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.

SBML-PET-MPI: a parallel parameter estimation tool for Systems Biology Markup Language based models.

Science.gov (United States)

Zi, Zhike

2011-04-01

Parameter estimation is crucial for the modeling and dynamic analysis of biological systems. However, implementing parameter estimation is time consuming and computationally demanding. Here, we introduced a parallel parameter estimation tool for Systems Biology Markup Language (SBML)-based models (SBML-PET-MPI). SBML-PET-MPI allows the user to perform parameter estimation and parameter uncertainty analysis by collectively fitting multiple experimental datasets. The tool is developed and parallelized using the message passing interface (MPI) protocol, which provides good scalability with the number of processors. SBML-PET-MPI is freely available for non-commercial use at http://www.bioss.uni-freiburg.de/cms/sbml-pet-mpi.html or http://sites.google.com/site/sbmlpetmpi/.

Optimization-based particle filter for state and parameter estimation

Institute of Scientific and Technical Information of China (English)

Li Fu; Qi Fei; Shi Guangming; Zhang Li

2009-01-01

In recent years, the theory of particle filter has been developed and widely used for state and parameter estimation in nonlinear/non-Gaussian systems. Choosing good importance density is a critical issue in particle filter design. In order to improve the approximation of posterior distribution, this paper provides an optimization-based algorithm (the steepest descent method) to generate the proposal distribution and then sample particles from the distribution. This algorithm is applied in 1-D case, and the simulation results show that the proposed particle filter performs better than the extended Kalman filter (EKF), the standard particle filter (PF), the extended Kalman particle filter (PF-EKF) and the unscented particle filter (UPF) both in efficiency and in estimation precision.

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.

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

A new Bayesian recursive technique for parameter estimation

Science.gov (United States)

Kaheil, Yasir H.; Gill, M. Kashif; McKee, Mac; Bastidas, Luis

2006-08-01

The performance of any model depends on how well its associated parameters are estimated. In the current application, a localized Bayesian recursive estimation (LOBARE) approach is devised for parameter estimation. The LOBARE methodology is an extension of the Bayesian recursive estimation (BARE) method. It is applied in this paper on two different types of models: an artificial intelligence (AI) model in the form of a support vector machine (SVM) application for forecasting soil moisture and a conceptual rainfall-runoff (CRR) model represented by the Sacramento soil moisture accounting (SAC-SMA) model. Support vector machines, based on statistical learning theory (SLT), represent the modeling task as a quadratic optimization problem and have already been used in various applications in hydrology. They require estimation of three parameters. SAC-SMA is a very well known model that estimates runoff. It has a 13-dimensional parameter space. In the LOBARE approach presented here, Bayesian inference is used in an iterative fashion to estimate the parameter space that will most likely enclose a best parameter set. This is done by narrowing the sampling space through updating the "parent" bounds based on their fitness. These bounds are actually the parameter sets that were selected by BARE runs on subspaces of the initial parameter space. The new approach results in faster convergence toward the optimal parameter set using minimum training/calibration data and fewer sets of parameter values. The efficacy of the localized methodology is also compared with the previously used BARE algorithm.

Fast Estimation Method of Space-Time Two-Dimensional Positioning Parameters Based on Hadamard Product

Directory of Open Access Journals (Sweden)

Haiwen Li

2018-01-01

Full Text Available The estimation speed of positioning parameters determines the effectiveness of the positioning system. The time of arrival (TOA and direction of arrival (DOA parameters can be estimated by the space-time two-dimensional multiple signal classification (2D-MUSIC algorithm for array antenna. However, this algorithm needs much time to complete the two-dimensional pseudo spectral peak search, which makes it difficult to apply in practice. Aiming at solving this problem, a fast estimation method of space-time two-dimensional positioning parameters based on Hadamard product is proposed in orthogonal frequency division multiplexing (OFDM system, and the Cramer-Rao bound (CRB is also presented. Firstly, according to the channel frequency domain response vector of each array, the channel frequency domain estimation vector is constructed using the Hadamard product form containing location information. Then, the autocorrelation matrix of the channel response vector for the extended array element in frequency domain and the noise subspace are calculated successively. Finally, by combining the closed-form solution and parameter pairing, the fast joint estimation for time delay and arrival direction is accomplished. The theoretical analysis and simulation results show that the proposed algorithm can significantly reduce the computational complexity and guarantee that the estimation accuracy is not only better than estimating signal parameters via rotational invariance techniques (ESPRIT algorithm and 2D matrix pencil (MP algorithm but also close to 2D-MUSIC algorithm. Moreover, the proposed algorithm also has certain adaptability to multipath environment and effectively improves the ability of fast acquisition of location parameters.

Adjustable Parameter-Based Distributed Fault Estimation Observer Design for Multiagent Systems With Directed Graphs.

Science.gov (United States)

Zhang, Ke; Jiang, Bin; Shi, Peng

2017-02-01

In this paper, a novel adjustable parameter (AP)-based distributed fault estimation observer (DFEO) is proposed for multiagent systems (MASs) with the directed communication topology. First, a relative output estimation error is defined based on the communication topology of MASs. Then a DFEO with AP is constructed with the purpose of improving the accuracy of fault estimation. Based on H ∞ and H 2 with pole placement, multiconstrained design is given to calculate the gain of DFEO. Finally, simulation results are presented to illustrate the feasibility and effectiveness of the proposed DFEO design with AP.

Parameter Estimation of a Delay Time Model of Wearing Parts Based on Objective Data

Directory of Open Access Journals (Sweden)

Y. Tang

2015-01-01

Full Text Available The wearing parts of a system have a very high failure frequency, making it necessary to carry out continual functional inspections and maintenance to protect the system from unscheduled downtime. This allows for the collection of a large amount of maintenance data. Taking the unique characteristics of the wearing parts into consideration, we establish their respective delay time models in ideal inspection cases and nonideal inspection cases. The model parameters are estimated entirely using the collected maintenance data. Then, a likelihood function of all renewal events is derived based on their occurring probability functions, and the model parameters are calculated with the maximum likelihood function method, which is solved by the CRM. Finally, using two wearing parts from the oil and gas drilling industry as examples—the filter element and the blowout preventer rubber core—the parameters of the distribution function of the initial failure time and the delay time for each example are estimated, and their distribution functions are obtained. Such parameter estimation based on objective data will contribute to the optimization of the reasonable function inspection interval and will also provide some theoretical models to support the integrity management of equipment or systems.

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.

Application of spreadsheet to estimate infiltration parameters

Directory of Open Access Journals (Sweden)

Mohammad Zakwan

2016-09-01

Full Text Available Infiltration is the process of flow of water into the ground through the soil surface. Soil water although contributes a negligible fraction of total water present on earth surface, but is of utmost importance for plant life. Estimation of infiltration rates is of paramount importance for estimation of effective rainfall, groundwater recharge, and designing of irrigation systems. Numerous infiltration models are in use for estimation of infiltration rates. The conventional graphical approach for estimation of infiltration parameters often fails to estimate the infiltration parameters precisely. The generalised reduced gradient (GRG solver is reported to be a powerful tool for estimating parameters of nonlinear equations and it has, therefore, been implemented to estimate the infiltration parameters in the present paper. Field data of infiltration rate available in literature for sandy loam soils of Umuahia, Nigeria were used to evaluate the performance of GRG solver. A comparative study of graphical method and GRG solver shows that the performance of GRG solver is better than that of conventional graphical method for estimation of infiltration rates. Further, the performance of Kostiakov model has been found to be better than the Horton and Philip's model in most of the cases based on both the approaches of parameter estimation.

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

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.

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

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.

Parameter-based estimation of CT dose index and image quality using an in-house android™-based software

International Nuclear Information System (INIS)

Mubarok, S; Lubis, L E; Pawiro, S A

2016-01-01

Compromise between radiation dose and image quality is essential in the use of CT imaging. CT dose index (CTDI) is currently the primary dosimetric formalisms in CT scan, while the low and high contrast resolutions are aspects indicating the image quality. This study was aimed to estimate CTDI vol and image quality measures through a range of exposure parameters variation. CTDI measurements were performed using PMMA (polymethyl methacrylate) phantom of 16 cm diameter, while the image quality test was conducted by using catphan ® 600. CTDI measurements were carried out according to IAEA TRS 457 protocol using axial scan mode, under varied parameters of tube voltage, collimation or slice thickness, and tube current. Image quality test was conducted accordingly under the same exposure parameters with CTDI measurements. An Android™ based software was also result of this study. The software was designed to estimate the value of CTDI vol with maximum difference compared to actual CTDI vol measurement of 8.97%. Image quality can also be estimated through CNR parameter with maximum difference to actual CNR measurement of 21.65%. (paper)

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

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)

Estimation of Temporal Gait Parameters Using a Wearable Microphone-Sensor-Based System

Directory of Open Access Journals (Sweden)

Cheng Wang

2016-12-01

Full Text Available Most existing wearable gait analysis methods focus on the analysis of data obtained from inertial sensors. This paper proposes a novel, low-cost, wireless and wearable gait analysis system which uses microphone sensors to collect footstep sound signals during walking. This is the first time a microphone sensor is used as a wearable gait analysis device as far as we know. Based on this system, a gait analysis algorithm for estimating the temporal parameters of gait is presented. The algorithm fully uses the fusion of two feet footstep sound signals and includes three stages: footstep detection, heel-strike event and toe-on event detection, and calculation of gait temporal parameters. Experimental results show that with a total of 240 data sequences and 1732 steps collected using three different gait data collection strategies from 15 healthy subjects, the proposed system achieves an average 0.955 F1-measure for footstep detection, an average 94.52% accuracy rate for heel-strike detection and 94.25% accuracy rate for toe-on detection. Using these detection results, nine temporal related gait parameters are calculated and these parameters are consistent with their corresponding normal gait temporal parameters and labeled data calculation results. The results verify the effectiveness of our proposed system and algorithm for temporal gait parameter estimation.

