properly calibrated according to each image scale. In this paper we propose to apply a novel strategy for automated feature parameter estimation, combined with a vessel segmentation method based on fully connected conditional random fields. The estimation model is learned by linear regression from structural properties of the images and known optimal configurations, that were previously obtained for low resolution data sets. Our experiments in high resolution images show that this approach is able to estimate appropriate configurations that are suitable for performing the segmentation task without requiring to re-engineer parameters. Furthermore, our combined approach reported state of the art performance on the benchmark data set HRF, as measured in terms of the F1-score and the Matthews correlation coefficient.

Unifying parameter estimation and the Deutsch-Jozsa algorithm for continuous variables

International Nuclear Information System (INIS)

Zwierz, Marcin; Perez-Delgado, Carlos A.; Kok, Pieter

2010-01-01

We reveal a close relationship between quantum metrology and the Deutsch-Jozsa algorithm on continuous-variable quantum systems. We develop a general procedure, characterized by two parameters, that unifies parameter estimation and the Deutsch-Jozsa algorithm. Depending on which parameter we keep constant, the procedure implements either the parameter-estimation protocol or the Deutsch-Jozsa algorithm. The parameter-estimation part of the procedure attains the Heisenberg limit and is therefore optimal. Due to the use of approximate normalizable continuous-variable eigenstates, the Deutsch-Jozsa algorithm is probabilistic. The procedure estimates a value of an unknown parameter and solves the Deutsch-Jozsa problem without the use of any entanglement.

Postprocessing MPEG based on estimated quantization parameters

DEFF Research Database (Denmark)

Forchhammer, Søren

2009-01-01

the case where the coded stream is not accessible, or from an architectural point of view not desirable to use, and instead estimate some of the MPEG stream parameters based on the decoded sequence. The I-frames are detected and the quantization parameters are estimated from the coded stream and used...... in the postprocessing. We focus on deringing and present a scheme which aims at suppressing ringing artifacts, while maintaining the sharpness of the texture. The goal is to improve the visual quality, so perceptual blur and ringing metrics are used in addition to PSNR evaluation. The performance of the new `pure......' postprocessing compares favorable to a reference postprocessing filter which has access to the quantization parameters not only for I-frames but also on P and B-frames....

A different approach to estimate nonlinear regression model using numerical methods

Science.gov (United States)

Mahaboob, B.; Venkateswarlu, B.; Mokeshrayalu, G.; Balasiddamuni, P.

2017-11-01

This research paper concerns with the computational methods namely the Gauss-Newton method, Gradient algorithm methods (Newton-Raphson method, Steepest Descent or Steepest Ascent algorithm method, the Method of Scoring, the Method of Quadratic Hill-Climbing) based on numerical analysis to estimate parameters of nonlinear regression model in a very different way. Principles of matrix calculus have been used to discuss the Gradient-Algorithm methods. Yonathan Bard [1] discussed a comparison of gradient methods for the solution of nonlinear parameter estimation problems. However this article discusses an analytical approach to the gradient algorithm methods in a different way. This paper describes a new iterative technique namely Gauss-Newton method which differs from the iterative technique proposed by Gorden K. Smyth [2]. Hans Georg Bock et.al [10] proposed numerical methods for parameter estimation in DAE’s (Differential algebraic equation). Isabel Reis Dos Santos et al [11], Introduced weighted least squares procedure for estimating the unknown parameters of a nonlinear regression metamodel. For large-scale non smooth convex minimization the Hager and Zhang (HZ) conjugate gradient Method and the modified HZ (MHZ) method were presented by Gonglin Yuan et al [12].

Identifyability measures to select the parameters to be estimated in a solid-state fermentation distributed parameter model.

Science.gov (United States)

da Silveira, Christian L; Mazutti, Marcio A; Salau, Nina P G

2016-07-08

Process modeling can lead to of advantages such as helping in process control, reducing process costs and product quality improvement. This work proposes a solid-state fermentation distributed parameter model composed by seven differential equations with seventeen parameters to represent the process. Also, parameters estimation with a parameters identifyability analysis (PIA) is performed to build an accurate model with optimum parameters. Statistical tests were made to verify the model accuracy with the estimated parameters considering different assumptions. The results have shown that the model assuming substrate inhibition better represents the process. It was also shown that eight from the seventeen original model parameters were nonidentifiable and better results were obtained with the removal of these parameters from the estimation procedure. Therefore, PIA can be useful to estimation procedure, since it may reduce the number of parameters that can be evaluated. Further, PIA improved the model results, showing to be an important procedure to be taken. © 2016 American Institute of Chemical Engineers Biotechnol. Prog., 32:905-917, 2016. © 2016 American Institute of Chemical Engineers.

Parameters estimation online for Lorenz system by a novel quantum-behaved particle swarm optimization

International Nuclear Information System (INIS)

Gao Fei; Tong Hengqing; Li Zhuoqiu

2008-01-01

This paper proposes a novel quantum-behaved particle swarm optimization (NQPSO) for the estimation of chaos' unknown parameters by transforming them into nonlinear functions' optimization. By means of the techniques in the following three aspects: contracting the searching space self-adaptively; boundaries restriction strategy; substituting the particles' convex combination for their centre of mass, this paper achieves a quite effective search mechanism with fine equilibrium between exploitation and exploration. Details of applying the proposed method and other methods into Lorenz systems are given, and experiments done show that NQPSO has better adaptability, dependability and robustness. It is a successful approach in unknown parameter estimation online especially in the cases with white noises

Parameter estimation for an expanding universe

Directory of Open Access Journals (Sweden)

Jieci Wang

2015-03-01

Full Text Available We study the parameter estimation for excitations of Dirac fields in the expanding Robertson–Walker universe. We employ quantum metrology techniques to demonstrate the possibility for high precision estimation for the volume rate of the expanding universe. We show that the optimal precision of the estimation depends sensitively on the dimensionless mass m˜ and dimensionless momentum k˜ of the Dirac particles. The optimal precision for the ratio estimation peaks at some finite dimensionless mass m˜ and momentum k˜. We find that the precision of the estimation can be improved by choosing the probe state as an eigenvector of the hamiltonian. This occurs because the largest quantum Fisher information is obtained by performing projective measurements implemented by the projectors onto the eigenvectors of specific probe states.

Method for Estimating the Parameters of LFM Radar Signal

Directory of Open Access Journals (Sweden)

Tan Chuan-Zhang

2017-01-01

Full Text Available In order to obtain reliable estimate of parameters, it is very important to protect the integrality of linear frequency modulation (LFM signal. Therefore, in the practical LFM radar signal processing, the length of data frame is often greater than the pulse width (PW of signal. In this condition, estimating the parameters by fractional Fourier transform (FrFT will cause the signal to noise ratio (SNR decrease. Aiming at this problem, we multiply the data frame by a Gaussian window to improve the SNR. Besides, for a further improvement of parameters estimation precision, a novel algorithm is derived via Lagrange interpolation polynomial, and we enhance the algorithm by a logarithmic transformation. Simulation results demonstrate that the derived algorithm significantly reduces the estimation errors of chirp-rate and initial frequency.

Approaches to characterise chromatographic column performance based on global parameters accounting for peak broadening and skewness.

Science.gov (United States)

Baeza-Baeza, J J; Pous-Torres, S; Torres-Lapasió, J R; García-Alvarez-Coque, M C

2010-04-02

Peak broadening and skewness are fundamental parameters in chromatography, since they affect the resolution capability of a chromatographic column. A common practice to characterise chromatographic columns is to estimate the efficiency and asymmetry factor for the peaks of one or more solutes eluted at selected experimental conditions. This has the drawback that the extra-column contributions to the peak variance and skewness make the peak shape parameters depend on the retention time. We propose and discuss here the use of several approaches that allow the estimation of global parameters (non-dependent on the retention time) to describe the column performance. The global parameters arise from different linear relationships that can be established between the peak variance, standard deviation, or half-widths with the retention time. Some of them describe exclusively the column contribution to the peak broadening, whereas others consider the extra-column effects also. The estimation of peak skewness was also possible for the approaches based on the half-widths. The proposed approaches were applied to the characterisation of different columns (Spherisorb, Zorbax SB, Zorbax Eclipse, Kromasil, Chromolith, X-Terra and Inertsil), using the chromatographic data obtained for several diuretics and basic drugs (beta-blockers). Copyright (c) 2010 Elsevier B.V. All rights reserved.

Bayesian ensemble approach to error estimation of interatomic potentials

DEFF Research Database (Denmark)

Frederiksen, Søren Lund; Jacobsen, Karsten Wedel; Brown, K.S.

2004-01-01

Using a Bayesian approach a general method is developed to assess error bars on predictions made by models fitted to data. The error bars are estimated from fluctuations in ensembles of models sampling the model-parameter space with a probability density set by the minimum cost. The method...... is applied to the development of interatomic potentials for molybdenum using various potential forms and databases based on atomic forces. The calculated error bars on elastic constants, gamma-surface energies, structural energies, and dislocation properties are shown to provide realistic estimates...

Bayesian estimation of Weibull distribution parameters

International Nuclear Information System (INIS)

Bacha, M.; Celeux, G.; Idee, E.; Lannoy, A.; Vasseur, D.

1994-11-01

In this paper, we expose SEM (Stochastic Expectation Maximization) and WLB-SIR (Weighted Likelihood Bootstrap - Sampling Importance Re-sampling) methods which are used to estimate Weibull distribution parameters when data are very censored. The second method is based on Bayesian inference and allow to take into account available prior informations on parameters. An application of this method, with real data provided by nuclear power plants operation feedback analysis has been realized. (authors). 8 refs., 2 figs., 2 tabs

Improving filtering and prediction of spatially extended turbulent systems with model errors through stochastic parameter estimation

International Nuclear Information System (INIS)

Gershgorin, B.; Harlim, J.; Majda, A.J.

2010-01-01

The filtering and predictive skill for turbulent signals is often limited by the lack of information about the true dynamics of the system and by our inability to resolve the assumed dynamics with sufficiently high resolution using the current computing power. The standard approach is to use a simple yet rich family of constant parameters to account for model errors through parameterization. This approach can have significant skill by fitting the parameters to some statistical feature of the true signal; however in the context of real-time prediction, such a strategy performs poorly when intermittent transitions to instability occur. Alternatively, we need a set of dynamic parameters. One strategy for estimating parameters on the fly is a stochastic parameter estimation through partial observations of the true signal. In this paper, we extend our newly developed stochastic parameter estimation strategy, the Stochastic Parameterization Extended Kalman Filter (SPEKF), to filtering sparsely observed spatially extended turbulent systems which exhibit abrupt stability transition from time to time despite a stable average behavior. For our primary numerical example, we consider a turbulent system of externally forced barotropic Rossby waves with instability introduced through intermittent negative damping. We find high filtering skill of SPEKF applied to this toy model even in the case of very sparse observations (with only 15 out of the 105 grid points observed) and with unspecified external forcing and damping. Additive and multiplicative bias corrections are used to learn the unknown features of the true dynamics from observations. We also present a comprehensive study of predictive skill in the one-mode context including the robustness toward variation of stochastic parameters, imperfect initial conditions and finite ensemble effect. Furthermore, the proposed stochastic parameter estimation scheme applied to the same spatially extended Rossby wave system demonstrates

SCoPE: an efficient method of Cosmological Parameter Estimation

International Nuclear Information System (INIS)

Das, Santanu; Souradeep, Tarun

2014-01-01

Markov Chain Monte Carlo (MCMC) sampler is widely used for cosmological parameter estimation from CMB and other data. However, due to the intrinsic serial nature of the MCMC sampler, convergence is often very slow. Here we present a fast and independently written Monte Carlo method for cosmological parameter estimation named as Slick Cosmological Parameter Estimator (SCoPE), that employs delayed rejection to increase the acceptance rate of a chain, and pre-fetching that helps an individual chain to run on parallel CPUs. An inter-chain covariance update is also incorporated to prevent clustering of the chains allowing faster and better mixing of the chains. We use an adaptive method for covariance calculation to calculate and update the covariance automatically as the chains progress. Our analysis shows that the acceptance probability of each step in SCoPE is more than 95% and the convergence of the chains are faster. Using SCoPE, we carry out some cosmological parameter estimations with different cosmological models using WMAP-9 and Planck results. One of the current research interests in cosmology is quantifying the nature of dark energy. We analyze the cosmological parameters from two illustrative commonly used parameterisations of dark energy models. We also asses primordial helium fraction in the universe can be constrained by the present CMB data from WMAP-9 and Planck. The results from our MCMC analysis on the one hand helps us to understand the workability of the SCoPE better, on the other hand it provides a completely independent estimation of cosmological parameters from WMAP-9 and Planck data

Inverse estimation of source parameters of oceanic radioactivity dispersion models associated with the Fukushima accident

Directory of Open Access Journals (Sweden)

Y. Miyazawa

2013-04-01

Full Text Available With combined use of the ocean–atmosphere simulation models and field observation data, we evaluate the parameters associated with the total caesium-137 amounts of the direct release into the ocean and atmospheric deposition over the western North Pacific caused by the accident of Fukushima Daiichi nuclear power plant (FNPP that occurred in March 2011. The Green's function approach is adopted for the estimation of two parameters determining the total emission amounts for the period from 12 March to 6 May 2011. It is confirmed that the validity of the estimation depends on the simulation skill near FNPP. The total amount of the direct release is estimated as 5.5–5.9 × 1015 Bq, while that of the atmospheric deposition is estimated as 5.5–9.7 × 1015 Bq, which indicates broader range of the estimate than that of the direct release owing to uncertainty of the dispersion widely spread over the western North Pacific.

Iterative methods for distributed parameter estimation in parabolic PDE

Energy Technology Data Exchange (ETDEWEB)

Vogel, C.R. [Montana State Univ., Bozeman, MT (United States); Wade, J.G. [Bowling Green State Univ., OH (United States)

1994-12-31

The goal of the work presented is the development of effective iterative techniques for large-scale inverse or parameter estimation problems. In this extended abstract, a detailed description of the mathematical framework in which the authors view these problem is presented, followed by an outline of the ideas and algorithms developed. Distributed parameter estimation problems often arise in mathematical modeling with partial differential equations. They can be viewed as inverse problems; the `forward problem` is that of using the fully specified model to predict the behavior of the system. The inverse or parameter estimation problem is: given the form of the model and some observed data from the system being modeled, determine the unknown parameters of the model. These problems are of great practical and mathematical interest, and the development of efficient computational algorithms is an active area of study.

Estimation of pharmacokinetic parameters from non-compartmental variables using Microsoft Excel.

Science.gov (United States)

Dansirikul, Chantaratsamon; Choi, Malcolm; Duffull, Stephen B

2005-06-01

This study was conducted to develop a method, termed 'back analysis (BA)', for converting non-compartmental variables to compartment model dependent pharmacokinetic parameters for both one- and two-compartment models. A Microsoft Excel spreadsheet was implemented with the use of Solver and visual basic functions. The performance of the BA method in estimating pharmacokinetic parameter values was evaluated by comparing the parameter values obtained to a standard modelling software program, NONMEM, using simulated data. The results show that the BA method was reasonably precise and provided low bias in estimating fixed and random effect parameters for both one- and two-compartment models. The pharmacokinetic parameters estimated from the BA method were similar to those of NONMEM estimation.

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

Science.gov (United States)

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

2017-01-25

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

Parameter Estimates in Differential Equation Models for Chemical Kinetics

Science.gov (United States)

Winkel, Brian

2011-01-01

We discuss the need for devoting time in differential equations courses to modelling and the completion of the modelling process with efforts to estimate the parameters in the models using data. We estimate the parameters present in several differential equation models of chemical reactions of order n, where n = 0, 1, 2, and apply more general…

AUTOMATIC ESTIMATION OF SIZE PARAMETERS USING VERIFIED COMPUTERIZED STEREOANALYSIS

Directory of Open Access Journals (Sweden)

Peter R Mouton

2011-05-01

Full Text Available State-of-the-art computerized stereology systems combine high-resolution video microscopy and hardwaresoftware integration with stereological methods to assist users in quantifying multidimensional parameters of importance to biomedical research, including volume, surface area, length, number, their variation and spatial distribution. The requirement for constant interactions between a trained, non-expert user and the targeted features of interest currently limits the throughput efficiency of these systems. To address this issue we developed a novel approach for automatic stereological analysis of 2-D images, Verified Computerized Stereoanalysis (VCS. The VCS approach minimizes the need for user interactions with high contrast [high signal-to-noise ratio (S:N] biological objects of interest. Performance testing of the VCS approach confirmed dramatic increases in the efficiency of total object volume (size estimation, without a loss of accuracy or precision compared to conventional computerized stereology. The broad application of high efficiency VCS to high-contrast biological objects on tissue sections could reduce labor costs, enhance hypothesis testing, and accelerate the progress of biomedical research focused on improvements in health and the management of disease.

CTER—Rapid estimation of CTF parameters with error assessment

Energy Technology Data Exchange (ETDEWEB)

Penczek, Pawel A., E-mail: Pawel.A.Penczek@uth.tmc.edu [Department of Biochemistry and Molecular Biology, The University of Texas Medical School, 6431 Fannin MSB 6.220, Houston, TX 77054 (United States); Fang, Jia [Department of Biochemistry and Molecular Biology, The University of Texas Medical School, 6431 Fannin MSB 6.220, Houston, TX 77054 (United States); Li, Xueming; Cheng, Yifan [The Keck Advanced Microscopy Laboratory, Department of Biochemistry and Biophysics, University of California, San Francisco, CA 94158 (United States); Loerke, Justus; Spahn, Christian M.T. [Institut für Medizinische Physik und Biophysik, Charité – Universitätsmedizin Berlin, Charitéplatz 1, 10117 Berlin (Germany)

2014-05-01

In structural electron microscopy, the accurate estimation of the Contrast Transfer Function (CTF) parameters, particularly defocus and astigmatism, is of utmost importance for both initial evaluation of micrograph quality and for subsequent structure determination. Due to increases in the rate of data collection on modern microscopes equipped with new generation cameras, it is also important that the CTF estimation can be done rapidly and with minimal user intervention. Finally, in order to minimize the necessity for manual screening of the micrographs by a user it is necessary to provide an assessment of the errors of fitted parameters values. In this work we introduce CTER, a CTF parameters estimation method distinguished by its computational efficiency. The efficiency of the method makes it suitable for high-throughput EM data collection, and enables the use of a statistical resampling technique, bootstrap, that yields standard deviations of estimated defocus and astigmatism amplitude and angle, thus facilitating the automation of the process of screening out inferior micrograph data. Furthermore, CTER also outputs the spatial frequency limit imposed by reciprocal space aliasing of the discrete form of the CTF and the finite window size. We demonstrate the efficiency and accuracy of CTER using a data set collected on a 300 kV Tecnai Polara (FEI) using the K2 Summit DED camera in super-resolution counting mode. Using CTER we obtained a structure of the 80S ribosome whose large subunit had a resolution of 4.03 Å without, and 3.85 Å with, inclusion of astigmatism parameters. - Highlights: • We describe methodology for estimation of CTF parameters with error assessment. • Error estimates provide means for automated elimination of inferior micrographs. • High computational efficiency allows real-time monitoring of EM data quality. • Accurate CTF estimation yields structure of the 80S human ribosome at 3.85 Å.

A Practical Approach for Parameter Identification with Limited Information

DEFF Research Database (Denmark)

Zeni, Lorenzo; Yang, Guangya; Tarnowski, Germán Claudio

2014-01-01

A practical parameter estimation procedure for a real excitation system is reported in this paper. The core algorithm is based on genetic algorithm (GA) which estimates the parameters of a real AC brushless excitation system with limited information about the system. Practical considerations are ...... parameters. The whole methodology is described and the estimation strategy is presented in this paper....

Estimating a planetary magnetic field with time-dependent global MHD simulations using an adjoint approach

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C. Nabert

2017-05-01

Full Text Available The interaction of the solar wind with a planetary magnetic field causes electrical currents that modify the magnetic field distribution around the planet. We present an approach to estimating the planetary magnetic field from in situ spacecraft data using a magnetohydrodynamic (MHD simulation approach. The method is developed with respect to the upcoming BepiColombo mission to planet Mercury aimed at determining the planet's magnetic field and its interior electrical conductivity distribution. In contrast to the widely used empirical models, global MHD simulations allow the calculation of the strongly time-dependent interaction process of the solar wind with the planet. As a first approach, we use a simple MHD simulation code that includes time-dependent solar wind and magnetic field parameters. The planetary parameters are estimated by minimizing the misfit of spacecraft data and simulation results with a gradient-based optimization. As the calculation of gradients with respect to many parameters is usually very time-consuming, we investigate the application of an adjoint MHD model. This adjoint MHD model is generated by an automatic differentiation tool to compute the gradients efficiently. The computational cost for determining the gradient with an adjoint approach is nearly independent of the number of parameters. Our method is validated by application to THEMIS (Time History of Events and Macroscale Interactions during Substorms magnetosheath data to estimate Earth's dipole moment.

Multi-objective genetic algorithm parameter estimation in a reduced nuclear reactor model

Energy Technology Data Exchange (ETDEWEB)

Marseguerra, M.; Zio, E.; Canetta, R. [Polytechnic of Milan, Dept. of Nuclear Engineering, Milano (Italy)

2005-07-01

The fast increase in computing power has rendered, and will continue to render, more and more feasible the incorporation of dynamics in the safety and reliability models of complex engineering systems. In particular, the Monte Carlo simulation framework offers a natural environment for estimating the reliability of systems with dynamic features. However, the time-integration of the dynamic processes may render the Monte Carlo simulation quite burdensome so that it becomes mandatory to resort to validated, simplified models of process evolution. Such models are typically based on lumped effective parameters whose values need to be suitably estimated so as to best fit to the available plant data. In this paper we propose a multi-objective genetic algorithm approach for the estimation of the effective parameters of a simplified model of nuclear reactor dynamics. The calibration of the effective parameters is achieved by best fitting the model responses of the quantities of interest to the actual evolution profiles. A case study is reported in which the real reactor is simulated by the QUAndry based Reactor Kinetics (Quark) code available from the Nuclear Energy Agency and the simplified model is based on the point kinetics approximation to describe the neutron balance in the core and on thermal equilibrium relations to describe the energy exchange between the different loops. (authors)

Multi-objective genetic algorithm parameter estimation in a reduced nuclear reactor model

International Nuclear Information System (INIS)

Marseguerra, M.; Zio, E.; Canetta, R.

2005-01-01

The fast increase in computing power has rendered, and will continue to render, more and more feasible the incorporation of dynamics in the safety and reliability models of complex engineering systems. In particular, the Monte Carlo simulation framework offers a natural environment for estimating the reliability of systems with dynamic features. However, the time-integration of the dynamic processes may render the Monte Carlo simulation quite burdensome so that it becomes mandatory to resort to validated, simplified models of process evolution. Such models are typically based on lumped effective parameters whose values need to be suitably estimated so as to best fit to the available plant data. In this paper we propose a multi-objective genetic algorithm approach for the estimation of the effective parameters of a simplified model of nuclear reactor dynamics. The calibration of the effective parameters is achieved by best fitting the model responses of the quantities of interest to the actual evolution profiles. A case study is reported in which the real reactor is simulated by the QUAndry based Reactor Kinetics (Quark) code available from the Nuclear Energy Agency and the simplified model is based on the point kinetics approximation to describe the neutron balance in the core and on thermal equilibrium relations to describe the energy exchange between the different loops. (authors)

A Bayesian inverse modeling approach to estimate soil hydraulic properties of a toposequence in southeastern Amazonia.

Science.gov (United States)

Stucchi Boschi, Raquel; Qin, Mingming; Gimenez, Daniel; Cooper, Miguel

2016-04-01

Modeling is an important tool for better understanding and assessing land use impacts on landscape processes. A key point for environmental modeling is the knowledge of soil hydraulic properties. However, direct determination of soil hydraulic properties is difficult and costly, particularly in vast and remote regions such as one constituting the Amazon Biome. One way to overcome this problem is to extrapolate accurately estimated data to pedologically similar sites. The van Genuchten (VG) parametric equation is the most commonly used for modeling SWRC. The use of a Bayesian approach in combination with the Markov chain Monte Carlo to estimate the VG parameters has several advantages compared to the widely used global optimization techniques. The Bayesian approach provides posterior distributions of parameters that are independent from the initial values and allow for uncertainty analyses. The main objectives of this study were: i) to estimate hydraulic parameters from data of pasture and forest sites by the Bayesian inverse modeling approach; and ii) to investigate the extrapolation of the estimated VG parameters to a nearby toposequence with pedologically similar soils to those used for its estimate. The parameters were estimated from volumetric water content and tension observations obtained after rainfall events during a 207-day period from pasture and forest sites located in the southeastern Amazon region. These data were used to run HYDRUS-1D under a Differential Evolution Adaptive Metropolis (DREAM) scheme 10,000 times, and only the last 2,500 times were used to calculate the posterior distributions of each hydraulic parameter along with 95% confidence intervals (CI) of volumetric water content and tension time series. Then, the posterior distributions were used to generate hydraulic parameters for two nearby toposequences composed by six soil profiles, three are under forest and three are under pasture. The parameters of the nearby site were accepted when

APPLYING TEACHING-LEARNING TO ARTIFICIAL BEE COLONY FOR PARAMETER OPTIMIZATION OF SOFTWARE EFFORT ESTIMATION MODEL

Directory of Open Access Journals (Sweden)

THANH TUNG KHUAT

2017-05-01

Full Text Available Artificial Bee Colony inspired by the foraging behaviour of honey bees is a novel meta-heuristic optimization algorithm in the community of swarm intelligence algorithms. Nevertheless, it is still insufficient in the speed of convergence and the quality of solutions. This paper proposes an approach in order to tackle these downsides by combining the positive aspects of TeachingLearning based optimization and Artificial Bee Colony. The performance of the proposed method is assessed on the software effort estimation problem, which is the complex and important issue in the project management. Software developers often carry out the software estimation in the early stages of the software development life cycle to derive the required cost and schedule for a project. There are a large number of methods for effort estimation in which COCOMO II is one of the most widely used models. However, this model has some restricts because its parameters have not been optimized yet. In this work, therefore, we will present the approach to overcome this limitation of COCOMO II model. The experiments have been conducted on NASA software project dataset and the obtained results indicated that the improvement of parameters provided better estimation capabilities compared to the original COCOMO II model.

A Novel Methodology for Estimating State-Of-Charge of Li-Ion Batteries Using Advanced Parameters Estimation

Directory of Open Access Journals (Sweden)

Ibrahim M. Safwat

2017-11-01

Full Text Available State-of-charge (SOC estimations of Li-ion batteries have been the focus of many research studies in previous years. Many articles discussed the dynamic model’s parameters estimation of the Li-ion battery, where the fixed forgetting factor recursive least square estimation methodology is employed. However, the change rate of each parameter to reach the true value is not taken into consideration, which may tend to poor estimation. This article discusses this issue, and proposes two solutions to solve it. The first solution is the usage of a variable forgetting factor instead of a fixed one, while the second solution is defining a vector of forgetting factors, which means one factor for each parameter. After parameters estimation, a new idea is proposed to estimate state-of-charge (SOC of the Li-ion battery based on Newton’s method. Also, the error percentage and computational cost are discussed and compared with that of nonlinear Kalman filters. This methodology is applied on a 36 V 30 A Li-ion pack to validate this idea.

NEWBOX: A computer program for parameter estimation in diffusion problems

International Nuclear Information System (INIS)

Nestor, C.W. Jr.; Godbee, H.W.; Joy, D.S.

1989-01-01

In the analysis of experiments to determine amounts of material transferred form 1 medium to another (e.g., the escape of chemically hazardous and radioactive materials from solids), there are at least 3 important considerations. These are (1) is the transport amenable to treatment by established mass transport theory; (2) do methods exist to find estimates of the parameters which will give a best fit, in some sense, to the experimental data; and (3) what computational procedures are available for evaluating the theoretical expressions. The authors have made the assumption that established mass transport theory is an adequate model for the situations under study. Since the solutions of the diffusion equation are usually nonlinear in some parameters (diffusion coefficient, reaction rate constants, etc.), use of a method of parameter adjustment involving first partial derivatives can be complicated and prone to errors in the computation of the derivatives. In addition, the parameters must satisfy certain constraints; for example, the diffusion coefficient must remain positive. For these reasons, a variant of the constrained simplex method of M. J. Box has been used to estimate parameters. It is similar, but not identical, to the downhill simplex method of Nelder and Mead. In general, they calculate the fraction of material transferred as a function of time from expressions obtained by the inversion of the Laplace transform of the fraction transferred, rather than by taking derivatives of a calculated concentration profile. With the above approaches to the 3 considerations listed at the outset, they developed a computer program NEWBOX, usable on a personal computer, to calculate the fractional release of material from 4 different geometrical shapes (semi-infinite medium, finite slab, finite circular cylinder, and sphere), accounting for several different boundary conditions

Parameter estimation of breast tumour using dynamic neural network from thermal pattern

Directory of Open Access Journals (Sweden)

Elham Saniei

2016-11-01

Full Text Available This article presents a new approach for estimating the depth, size, and metabolic heat generation rate of a tumour. For this purpose, the surface temperature distribution of a breast thermal image and the dynamic neural network was used. The research consisted of two steps: forward and inverse. For the forward section, a finite element model was created. The Pennes bio-heat equation was solved to find surface and depth temperature distributions. Data from the analysis, then, were used to train the dynamic neural network model (DNN. Results from the DNN training/testing confirmed those of the finite element model. For the inverse section, the trained neural network was applied to estimate the depth temperature distribution (tumour position from the surface temperature profile, extracted from the thermal image. Finally, tumour parameters were obtained from the depth temperature distribution. Experimental findings (20 patients were promising in terms of the model’s potential for retrieving tumour parameters.