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...

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.

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.

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.

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.

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.

Detecting changes in ultrasound backscattered statistics by using Nakagami parameters: Comparisons of moment-based and maximum likelihood estimators.

Science.gov (United States)

Lin, Jen-Jen; Cheng, Jung-Yu; Huang, Li-Fei; Lin, Ying-Hsiu; Wan, Yung-Liang; Tsui, Po-Hsiang

2017-05-01

The Nakagami distribution is an approximation useful to the statistics of ultrasound backscattered signals for tissue characterization. Various estimators may affect the Nakagami parameter in the detection of changes in backscattered statistics. In particular, the moment-based estimator (MBE) and maximum likelihood estimator (MLE) are two primary methods used to estimate the Nakagami parameters of ultrasound signals. This study explored the effects of the MBE and different MLE approximations on Nakagami parameter estimations. Ultrasound backscattered signals of different scatterer number densities were generated using a simulation model, and phantom experiments and measurements of human liver tissues were also conducted to acquire real backscattered echoes. Envelope signals were employed to estimate the Nakagami parameters by using the MBE, first- and second-order approximations of MLE (MLE 1 and MLE 2 , respectively), and Greenwood approximation (MLE gw ) for comparisons. The simulation results demonstrated that, compared with the MBE and MLE 1 , the MLE 2 and MLE gw enabled more stable parameter estimations with small sample sizes. Notably, the required data length of the envelope signal was 3.6 times the pulse length. The phantom and tissue measurement results also showed that the Nakagami parameters estimated using the MLE 2 and MLE gw could simultaneously differentiate various scatterer concentrations with lower standard deviations and reliably reflect physical meanings associated with the backscattered statistics. Therefore, the MLE 2 and MLE gw are suggested as estimators for the development of Nakagami-based methodologies for ultrasound tissue characterization. Copyright © 2017 Elsevier B.V. All rights reserved.

Response-Based Estimation of Sea State Parameters

DEFF Research Database (Denmark)

Nielsen, Ulrik Dam

2007-01-01

of measured ship responses. It is therefore interesting to investigate how the filtering aspect, introduced by FRF, affects the final outcome of the estimation procedures. The paper contains a study based on numerical generated time series, and the study shows that filtering has an influence...... calculated by a 3-D time domain code and by closed-form (analytical) expressions, respectively. Based on comparisons with wave radar measurements and satellite measurements it is seen that the wave estimations based on closedform expressions exhibit a reasonable energy content, but the distribution of energy...

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

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 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....

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.

Estimation of the shape parameter of a generalized Pareto distribution based on a transformation to Pareto distributed variables

OpenAIRE

van Zyl, J. Martin

2012-01-01

Random variables of the generalized Pareto distribution, can be transformed to that of the Pareto distribution. Explicit expressions exist for the maximum likelihood estimators of the parameters of the Pareto distribution. The performance of the estimation of the shape parameter of generalized Pareto distributed using transformed observations, based on the probability weighted method is tested. It was found to improve the performance of the probability weighted estimator and performs good wit...

UD-DKF-based Parameters on-line Identification Method and AEKF-Based SOC Estimation Strategy of Lithium-ion Battery

Directory of Open Access Journals (Sweden)

Xuanju Dang

2014-09-01

Full Text Available State of charge (SOC is a significant parameter for the Battery Management System (BMS. The accurate estimation of the SOC can not only guarantee the SOC remaining within a reasonable scope of work, but also prevent the battery from being over or deeply-charged to extend the lifespan of battery. In this paper, the third-order RC equivalent circuit model is adopted to describe cell characteristics and the dual Kalman filter (DKF is used online to identify model parameters for battery. In order to avoid the impacts of rounding error calculation leading to the estimation error matrix loss of non-negative qualitative which result in the filtering divergence phenomenon, the UD decomposition method is applied for filtering time and state updates simultaneously to enhance the stability of the algorithm, reduce the computational complexity and improve the high recognition accuracy. Based on the obtained model parameters, Adaptive Extended Kalman Filter (AEKF is introduced to online estimate the SOC of battery. The simulation and experimental results demonstrate that the established third-order RC equivalent circuit model is effective, and the SOC estimation has a higher precision.

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.

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.

Model-based dynamic multi-parameter method for peak power estimation of lithium-ion batteries

NARCIS (Netherlands)

Sun, F.; Xiong, R.; He, H.; Li, W.; Aussems, J.E.E.

2012-01-01

A model-based dynamic multi-parameter method for peak power estimation is proposed for batteries and battery management systems (BMSs) used in hybrid electric vehicles (HEVs). The available power must be accurately calculated in order to not damage the battery by over charging or over discharging or

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 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.

Estimating the parameters of stochastic differential equations using a criterion function based on the Kolmogorov-Smirnov statistic

OpenAIRE

McDonald, A. David; Sandal, Leif Kristoffer

1998-01-01

Estimation of parameters in the drift and diffusion terms of stochastic differential equations involves simulation and generally requires substantial data sets. We examine a method that can be applied when available time series are limited to less than 20 observations per replication. We compare and contrast parameter estimation for linear and nonlinear first-order stochastic differential equations using two criterion functions: one based on a Chi-square statistic, put forward by Hurn and Lin...

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.

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

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.

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

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.

A Novel Nonlinear Parameter Estimation Method of Soft Tissues

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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.

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.

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

Estimating reliability of degraded system based on the probability density evolution with multi-parameter

Directory of Open Access Journals (Sweden)

Jiang Ge

2017-01-01

Full Text Available System degradation was usually caused by multiple-parameter degradation. The assessment result of system reliability by universal generating function was low accurate when compared with the Monte Carlo simulation. And the probability density function of the system output performance cannot be got. So the reliability assessment method based on the probability density evolution with multi-parameter was presented for complexly degraded system. Firstly, the system output function was founded according to the transitive relation between component parameters and the system output performance. Then, the probability density evolution equation based on the probability conservation principle and the system output function was established. Furthermore, probability distribution characteristics of the system output performance was obtained by solving differential equation. Finally, the reliability of the degraded system was estimated. This method did not need to discrete the performance parameters and can establish continuous probability density function of the system output performance with high calculation efficiency and low cost. Numerical example shows that this method is applicable to evaluate the reliability of multi-parameter degraded system.

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.

A new preprocessing parameter estimation based on geodesic active contour model for automatic vestibular neuritis diagnosis.

Science.gov (United States)

Ben Slama, Amine; Mouelhi, Aymen; Sahli, Hanene; Manoubi, Sondes; Mbarek, Chiraz; Trabelsi, Hedi; Fnaiech, Farhat; Sayadi, Mounir

2017-07-01

The diagnostic of the vestibular neuritis (VN) presents many difficulties to traditional assessment methods This paper deals with a fully automatic VN diagnostic system based on nystagmus parameter estimation using a pupil detection algorithm. A geodesic active contour model is implemented to find an accurate segmentation region of the pupil. Hence, the novelty of the proposed algorithm is to speed up the standard segmentation by using a specific mask located on the region of interest. This allows a drastically computing time reduction and a great performance and accuracy of the obtained results. After using this fast segmentation algorithm, the obtained estimated parameters are represented in temporal and frequency settings. A useful principal component analysis (PCA) selection procedure is then applied to obtain a reduced number of estimated parameters which are used to train a multi neural network (MNN). Experimental results on 90 eye movement videos show the effectiveness and the accuracy of the proposed estimation algorithm versus previous work. Copyright © 2017 Elsevier B.V. All rights reserved.

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.

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.

ESTIMATION ACCURACY OF EXPONENTIAL DISTRIBUTION PARAMETERS

Directory of Open Access Journals (Sweden)

muhammad zahid rashid

2011-04-01

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

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

A parameter tree approach to estimating system sensitivities to parameter sets

International Nuclear Information System (INIS)

Jarzemba, M.S.; Sagar, B.

2000-01-01

A post-processing technique for determining relative system sensitivity to groups of parameters and system components is presented. It is assumed that an appropriate parametric model is used to simulate system behavior using Monte Carlo techniques and that a set of realizations of system output(s) is available. The objective of our technique is to analyze the input vectors and the corresponding output vectors (that is, post-process the results) to estimate the relative sensitivity of the output to input parameters (taken singly and as a group) and thereby rank them. This technique is different from the design of experimental techniques in that a partitioning of the parameter space is not required before the simulation. A tree structure (which looks similar to an event tree) is developed to better explain the technique. Each limb of the tree represents a particular combination of parameters or a combination of system components. For convenience and to distinguish it from the event tree, we call it the parameter tree. To construct the parameter tree, the samples of input parameter values are treated as either a '+' or a '-' based on whether or not the sampled parameter value is greater than or less than a specified branching criterion (e.g., mean, median, percentile of the population). The corresponding system outputs are also segregated into similar bins. Partitioning the first parameter into a '+' or a '-' bin creates the first level of the tree containing two branches. At the next level, realizations associated with each first-level branch are further partitioned into two bins using the branching criteria on the second parameter and so on until the tree is fully populated. Relative sensitivities are then inferred from the number of samples associated with each branch of the tree. The parameter tree approach is illustrated by applying it to a number of preliminary simulations of the proposed high-level radioactive waste repository at Yucca Mountain, NV. Using a

Parameter estimation for lithium ion batteries

Science.gov (United States)

Santhanagopalan, Shriram

With an increase in the demand for lithium based batteries at the rate of about 7% per year, the amount of effort put into improving the performance of these batteries from both experimental and theoretical perspectives is increasing. There exist a number of mathematical models ranging from simple empirical models to complicated physics-based models to describe the processes leading to failure of these cells. The literature is also rife with experimental studies that characterize the various properties of the system in an attempt to improve the performance of lithium ion cells. However, very little has been done to quantify the experimental observations and relate these results to the existing mathematical models. In fact, the best of the physics based models in the literature show as much as 20% discrepancy when compared to experimental data. The reasons for such a big difference include, but are not limited to, numerical complexities involved in extracting parameters from experimental data and inconsistencies in interpreting directly measured values for the parameters. In this work, an attempt has been made to implement simplified models to extract parameter values that accurately characterize the performance of lithium ion cells. The validity of these models under a variety of experimental conditions is verified using a model discrimination procedure. Transport and kinetic properties are estimated using a non-linear estimation procedure. The initial state of charge inside each electrode is also maintained as an unknown parameter, since this value plays a significant role in accurately matching experimental charge/discharge curves with model predictions and is not readily known from experimental data. The second part of the dissertation focuses on parameters that change rapidly with time. For example, in the case of lithium ion batteries used in Hybrid Electric Vehicle (HEV) applications, the prediction of the State of Charge (SOC) of the cell under a variety of

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.

Estimation of parameter sensitivities for stochastic reaction networks

KAUST Repository

Gupta, Ankit

2016-01-07

Quantification of the effects of parameter uncertainty is an important and challenging problem in Systems Biology. We consider this problem in the context of stochastic models of biochemical reaction networks where the dynamics is described as a continuous-time Markov chain whose states represent the molecular counts of various species. For such models, effects of parameter uncertainty are often quantified by estimating the infinitesimal sensitivities of some observables with respect to model parameters. The aim of this talk is to present a holistic approach towards this problem of estimating parameter sensitivities for stochastic reaction networks. Our approach is based on a generic formula which allows us to construct efficient estimators for parameter sensitivity using simulations of the underlying model. We will discuss how novel simulation techniques, such as tau-leaping approximations, multi-level methods etc. can be easily integrated with our approach and how one can deal with stiff reaction networks where reactions span multiple time-scales. We will demonstrate the efficiency and applicability of our approach using many examples from the biological literature.

A model-based initial guess for estimating parameters in systems of ordinary differential equations.

Science.gov (United States)

Dattner, Itai

2015-12-01

The inverse problem of parameter estimation from noisy observations is a major challenge in statistical inference for dynamical systems. Parameter estimation is usually carried out by optimizing some criterion function over the parameter space. Unless the optimization process starts with a good initial guess, the estimation may take an unreasonable amount of time, and may converge to local solutions, if at all. In this article, we introduce a novel technique for generating good initial guesses that can be used by any estimation method. We focus on the fairly general and often applied class of systems linear in the parameters. The new methodology bypasses numerical integration and can handle partially observed systems. We illustrate the performance of the method using simulations and apply it to real data. © 2015, The International Biometric Society.

Estimation of biological parameters of marine organisms using linear and nonlinear acoustic scattering model-based inversion methods.

Science.gov (United States)

Chu, Dezhang; Lawson, Gareth L; Wiebe, Peter H

2016-05-01

The linear inversion commonly used in fisheries and zooplankton acoustics assumes a constant inversion kernel and ignores the uncertainties associated with the shape and behavior of the scattering targets, as well as other relevant animal parameters. Here, errors of the linear inversion due to uncertainty associated with the inversion kernel are quantified. A scattering model-based nonlinear inversion method is presented that takes into account the nonlinearity of the inverse problem and is able to estimate simultaneously animal abundance and the parameters associated with the scattering model inherent to the kernel. It uses sophisticated scattering models to estimate first, the abundance, and second, the relevant shape and behavioral parameters of the target organisms. Numerical simulations demonstrate that the abundance, size, and behavior (tilt angle) parameters of marine animals (fish or zooplankton) can be accurately inferred from the inversion by using multi-frequency acoustic data. The influence of the singularity and uncertainty in the inversion kernel on the inversion results can be mitigated by examining the singular values for linear inverse problems and employing a non-linear inversion involving a scattering model-based kernel.

A variational approach to parameter estimation in ordinary differential equations

Directory of Open Access Journals (Sweden)

Kaschek Daniel

2012-08-01

Full Text Available Abstract Background Ordinary differential equations are widely-used in the field of systems biology and chemical engineering to model chemical reaction networks. Numerous techniques have been developed to estimate parameters like rate constants, initial conditions or steady state concentrations from time-resolved data. In contrast to this countable set of parameters, the estimation of entire courses of network components corresponds to an innumerable set of parameters. Results The approach presented in this work is able to deal with course estimation for extrinsic system inputs or intrinsic reactants, both not being constrained by the reaction network itself. Our method is based on variational calculus which is carried out analytically to derive an augmented system of differential equations including the unconstrained components as ordinary state variables. Finally, conventional parameter estimation is applied to the augmented system resulting in a combined estimation of courses and parameters. Conclusions The combined estimation approach takes the uncertainty in input courses correctly into account. This leads to precise parameter estimates and correct confidence intervals. In particular this implies that small motifs of large reaction networks can be analysed independently of the rest. By the use of variational methods, elements from control theory and statistics are combined allowing for future transfer of methods between the two fields.

A variational approach to parameter estimation in ordinary differential equations.

Science.gov (United States)

Kaschek, Daniel; Timmer, Jens

2012-08-14

Ordinary differential equations are widely-used in the field of systems biology and chemical engineering to model chemical reaction networks. Numerous techniques have been developed to estimate parameters like rate constants, initial conditions or steady state concentrations from time-resolved data. In contrast to this countable set of parameters, the estimation of entire courses of network components corresponds to an innumerable set of parameters. The approach presented in this work is able to deal with course estimation for extrinsic system inputs or intrinsic reactants, both not being constrained by the reaction network itself. Our method is based on variational calculus which is carried out analytically to derive an augmented system of differential equations including the unconstrained components as ordinary state variables. Finally, conventional parameter estimation is applied to the augmented system resulting in a combined estimation of courses and parameters. The combined estimation approach takes the uncertainty in input courses correctly into account. This leads to precise parameter estimates and correct confidence intervals. In particular this implies that small motifs of large reaction networks can be analysed independently of the rest. By the use of variational methods, elements from control theory and statistics are combined allowing for future transfer of methods between the two fields.

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

An approach of parameter estimation for non-synchronous systems

International Nuclear Information System (INIS)

Xu Daolin; Lu Fangfang

2005-01-01

Synchronization-based parameter estimation is simple and effective but only available to synchronous systems. To come over this limitation, we propose a technique that the parameters of an unknown physical process (possibly a non-synchronous system) can be identified from a time series via a minimization procedure based on a synchronization control. The feasibility of this approach is illustrated in several chaotic systems

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.

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.

SOTER-based soil parameter estimates for Jordan (ver. 1.0)

NARCIS (Netherlands)

Batjes, N.H.

2013-01-01

This harmonized set of soil parameter estimates has been developed using an updated 1:500 000 scale Soil and Terrain (SOTER) Database for Jordan. The associated soil analytical data were derived from soil survey reports. These sources seldom hold all the physical and chemical attributes ideally

Constitutive error based parameter estimation technique for plate structures using free vibration signatures

Science.gov (United States)

Guchhait, Shyamal; Banerjee, Biswanath

2018-04-01

In this paper, a variant of constitutive equation error based material parameter estimation procedure for linear elastic plates is developed from partially measured free vibration sig-natures. It has been reported in many research articles that the mode shape curvatures are much more sensitive compared to mode shape themselves to localize inhomogeneity. Complying with this idea, an identification procedure is framed as an optimization problem where the proposed cost function measures the error in constitutive relation due to incompatible curvature/strain and moment/stress fields. Unlike standard constitutive equation error based procedure wherein a solution of a couple system is unavoidable in each iteration, we generate these incompatible fields via two linear solves. A simple, yet effective, penalty based approach is followed to incorporate measured data. The penalization parameter not only helps in incorporating corrupted measurement data weakly but also acts as a regularizer against the ill-posedness of the inverse problem. Explicit linear update formulas are then developed for anisotropic linear elastic material. Numerical examples are provided to show the applicability of the proposed technique. Finally, an experimental validation is also provided.