Parameter estimation methods for gene circuit modeling from time-series mRNA data: a comparative study.

Science.gov (United States)

Fan, Ming; Kuwahara, Hiroyuki; Wang, Xiaolei; Wang, Suojin; Gao, Xin

2015-11-01

Parameter estimation is a challenging computational problem in the reverse engineering of biological systems. Because advances in biotechnology have facilitated wide availability of time-series gene expression data, systematic parameter estimation of gene circuit models from such time-series mRNA data has become an important method for quantitatively dissecting the regulation of gene expression. By focusing on the modeling of gene circuits, we examine here the performance of three types of state-of-the-art parameter estimation methods: population-based methods, online methods and model-decomposition-based methods. Our results show that certain population-based methods are able to generate high-quality parameter solutions. The performance of these methods, however, is heavily dependent on the size of the parameter search space, and their computational requirements substantially increase as the size of the search space increases. In comparison, online methods and model decomposition-based methods are computationally faster alternatives and are less dependent on the size of the search space. Among other things, our results show that a hybrid approach that augments computationally fast methods with local search as a subsequent refinement procedure can substantially increase the quality of their parameter estimates to the level on par with the best solution obtained from the population-based methods while maintaining high computational speed. These suggest that such hybrid methods can be a promising alternative to the more commonly used population-based methods for parameter estimation of gene circuit models when limited prior knowledge about the underlying regulatory mechanisms makes the size of the parameter search space vastly large. © The Author 2015. Published by Oxford University Press. For Permissions, please email: journals.permissions@oup.com.

Recovery of Graded Response Model Parameters: A Comparison of Marginal Maximum Likelihood and Markov Chain Monte Carlo Estimation

Science.gov (United States)

Kieftenbeld, Vincent; Natesan, Prathiba

2012-01-01

Markov chain Monte Carlo (MCMC) methods enable a fully Bayesian approach to parameter estimation of item response models. In this simulation study, the authors compared the recovery of graded response model parameters using marginal maximum likelihood (MML) and Gibbs sampling (MCMC) under various latent trait distributions, test lengths, and…

Learn-as-you-go acceleration of cosmological parameter estimates

International Nuclear Information System (INIS)

Aslanyan, Grigor; Easther, Richard; Price, Layne C.

2015-01-01

Cosmological analyses can be accelerated by approximating slow calculations using a training set, which is either precomputed or generated dynamically. However, this approach is only safe if the approximations are well understood and controlled. This paper surveys issues associated with the use of machine-learning based emulation strategies for accelerating cosmological parameter estimation. We describe a learn-as-you-go algorithm that is implemented in the Cosmo++ code and (1) trains the emulator while simultaneously estimating posterior probabilities; (2) identifies unreliable estimates, computing the exact numerical likelihoods if necessary; and (3) progressively learns and updates the error model as the calculation progresses. We explicitly describe and model the emulation error and show how this can be propagated into the posterior probabilities. We apply these techniques to the Planck likelihood and the calculation of ΛCDM posterior probabilities. The computation is significantly accelerated without a pre-defined training set and uncertainties in the posterior probabilities are subdominant to statistical fluctuations. We have obtained a speedup factor of 6.5 for Metropolis-Hastings and 3.5 for nested sampling. Finally, we discuss the general requirements for a credible error model and show how to update them on-the-fly

On the estimation of water pure compound parameters in association theories

DEFF Research Database (Denmark)

Grenner, Andreas; Kontogeorgis, Georgios; Michelsen, Michael Locht

2007-01-01

Determination of the appropriate number of association sites and estimation of parameters for association (SAFT-type) theories is not a trivial matter. Building further on a recently published manuscript by Clark et al., this work investigates aspects of the parameter estimation for water using t...... different association theories. Their performance for various properties as well as against the results presented earlier is demonstrated.......Determination of the appropriate number of association sites and estimation of parameters for association (SAFT-type) theories is not a trivial matter. Building further on a recently published manuscript by Clark et al., this work investigates aspects of the parameter estimation for water using two...

Modular Estimation Strategy of Vehicle Dynamic Parameters for Motion Control Applications

Directory of Open Access Journals (Sweden)

Rawash Mustafa

2018-01-01

Full Text Available The presence of motion control or active safety systems in vehicles have become increasingly important for improving vehicle performance and handling and negotiating dangerous driving situations. The performance of such systems would be improved if combined with knowledge of vehicle dynamic parameters. Since some of these parameters are difficult to measure, due to technical or economic reasons, estimation of those parameters might be the only practical alternative. In this paper, an estimation strategy of important vehicle dynamic parameters, pertaining to motion control applications, is presented. The estimation strategy is of a modular structure such that each module is concerned with estimating a single vehicle parameter. Parameters estimated include: longitudinal, lateral, and vertical tire forces – longitudinal velocity – vehicle mass. The advantage of this strategy is its independence of tire parameters or wear, road surface condition, and vehicle mass variation. Also, because of its modular structure, each module could be later updated or exchanged for a more effective one. Results from simulations on a 14-DOF vehicle model are provided here to validate the strategy and show its robustness and accuracy.

A Generic Approach to Parameter Control

NARCIS (Netherlands)

Karafotias, G.; Smit, S.K.; Eiben, A.E.

2012-01-01

On-line control of EA parameters is an approach to parameter setting that offers the advantage of values changing during the run. In this paper, we investigate parameter control from a generic and parameter-independent perspective. We propose a generic control mechanism that is targeted to

Linear least squares approach for evaluating crack tip fracture parameters using isochromatic and isoclinic data from digital photoelasticity

Science.gov (United States)

Patil, Prataprao; Vyasarayani, C. P.; Ramji, M.

2017-06-01

In this work, digital photoelasticity technique is used to estimate the crack tip fracture parameters for different crack configurations. Conventionally, only isochromatic data surrounding the crack tip is used for SIF estimation, but with the advent of digital photoelasticity, pixel-wise availability of both isoclinic and isochromatic data could be exploited for SIF estimation in a novel way. A linear least square approach is proposed to estimate the mixed-mode crack tip fracture parameters by solving the multi-parameter stress field equation. The stress intensity factor (SIF) is extracted from those estimated fracture parameters. The isochromatic and isoclinic data around the crack tip is estimated using the ten-step phase shifting technique. To get the unwrapped data, the adaptive quality guided phase unwrapping algorithm (AQGPU) has been used. The mixed mode fracture parameters, especially SIF are estimated for specimen configurations like single edge notch (SEN), center crack and straight crack ahead of inclusion using the proposed algorithm. The experimental SIF values estimated using the proposed method are compared with analytical/finite element analysis (FEA) results, and are found to be in good agreement.

State and parameter estimation in biotechnical batch reactors

NARCIS (Netherlands)

Keesman, K.J.

2000-01-01

In this paper the problem of state and parameter estimation in biotechnical batch reactors is considered. Models describing the biotechnical process behaviour are usually nonlinear with time-varying parameters. Hence, the resulting large dimensions of the augmented state vector, roughly > 7, in

Maximum Likelihood Approach for RFID Tag Set Cardinality Estimation with Detection Errors

DEFF Research Database (Denmark)

Nguyen, Chuyen T.; Hayashi, Kazunori; Kaneko, Megumi

2013-01-01

Abstract Estimation schemes of Radio Frequency IDentification (RFID) tag set cardinality are studied in this paper using Maximum Likelihood (ML) approach. We consider the estimation problem under the model of multiple independent reader sessions with detection errors due to unreliable radio...... is evaluated under dierent system parameters and compared with that of the conventional method via computer simulations assuming flat Rayleigh fading environments and framed-slotted ALOHA based protocol. Keywords RFID tag cardinality estimation maximum likelihood detection error...

Parameter Estimation of Damped Compound Pendulum Using Bat Algorithm

Directory of Open Access Journals (Sweden)

Saad Mohd Sazli

2016-01-01

Full Text Available In this study, the parameter identification of the damped compound pendulum system is proposed using one of the most promising nature inspired algorithms which is Bat Algorithm (BA. The procedure used to achieve the parameter identification of the experimental system consists of input-output data collection, ARX model order selection and parameter estimation using bat algorithm (BA method. PRBS signal is used as an input signal to regulate the motor speed. Whereas, the output signal is taken from position sensor. Both, input and output data is used to estimate the parameter of the autoregressive with exogenous input (ARX model. The performance of the model is validated using mean squares error (MSE between the actual and predicted output responses of the models. Finally, comparative study is conducted between BA and the conventional estimation method (i.e. Least Square. Based on the results obtained, MSE produce from Bat Algorithm (BA is outperformed the Least Square (LS method.

Uncertainty estimation of core safety parameters using cross-correlations of covariance matrix

International Nuclear Information System (INIS)

Yamamoto, A.; Yasue, Y.; Endo, T.; Kodama, Y.; Ohoka, Y.; Tatsumi, M.

2012-01-01

An uncertainty estimation method for core safety parameters, for which measurement values are not obtained, is proposed. We empirically recognize the correlations among the prediction errors among core safety parameters, e.g., a correlation between the control rod worth and assembly relative power of corresponding position. Correlations of uncertainties among core safety parameters are theoretically estimated using the covariance of cross sections and sensitivity coefficients for core parameters. The estimated correlations among core safety parameters are verified through the direct Monte-Carlo sampling method. Once the correlation of uncertainties among core safety parameters is known, we can estimate the uncertainty of a safety parameter for which measurement value is not obtained. Furthermore, the correlations can be also used for the reduction of uncertainties of core safety parameters. (authors)

Genetic Algorithms for Estimating Effective Parameters in a Lumped Reactor Model for Reactivity Predictions

International Nuclear Information System (INIS)

Marseguerra, Marzio; Zio, Enrico

2001-01-01

The control system of a reactor should be able to predict, in real time, the amount of reactivity to be inserted (e.g., by control rod movements and boron injection and dilution) to respond to a given electrical load demand or to undesired, accidental transients. The real-time constraint renders impractical the use of a large, detailed dynamic reactor code. One has, then, to resort to simplified analytical models with lumped effective parameters suitably estimated from the reactor data.The simple and well-known Chernick model for describing the reactor power evolution in the presence of xenon is considered and the feasibility of using genetic algorithms for estimating the effective nuclear parameters involved and the initial nonmeasurable xenon and iodine conditions is investigated. This approach has the advantage of counterbalancing the inherent model simplicity with the periodic reestimation of the effective parameter values pertaining to each reactor on the basis of its recent history. By so doing, other effects, such as burnup, are automatically taken into account

Estimation of the value-at-risk parameter: Econometric analysis and the extreme value theory approach

Directory of Open Access Journals (Sweden)

Mladenović Zorica

2006-01-01

Full Text Available In this paper different aspects of value-at-risk estimation are considered. Daily returns of CISCO, INTEL and NASDAQ stock indices are analyzed for period: September 1996 - September 2006. Methods that incorporate time varying variability and heavy tails of the empirical distributions of returns are implemented. The main finding of the paper is that standard econometric methods underestimate the value-at-risk parameter if heavy tails of the empirical distribution are not explicitly taken into account. .

Optimal design criteria - prediction vs. parameter estimation

Science.gov (United States)

Waldl, Helmut

2014-05-01

G-optimality is a popular design criterion for optimal prediction, it tries to minimize the kriging variance over the whole design region. A G-optimal design minimizes the maximum variance of all predicted values. If we use kriging methods for prediction it is self-evident to use the kriging variance as a measure of uncertainty for the estimates. Though the computation of the kriging variance and even more the computation of the empirical kriging variance is computationally very costly and finding the maximum kriging variance in high-dimensional regions can be time demanding such that we cannot really find the G-optimal design with nowadays available computer equipment in practice. We cannot always avoid this problem by using space-filling designs because small designs that minimize the empirical kriging variance are often non-space-filling. D-optimality is the design criterion related to parameter estimation. A D-optimal design maximizes the determinant of the information matrix of the estimates. D-optimality in terms of trend parameter estimation and D-optimality in terms of covariance parameter estimation yield basically different designs. The Pareto frontier of these two competing determinant criteria corresponds with designs that perform well under both criteria. Under certain conditions searching the G-optimal design on the above Pareto frontier yields almost as good results as searching the G-optimal design in the whole design region. In doing so the maximum of the empirical kriging variance has to be computed only a few times though. The method is demonstrated by means of a computer simulation experiment based on data provided by the Belgian institute Management Unit of the North Sea Mathematical Models (MUMM) that describe the evolution of inorganic and organic carbon and nutrients, phytoplankton, bacteria and zooplankton in the Southern Bight of the North Sea.

Covariance-Based Estimation from Multisensor Delayed Measurements with Random Parameter Matrices and Correlated Noises

Directory of Open Access Journals (Sweden)

R. Caballero-Águila

2014-01-01

Full Text Available The optimal least-squares linear estimation problem is addressed for a class of discrete-time multisensor linear stochastic systems subject to randomly delayed measurements with different delay rates. For each sensor, a different binary sequence is used to model the delay process. The measured outputs are perturbed by both random parameter matrices and one-step autocorrelated and cross correlated noises. Using an innovation approach, computationally simple recursive algorithms are obtained for the prediction, filtering, and smoothing problems, without requiring full knowledge of the state-space model generating the signal process, but only the information provided by the delay probabilities and the mean and covariance functions of the processes (signal, random parameter matrices, and noises involved in the observation model. The accuracy of the estimators is measured by their error covariance matrices, which allow us to analyze the estimator performance in a numerical simulation example that illustrates the feasibility of the proposed algorithms.

Bayesian approach to estimate AUC, partition coefficient and drug targeting index for studies with serial sacrifice design.