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.

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...

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....

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.

Action-reaction based parameters identification and states estimation of flexible systems

OpenAIRE

Khalil, Islam; Kunt, Emrah Deniz; Şabanoviç, Asif; Sabanovic, Asif

2012-01-01

This work attempts to identify and estimate flexible system's parameters and states by a simple utilization of the Action-Reaction law of dynamical systems. Attached actuator to a dynamical system or environmental interaction imposes an action that is instantaneously followed by a dynamical system reaction. The dynamical system's reaction carries full information about the dynamical system including system parameters, dynamics and externally applied forces that arise due to system interaction...

Estimation of trabecular bone parameters in children from multisequence MRI using texture-based regression

Energy Technology Data Exchange (ETDEWEB)

Lekadir, Karim, E-mail: karim.lekadir@upf.edu; Hoogendoorn, Corné [Center for Computational Imaging and Simulation Technologies in Biomedicine, Universitat Pompeu Fabra, Barcelona 08018 (Spain); Armitage, Paul [The Academic Unit of Radiology, The University of Sheffield, Sheffield S10 2JF (United Kingdom); Whitby, Elspeth [The Academic Unit of Reproductive and Developmental Medicine, The University of Sheffield, Sheffield S10 2SF (United Kingdom); King, David [The Academic Unit of Child Health, The University of Sheffield, Sheffield S10 2TH (United Kingdom); Dimitri, Paul [The Mellanby Centre for Bone Research, The University of Sheffield, Sheffield S10 2RX (United Kingdom); Frangi, Alejandro F. [Center for Computational Imaging and Simulation Technologies in Biomedicine, The University of Sheffield, Sheffield S1 3JD (United Kingdom)

2016-06-15

Purpose: This paper presents a statistical approach for the prediction of trabecular bone parameters from low-resolution multisequence magnetic resonance imaging (MRI) in children, thus addressing the limitations of high-resolution modalities such as HR-pQCT, including the significant exposure of young patients to radiation and the limited applicability of such modalities to peripheral bones in vivo. Methods: A statistical predictive model is constructed from a database of MRI and HR-pQCT datasets, to relate the low-resolution MRI appearance in the cancellous bone to the trabecular parameters extracted from the high-resolution images. The description of the MRI appearance is achieved between subjects by using a collection of feature descriptors, which describe the texture properties inside the cancellous bone, and which are invariant to the geometry and size of the trabecular areas. The predictive model is built by fitting to the training data a nonlinear partial least square regression between the input MRI features and the output trabecular parameters. Results: Detailed validation based on a sample of 96 datasets shows correlations >0.7 between the trabecular parameters predicted from low-resolution multisequence MRI based on the proposed statistical model and the values extracted from high-resolution HRp-QCT. Conclusions: The obtained results indicate the promise of the proposed predictive technique for the estimation of trabecular parameters in children from multisequence MRI, thus reducing the need for high-resolution radiation-based scans for a fragile population that is under development and growth.

Online state of charge and model parameter co-estimation based on a novel multi-timescale estimator for vanadium redox flow battery

International Nuclear Information System (INIS)

Wei, Zhongbao; Lim, Tuti Mariana; Skyllas-Kazacos, Maria; Wai, Nyunt; Tseng, King Jet

2016-01-01

Highlights: • Battery model parameters and SOC co-estimation is investigated. • The model parameters and OCV are decoupled and estimated independently. • Multiple timescales are adopted to improve precision and stability. • SOC is online estimated without using the open-circuit cell. • The method is robust to aging levels, flow rates, and battery chemistries. - Abstract: A key function of battery management system (BMS) is to provide accurate information of the state of charge (SOC) in real time, and this depends directly on the precise model parameterization. In this paper, a novel multi-timescale estimator is proposed to estimate the model parameters and SOC for vanadium redox flow battery (VRB) in real time. The model parameters and OCV are decoupled and estimated independently, effectively avoiding the possibility of cross interference between them. The analysis of model sensitivity, stability, and precision suggests the necessity of adopting different timescales for each estimator independently. Experiments are conducted to assess the performance of the proposed method. Results reveal that the model parameters are online adapted accurately thus the periodical calibration on them can be avoided. The online estimated terminal voltage and SOC are both benchmarked with the reference values. The proposed multi-timescale estimator has the merits of fast convergence, high precision, and good robustness against the initialization uncertainty, aging states, flow rates, and also battery chemistries.

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

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...

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.

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.

Action-reaction based parameters identification and states estimation of flexible systems

OpenAIRE

Khalil, Islam Shoukry Mohammed; Şabanoviç, Asif; Sabanovic, Asif

2010-01-01

This work attempts to identify and estimate flexible system’s parameters and states by a simple utilization of the Action-Reaction law of dynamical systems. Attached actuator to a dynamical system or environmental interaction imposes an action that is instantaneously followed by a dynamical system reaction. The dynamical system’s reaction carries full information about the dynamical system including system parameters, dynamics and externally applied forces that arise due to system interaction...

Modulating functions-based method for parameters and source estimation in one-dimensional partial differential equations

KAUST Repository

Asiri, Sharefa M.

2016-10-20

In this paper, modulating functions-based method is proposed for estimating space–time-dependent unknowns in one-dimensional partial differential equations. The proposed method simplifies the problem into a system of algebraic equations linear in unknown parameters. The well-posedness of the modulating functions-based solution is proved. The wave and the fifth-order KdV equations are used as examples to show the effectiveness of the proposed method in both noise-free and noisy cases.

Online Parameter Identification and State of Charge Estimation of Lithium-Ion Batteries Based on Forgetting Factor Recursive Least Squares and Nonlinear Kalman Filter

Directory of Open Access Journals (Sweden)

Bizhong Xia

2017-12-01

Full Text Available State of charge (SOC estimation is the core of any battery management system. Most closed-loop SOC estimation algorithms are based on the equivalent circuit model with fixed parameters. However, the parameters of the equivalent circuit model will change as temperature or SOC changes, resulting in reduced SOC estimation accuracy. In this paper, two SOC estimation algorithms with online parameter identification are proposed to solve this problem based on forgetting factor recursive least squares (FFRLS and nonlinear Kalman filter. The parameters of a Thevenin model are constantly updated by FFRLS. The nonlinear Kalman filter is used to perform the recursive operation to estimate SOC. Experiments in variable temperature environments verify the effectiveness of the proposed algorithms. A combination of four driving cycles is loaded on lithium-ion batteries to test the adaptability of the approaches to different working conditions. Under certain conditions, the average error of the SOC estimation dropped from 5.6% to 1.1% after adding the online parameters identification, showing that the estimation accuracy of proposed algorithms is greatly improved. Besides, simulated measurement noise is added to the test data to prove the robustness of the algorithms.

Online peak power prediction based on a parameter and state estimator for lithium-ion batteries in electric vehicles

International Nuclear Information System (INIS)

Pei, Lei; Zhu, Chunbo; Wang, Tiansi; Lu, Rengui; Chan, C.C.

2014-01-01

The goal of this study is to realize real-time predictions of the peak power/state of power (SOP) for lithium-ion batteries in electric vehicles (EVs). To allow the proposed method to be applicable to different temperature and aging conditions, a training-free battery parameter/state estimator is presented based on an equivalent circuit model using a dual extended Kalman filter (DEKF). In this estimator, the model parameters are no longer taken as functions of factors such as SOC (state of charge), temperature, and aging; instead, all parameters will be directly estimated under the present conditions, and the impact of the temperature and aging on the battery model will be included in the parameter identification results. Then, the peak power/SOP will be calculated using the estimated results under the given limits. As an improvement to the calculation method, a combined limit of current and voltage is proposed to obtain results that are more reasonable. Additionally, novel verification experiments are designed to provide the true values of the cells' peak power under various operating conditions. The proposed methods are implemented in experiments with LiFePO 4 /graphite cells. The validating results demonstrate that the proposed methods have good accuracy and high adaptability. - Highlights: • A real-time peak power/SOP prediction method for lithium-ion batteries is proposed. • A training-free method based on DEKF is presented for parameter identification. • The proposed method can be applied to different temperature and aging conditions. • The calculation of peak power under the current and voltage limits is improved. • Validation experiments are designed to verify the accuracy of prediction results

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.

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.

Accurate Frequency Estimation Based On Three-Parameter Sine-Fitting With Three FFT Samples

Directory of Open Access Journals (Sweden)

Liu Xin

2015-09-01

Full Text Available This paper presents a simple DFT-based golden section searching algorithm (DGSSA for the single tone frequency estimation. Because of truncation and discreteness in signal samples, Fast Fourier Transform (FFT and Discrete Fourier Transform (DFT are inevitable to cause the spectrum leakage and fence effect which lead to a low estimation accuracy. This method can improve the estimation accuracy under conditions of a low signal-to-noise ratio (SNR and a low resolution. This method firstly uses three FFT samples to determine the frequency searching scope, then – besides the frequency – the estimated values of amplitude, phase and dc component are obtained by minimizing the least square (LS fitting error of three-parameter sine fitting. By setting reasonable stop conditions or the number of iterations, the accurate frequency estimation can be realized. The accuracy of this method, when applied to observed single-tone sinusoid samples corrupted by white Gaussian noise, is investigated by different methods with respect to the unbiased Cramer-Rao Low Bound (CRLB. The simulation results show that the root mean square error (RMSE of the frequency estimation curve is consistent with the tendency of CRLB as SNR increases, even in the case of a small number of samples. The average RMSE of the frequency estimation is less than 1.5 times the CRLB with SNR = 20 dB and N = 512.