Science.gov (United States)

Wang, Tianli; Baron, Kyle; Zhong, Wei; Brundage, Richard; Elmquist, William

2014-03-01

The current study presents a Bayesian approach to non-compartmental analysis (NCA), which provides the accurate and precise estimate of AUC 0 (∞) and any AUC 0 (∞) -based NCA parameter or derivation. In order to assess the performance of the proposed method, 1,000 simulated datasets were generated in different scenarios. A Bayesian method was used to estimate the tissue and plasma AUC 0 (∞) s and the tissue-to-plasma AUC 0 (∞) ratio. The posterior medians and the coverage of 95% credible intervals for the true parameter values were examined. The method was applied to laboratory data from a mice brain distribution study with serial sacrifice design for illustration. Bayesian NCA approach is accurate and precise in point estimation of the AUC 0 (∞) and the partition coefficient under a serial sacrifice design. It also provides a consistently good variance estimate, even considering the variability of the data and the physiological structure of the pharmacokinetic model. The application in the case study obtained a physiologically reasonable posterior distribution of AUC, with a posterior median close to the value estimated by classic Bailer-type methods. This Bayesian NCA approach for sparse data analysis provides statistical inference on the variability of AUC 0 (∞) -based parameters such as partition coefficient and drug targeting index, so that the comparison of these parameters following destructive sampling becomes statistically feasible.

Estimation of kinetic and thermodynamic ligand-binding parameters using computational strategies.

Science.gov (United States)

Deganutti, Giuseppe; Moro, Stefano

2017-04-01

Kinetic and thermodynamic ligand-protein binding parameters are gaining growing importance as key information to consider in drug discovery. The determination of the molecular structures, using particularly x-ray and NMR techniques, is crucial for understanding how a ligand recognizes its target in the final binding complex. However, for a better understanding of the recognition processes, experimental studies of ligand-protein interactions are needed. Even though several techniques can be used to investigate both thermodynamic and kinetic profiles for a ligand-protein complex, these procedures are very often laborious, time consuming and expensive. In the last 10 years, computational approaches have enormous potential in providing insights into each of the above effects and in parsing their contributions to the changes in both kinetic and thermodynamic binding parameters. The main purpose of this review is to summarize the state of the art of computational strategies for estimating the kinetic and thermodynamic parameters of a ligand-protein binding.

Automated modal parameter estimation using correlation analysis and bootstrap sampling

Science.gov (United States)

Yaghoubi, Vahid; Vakilzadeh, Majid K.; Abrahamsson, Thomas J. S.

2018-02-01

The estimation of modal parameters from a set of noisy measured data is a highly judgmental task, with user expertise playing a significant role in distinguishing between estimated physical and noise modes of a test-piece. Various methods have been developed to automate this procedure. The common approach is to identify models with different orders and cluster similar modes together. However, most proposed methods based on this approach suffer from high-dimensional optimization problems in either the estimation or clustering step. To overcome this problem, this study presents an algorithm for autonomous modal parameter estimation in which the only required optimization is performed in a three-dimensional space. To this end, a subspace-based identification method is employed for the estimation and a non-iterative correlation-based method is used for the clustering. This clustering is at the heart of the paper. The keys to success are correlation metrics that are able to treat the problems of spatial eigenvector aliasing and nonunique eigenvectors of coalescent modes simultaneously. The algorithm commences by the identification of an excessively high-order model from frequency response function test data. The high number of modes of this model provides bases for two subspaces: one for likely physical modes of the tested system and one for its complement dubbed the subspace of noise modes. By employing the bootstrap resampling technique, several subsets are generated from the same basic dataset and for each of them a model is identified to form a set of models. Then, by correlation analysis with the two aforementioned subspaces, highly correlated modes of these models which appear repeatedly are clustered together and the noise modes are collected in a so-called Trashbox cluster. Stray noise modes attracted to the mode clusters are trimmed away in a second step by correlation analysis. The final step of the algorithm is a fuzzy c-means clustering procedure applied to

Cosmological parameter estimation using particle swarm optimization

Science.gov (United States)

Prasad, Jayanti; Souradeep, Tarun

2012-06-01

Constraining theoretical models, which are represented by a set of parameters, using observational data is an important exercise in cosmology. In Bayesian framework this is done by finding the probability distribution of parameters which best fits to the observational data using sampling based methods like Markov chain Monte Carlo (MCMC). It has been argued that MCMC may not be the best option in certain problems in which the target function (likelihood) poses local maxima or have very high dimensionality. Apart from this, there may be examples in which we are mainly interested to find the point in the parameter space at which the probability distribution has the largest value. In this situation the problem of parameter estimation becomes an optimization problem. In the present work we show that particle swarm optimization (PSO), which is an artificial intelligence inspired population based search procedure, can also be used for cosmological parameter estimation. Using PSO we were able to recover the best-fit Λ cold dark matter (LCDM) model parameters from the WMAP seven year data without using any prior guess value or any other property of the probability distribution of parameters like standard deviation, as is common in MCMC. We also report the results of an exercise in which we consider a binned primordial power spectrum (to increase the dimensionality of problem) and find that a power spectrum with features gives lower chi square than the standard power law. Since PSO does not sample the likelihood surface in a fair way, we follow a fitting procedure to find the spread of likelihood function around the best-fit point.

Aspects of using a best-estimate approach for VVER safety analysis in reactivity initiated accidents

Energy Technology Data Exchange (ETDEWEB)

Ovdiienko, Iurii; Bilodid, Yevgen; Ieremenko, Maksym [State Scientific and Technical Centre on Nuclear and Radiation, Safety (SSTC N and RS), Kyiv (Ukraine); Loetsch, Thomas [TUEV SUED Industrie Service GmbH, Energie und Systeme, Muenchen (Germany)

2016-09-15

At present time, Ukraine faces the problem of small margins of acceptance criteria in connection with the implementation of a conservative approach for safety evaluations. The problem is particularly topical conducting feasibility analysis of power up-rating for Ukrainian nuclear power plants. Such situation requires the implementation of a best-estimate approach on the basis of an uncertainty analysis. For some kind of accidents, such as loss-of-coolant accident (LOCA), the best estimate approach is, more or less, developed and established. However, for reactivity initiated accident (RIA) analysis an application of best estimate method could be problematical. A regulatory document in Ukraine defines a nomenclature of neutronics calculations and so called ''generic safety parameters'' which should be used as boundary conditions for all VVER-1000 (V-320) reactors in RIA analysis. In this paper the ideas of uncertainty evaluations of generic safety parameters in RIA analysis in connection with the use of the 3D neutron kinetic code DYN3D and the GRS SUSA approach are presented.

Distributed Dynamic State Estimator, Generator Parameter Estimation and Stability Monitoring Demonstration

Energy Technology Data Exchange (ETDEWEB)

Meliopoulos, Sakis [Georgia Inst. of Technology, Atlanta, GA (United States); Cokkinides, George [Georgia Inst. of Technology, Atlanta, GA (United States); Fardanesh, Bruce [New York Power Authority, NY (United States); Hedrington, Clinton [U.S. Virgin Islands Water and Power Authority (WAPA), St. Croix (U.S. Virgin Islands)

2013-12-31

This is the final report for this project that was performed in the period: October1, 2009 to June 30, 2013. In this project, a fully distributed high-fidelity dynamic state estimator (DSE) that continuously tracks the real time dynamic model of a wide area system with update rates better than 60 times per second is achieved. The proposed technology is based on GPS-synchronized measurements but also utilizes data from all available Intelligent Electronic Devices in the system (numerical relays, digital fault recorders, digital meters, etc.). The distributed state estimator provides the real time model of the system not only the voltage phasors. The proposed system provides the infrastructure for a variety of applications and two very important applications (a) a high fidelity generating unit parameters estimation and (b) an energy function based transient stability monitoring of a wide area electric power system with predictive capability. Also the dynamic distributed state estimation results are stored (the storage scheme includes data and coincidental model) enabling an automatic reconstruction and “play back” of a system wide disturbance. This approach enables complete play back capability with fidelity equal to that of real time with the advantage of “playing back” at a user selected speed. The proposed technologies were developed and tested in the lab during the first 18 months of the project and then demonstrated on two actual systems, the USVI Water and Power Administration system and the New York Power Authority’s Blenheim-Gilboa pumped hydro plant in the last 18 months of the project. The four main thrusts of this project, mentioned above, are extremely important to the industry. The DSE with the achieved update rates (more than 60 times per second) provides a superior solution to the “grid visibility” question. The generator parameter identification method fills an important and practical need of the industry. The “energy function” based

A New Extant Respirometric Assay to Estimate Intrinsic Growth Parameters Applied to Study Plasmid Metabolic Burden

DEFF Research Database (Denmark)

Seoane, Jose Miguel; Sin, Gürkan; Lardon, Laurent

2010-01-01

mathematical treatment, or wake-up pulses prior to the analysis.. Identifiability and sensitivity analysis were performed to confirm the robustness of the new approach for obtaining unique and accurate estimates of growth kinetic parameters. The new experimental design was applied to establish the. metabolic...

Parameter estimation methods for gene circuit modeling from time-series mRNA data: a comparative study

KAUST Repository

Fan, M.

2015-03-29

Parameter estimation is a challenging computational problemin the reverse engineering of biological systems. Because advances in biotechnology have facilitated wide availability of time-series gene expression data, systematic parameter esti- mation of gene circuitmodels fromsuch time-series mRNA data has become an importantmethod for quantitatively dissecting the regulation of gene expression. By focusing on themodeling of gene circuits, we examine here the perform- ance of three types of state-of-the-art parameter estimation methods: population-basedmethods, onlinemethods and model-decomposition-basedmethods. Our results show that certain population-basedmethods are able to generate high- quality parameter solutions. The performance of thesemethods, however, is heavily dependent on the size of the param- eter search space, and their computational requirements substantially increase as the size of the search space increases. In comparison, onlinemethods andmodel decomposition-basedmethods are computationally faster alternatives and are less dependent on the size of the search space. Among other things, our results show that a hybrid approach that augments computationally fastmethods with local search as a subsequent refinement procedure can substantially increase the qual- ity of their parameter estimates to the level on par with the best solution obtained fromthe population-basedmethods whilemaintaining high computational speed. These suggest that such hybridmethods can be a promising alternative to themore commonly used population-basedmethods for parameter estimation of gene circuit models when limited prior knowledge about the underlying regulatorymechanismsmakes the size of the parameter search space vastly large. © The Author 2015. Published by Oxford University Press.

Smoothing of, and parameter estimation from, noisy biophysical recordings.

Directory of Open Access Journals (Sweden)

Quentin J M Huys

2009-05-01

Full Text Available Biophysically detailed models of single cells are difficult to fit to real data. Recent advances in imaging techniques allow simultaneous access to various intracellular variables, and these data can be used to significantly facilitate the modelling task. These data, however, are noisy, and current approaches to building biophysically detailed models are not designed to deal with this. We extend previous techniques to take the noisy nature of the measurements into account. Sequential Monte Carlo ("particle filtering" methods, in combination with a detailed biophysical description of a cell, are used for principled, model-based smoothing of noisy recording data. We also provide an alternative formulation of smoothing where the neural nonlinearities are estimated in a non-parametric manner. Biophysically important parameters of detailed models (such as channel densities, intercompartmental conductances, input resistances, and observation noise are inferred automatically from noisy data via expectation-maximization. Overall, we find that model-based smoothing is a powerful, robust technique for smoothing of noisy biophysical data and for inference of biophysical parameters in the face of recording noise.

Real-Time Aerodynamic Parameter Estimation without Air Flow Angle Measurements

Science.gov (United States)

Morelli, Eugene A.

2010-01-01

A technique for estimating aerodynamic parameters in real time from flight data without air flow angle measurements is described and demonstrated. The method is applied to simulated F-16 data, and to flight data from a subscale jet transport aircraft. Modeling results obtained with the new approach using flight data without air flow angle measurements were compared to modeling results computed conventionally using flight data that included air flow angle measurements. Comparisons demonstrated that the new technique can provide accurate aerodynamic modeling results without air flow angle measurements, which are often difficult and expensive to obtain. Implications for efficient flight testing and flight safety are discussed.

Inverse modeling approach for evaluation of kinetic parameters of a biofilm reactor using tabu search.

Science.gov (United States)

Kumar, B Shiva; Venkateswarlu, Ch

2014-08-01

The complex nature of biological reactions in biofilm reactors often poses difficulties in analyzing such reactors experimentally. Mathematical models could be very useful for their design and analysis. However, application of biofilm reactor models to practical problems proves somewhat ineffective due to the lack of knowledge of accurate kinetic models and uncertainty in model parameters. In this work, we propose an inverse modeling approach based on tabu search (TS) to estimate the parameters of kinetic and film thickness models. TS is used to estimate these parameters as a consequence of the validation of the mathematical models of the process with the aid of measured data obtained from an experimental fixed-bed anaerobic biofilm reactor involving the treatment of pharmaceutical industry wastewater. The results evaluated for different modeling configurations of varying degrees of complexity illustrate the effectiveness of TS for accurate estimation of kinetic and film thickness model parameters of the biofilm process. The results show that the two-dimensional mathematical model with Edward kinetics (with its optimum parameters as mu(max)rho(s)/Y = 24.57, Ks = 1.352 and Ki = 102.36) and three-parameter film thickness expression (with its estimated parameters as a = 0.289 x 10(-5), b = 1.55 x 10(-4) and c = 15.2 x 10(-6)) better describes the biofilm reactor treating the industry wastewater.

Kalman filter estimation of RLC parameters for UMP transmission line

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Mohd Amin Siti Nur Aishah

2018-01-01

Full Text Available This paper present the development of Kalman filter that allows evaluation in the estimation of resistance (R, inductance (L, and capacitance (C values for Universiti Malaysia Pahang (UMP short transmission line. To overcome the weaknesses of existing system such as power losses in the transmission line, Kalman Filter can be a better solution to estimate the parameters. The aim of this paper is to estimate RLC values by using Kalman filter that in the end can increase the system efficiency in UMP. In this research, matlab simulink model is developed to analyse the UMP short transmission line by considering different noise conditions to reprint certain unknown parameters which are difficult to predict. The data is then used for comparison purposes between calculated and estimated values. The results have illustrated that the Kalman Filter estimate accurately the RLC parameters with less error. The comparison of accuracy between Kalman Filter and Least Square method is also presented to evaluate their performances.

MANOVA, LDA, and FA criteria in clusters parameter estimation

Directory of Open Access Journals (Sweden)

Stan Lipovetsky

2015-12-01

Full Text Available Multivariate analysis of variance (MANOVA and linear discriminant analysis (LDA apply such well-known criteria as the Wilks’ lambda, Lawley–Hotelling trace, and Pillai’s trace test for checking quality of the solutions. The current paper suggests using these criteria for building objectives for finding clusters parameters because optimizing such objectives corresponds to the best distinguishing between the clusters. Relation to Joreskog’s classification for factor analysis (FA techniques is also considered. The problem can be reduced to the multinomial parameterization, and solution can be found in a nonlinear optimization procedure which yields the estimates for the cluster centers and sizes. This approach for clustering works with data compressed into covariance matrix so can be especially useful for big data.