Accelerated maximum likelihood parameter estimation for stochastic biochemical systems

Directory of Open Access Journals (Sweden)

Daigle Bernie J

2012-05-01

. Conclusions This work provides a novel, accelerated version of a likelihood-based parameter estimation method that can be readily applied to stochastic biochemical systems. In addition, our results suggest opportunities for added efficiency improvements that will further enhance our ability to mechanistically simulate biological processes.

Estimation of Parameters in Mean-Reverting Stochastic Systems

Directory of Open Access Journals (Sweden)

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.

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.

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.

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.

State of Charge Estimation Based on Microscopic Driving Parameters for Electric Vehicle's Battery

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Enjian Yao

2013-01-01

Full Text Available Recently, battery-powered electric vehicle (EV has received wide attention due to less pollution during use, low noise, and high energy efficiency and is highly expected to improve urban air quality and then mitigate energy and environmental pressure. However, the widespread use of EV is still hindered by limited battery capacity and relatively short cruising range. This paper aims to propose a state of charge (SOC estimation method for EV’s battery necessary for route planning and dynamic route guidance, which can help EV drivers to search for the optimal energy-efficient routes and to reduce the risk of running out of electricity before arriving at the destination or charging station. Firstly, by analyzing the variation characteristics of power consumption rate with initial SOC and microscopic driving parameters (instantaneous speed and acceleration, a set of energy consumption rate models are established according to different operation modes. Then, the SOC estimation model is proposed based on the presented EV power consumption model. Finally, by comparing the estimated SOC with the measured SOC, the proposed SOC estimation method is proved to be highly accurate and effective, which can be well used in EV route planning and navigation systems.

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.

Probabilistic estimation of the constitutive parameters of polymers

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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.

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.

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.

Weighted Moments Estimators of the Parameters for the Extreme Value Distribution Based on the Multiply Type II Censored Sample

Directory of Open Access Journals (Sweden)

Jong-Wuu Wu

2013-01-01

Full Text Available We propose the weighted moments estimators (WMEs of the location and scale parameters for the extreme value distribution based on the multiply type II censored sample. Simulated mean squared errors (MSEs of best linear unbiased estimator (BLUE and exact MSEs of WMEs are compared to study the behavior of different estimation methods. The results show the best estimator among the WMEs and BLUE under different combinations of censoring schemes.

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

Science.gov (United States)

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

2015-11-20

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

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.

Small sample GEE estimation of regression parameters for longitudinal data.

Science.gov (United States)

Paul, Sudhir; Zhang, Xuemao

2014-09-28

Longitudinal (clustered) response data arise in many bio-statistical applications which, in general, cannot be assumed to be independent. Generalized estimating equation (GEE) is a widely used method to estimate marginal regression parameters for correlated responses. The advantage of the GEE is that the estimates of the regression parameters are asymptotically unbiased even if the correlation structure is misspecified, although their small sample properties are not known. In this paper, two bias adjusted GEE estimators of the regression parameters in longitudinal data are obtained when the number of subjects is small. One is based on a bias correction, and the other is based on a bias reduction. Simulations show that the performances of both the bias-corrected methods are similar in terms of bias, efficiency, coverage probability, average coverage length, impact of misspecification of correlation structure, and impact of cluster size on bias correction. Both these methods show superior properties over the GEE estimates for small samples. Further, analysis of data involving a small number of subjects also shows improvement in bias, MSE, standard error, and length of the confidence interval of the estimates by the two bias adjusted methods over the GEE estimates. For small to moderate sample sizes (N ≤50), either of the bias-corrected methods GEEBc and GEEBr can be used. However, the method GEEBc should be preferred over GEEBr, as the former is computationally easier. For large sample sizes, the GEE method can be used. Copyright © 2014 John Wiley & Sons, Ltd.

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.

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

Efficiency Optimization Control of IPM Synchronous Motor Drives with Online Parameter Estimation

Directory of Open Access Journals (Sweden)

Sadegh Vaez-Zadeh

2011-04-01

Full Text Available This paper describes an efficiency optimization control method for high performance interior permanent magnet synchronous motor drives with online estimation of motor parameters. The control system is based on an input-output feedback linearization method which provides high performance control and simultaneously ensures the minimization of the motor losses. The controllable electrical loss can be minimized by the optimal control of the armature current vector. It is shown that parameter variations except at near the nominal conditions have undesirable effect on the controller performance. Therefore, a parameter estimation method based on the second method of Lyapunov is presented which guarantees the stability and convergence of the estimation. The extensive simulation results show the feasibility of the proposed controller and observer and their desirable performances.

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.

SOTER-based soil parameter estimates for Central Africa - DR of Congo, Burundi and Rwanda (ver. 1.0)

NARCIS (Netherlands)

Batjes, N.H.

2014-01-01

This harmonized set of soil parameter estimates for Central Africa, comprising Burundi, the Democratic Republic of the Congo and Rwanda, was derived from the Soil and Terrain Database for Central Africa (SOTERCAF ver. 1.0) and the ISRIC-WISE soil profile database, using standardized taxonomy-based

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

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.

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

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.

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

Science.gov (United States)

He, Zhihua; Tao, Feixiang; Duan, Jia; Luo, Jingsheng

2018-01-01

The micro-motion modulation effect of the rotated propellers to radar echo can be a steady feature for aircraft target recognition. Thus, micro-Doppler feature parameter estimation is a key to accurate target recognition. In this paper, the radar echo of rotated propellers is modelled and simulated. Based on which, the distribution characteristics of the micro-motion modulation energy in time, frequency and time-frequency domain are analyzed. The micro-motion modulation energy produced by the scattering points of rotating propellers is accumulated using the Inverse-Radon (I-Radon) transform, which can be used to accomplish the estimation of micro-modulation parameter. Finally, it is proved that the proposed parameter estimation method is effective with measured data. The micro-motion parameters of aircraft can be used as the features of radar target recognition.

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.

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...

Weibull Parameters Estimation Based on Physics of Failure Model

DEFF Research Database (Denmark)

Kostandyan, Erik; Sørensen, John Dalsgaard

2012-01-01

Reliability estimation procedures are discussed for the example of fatigue development in solder joints using a physics of failure model. The accumulated damage is estimated based on a physics of failure model, the Rainflow counting algorithm and the Miner’s rule. A threshold model is used...... for degradation modeling and failure criteria determination. The time dependent accumulated damage is assumed linearly proportional to the time dependent degradation level. It is observed that the deterministic accumulated damage at the level of unity closely estimates the characteristic fatigue life of Weibull...

Output-only modal parameter estimator of linear time-varying structural systems based on vector TAR model and least squares support vector machine

Science.gov (United States)

Zhou, Si-Da; Ma, Yuan-Chen; Liu, Li; Kang, Jie; Ma, Zhi-Sai; Yu, Lei

2018-01-01

Identification of time-varying modal parameters contributes to the structural health monitoring, fault detection, vibration control, etc. of the operational time-varying structural systems. However, it is a challenging task because there is not more information for the identification of the time-varying systems than that of the time-invariant systems. This paper presents a vector time-dependent autoregressive model and least squares support vector machine based modal parameter estimator for linear time-varying structural systems in case of output-only measurements. To reduce the computational cost, a Wendland's compactly supported radial basis function is used to achieve the sparsity of the Gram matrix. A Gamma-test-based non-parametric approach of selecting the regularization factor is adapted for the proposed estimator to replace the time-consuming n-fold cross validation. A series of numerical examples have illustrated the advantages of the proposed modal parameter estimator on the suppression of the overestimate and the short data. A laboratory experiment has further validated the proposed estimator.

Complex step-based low-rank extended Kalman filtering for state-parameter estimation in subsurface transport models

KAUST Repository

El Gharamti, Mohamad; Hoteit, Ibrahim

2014-01-01

The accuracy of groundwater flow and transport model predictions highly depends on our knowledge of subsurface physical parameters. Assimilation of contaminant concentration data from shallow dug wells could help improving model behavior, eventually resulting in better forecasts. In this paper, we propose a joint state-parameter estimation scheme which efficiently integrates a low-rank extended Kalman filtering technique, namely the Singular Evolutive Extended Kalman (SEEK) filter, with the prominent complex-step method (CSM). The SEEK filter avoids the prohibitive computational burden of the Extended Kalman filter by updating the forecast along the directions of error growth only, called filter correction directions. CSM is used within the SEEK filter to efficiently compute model derivatives with respect to the state and parameters along the filter correction directions. CSM is derived using complex Taylor expansion and is second order accurate. It is proven to guarantee accurate gradient computations with zero numerical round-off errors, but requires complexifying the numerical code. We perform twin-experiments to test the performance of the CSM-based SEEK for estimating the state and parameters of a subsurface contaminant transport model. We compare the efficiency and the accuracy of the proposed scheme with two standard finite difference-based SEEK filters as well as with the ensemble Kalman filter (EnKF). Assimilation results suggest that the use of the CSM in the context of the SEEK filter may provide up to 80% more accurate solutions when compared to standard finite difference schemes and is competitive with the EnKF, even providing more accurate results in certain situations. We analyze the results based on two different observation strategies. We also discuss the complexification of the numerical code and show that this could be efficiently implemented in the context of subsurface flow models. © 2013 Elsevier B.V.

Complex step-based low-rank extended Kalman filtering for state-parameter estimation in subsurface transport models

KAUST Repository

El Gharamti, Mohamad

2014-02-01

The accuracy of groundwater flow and transport model predictions highly depends on our knowledge of subsurface physical parameters. Assimilation of contaminant concentration data from shallow dug wells could help improving model behavior, eventually resulting in better forecasts. In this paper, we propose a joint state-parameter estimation scheme which efficiently integrates a low-rank extended Kalman filtering technique, namely the Singular Evolutive Extended Kalman (SEEK) filter, with the prominent complex-step method (CSM). The SEEK filter avoids the prohibitive computational burden of the Extended Kalman filter by updating the forecast along the directions of error growth only, called filter correction directions. CSM is used within the SEEK filter to efficiently compute model derivatives with respect to the state and parameters along the filter correction directions. CSM is derived using complex Taylor expansion and is second order accurate. It is proven to guarantee accurate gradient computations with zero numerical round-off errors, but requires complexifying the numerical code. We perform twin-experiments to test the performance of the CSM-based SEEK for estimating the state and parameters of a subsurface contaminant transport model. We compare the efficiency and the accuracy of the proposed scheme with two standard finite difference-based SEEK filters as well as with the ensemble Kalman filter (EnKF). Assimilation results suggest that the use of the CSM in the context of the SEEK filter may provide up to 80% more accurate solutions when compared to standard finite difference schemes and is competitive with the EnKF, even providing more accurate results in certain situations. We analyze the results based on two different observation strategies. We also discuss the complexification of the numerical code and show that this could be efficiently implemented in the context of subsurface flow models. © 2013 Elsevier B.V.

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.

Parameter Estimation for Partial Differential Equations by Collage-Based Numerical Approximation

Directory of Open Access Journals (Sweden)

Xiaoyan Deng

2009-01-01

into a minimization problem of a function of several variables after the partial differential equation is approximated by a differential dynamical system. Then numerical schemes for solving this minimization problem are proposed, including grid approximation and ant colony optimization. The proposed schemes are applied to a parameter estimation problem for the Belousov-Zhabotinskii equation, and the results show that the proposed approximation method is efficient for both linear and nonlinear partial differential equations with respect to unknown parameters. At worst, the presented method provides an excellent starting point for traditional inversion methods that must first select a good starting point.

Estimation of metallurgical parameters of flotation process from froth visual features

Directory of Open Access Journals (Sweden)

Mohammad Massinaei

2015-06-01

Full Text Available The estimation of metallurgical parameters of flotation process from froth visual features is the ultimate goal of a machine vision based control system. In this study, a batch flotation system was operated under different process conditions and metallurgical parameters and froth image data were determined simultaneously. Algorithms have been developed for measuring textural and physical froth features from the captured images. The correlation between the froth features and metallurgical parameters was successfully modeled, using artificial neural networks. It has been shown that the performance parameters of flotation process can be accurately estimated from the extracted image features, which is of great importance for developing automatic control systems.

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.

Parameter estimation in a simple stochastic differential equation for phytoplankton modelling

DEFF Research Database (Denmark)

Møller, Jan Kloppenborg; Madsen, Henrik; Carstensen, Jacob

2011-01-01

The use of stochastic differential equations (SDEs) for simulation of aquatic ecosystems has attracted increasing attention in recent years. The SDE setting also provides the opportunity for statistical estimation of ecosystem parameters. We present an estimation procedure, based on Kalman...

An iterative stochastic ensemble method for parameter estimation of subsurface flow models

International Nuclear Information System (INIS)

Elsheikh, Ahmed H.; Wheeler, Mary F.; Hoteit, Ibrahim

2013-01-01

Parameter estimation for subsurface flow models is an essential step for maximizing the value of numerical simulations for future prediction and the development of effective control strategies. We propose the iterative stochastic ensemble method (ISEM) as a general method for parameter estimation based on stochastic estimation of gradients using an ensemble of directional derivatives. ISEM eliminates the need for adjoint coding and deals with the numerical simulator as a blackbox. The proposed method employs directional derivatives within a Gauss–Newton iteration. The update equation in ISEM resembles the update step in ensemble Kalman filter, however the inverse of the output covariance matrix in ISEM is regularized using standard truncated singular value decomposition or Tikhonov regularization. We also investigate the performance of a set of shrinkage based covariance estimators within ISEM. The proposed method is successfully applied on several nonlinear parameter estimation problems for subsurface flow models. The efficiency of the proposed algorithm is demonstrated by the small size of utilized ensembles and in terms of error convergence rates

An iterative stochastic ensemble method for parameter estimation of subsurface flow models

KAUST Repository

Elsheikh, Ahmed H.

2013-06-01

Parameter estimation for subsurface flow models is an essential step for maximizing the value of numerical simulations for future prediction and the development of effective control strategies. We propose the iterative stochastic ensemble method (ISEM) as a general method for parameter estimation based on stochastic estimation of gradients using an ensemble of directional derivatives. ISEM eliminates the need for adjoint coding and deals with the numerical simulator as a blackbox. The proposed method employs directional derivatives within a Gauss-Newton iteration. The update equation in ISEM resembles the update step in ensemble Kalman filter, however the inverse of the output covariance matrix in ISEM is regularized using standard truncated singular value decomposition or Tikhonov regularization. We also investigate the performance of a set of shrinkage based covariance estimators within ISEM. The proposed method is successfully applied on several nonlinear parameter estimation problems for subsurface flow models. The efficiency of the proposed algorithm is demonstrated by the small size of utilized ensembles and in terms of error convergence rates. © 2013 Elsevier Inc.

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

A One-Step-Ahead Smoothing-Based Joint Ensemble Kalman Filter for State-Parameter Estimation of Hydrological Models

KAUST Repository

El Gharamti, Mohamad

2015-11-26

The ensemble Kalman filter (EnKF) recursively integrates field data into simulation models to obtain a better characterization of the model’s state and parameters. These are generally estimated following a state-parameters joint augmentation strategy. In this study, we introduce a new smoothing-based joint EnKF scheme, in which we introduce a one-step-ahead smoothing of the state before updating the parameters. Numerical experiments are performed with a two-dimensional synthetic subsurface contaminant transport model. The improved performance of the proposed joint EnKF scheme compared to the standard joint EnKF compensates for the modest increase in the computational cost.

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

Marker-based estimation of genetic parameters in genomics.

Directory of Open Access Journals (Sweden)

Zhiqiu Hu

Full Text Available Linear mixed model (LMM analysis has been recently used extensively for estimating additive genetic variances and narrow-sense heritability in many genomic studies. While the LMM analysis is computationally less intensive than the Bayesian algorithms, it remains infeasible for large-scale genomic data sets. In this paper, we advocate the use of a statistical procedure known as symmetric differences squared (SDS as it may serve as a viable alternative when the LMM methods have difficulty or fail to work with large datasets. The SDS procedure is a general and computationally simple method based only on the least squares regression analysis. We carry out computer simulations and empirical analyses to compare the SDS procedure with two commonly used LMM-based procedures. Our results show that the SDS method is not as good as the LMM methods for small data sets, but it becomes progressively better and can match well with the precision of estimation by the LMM methods for data sets with large sample sizes. Its major advantage is that with larger and larger samples, it continues to work with the increasing precision of estimation while the commonly used LMM methods are no longer able to work under our current typical computing capacity. Thus, these results suggest that the SDS method can serve as a viable alternative particularly when analyzing 'big' genomic data sets.

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

A physics-based fractional order model and state of energy estimation for lithium ion batteries. Part II: Parameter identification and state of energy estimation for LiFePO4 battery

Science.gov (United States)

Li, Xiaoyu; Pan, Ke; Fan, Guodong; Lu, Rengui; Zhu, Chunbo; Rizzoni, Giorgio; Canova, Marcello

2017-11-01

State of energy (SOE) is an important index for the electrochemical energy storage system in electric vehicles. In this paper, a robust state of energy estimation method in combination with a physical model parameter identification method is proposed to achieve accurate battery state estimation at different operating conditions and different aging stages. A physics-based fractional order model with variable solid-state diffusivity (FOM-VSSD) is used to characterize the dynamic performance of a LiFePO4/graphite battery. In order to update the model parameter automatically at different aging stages, a multi-step model parameter identification method based on the lexicographic optimization is especially designed for the electric vehicle operating conditions. As the battery available energy changes with different applied load current profiles, the relationship between the remaining energy loss and the state of charge, the average current as well as the average squared current is modeled. The SOE with different operating conditions and different aging stages are estimated based on an adaptive fractional order extended Kalman filter (AFEKF). Validation results show that the overall SOE estimation error is within ±5%. The proposed method is suitable for the electric vehicle online applications.