Iterative importance sampling algorithms for parameter estimation

OpenAIRE

Morzfeld, Matthias; Day, Marcus S.; Grout, Ray W.; Pau, George Shu Heng; Finsterle, Stefan A.; Bell, John B.

2016-01-01

In parameter estimation problems one computes a posterior distribution over uncertain parameters defined jointly by a prior distribution, a model, and noisy data. Markov Chain Monte Carlo (MCMC) is often used for the numerical solution of such problems. An alternative to MCMC is importance sampling, which can exhibit near perfect scaling with the number of cores on high performance computing systems because samples are drawn independently. However, finding a suitable proposal distribution is ...

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,…

Parameter estimation in nonlinear models for pesticide degradation

International Nuclear Information System (INIS)

Richter, O.; Pestemer, W.; Bunte, D.; Diekkrueger, B.

1991-01-01

A wide class of environmental transfer models is formulated as ordinary or partial differential equations. With the availability of fast computers, the numerical solution of large systems became feasible. The main difficulty in performing a realistic and convincing simulation of the fate of a substance in the biosphere is not the implementation of numerical techniques but rather the incomplete data basis for parameter estimation. Parameter estimation is a synonym for statistical and numerical procedures to derive reasonable numerical values for model parameters from data. The classical method is the familiar linear regression technique which dates back to the 18th century. Because it is easy to handle, linear regression has long been established as a convenient tool for analysing relationships. However, the wide use of linear regression has led to an overemphasis of linear relationships. In nature, most relationships are nonlinear and linearization often gives a poor approximation of reality. Furthermore, pure regression models are not capable to map the dynamics of a process. Therefore, realistic models involve the evolution in time (and space). This leads in a natural way to the formulation of differential equations. To establish the link between data and dynamical models, numerical advanced parameter identification methods have been developed in recent years. This paper demonstrates the application of these techniques to estimation problems in the field of pesticide dynamics. (7 refs., 5 figs., 2 tabs.)

Simple method for quick estimation of aquifer hydrogeological parameters

Science.gov (United States)

Ma, C.; Li, Y. Y.

2017-08-01

Development of simple and accurate methods to determine the aquifer hydrogeological parameters was of importance for groundwater resources assessment and management. Aiming at the present issue of estimating aquifer parameters based on some data of the unsteady pumping test, a fitting function of Theis well function was proposed using fitting optimization method and then a unitary linear regression equation was established. The aquifer parameters could be obtained by solving coefficients of the regression equation. The application of the proposed method was illustrated, using two published data sets. By the error statistics and analysis on the pumping drawdown, it showed that the method proposed in this paper yielded quick and accurate estimates of the aquifer parameters. The proposed method could reliably identify the aquifer parameters from long distance observed drawdowns and early drawdowns. It was hoped that the proposed method in this paper would be helpful for practicing hydrogeologists and hydrologists.

Estimation of Parameters in Mean-Reverting Stochastic Systems

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Tianhai Tian

2014-01-01

Full Text Available Stochastic differential equation (SDE is a very important mathematical tool to describe complex systems in which noise plays an important role. SDE models have been widely used to study the dynamic properties of various nonlinear systems in biology, engineering, finance, and economics, as well as physical sciences. Since a SDE can generate unlimited numbers of trajectories, it is difficult to estimate model parameters based on experimental observations which may represent only one trajectory of the stochastic model. Although substantial research efforts have been made to develop effective methods, it is still a challenge to infer unknown parameters in SDE models from observations that may have large variations. Using an interest rate model as a test problem, in this work we use the Bayesian inference and Markov Chain Monte Carlo method to estimate unknown parameters in SDE models.

Statistical distributions applications and parameter estimates

CERN Document Server

Thomopoulos, Nick T

2017-01-01

This book gives a description of the group of statistical distributions that have ample application to studies in statistics and probability.  Understanding statistical distributions is fundamental for researchers in almost all disciplines.  The informed researcher will select the statistical distribution that best fits the data in the study at hand.  Some of the distributions are well known to the general researcher and are in use in a wide variety of ways.  Other useful distributions are less understood and are not in common use.  The book describes when and how to apply each of the distributions in research studies, with a goal to identify the distribution that best applies to the study.  The distributions are for continuous, discrete, and bivariate random variables.  In most studies, the parameter values are not known a priori, and sample data is needed to estimate parameter values.  In other scenarios, no sample data is available, and the researcher seeks some insight that allows the estimate of ...

Investigating Separate and Concurrent Approaches for Item Parameter Drift in 3PL Item Response Theory Equating

Science.gov (United States)

Arce-Ferrer, Alvaro J.; Bulut, Okan

2017-01-01

This study examines separate and concurrent approaches to combine the detection of item parameter drift (IPD) and the estimation of scale transformation coefficients in the context of the common item nonequivalent groups design with the three-parameter item response theory equating. The study uses real and synthetic data sets to compare the two…

Uncertainty estimation of core safety parameters using cross-correlations of covariance matrix

International Nuclear Information System (INIS)

Yamamoto, Akio; Yasue, Yoshihiro; Endo, Tomohiro; Kodama, Yasuhiro; Ohoka, Yasunori; Tatsumi, Masahiro

2013-01-01

An uncertainty reduction method for core safety parameters, for which measurement values are not obtained, is proposed. We empirically recognize that there exist some correlations among the prediction errors of core safety parameters, e.g., a correlation between the control rod worth and the assembly relative power at corresponding position. Correlations of errors among core safety parameters are theoretically estimated using the covariance of cross sections and sensitivity coefficients of core parameters. The estimated correlations of errors among core safety parameters are verified through the direct Monte Carlo sampling method. Once the correlation of errors among core safety parameters is known, we can estimate the uncertainty of a safety parameter for which measurement value is not obtained. (author)

Targeted estimation of nuisance parameters to obtain valid statistical inference.

Science.gov (United States)

van der Laan, Mark J

2014-01-01

In order to obtain concrete results, we focus on estimation of the treatment specific mean, controlling for all measured baseline covariates, based on observing independent and identically distributed copies of a random variable consisting of baseline covariates, a subsequently assigned binary treatment, and a final outcome. The statistical model only assumes possible restrictions on the conditional distribution of treatment, given the covariates, the so-called propensity score. Estimators of the treatment specific mean involve estimation of the propensity score and/or estimation of the conditional mean of the outcome, given the treatment and covariates. In order to make these estimators asymptotically unbiased at any data distribution in the statistical model, it is essential to use data-adaptive estimators of these nuisance parameters such as ensemble learning, and specifically super-learning. Because such estimators involve optimal trade-off of bias and variance w.r.t. the infinite dimensional nuisance parameter itself, they result in a sub-optimal bias/variance trade-off for the resulting real-valued estimator of the estimand. We demonstrate that additional targeting of the estimators of these nuisance parameters guarantees that this bias for the estimand is second order and thereby allows us to prove theorems that establish asymptotic linearity of the estimator of the treatment specific mean under regularity conditions. These insights result in novel targeted minimum loss-based estimators (TMLEs) that use ensemble learning with additional targeted bias reduction to construct estimators of the nuisance parameters. In particular, we construct collaborative TMLEs (C-TMLEs) with known influence curve allowing for statistical inference, even though these C-TMLEs involve variable selection for the propensity score based on a criterion that measures how effective the resulting fit of the propensity score is in removing bias for the estimand. As a particular special

Transport parameter estimation from lymph measurements and the Patlak equation.

Science.gov (United States)

Watson, P D; Wolf, M B

1992-01-01

Two methods of estimating protein transport parameters for plasma-to-lymph transport data are presented. Both use IBM-compatible computers to obtain least-squares parameters for the solvent drag reflection coefficient and the permeability-surface area product using the Patlak equation. A matrix search approach is described, and the speed and convenience of this are compared with a commercially available gradient method. The results from both of these methods were different from those of a method reported by Reed, Townsley, and Taylor [Am. J. Physiol. 257 (Heart Circ. Physiol. 26): H1037-H1041, 1989]. It is shown that the Reed et al. method contains a systematic error. It is also shown that diffusion always plays an important role for transmembrane transport at the exit end of a membrane channel under all conditions of lymph flow rate and that the statement that diffusion becomes zero at high lymph flow rate depends on a mathematical definition of diffusion.

Bayesian parameter estimation for stochastic models of biological cell migration

Science.gov (United States)

Dieterich, Peter; Preuss, Roland

2013-08-01

Cell migration plays an essential role under many physiological and patho-physiological conditions. It is of major importance during embryonic development and wound healing. In contrast, it also generates negative effects during inflammation processes, the transmigration of tumors or the formation of metastases. Thus, a reliable quantification and characterization of cell paths could give insight into the dynamics of these processes. Typically stochastic models are applied where parameters are extracted by fitting models to the so-called mean square displacement of the observed cell group. We show that this approach has several disadvantages and problems. Therefore, we propose a simple procedure directly relying on the positions of the cell's trajectory and the covariance matrix of the positions. It is shown that the covariance is identical with the spatial aging correlation function for the supposed linear Gaussian models of Brownian motion with drift and fractional Brownian motion. The technique is applied and illustrated with simulated data showing a reliable parameter estimation from single cell paths.

Adaptive control based on an on-line parameter estimation of an upper limb exoskeleton.

Science.gov (United States)

Riani, Akram; Madani, Tarek; Hadri, Abdelhafid El; Benallegue, Abdelaziz

2017-07-01

This paper presents an adaptive control strategy for an upper-limb exoskeleton based on an on-line dynamic parameter estimator. The objective is to improve the control performance of this system that plays a critical role in assisting patients for shoulder, elbow and wrist joint movements. In general, the dynamic parameters of the human limb are unknown and differ from a person to another, which degrade the performances of the exoskeleton-human control system. For this reason, the proposed control scheme contains a supplementary loop based on a new efficient on-line estimator of the dynamic parameters. Indeed, the latter is acting upon the parameter adaptation of the controller to ensure the performances of the system in the presence of parameter uncertainties and perturbations. The exoskeleton used in this work is presented and a physical model of the exoskeleton interacting with a 7 Degree of Freedom (DoF) upper limb model is generated using the SimMechanics library of MatLab/Simulink. To illustrate the effectiveness of the proposed approach, an example of passive rehabilitation movements is performed using multi-body dynamic simulation. The aims is to maneuver the exoskeleton that drive the upper limb to track desired trajectories in the case of the passive arm movements.

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.

A least-squares minimization approach for model parameters estimate by using a new magnetic anomaly formula

Science.gov (United States)

Abo-Ezz, E. R.; Essa, K. S.

2016-04-01

A new linear least-squares approach is proposed to interpret magnetic anomalies of the buried structures by using a new magnetic anomaly formula. This approach depends on solving different sets of algebraic linear equations in order to invert the depth ( z), amplitude coefficient ( K), and magnetization angle ( θ) of buried structures using magnetic data. The utility and validity of the new proposed approach has been demonstrated through various reliable synthetic data sets with and without noise. In addition, the method has been applied to field data sets from USA and India. The best-fitted anomaly has been delineated by estimating the root-mean squared (rms). Judging satisfaction of this approach is done by comparing the obtained results with other available geological or geophysical information.

Parameter Estimation of Multiple Frequency-Hopping Signals with Two Sensors

Directory of Open Access Journals (Sweden)

Le Zuo

2018-04-01

Full Text Available This paper essentially focuses on parameter estimation of multiple wideband emitting sources with time-varying frequencies, such as two-dimensional (2-D direction of arrival (DOA and signal sorting, with a low-cost circular synthetic array (CSA consisting of only two rotating sensors. Our basic idea is to decompose the received data, which is a superimposition of phase measurements from multiple sources into separated groups and separately estimate the DOA associated with each source. Motivated by joint parameter estimation, we propose to adopt the expectation maximization (EM algorithm in this paper; our method involves two steps, namely, the expectation-step (E-step and the maximization (M-step. In the E-step, the correspondence of each signal with its emitting source is found. Then, in the M-step, the maximum-likelihood (ML estimates of the DOA parameters are obtained. These two steps are iteratively and alternatively executed to jointly determine the DOAs and sort multiple signals. Closed-form DOA estimation formulae are developed by ML estimation based on phase data, which also realize an optimal estimation. Directional ambiguity is also addressed by another ML estimation method based on received complex responses. The Cramer-Rao lower bound is derived for understanding the estimation accuracy and performance comparison. The verification of the proposed method is demonstrated with simulations.

Automatic smoothing parameter selection in GAMLSS with an application to centile estimation.

Science.gov (United States)

Rigby, Robert A; Stasinopoulos, Dimitrios M

2014-08-01

A method for automatic selection of the smoothing parameters in a generalised additive model for location, scale and shape (GAMLSS) model is introduced. The method uses a P-spline representation of the smoothing terms to express them as random effect terms with an internal (or local) maximum likelihood estimation on the predictor scale of each distribution parameter to estimate its smoothing parameters. This provides a fast method for estimating multiple smoothing parameters. The method is applied to centile estimation where all four parameters of a distribution for the response variable are modelled as smooth functions of a transformed explanatory variable x This allows smooth modelling of the location, scale, skewness and kurtosis parameters of the response variable distribution as functions of x. © The Author(s) 2013 Reprints and permissions: sagepub.co.uk/journalsPermissions.nav.

Estimation of octanol/water partition coefficients using LSER parameters

Science.gov (United States)

Luehrs, Dean C.; Hickey, James P.; Godbole, Kalpana A.; Rogers, Tony N.

1998-01-01

The logarithms of octanol/water partition coefficients, logKow, were regressed against the linear solvation energy relationship (LSER) parameters for a training set of 981 diverse organic chemicals. The standard deviation for logKow was 0.49. The regression equation was then used to estimate logKow for a test of 146 chemicals which included pesticides and other diverse polyfunctional compounds. Thus the octanol/water partition coefficient may be estimated by LSER parameters without elaborate software but only moderate accuracy should be expected.

Estimating model parameters in nonautonomous chaotic systems using synchronization

International Nuclear Information System (INIS)

Yang, Xiaoli; Xu, Wei; Sun, Zhongkui

2007-01-01

In this Letter, a technique is addressed for estimating unknown model parameters of multivariate, in particular, nonautonomous chaotic systems from time series of state variables. This technique uses an adaptive strategy for tracking unknown parameters in addition to a linear feedback coupling for synchronizing systems, and then some general conditions, by means of the periodic version of the LaSalle invariance principle for differential equations, are analytically derived to ensure precise evaluation of unknown parameters and identical synchronization between the concerned experimental system and its corresponding receiver one. Exemplifies are presented by employing a parametrically excited 4D new oscillator and an additionally excited Ueda oscillator. The results of computer simulations reveal that the technique not only can quickly track the desired parameter values but also can rapidly respond to changes in operating parameters. In addition, the technique can be favorably robust against the effect of noise when the experimental system is corrupted by bounded disturbance and the normalized absolute error of parameter estimation grows almost linearly with the cutoff value of noise strength in simulation

A Central Composite Face-Centered Design for Parameters Estimation of PEM Fuel Cell Electrochemical Model

Directory of Open Access Journals (Sweden)

Khaled MAMMAR

2013-11-01

Full Text Available In this paper, a new approach based on Experimental of design methodology (DoE is used to estimate the optimal of unknown model parameters proton exchange membrane fuel cell (PEMFC. This proposed approach combines the central composite face-centered (CCF and numerical PEMFC electrochemical. Simulation results obtained using electrochemical model help to predict the cell voltage in terms of inlet partial pressures of hydrogen and oxygen, stack temperature, and operating current. The value of the previous model and (CCF design methodology is used for parametric analysis of electrochemical model. Thus it is possible to evaluate the relative importance of each parameter to the simulation accuracy. However this methodology is able to define the exact values of the parameters from the manufacture data. It was tested for the BCS 500-W stack PEM Generator, a stack rated at 500 W, manufactured by American Company BCS Technologies FC.

Parameter estimation and determinability analysis applied to Drosophila gap gene circuits

Directory of Open Access Journals (Sweden)

Jaeger Johannes

2008-09-01

Full Text Available Abstract Background Mathematical modeling of real-life processes often requires the estimation of unknown parameters. Once the parameters are found by means of optimization, it is important to assess the quality of the parameter estimates, especially if parameter values are used to draw biological conclusions from the model. Results In this paper we describe how the quality of parameter estimates can be analyzed. We apply our methodology to assess parameter determinability for gene circuit models of the gap gene network in early Drosophila embryos. Conclusion Our analysis shows that none of the parameters of the considered model can be determined individually with reasonable accuracy due to correlations between parameters. Therefore, the model cannot be used as a tool to infer quantitative regulatory weights. On the other hand, our results show that it is still possible to draw reliable qualitative conclusions on the regulatory topology of the gene network. Moreover, it improves previous analyses of the same model by allowing us to identify those interactions for which qualitative conclusions are reliable, and those for which they are ambiguous.

Estimation of delays and other parameters in nonlinear functional differential equations

Science.gov (United States)

Banks, H. T.; Lamm, P. K. D.

1983-01-01

A spline-based approximation scheme for nonlinear nonautonomous delay differential equations is discussed. Convergence results (using dissipative type estimates on the underlying nonlinear operators) are given in the context of parameter estimation problems which include estimation of multiple delays and initial data as well as the usual coefficient-type parameters. A brief summary of some of the related numerical findings is also given.

Estimation of Key Parameters of the Coupled Energy and Water Model by Assimilating Land Surface Data

Science.gov (United States)

Abdolghafoorian, A.; Farhadi, L.

2017-12-01

Accurate estimation of land surface heat and moisture fluxes, as well as root zone soil moisture, is crucial in various hydrological, meteorological, and agricultural applications. Field measurements of these fluxes are costly and cannot be readily scaled to large areas relevant to weather and climate studies. Therefore, there is a need for techniques to make quantitative estimates of heat and moisture fluxes using land surface state observations that are widely available from remote sensing across a range of scale. In this work, we applies the variational data assimilation approach to estimate land surface fluxes and soil moisture profile from the implicit information contained Land Surface Temperature (LST) and Soil Moisture (SM) (hereafter the VDA model). The VDA model is focused on the estimation of three key parameters: 1- neutral bulk heat transfer coefficient (CHN), 2- evaporative fraction from soil and canopy (EF), and 3- saturated hydraulic conductivity (Ksat). CHN and EF regulate the partitioning of available energy between sensible and latent heat fluxes. Ksat is one of the main parameters used in determining infiltration, runoff, groundwater recharge, and in simulating hydrological processes. In this study, a system of coupled parsimonious energy and water model will constrain the estimation of three unknown parameters in the VDA model. The profile of SM (LST) at multiple depths is estimated using moisture diffusion (heat diffusion) equation. In this study, the uncertainties of retrieved unknown parameters and fluxes are estimated from the inverse of Hesian matrix of cost function which is computed using the Lagrangian methodology. Analysis of uncertainty provides valuable information about the accuracy of estimated parameters and their correlation and guide the formulation of a well-posed estimation problem. The results of proposed algorithm are validated with a series of experiments using a synthetic data set generated by the simultaneous heat and

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

Estimation of common cause failure parameters with periodic tests

Energy Technology Data Exchange (ETDEWEB)

Barros, Anne [Institut Charles Delaunay - Universite de technologie de Troyes - FRE CNRS 2848, 12, rue Marie Curie - BP 2060 -10010 Troyes cedex (France)], E-mail: anne.barros@utt.fr; Grall, Antoine [Institut Charles Delaunay - Universite de technologie de Troyes - FRE CNRS 2848, 12, rue Marie Curie - BP 2060 -10010 Troyes cedex (France); Vasseur, Dominique [Electricite de France, EDF R and D - Industrial Risk Management Department 1, av. du General de Gaulle- 92141 Clamart (France)

2009-04-15

In the specific case of safety systems, CCF parameters estimators for standby components depend on the periodic test schemes. Classically, the testing schemes are either staggered (alternation of tests on redundant components) or non-staggered (all components are tested at the same time). In reality, periodic tests schemes performed on safety components are more complex and combine staggered tests, when the plant is in operation, to non-staggered tests during maintenance and refueling outage periods of the installation. Moreover, the CCF parameters estimators described in the US literature are derived in a consistent way with US Technical Specifications constraints that do not apply on the French Nuclear Power Plants for staggered tests on standby components. Given these issues, the evaluation of CCF parameters from the operating feedback data available within EDF implies the development of methodologies that integrate the testing schemes specificities. This paper aims to formally propose a solution for the estimation of CCF parameters given two distinct difficulties respectively related to a mixed testing scheme and to the consistency with EDF's specific practices inducing systematic non-simultaneity of the observed failures in a staggered testing scheme.

Markov Chain Monte Carlo (MCMC) methods for parameter estimation of a novel hybrid redundant robot

International Nuclear Information System (INIS)

Wang Yongbo; Wu Huapeng; Handroos, Heikki

2011-01-01

This paper presents a statistical method for the calibration of a redundantly actuated hybrid serial-parallel robot IWR (Intersector Welding Robot). The robot under study will be used to carry out welding, machining, and remote handing for the assembly of vacuum vessel of International Thermonuclear Experimental Reactor (ITER). The robot has ten degrees of freedom (DOF), among which six DOF are contributed by the parallel mechanism and the rest are from the serial mechanism. In this paper, a kinematic error model which involves 54 unknown geometrical error parameters is developed for the proposed robot. Based on this error model, the mean values of the unknown parameters are statistically analyzed and estimated by means of Markov Chain Monte Carlo (MCMC) approach. The computer simulation is conducted by introducing random geometric errors and measurement poses which represent the corresponding real physical behaviors. The simulation results of the marginal posterior distributions of the estimated model parameters indicate that our method is reliable and robust.

Consistent Parameter and Transfer Function Estimation using Context Free Grammars

Science.gov (United States)

Klotz, Daniel; Herrnegger, Mathew; Schulz, Karsten

2017-04-01

This contribution presents a method for the inference of transfer functions for rainfall-runoff models. Here, transfer functions are defined as parametrized (functional) relationships between a set of spatial predictors (e.g. elevation, slope or soil texture) and model parameters. They are ultimately used for estimation of consistent, spatially distributed model parameters from a limited amount of lumped global parameters. Additionally, they provide a straightforward method for parameter extrapolation from one set of basins to another and can even be used to derive parameterizations for multi-scale models [see: Samaniego et al., 2010]. Yet, currently an actual knowledge of the transfer functions is often implicitly assumed. As a matter of fact, for most cases these hypothesized transfer functions can rarely be measured and often remain unknown. Therefore, this contribution presents a general method for the concurrent estimation of the structure of transfer functions and their respective (global) parameters. Note, that by consequence an estimation of the distributed parameters of the rainfall-runoff model is also undertaken. The method combines two steps to achieve this. The first generates different possible transfer functions. The second then estimates the respective global transfer function parameters. The structural estimation of the transfer functions is based on the context free grammar concept. Chomsky first introduced context free grammars in linguistics [Chomsky, 1956]. Since then, they have been widely applied in computer science. But, to the knowledge of the authors, they have so far not been used in hydrology. Therefore, the contribution gives an introduction to context free grammars and shows how they can be constructed and used for the structural inference of transfer functions. This is enabled by new methods from evolutionary computation, such as grammatical evolution [O'Neill, 2001], which make it possible to exploit the constructed grammar as a

Statistical approach for uncertainty quantification of experimental modal model parameters

DEFF Research Database (Denmark)

Luczak, M.; Peeters, B.; Kahsin, M.

2014-01-01

Composite materials are widely used in manufacture of aerospace and wind energy structural components. These load carrying structures are subjected to dynamic time-varying loading conditions. Robust structural dynamics identification procedure impose tight constraints on the quality of modal models...... represent different complexity levels ranging from coupon, through sub-component up to fully assembled aerospace and wind energy structural components made of composite materials. The proposed method is demonstrated on two application cases of a small and large wind turbine blade........ This paper aims at a systematic approach for uncertainty quantification of the parameters of the modal models estimated from experimentally obtained data. Statistical analysis of modal parameters is implemented to derive an assessment of the entire modal model uncertainty measure. Investigated structures...

Efficient fuzzy Bayesian inference algorithms for incorporating expert knowledge in parameter estimation

Science.gov (United States)

Rajabi, Mohammad Mahdi; Ataie-Ashtiani, Behzad

2016-05-01

Bayesian inference has traditionally been conceived as the proper framework for the formal incorporation of expert knowledge in parameter estimation of groundwater models. However, conventional Bayesian inference is incapable of taking into account the imprecision essentially embedded in expert provided information. In order to solve this problem, a number of extensions to conventional Bayesian inference have been introduced in recent years. One of these extensions is 'fuzzy Bayesian inference' which is the result of integrating fuzzy techniques into Bayesian statistics. Fuzzy Bayesian inference has a number of desirable features which makes it an attractive approach for incorporating expert knowledge in the parameter estimation process of groundwater models: (1) it is well adapted to the nature of expert provided information, (2) it allows to distinguishably model both uncertainty and imprecision, and (3) it presents a framework for fusing expert provided information regarding the various inputs of the Bayesian inference algorithm. However an important obstacle in employing fuzzy Bayesian inference in groundwater numerical modeling applications is the computational burden, as the required number of numerical model simulations often becomes extremely exhaustive and often computationally infeasible. In this paper, a novel approach of accelerating the fuzzy Bayesian inference algorithm is proposed which is based on using approximate posterior distributions derived from surrogate modeling, as a screening tool in the computations. The proposed approach is first applied to a synthetic test case of seawater intrusion (SWI) in a coastal aquifer. It is shown that for this synthetic test case, the proposed approach decreases the number of required numerical simulations by an order of magnitude. Then the proposed approach is applied to a real-world test case involving three-dimensional numerical modeling of SWI in Kish Island, located in the Persian Gulf. An expert

Estimation of Spectral Exponent Parameter of 1/f Process in Additive White Background Noise

Directory of Open Access Journals (Sweden)

Semih Ergintav

2007-01-01

Full Text Available An extension to the wavelet-based method for the estimation of the spectral exponent, γ, in a 1/fγ process and in the presence of additive white noise is proposed. The approach is based on eliminating the effect of white noise by a simple difference operation constructed on the wavelet spectrum. The γ parameter is estimated as the slope of a linear function. It is shown by simulations that the proposed method gives reliable results. Global positioning system (GPS time-series noise is analyzed and the results provide experimental verification of the proposed method.

MHODE: a local-homogeneity theory for improved source-parameter estimation of potential fields

Science.gov (United States)

Fedi, Maurizio; Florio, Giovanni; Paoletti, Valeria

2015-08-01

We describe a multihomogeneity theory for source-parameter estimation of potential fields. Similar to what happens for random source models, where the monofractal scaling-law has been generalized into a multifractal law, we propose to generalize the homogeneity law into a multihomogeneity law. This allows a theoretically correct approach to study real-world potential fields, which are inhomogeneous and so do not show scale invariance, except in the asymptotic regions (very near to or very far from their sources). Since the scaling properties of inhomogeneous fields change with the scale of observation, we show that they may be better studied at a set of scales than at a single scale and that a multihomogeneous model is needed to explain its complex scaling behaviour. In order to perform this task, we first introduce fractional-degree homogeneous fields, to show that: (i) homogeneous potential fields may have fractional or integer degree; (ii) the source-distributions for a fractional-degree are not confined in a bounded region, similarly to some integer-degree models, such as the infinite line mass and (iii) differently from the integer-degree case, the fractional-degree source distributions are no longer uniform density functions. Using this enlarged set of homogeneous fields, real-world anomaly fields are studied at different scales, by a simple search, at any local window W, for the best homogeneous field of either integer or fractional-degree, this yielding a multiscale set of local homogeneity-degrees and depth estimations which we call multihomogeneous model. It is so defined a new technique of source parameter estimation (Multi-HOmogeneity Depth Estimation, MHODE), permitting retrieval of the source parameters of complex sources. We test the method with inhomogeneous fields of finite sources, such as faults or cylinders, and show its effectiveness also in a real-case example. These applications show the usefulness of the new concepts, multihomogeneity and

Accuracy and sensitivity analysis on seismic anisotropy parameter estimation

Science.gov (United States)

Yan, Fuyong; Han, De-Hua

2018-04-01

There is significant uncertainty in measuring the Thomsen’s parameter δ in laboratory even though the dimensions and orientations of the rock samples are known. It is expected that more challenges will be encountered in the estimating of the seismic anisotropy parameters from field seismic data. Based on Monte Carlo simulation of vertical transversely isotropic layer cake model using the database of laboratory anisotropy measurement from the literature, we apply the commonly used quartic non-hyperbolic reflection moveout equation to estimate the seismic anisotropy parameters and test its accuracy and sensitivities to the source-receive offset, vertical interval velocity error and time picking error. The testing results show that the methodology works perfectly for noise-free synthetic data with short spread length. However, this method is extremely sensitive to the time picking error caused by mild random noises, and it requires the spread length to be greater than the depth of the reflection event. The uncertainties increase rapidly for the deeper layers and the estimated anisotropy parameters can be very unreliable for a layer with more than five overlain layers. It is possible that an isotropic formation can be misinterpreted as a strong anisotropic formation. The sensitivity analysis should provide useful guidance on how to group the reflection events and build a suitable geological model for anisotropy parameter inversion.