Blind Compressed Sensing Parameter Estimation of Non-cooperative Frequency Hopping Signal

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Chen Ying

2016-10-01

Full Text Available To overcome the disadvantages of a non-cooperative frequency hopping communication system, such as a high sampling rate and inadequate prior information, parameter estimation based on Blind Compressed Sensing (BCS is proposed. The signal is precisely reconstructed by the alternating iteration of sparse coding and basis updating, and the hopping frequencies are directly estimated based on the results. Compared with conventional compressive sensing, blind compressed sensing does not require prior information of the frequency hopping signals; hence, it offers an effective solution to the inadequate prior information problem. In the proposed method, the signal is first modeled and then reconstructed by Orthonormal Block Diagonal Blind Compressed Sensing (OBD-BCS, and the hopping frequencies and hop period are finally estimated. The simulation results suggest that the proposed method can reconstruct and estimate the parameters of noncooperative frequency hopping signals with a low signal-to-noise ratio.

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…

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.

Test models for improving filtering with model errors through stochastic parameter estimation

International Nuclear Information System (INIS)

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

2010-01-01

The filtering skill for turbulent signals from nature is often limited by model errors created by utilizing an imperfect model for filtering. Updating the parameters in the imperfect model through stochastic parameter estimation is one way to increase filtering skill and model performance. Here a suite of stringent test models for filtering with stochastic parameter estimation is developed based on the Stochastic Parameterization Extended Kalman Filter (SPEKF). These new SPEKF-algorithms systematically correct both multiplicative and additive biases and involve exact formulas for propagating the mean and covariance including the parameters in the test model. A comprehensive study is presented of robust parameter regimes for increasing filtering skill through stochastic parameter estimation for turbulent signals as the observation time and observation noise are varied and even when the forcing is incorrectly specified. The results here provide useful guidelines for filtering turbulent signals in more complex systems with significant model errors.

Estimating parameters of speciation models based on refined summaries of the joint site-frequency spectrum.

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Aurélien Tellier

Full Text Available Understanding the processes and conditions under which populations diverge to give rise to distinct species is a central question in evolutionary biology. Since recently diverged populations have high levels of shared polymorphisms, it is challenging to distinguish between recent divergence with no (or very low inter-population gene flow and older splitting events with subsequent gene flow. Recently published methods to infer speciation parameters under the isolation-migration framework are based on summarizing polymorphism data at multiple loci in two species using the joint site-frequency spectrum (JSFS. We have developed two improvements of these methods based on a more extensive use of the JSFS classes of polymorphisms for species with high intra-locus recombination rates. First, using a likelihood based method, we demonstrate that taking into account low-frequency polymorphisms shared between species significantly improves the joint estimation of the divergence time and gene flow between species. Second, we introduce a local linear regression algorithm that considerably reduces the computational time and allows for the estimation of unequal rates of gene flow between species. We also investigate which summary statistics from the JSFS allow the greatest estimation accuracy for divergence time and migration rates for low (around 10 and high (around 100 numbers of loci. Focusing on cases with low numbers of loci and high intra-locus recombination rates we show that our methods for the estimation of divergence time and migration rates are more precise than existing approaches.

Measurement-based perturbation theory and differential equation parameter estimation with applications to satellite gravimetry

Science.gov (United States)

Xu, Peiliang

2018-06-01

The numerical integration method has been routinely used by major institutions worldwide, for example, NASA Goddard Space Flight Center and German Research Center for Geosciences (GFZ), to produce global gravitational models from satellite tracking measurements of CHAMP and/or GRACE types. Such Earth's gravitational products have found widest possible multidisciplinary applications in Earth Sciences. The method is essentially implemented by solving the differential equations of the partial derivatives of the orbit of a satellite with respect to the unknown harmonic coefficients under the conditions of zero initial values. From the mathematical and statistical point of view, satellite gravimetry from satellite tracking is essentially the problem of estimating unknown parameters in the Newton's nonlinear differential equations from satellite tracking measurements. We prove that zero initial values for the partial derivatives are incorrect mathematically and not permitted physically. The numerical integration method, as currently implemented and used in mathematics and statistics, chemistry and physics, and satellite gravimetry, is groundless, mathematically and physically. Given the Newton's nonlinear governing differential equations of satellite motion with unknown equation parameters and unknown initial conditions, we develop three methods to derive new local solutions around a nominal reference orbit, which are linked to measurements to estimate the unknown corrections to approximate values of the unknown parameters and the unknown initial conditions. Bearing in mind that satellite orbits can now be tracked almost continuously at unprecedented accuracy, we propose the measurement-based perturbation theory and derive global uniformly convergent solutions to the Newton's nonlinear governing differential equations of satellite motion for the next generation of global gravitational models. Since the solutions are global uniformly convergent, theoretically speaking

Estimating Stochastic Volatility Models using Prediction-based Estimating Functions

DEFF Research Database (Denmark)

Lunde, Asger; Brix, Anne Floor

to the performance of the GMM estimator based on conditional moments of integrated volatility from Bollerslev and Zhou (2002). The case where the observed log-price process is contaminated by i.i.d. market microstructure (MMS) noise is also investigated. First, the impact of MMS noise on the parameter estimates from......In this paper prediction-based estimating functions (PBEFs), introduced in Sørensen (2000), are reviewed and PBEFs for the Heston (1993) stochastic volatility model are derived. The finite sample performance of the PBEF based estimator is investigated in a Monte Carlo study, and compared...... to correctly account for the noise are investigated. Our Monte Carlo study shows that the estimator based on PBEFs outperforms the GMM estimator, both in the setting with and without MMS noise. Finally, an empirical application investigates the possible challenges and general performance of applying the PBEF...

Estimation of physiological parameters using knowledge-based factor analysis of dynamic nuclear medicine image sequences

International Nuclear Information System (INIS)

Yap, J.T.; Chen, C.T.; Cooper, M.

1995-01-01

The authors have previously developed a knowledge-based method of factor analysis to analyze dynamic nuclear medicine image sequences. In this paper, the authors analyze dynamic PET cerebral glucose metabolism and neuroreceptor binding studies. These methods have shown the ability to reduce the dimensionality of the data, enhance the image quality of the sequence, and generate meaningful functional images and their corresponding physiological time functions. The new information produced by the factor analysis has now been used to improve the estimation of various physiological parameters. A principal component analysis (PCA) is first performed to identify statistically significant temporal variations and remove the uncorrelated variations (noise) due to Poisson counting statistics. The statistically significant principal components are then used to reconstruct a noise-reduced image sequence as well as provide an initial solution for the factor analysis. Prior knowledge such as the compartmental models or the requirement of positivity and simple structure can be used to constrain the analysis. These constraints are used to rotate the factors to the most physically and physiologically realistic solution. The final result is a small number of time functions (factors) representing the underlying physiological processes and their associated weighting images representing the spatial localization of these functions. Estimation of physiological parameters can then be performed using the noise-reduced image sequence generated from the statistically significant PCs and/or the final factor images and time functions. These results are compared to the parameter estimation using standard methods and the original raw image sequences. Graphical analysis was performed at the pixel level to generate comparable parametric images of the slope and intercept (influx constant and distribution volume)

Application of genetic algorithms for parameter estimation in liquid chromatography

International Nuclear Information System (INIS)

Hernandez Torres, Reynier; Irizar Mesa, Mirtha; Tavares Camara, Leoncio Diogenes

2012-01-01

In chromatography, complex inverse problems related to the parameters estimation and process optimization are presented. Metaheuristics methods are known as general purpose approximated algorithms which seek and hopefully find good solutions at a reasonable computational cost. These methods are iterative process to perform a robust search of a solution space. Genetic algorithms are optimization techniques based on the principles of genetics and natural selection. They have demonstrated very good performance as global optimizers in many types of applications, including inverse problems. In this work, the effectiveness of genetic algorithms is investigated to estimate parameters in liquid chromatography

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...

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.

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.

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.

Multiphase flow parameter estimation based on laser scattering

Science.gov (United States)

Vendruscolo, Tiago P.; Fischer, Robert; Martelli, Cicero; Rodrigues, Rômulo L. P.; Morales, Rigoberto E. M.; da Silva, Marco J.

2015-07-01

The flow of multiple constituents inside a pipe or vessel, known as multiphase flow, is commonly found in many industry branches. The measurement of the individual flow rates in such flow is still a challenge, which usually requires a combination of several sensor types. However, in many applications, especially in industrial process control, it is not necessary to know the absolute flow rate of the respective phases, but rather to continuously monitor flow conditions in order to quickly detect deviations from the desired parameters. Here we show how a simple and low-cost sensor design can achieve this, by using machine-learning techniques to distinguishing the characteristic patterns of oblique laser light scattered at the phase interfaces. The sensor is capable of estimating individual phase fluxes (as well as their changes) in multiphase flows and may be applied to safety applications due to its quick response time.