Estimation of direction of arrival of a moving target using subspace based approaches

Science.gov (United States)

Ghosh, Ripul; Das, Utpal; Akula, Aparna; Kumar, Satish; Sardana, H. K.

2016-05-01

In this work, array processing techniques based on subspace decomposition of signal have been evaluated for estimation of direction of arrival of moving targets using acoustic signatures. Three subspace based approaches - Incoherent Wideband Multiple Signal Classification (IWM), Least Square-Estimation of Signal Parameters via Rotation Invariance Techniques (LS-ESPRIT) and Total Least Square- ESPIRIT (TLS-ESPRIT) are considered. Their performance is compared with conventional time delay estimation (TDE) approaches such as Generalized Cross Correlation (GCC) and Average Square Difference Function (ASDF). Performance evaluation has been conducted on experimentally generated data consisting of acoustic signatures of four different types of civilian vehicles moving in defined geometrical trajectories. Mean absolute error and standard deviation of the DOA estimates w.r.t. ground truth are used as performance evaluation metrics. Lower statistical values of mean error confirm the superiority of subspace based approaches over TDE based techniques. Amongst the compared methods, LS-ESPRIT indicated better performance.

Estimation of Compaction Parameters Based on Soil Classification

Science.gov (United States)

Lubis, A. S.; Muis, Z. A.; Hastuty, I. P.; Siregar, I. M.

2018-02-01

Factors that must be considered in compaction of the soil works were the type of soil material, field control, maintenance and availability of funds. Those problems then raised the idea of how to estimate the density of the soil with a proper implementation system, fast, and economical. This study aims to estimate the compaction parameter i.e. the maximum dry unit weight (γ dmax) and optimum water content (Wopt) based on soil classification. Each of 30 samples were being tested for its properties index and compaction test. All of the data’s from the laboratory test results, were used to estimate the compaction parameter values by using linear regression and Goswami Model. From the research result, the soil types were A4, A-6, and A-7 according to AASHTO and SC, SC-SM, and CL based on USCS. By linear regression, the equation for estimation of the maximum dry unit weight (γdmax *)=1,862-0,005*FINES- 0,003*LL and estimation of the optimum water content (wopt *)=- 0,607+0,362*FINES+0,161*LL. By Goswami Model (with equation Y=mLogG+k), for estimation of the maximum dry unit weight (γdmax *) with m=-0,376 and k=2,482, for estimation of the optimum water content (wopt *) with m=21,265 and k=-32,421. For both of these equations a 95% confidence interval was obtained.

Probabilistic estimation of the constitutive parameters of polymers

Directory of Open Access Journals (Sweden)

Siviour C.R.

2012-08-01

Full Text Available The Mulliken-Boyce constitutive model predicts the dynamic response of crystalline polymers as a function of strain rate and temperature. This paper describes the Mulliken-Boyce model-based estimation of the constitutive parameters in a Bayesian probabilistic framework. Experimental data from dynamic mechanical analysis and dynamic compression of PVC samples over a wide range of strain rates are analyzed. Both experimental uncertainty and natural variations in the material properties are simultaneously considered as independent and joint distributions; the posterior probability distributions are shown and compared with prior estimates of the material constitutive parameters. Additionally, particular statistical distributions are shown to be effective at capturing the rate and temperature dependence of internal phase transitions in DMA data.

Model parameters conditioning on regional hydrologic signatures for process-based design flood estimation in ungauged basins.

Science.gov (United States)

Biondi, Daniela; De Luca, Davide Luciano

2015-04-01

The use of rainfall-runoff models represents an alternative to statistical approaches (such as at-site or regional flood frequency analysis) for design flood estimation, and constitutes an answer to the increasing need for synthetic design hydrographs (SDHs) associated to a specific return period. However, the lack of streamflow observations and the consequent high uncertainty associated with parameter estimation, usually pose serious limitations to the use of process-based approaches in ungauged catchments, which in contrast represent the majority in practical applications. This work presents the application of a Bayesian procedure that, for a predefined rainfall-runoff model, allows for the assessment of posterior parameters distribution, using the limited and uncertain information available for the response of an ungauged catchment (Bulygina et al. 2009; 2011). The use of regional estimates of river flow statistics, interpreted as hydrological signatures that measure theoretically relevant system process behaviours (Gupta et al. 2008), within this framework represents a valuable option and has shown significant developments in recent literature to constrain the plausible model response and to reduce the uncertainty in ungauged basins. In this study we rely on the first three L-moments of annual streamflow maxima, for which regressions are available from previous studies (Biondi et al. 2012; Laio et al. 2011). The methodology was carried out for a catchment located in southern Italy, and used within a Monte Carlo scheme (MCs) considering both event-based and continuous simulation approaches for design flood estimation. The applied procedure offers promising perspectives to perform model calibration and uncertainty analysis in ungauged basins; moreover, in the context of design flood estimation, process-based methods coupled with MCs approach have the advantage of providing simulated floods uncertainty analysis that represents an asset in risk-based decision

Estimations of parameters in Pareto reliability model in the presence of masked data

International Nuclear Information System (INIS)

Sarhan, Ammar M.

2003-01-01

Estimations of parameters included in the individual distributions of the life times of system components in a series system are considered in this paper based on masked system life test data. We consider a series system of two independent components each has a Pareto distributed lifetime. The maximum likelihood and Bayes estimators for the parameters and the values of the reliability of the system's components at a specific time are obtained. Symmetrical triangular prior distributions are assumed for the unknown parameters to be estimated in obtaining the Bayes estimators of these parameters. Large simulation studies are done in order: (i) explain how one can utilize the theoretical results obtained; (ii) compare the maximum likelihood and Bayes estimates obtained of the underlying parameters; and (iii) study the influence of the masking level and the sample size on the accuracy of the estimates obtained

The Role of Heart-Rate Variability Parameters in Activity Recognition and Energy-Expenditure Estimation Using Wearable Sensors.

Science.gov (United States)

Park, Heesu; Dong, Suh-Yeon; Lee, Miran; Youn, Inchan

2017-07-24

Human-activity recognition (HAR) and energy-expenditure (EE) estimation are major functions in the mobile healthcare system. Both functions have been investigated for a long time; however, several challenges remain unsolved, such as the confusion between activities and the recognition of energy-consuming activities involving little or no movement. To solve these problems, we propose a novel approach using an accelerometer and electrocardiogram (ECG). First, we collected a database of six activities (sitting, standing, walking, ascending, resting and running) of 13 voluntary participants. We compared the HAR performances of three models with respect to the input data type (with none, all, or some of the heart-rate variability (HRV) parameters). The best recognition performance was 96.35%, which was obtained with some selected HRV parameters. EE was also estimated for different choices of the input data type (with or without HRV parameters) and the model type (single and activity-specific). The best estimation performance was found in the case of the activity-specific model with HRV parameters. Our findings indicate that the use of human physiological data, obtained by wearable sensors, has a significant impact on both HAR and EE estimation, which are crucial functions in the mobile healthcare system.

Application of spreadsheet to estimate infiltration parameters

OpenAIRE

Zakwan, Mohammad; Muzzammil, Mohammad; Alam, Javed

2016-01-01

Infiltration is the process of flow of water into the ground through the soil surface. Soil water although contributes a negligible fraction of total water present on earth surface, but is of utmost importance for plant life. Estimation of infiltration rates is of paramount importance for estimation of effective rainfall, groundwater recharge, and designing of irrigation systems. Numerous infiltration models are in use for estimation of infiltration rates. The conventional graphical approach ...

Estimating Arrhenius parameters using temperature programmed molecular dynamics

International Nuclear Information System (INIS)

Imandi, Venkataramana; Chatterjee, Abhijit

2016-01-01

Kinetic rates at different temperatures and the associated Arrhenius parameters, whenever Arrhenius law is obeyed, are efficiently estimated by applying maximum likelihood analysis to waiting times collected using the temperature programmed molecular dynamics method. When transitions involving many activated pathways are available in the dataset, their rates may be calculated using the same collection of waiting times. Arrhenius behaviour is ascertained by comparing rates at the sampled temperatures with ones from the Arrhenius expression. Three prototype systems with corrugated energy landscapes, namely, solvated alanine dipeptide, diffusion at the metal-solvent interphase, and lithium diffusion in silicon, are studied to highlight various aspects of the method. The method becomes particularly appealing when the Arrhenius parameters can be used to find rates at low temperatures where transitions are rare. Systematic coarse-graining of states can further extend the time scales accessible to the method. Good estimates for the rate parameters are obtained with 500-1000 waiting times.

Estimating Arrhenius parameters using temperature programmed molecular dynamics

Energy Technology Data Exchange (ETDEWEB)

Imandi, Venkataramana; Chatterjee, Abhijit, E-mail: abhijit@che.iitb.ac.in [Department of Chemical Engineering, Indian Institute of Technology Bombay, Mumbai 400076 (India)

2016-07-21

Kinetic rates at different temperatures and the associated Arrhenius parameters, whenever Arrhenius law is obeyed, are efficiently estimated by applying maximum likelihood analysis to waiting times collected using the temperature programmed molecular dynamics method. When transitions involving many activated pathways are available in the dataset, their rates may be calculated using the same collection of waiting times. Arrhenius behaviour is ascertained by comparing rates at the sampled temperatures with ones from the Arrhenius expression. Three prototype systems with corrugated energy landscapes, namely, solvated alanine dipeptide, diffusion at the metal-solvent interphase, and lithium diffusion in silicon, are studied to highlight various aspects of the method. The method becomes particularly appealing when the Arrhenius parameters can be used to find rates at low temperatures where transitions are rare. Systematic coarse-graining of states can further extend the time scales accessible to the method. Good estimates for the rate parameters are obtained with 500-1000 waiting times.

Using linear time-invariant system theory to estimate kinetic parameters directly from projection measurements

International Nuclear Information System (INIS)

Zeng, G.L.; Gullberg, G.T.

1995-01-01

It is common practice to estimate kinetic parameters from dynamically acquired tomographic data by first reconstructing a dynamic sequence of three-dimensional reconstructions and then fitting the parameters to time activity curves generated from the time-varying reconstructed images. However, in SPECT, the pharmaceutical distribution can change during the acquisition of a complete tomographic data set, which can bias the estimated kinetic parameters. It is hypothesized that more accurate estimates of the kinetic parameters can be obtained by fitting to the projection measurements instead of the reconstructed time sequence. Estimation from projections requires the knowledge of their relationship between the tissue regions of interest or voxels with particular kinetic parameters and the project measurements, which results in a complicated nonlinear estimation problem with a series of exponential factors with multiplicative coefficients. A technique is presented in this paper where the exponential decay parameters are estimated separately using linear time-invariant system theory. Once the exponential factors are known, the coefficients of the exponentials can be estimated using linear estimation techniques. Computer simulations demonstrate that estimation of the kinetic parameters directly from the projections is more accurate than the estimation from the reconstructed images

Parameter Estimation of Damped Compound Pendulum Differential Evolution Algorithm

Directory of Open Access Journals (Sweden)

Saad Mohd Sazli

2016-01-01

Full Text Available This paper present the parameter identification of damped compound pendulum using differential evolution algorithm. The procedure used to achieve the parameter identification of the experimental system consisted of input output data collection, ARX model order selection and parameter estimation using conventional method least square (LS and differential evolution (DE algorithm. PRBS signal is used to be input signal to regulate the motor speed. Whereas, the output signal is taken from position sensor. Both, input and output data is used to estimate the parameter of the ARX model. The residual error between the actual and predicted output responses of the models is validated using mean squares error (MSE. Analysis showed that, MSE value for LS is 0.0026 and MSE value for DE is 3.6601×10-5. Based results obtained, it was found that DE have lower MSE than the LS method.

Improved Battery Parameter Estimation Method Considering Operating Scenarios for HEV/EV Applications

Directory of Open Access Journals (Sweden)

Jufeng Yang

2016-12-01

Full Text Available This paper presents an improved battery parameter estimation method based on typical operating scenarios in hybrid electric vehicles and pure electric vehicles. Compared with the conventional estimation methods, the proposed method takes both the constant-current charging and the dynamic driving scenarios into account, and two separate sets of model parameters are estimated through different parts of the pulse-rest test. The model parameters for the constant-charging scenario are estimated from the data in the pulse-charging periods, while the model parameters for the dynamic driving scenario are estimated from the data in the rest periods, and the length of the fitted dataset is determined by the spectrum analysis of the load current. In addition, the unsaturated phenomenon caused by the long-term resistor-capacitor (RC network is analyzed, and the initial voltage expressions of the RC networks in the fitting functions are improved to ensure a higher model fidelity. Simulation and experiment results validated the feasibility of the developed estimation method.

Parameters Estimation of Geographically Weighted Ordinal Logistic Regression (GWOLR) Model

Science.gov (United States)

Zuhdi, Shaifudin; Retno Sari Saputro, Dewi; Widyaningsih, Purnami

2017-06-01

A regression model is the representation of relationship between independent variable and dependent variable. The dependent variable has categories used in the logistic regression model to calculate odds on. The logistic regression model for dependent variable has levels in the logistics regression model is ordinal. GWOLR model is an ordinal logistic regression model influenced the geographical location of the observation site. Parameters estimation in the model needed to determine the value of a population based on sample. The purpose of this research is to parameters estimation of GWOLR model using R software. Parameter estimation uses the data amount of dengue fever patients in Semarang City. Observation units used are 144 villages in Semarang City. The results of research get GWOLR model locally for each village and to know probability of number dengue fever patient categories.

Circuit realization, chaos synchronization and estimation of parameters of a hyperchaotic system with unknown parameters

Directory of Open Access Journals (Sweden)

A. Elsonbaty

2014-10-01

Full Text Available In this article, the adaptive chaos synchronization technique is implemented by an electronic circuit and applied to the hyperchaotic system proposed by Chen et al. We consider the more realistic and practical case where all the parameters of the master system are unknowns. We propose and implement an electronic circuit that performs the estimation of the unknown parameters and the updating of the parameters of the slave system automatically, and hence it achieves the synchronization. To the best of our knowledge, this is the first attempt to implement a circuit that estimates the values of the unknown parameters of chaotic system and achieves synchronization. The proposed circuit has a variety of suitable real applications related to chaos encryption and cryptography. The outputs of the implemented circuits and numerical simulation results are shown to view the performance of the synchronized system and the proposed circuit.

Systematic Approach for Decommissioning Planning and Estimating

International Nuclear Information System (INIS)

Dam, A. S.

2002-01-01

Nuclear facility decommissioning, satisfactorily completed at the lowest cost, relies on a systematic approach to the planning, estimating, and documenting the work. High quality information is needed to properly perform the planning and estimating. A systematic approach to collecting and maintaining the needed information is recommended using a knowledgebase system for information management. A systematic approach is also recommended to develop the decommissioning plan, cost estimate and schedule. A probabilistic project cost and schedule risk analysis is included as part of the planning process. The entire effort is performed by a experienced team of decommissioning planners, cost estimators, schedulers, and facility knowledgeable owner representatives. The plant data, work plans, cost and schedule are entered into a knowledgebase. This systematic approach has been used successfully for decommissioning planning and cost estimating for a commercial nuclear power plant. Elements of this approach have been used for numerous cost estimates and estimate reviews. The plan and estimate in the knowledgebase should be a living document, updated periodically, to support decommissioning fund provisioning, with the plan ready for use when the need arises

Comparison of sampling techniques for Bayesian parameter estimation

Science.gov (United States)

Allison, Rupert; Dunkley, Joanna

2014-02-01

The posterior probability distribution for a set of model parameters encodes all that the data have to tell us in the context of a given model; it is the fundamental quantity for Bayesian parameter estimation. In order to infer the posterior probability distribution we have to decide how to explore parameter space. Here we compare three prescriptions for how parameter space is navigated, discussing their relative merits. We consider Metropolis-Hasting sampling, nested sampling and affine-invariant ensemble Markov chain Monte Carlo (MCMC) sampling. We focus on their performance on toy-model Gaussian likelihoods and on a real-world cosmological data set. We outline the sampling algorithms themselves and elaborate on performance diagnostics such as convergence time, scope for parallelization, dimensional scaling, requisite tunings and suitability for non-Gaussian distributions. We find that nested sampling delivers high-fidelity estimates for posterior statistics at low computational cost, and should be adopted in favour of Metropolis-Hastings in many cases. Affine-invariant MCMC is competitive when computing clusters can be utilized for massive parallelization. Affine-invariant MCMC and existing extensions to nested sampling naturally probe multimodal and curving distributions.

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

Science.gov (United States)

Mehdinejadiani, Behrouz

2017-08-01

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

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

Science.gov (United States)

Mehdinejadiani, Behrouz

2017-08-01

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

Automated Modal Parameter Estimation of Civil Engineering Structures

DEFF Research Database (Denmark)

Andersen, Palle; Brincker, Rune; Goursat, Maurice

In this paper the problems of doing automatic modal parameter extraction of ambient excited civil engineering structures is considered. Two different approaches for obtaining the modal parameters automatically are presented: The Frequency Domain Decomposition (FDD) technique and a correlation...

Model parameter estimations from residual gravity anomalies due to simple-shaped sources using Differential Evolution Algorithm

Science.gov (United States)

Ekinci, Yunus Levent; Balkaya, Çağlayan; Göktürkler, Gökhan; Turan, Seçil

2016-06-01

An efficient approach to estimate model parameters from residual gravity data based on differential evolution (DE), a stochastic vector-based metaheuristic algorithm, has been presented. We have showed the applicability and effectiveness of this algorithm on both synthetic and field anomalies. According to our knowledge, this is a first attempt of applying DE for the parameter estimations of residual gravity anomalies due to isolated causative sources embedded in the subsurface. The model parameters dealt with here are the amplitude coefficient (A), the depth and exact origin of causative source (zo and xo, respectively) and the shape factors (q and ƞ). The error energy maps generated for some parameter pairs have successfully revealed the nature of the parameter estimation problem under consideration. Noise-free and noisy synthetic single gravity anomalies have been evaluated with success via DE/best/1/bin, which is a widely used strategy in DE. Additionally some complicated gravity anomalies caused by multiple source bodies have been considered, and the results obtained have showed the efficiency of the algorithm. Then using the strategy applied in synthetic examples some field anomalies observed for various mineral explorations such as a chromite deposit (Camaguey district, Cuba), a manganese deposit (Nagpur, India) and a base metal sulphide deposit (Quebec, Canada) have been considered to estimate the model parameters of the ore bodies. Applications have exhibited that the obtained results such as the depths and shapes of the ore bodies are quite consistent with those published in the literature. Uncertainty in the solutions obtained from DE algorithm has been also investigated by Metropolis-Hastings (M-H) sampling algorithm based on simulated annealing without cooling schedule. Based on the resulting histogram reconstructions of both synthetic and field data examples the algorithm has provided reliable parameter estimations being within the sampling limits of

Models for estimating photosynthesis parameters from in situ production profiles

Science.gov (United States)

Kovač, Žarko; Platt, Trevor; Sathyendranath, Shubha; Antunović, Suzana

2017-12-01

The rate of carbon assimilation in phytoplankton primary production models is mathematically prescribed with photosynthesis irradiance functions, which convert a light flux (energy) into a material flux (carbon). Information on this rate is contained in photosynthesis parameters: the initial slope and the assimilation number. The exactness of parameter values is crucial for precise calculation of primary production. Here we use a model of the daily production profile based on a suite of photosynthesis irradiance functions and extract photosynthesis parameters from in situ measured daily production profiles at the Hawaii Ocean Time-series station Aloha. For each function we recover parameter values, establish parameter distributions and quantify model skill. We observe that the choice of the photosynthesis irradiance function to estimate the photosynthesis parameters affects the magnitudes of parameter values as recovered from in situ profiles. We also tackle the problem of parameter exchange amongst the models and the effect it has on model performance. All models displayed little or no bias prior to parameter exchange, but significant bias following parameter exchange. The best model performance resulted from using optimal parameter values. Model formulation was extended further by accounting for spectral effects and deriving a spectral analytical solution for the daily production profile. The daily production profile was also formulated with time dependent growing biomass governed by a growth equation. The work on parameter recovery was further extended by exploring how to extract photosynthesis parameters from information on watercolumn production. It was demonstrated how to estimate parameter values based on a linearization of the full analytical solution for normalized watercolumn production and from the solution itself, without linearization. The paper complements previous works on photosynthesis irradiance models by analysing the skill and consistency of

Tsunami Prediction and Earthquake Parameters Estimation in the Red Sea

KAUST Repository

Sawlan, Zaid A

2012-12-01

Tsunami concerns have increased in the world after the 2004 Indian Ocean tsunami and the 2011 Tohoku tsunami. Consequently, tsunami models have been developed rapidly in the last few years. One of the advanced tsunami models is the GeoClaw tsunami model introduced by LeVeque (2011). This model is adaptive and consistent. Because of different sources of uncertainties in the model, observations are needed to improve model prediction through a data assimilation framework. Model inputs are earthquake parameters and topography. This thesis introduces a real-time tsunami forecasting method that combines tsunami model with observations using a hybrid ensemble Kalman filter and ensemble Kalman smoother. The filter is used for state prediction while the smoother operates smoothing to estimate the earthquake parameters. This method reduces the error produced by uncertain inputs. In addition, state-parameter EnKF is implemented to estimate earthquake parameters. Although number of observations is small, estimated parameters generates a better tsunami prediction than the model. Methods and results of prediction experiments in the Red Sea are presented and the prospect of developing an operational tsunami prediction system in the Red Sea is discussed.

Estimating Parameters in Physical Models through Bayesian Inversion: A Complete Example

KAUST Repository

Allmaras, Moritz

2013-02-07

All mathematical models of real-world phenomena contain parameters that need to be estimated from measurements, either for realistic predictions or simply to understand the characteristics of the model. Bayesian statistics provides a framework for parameter estimation in which uncertainties about models and measurements are translated into uncertainties in estimates of parameters. This paper provides a simple, step-by-step example-starting from a physical experiment and going through all of the mathematics-to explain the use of Bayesian techniques for estimating the coefficients of gravity and air friction in the equations describing a falling body. In the experiment we dropped an object from a known height and recorded the free fall using a video camera. The video recording was analyzed frame by frame to obtain the distance the body had fallen as a function of time, including measures of uncertainty in our data that we describe as probability densities. We explain the decisions behind the various choices of probability distributions and relate them to observed phenomena. Our measured data are then combined with a mathematical model of a falling body to obtain probability densities on the space of parameters we seek to estimate. We interpret these results and discuss sources of errors in our estimation procedure. © 2013 Society for Industrial and Applied Mathematics.

Linear and nonlinear ARMA model parameter estimation using an artificial neural network

Science.gov (United States)

Chon, K. H.; Cohen, R. J.

1997-01-01

This paper addresses parametric system identification of linear and nonlinear dynamic systems by analysis of the input and output signals. Specifically, we investigate the relationship between estimation of the system using a feedforward neural network model and estimation of the system by use of linear and nonlinear autoregressive moving-average (ARMA) models. By utilizing a neural network model incorporating a polynomial activation function, we show the equivalence of the artificial neural network to the linear and nonlinear ARMA models. We compare the parameterization of the estimated system using the neural network and ARMA approaches by utilizing data generated by means of computer simulations. Specifically, we show that the parameters of a simulated ARMA system can be obtained from the neural network analysis of the simulated data or by conventional least squares ARMA analysis. The feasibility of applying neural networks with polynomial activation functions to the analysis of experimental data is explored by application to measurements of heart rate (HR) and instantaneous lung volume (ILV) fluctuations.

Estimation of macroscopic elastic characteristics for hierarchical anisotropic solids based on probabilistic approach

Science.gov (United States)

Smolina, Irina Yu.

2015-10-01

Mechanical properties of a cable are of great importance in design and strength calculation of flexible cables. The problem of determination of elastic properties and rigidity characteristics of a cable modeled by anisotropic helical elastic rod is considered. These characteristics are calculated indirectly by means of the parameters received from statistical processing of experimental data. These parameters are considered as random quantities. With taking into account probable nature of these parameters the formulas for estimation of the macroscopic elastic moduli of a cable are obtained. The calculating expressions for macroscopic flexural rigidity, shear rigidity and torsion rigidity using the macroscopic elastic characteristics obtained before are presented. Statistical estimations of the rigidity characteristics of some cable grades are adduced. A comparison with those characteristics received on the basis of deterministic approach is given.

PWR system simulation and parameter estimation with neural networks

Energy Technology Data Exchange (ETDEWEB)

Akkurt, Hatice; Colak, Uener E-mail: uc@nuke.hacettepe.edu.tr

2002-11-01

A detailed nonlinear model for a typical PWR system has been considered for the development of simulation software. Each component in the system has been represented by appropriate differential equations. The SCILAB software was used for solving nonlinear equations to simulate steady-state and transient operational conditions. Overall system has been constructed by connecting individual components to each other. The validity of models for individual components and overall system has been verified. The system response against given transients have been analyzed. A neural network has been utilized to estimate system parameters during transients. Different transients have been imposed in training and prediction stages with neural networks. Reactor power and system reactivity during the transient event have been predicted by the neural network. Results show that neural networks estimations are in good agreement with the calculated response of the reactor system. The maximum errors are within {+-}0.254% for power and between -0.146 and 0.353% for reactivity prediction cases. Steam generator parameters, pressure and water level, are also successfully predicted by the neural network employed in this study. The noise imposed on the input parameters of the neural network deteriorates the power estimation capability whereas the reactivity estimation capability is not significantly affected.

PWR system simulation and parameter estimation with neural networks

International Nuclear Information System (INIS)

Akkurt, Hatice; Colak, Uener

2002-01-01

A detailed nonlinear model for a typical PWR system has been considered for the development of simulation software. Each component in the system has been represented by appropriate differential equations. The SCILAB software was used for solving nonlinear equations to simulate steady-state and transient operational conditions. Overall system has been constructed by connecting individual components to each other. The validity of models for individual components and overall system has been verified. The system response against given transients have been analyzed. A neural network has been utilized to estimate system parameters during transients. Different transients have been imposed in training and prediction stages with neural networks. Reactor power and system reactivity during the transient event have been predicted by the neural network. Results show that neural networks estimations are in good agreement with the calculated response of the reactor system. The maximum errors are within ±0.254% for power and between -0.146 and 0.353% for reactivity prediction cases. Steam generator parameters, pressure and water level, are also successfully predicted by the neural network employed in this study. The noise imposed on the input parameters of the neural network deteriorates the power estimation capability whereas the reactivity estimation capability is not significantly affected

Marginal likelihood estimation of negative binomial parameters with applications to RNA-seq data.

Science.gov (United States)

León-Novelo, Luis; Fuentes, Claudio; Emerson, Sarah

2017-10-01

RNA-Seq data characteristically exhibits large variances, which need to be appropriately accounted for in any proposed model. We first explore the effects of this variability on the maximum likelihood estimator (MLE) of the dispersion parameter of the negative binomial distribution, and propose instead to use an estimator obtained via maximization of the marginal likelihood in a conjugate Bayesian framework. We show, via simulation studies, that the marginal MLE can better control this variation and produce a more stable and reliable estimator. We then formulate a conjugate Bayesian hierarchical model, and use this new estimator to propose a Bayesian hypothesis test to detect differentially expressed genes in RNA-Seq data. We use numerical studies to show that our much simpler approach is competitive with other negative binomial based procedures, and we use a real data set to illustrate the implementation and flexibility of the procedure. © The Author 2017. Published by Oxford University Press. All rights reserved. For permissions, please e-mail: journals.permissions@oup.com.

Estimation of Ordinary Differential Equation Parameters Using Constrained Local Polynomial Regression.

Science.gov (United States)

Ding, A Adam; Wu, Hulin

2014-10-01

We propose a new method to use a constrained local polynomial regression to estimate the unknown parameters in ordinary differential equation models with a goal of improving the smoothing-based two-stage pseudo-least squares estimate. The equation constraints are derived from the differential equation model and are incorporated into the local polynomial regression in order to estimate the unknown parameters in the differential equation model. We also derive the asymptotic bias and variance of the proposed estimator. Our simulation studies show that our new estimator is clearly better than the pseudo-least squares estimator in estimation accuracy with a small price of computational cost. An application example on immune cell kinetics and trafficking for influenza infection further illustrates the benefits of the proposed new method.

Nonparametric estimation of location and scale parameters

KAUST Repository

Potgieter, C.J.; Lombard, F.

2012-01-01

Two random variables X and Y belong to the same location-scale family if there are constants μ and σ such that Y and μ+σX have the same distribution. In this paper we consider non-parametric estimation of the parameters μ and σ under minimal

Research on Radar Micro-Doppler Feature Parameter Estimation of Propeller Aircraft

Science.gov (United States)