Multiphase flow parameter estimation based on laser scattering

International Nuclear Information System (INIS)

Vendruscolo, Tiago P; Fischer, Robert; Martelli, Cicero; Da Silva, Marco J; Rodrigues, Rômulo L P; Morales, Rigoberto E M

2015-01-01

The flow of multiple constituents inside a pipe or vessel, known as multiphase flow, is commonly found in many industry branches. The measurement of the individual flow rates in such flow is still a challenge, which usually requires a combination of several sensor types. However, in many applications, especially in industrial process control, it is not necessary to know the absolute flow rate of the respective phases, but rather to continuously monitor flow conditions in order to quickly detect deviations from the desired parameters. Here we show how a simple and low-cost sensor design can achieve this, by using machine-learning techniques to distinguishing the characteristic patterns of oblique laser light scattered at the phase interfaces. The sensor is capable of estimating individual phase fluxes (as well as their changes) in multiphase flows and may be applied to safety applications due to its quick response time. (paper)

Parameter estimation with bio-inspired meta-heuristic optimization: modeling the dynamics of endocytosis

Directory of Open Access Journals (Sweden)

Tashkova Katerina

2011-10-01

Full Text Available Abstract Background We address the task of parameter estimation in models of the dynamics of biological systems based on ordinary differential equations (ODEs from measured data, where the models are typically non-linear and have many parameters, the measurements are imperfect due to noise, and the studied system can often be only partially observed. A representative task is to estimate the parameters in a model of the dynamics of endocytosis, i.e., endosome maturation, reflected in a cut-out switch transition between the Rab5 and Rab7 domain protein concentrations, from experimental measurements of these concentrations. The general parameter estimation task and the specific instance considered here are challenging optimization problems, calling for the use of advanced meta-heuristic optimization methods, such as evolutionary or swarm-based methods. Results We apply three global-search meta-heuristic algorithms for numerical optimization, i.e., differential ant-stigmergy algorithm (DASA, particle-swarm optimization (PSO, and differential evolution (DE, as well as a local-search derivative-based algorithm 717 (A717 to the task of estimating parameters in ODEs. We evaluate their performance on the considered representative task along a number of metrics, including the quality of reconstructing the system output and the complete dynamics, as well as the speed of convergence, both on real-experimental data and on artificial pseudo-experimental data with varying amounts of noise. We compare the four optimization methods under a range of observation scenarios, where data of different completeness and accuracy of interpretation are given as input. Conclusions Overall, the global meta-heuristic methods (DASA, PSO, and DE clearly and significantly outperform the local derivative-based method (A717. Among the three meta-heuristics, differential evolution (DE performs best in terms of the objective function, i.e., reconstructing the output, and in terms of

Parameter estimation with bio-inspired meta-heuristic optimization: modeling the dynamics of endocytosis.

Science.gov (United States)

Tashkova, Katerina; Korošec, Peter; Silc, Jurij; Todorovski, Ljupčo; Džeroski, Sašo

2011-10-11

We address the task of parameter estimation in models of the dynamics of biological systems based on ordinary differential equations (ODEs) from measured data, where the models are typically non-linear and have many parameters, the measurements are imperfect due to noise, and the studied system can often be only partially observed. A representative task is to estimate the parameters in a model of the dynamics of endocytosis, i.e., endosome maturation, reflected in a cut-out switch transition between the Rab5 and Rab7 domain protein concentrations, from experimental measurements of these concentrations. The general parameter estimation task and the specific instance considered here are challenging optimization problems, calling for the use of advanced meta-heuristic optimization methods, such as evolutionary or swarm-based methods. We apply three global-search meta-heuristic algorithms for numerical optimization, i.e., differential ant-stigmergy algorithm (DASA), particle-swarm optimization (PSO), and differential evolution (DE), as well as a local-search derivative-based algorithm 717 (A717) to the task of estimating parameters in ODEs. We evaluate their performance on the considered representative task along a number of metrics, including the quality of reconstructing the system output and the complete dynamics, as well as the speed of convergence, both on real-experimental data and on artificial pseudo-experimental data with varying amounts of noise. We compare the four optimization methods under a range of observation scenarios, where data of different completeness and accuracy of interpretation are given as input. Overall, the global meta-heuristic methods (DASA, PSO, and DE) clearly and significantly outperform the local derivative-based method (A717). Among the three meta-heuristics, differential evolution (DE) performs best in terms of the objective function, i.e., reconstructing the output, and in terms of convergence. These results hold for both real and

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.

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.

On Using Exponential Parameter Estimators with an Adaptive Controller

Science.gov (United States)

Patre, Parag; Joshi, Suresh M.

2011-01-01

Typical adaptive controllers are restricted to using a specific update law to generate parameter estimates. This paper investigates the possibility of using any exponential parameter estimator with an adaptive controller such that the system tracks a desired trajectory. The goal is to provide flexibility in choosing any update law suitable for a given application. The development relies on a previously developed concept of controller/update law modularity in the adaptive control literature, and the use of a converse Lyapunov-like theorem. Stability analysis is presented to derive gain conditions under which this is possible, and inferences are made about the tracking error performance. The development is based on a class of Euler-Lagrange systems that are used to model various engineering systems including space robots and manipulators.

Basic Earth's Parameters as estimated from VLBI observations

Directory of Open Access Journals (Sweden)

Ping Zhu

2017-11-01

Full Text Available The global Very Long Baseline Interferometry observation for measuring the Earth rotation's parameters was launched around 1970s. Since then the precision of the measurements is continuously improving by taking into account various instrumental and environmental effects. The MHB2000 nutation model was introduced in 2002, which is constructed based on a revised nutation series derived from 20 years VLBI observations (1980–1999. In this work, we firstly estimated the amplitudes of all nutation terms from the IERS-EOP-C04 VLBI global solutions w.r.t. IAU1980, then we further inferred the BEPs (Basic Earth's Parameters by fitting the major nutation terms. Meanwhile, the BEPs were obtained from the same nutation time series using a BI (Bayesian Inversion. The corrections to the precession rate and the estimated BEPs are in an agreement, independent of which methods have been applied.

Massive black-hole binary inspirals: results from the LISA parameter estimation taskforce

International Nuclear Information System (INIS)

Arun, K G; Babak, Stas; Porter, Edward K; Sintes, Alicia M; Berti, Emanuele; Cutler, Curt; Cornish, Neil; Gair, Jonathan; Hughes, Scott A; Lang, Ryan N; Iyer, Bala R; Sinha, Siddhartha; Mandel, Ilya; Sathyaprakash, Bangalore S; Van Den Broeck, Chris; Trias, Miquel; Volonteri, Marta

2009-01-01

The LISA Parameter Estimation Taskforce was formed in September 2007 to provide the LISA Project with vetted codes, source distribution models and results related to parameter estimation. The Taskforce's goal is to be able to quickly calculate the impact of any mission design changes on LISA's science capabilities, based on reasonable estimates of the distribution of astrophysical sources in the universe. This paper describes our Taskforce's work on massive black-hole binaries (MBHBs). Given present uncertainties in the formation history of MBHBs, we adopt four different population models, based on (i) whether the initial black-hole seeds are small or large and (ii) whether accretion is efficient or inefficient at spinning up the holes. We compare four largely independent codes for calculating LISA's parameter-estimation capabilities. All codes are based on the Fisher-matrix approximation, but in the past they used somewhat different signal models, source parametrizations and noise curves. We show that once these differences are removed, the four codes give results in extremely close agreement with each other. Using a code that includes both spin precession and higher harmonics in the gravitational-wave signal, we carry out Monte Carlo simulations and determine the number of events that can be detected and accurately localized in our four population models.

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.

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)

Estimation of Adjoint-Weighted Kinetics Parameters in Monte Carlo Wieland Calculations

International Nuclear Information System (INIS)

Choi, Sung Hoon; Shim, Hyung Jin

2013-01-01

The effective delayed neutron fraction, β eff , and the prompt neutron generation time, Λ, in the point kinetics equation are weighted by the adjoint flux to improve the accuracy of the reactivity estimate. Recently the Monte Carlo (MC) kinetics parameter estimation methods by using the self-consistent adjoint flux calculated in the MC forward simulations have been developed and successfully applied for the research reactor analyses. However these adjoint estimation methods based on the cycle-by-cycle genealogical table require a huge memory size to store the pedigree hierarchy. In this paper, we present a new adjoint estimation in which the pedigree of a single history is utilized by applying the MC Wielandt method. The effectiveness of the new method is demonstrated in the kinetics parameter estimations for infinite homogeneous two-group problems and the Godiva critical facility

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.

Parameter estimation of compact binaries using the inspiral and ringdown waveforms

International Nuclear Information System (INIS)

Luna, Manuel; Sintes, Alicia M

2006-01-01

We analyse the problem of parameter estimation for compact binary systems that could be detected by ground-based gravitational wave detectors. So far, this problem has only been dealt with for the inspiral and the ringdown phases separately. In this paper, we combine the information from both signals, and we study the improvement in parameter estimation, at a fixed signal-to-noise ratio, by including the ringdown signal without making any assumption on the merger phase. The study is performed for both initial and advanced LIGO and VIRGO detectors

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...

Improved double integral sliding mode MPPT controller based parameter estimation for a stand-alone photovoltaic system

International Nuclear Information System (INIS)

Chatrenour, Nasrin; Razmi, Hadi; Doagou-Mojarrad, Hasan

2017-01-01

Highlights: • IDISMC based MPPT algorithm is introduced. • Hurwitz stability theorem is used for switching surface coefficients computation. • GA approach is presented for parameter estimation of the stand-alone PV system. - Abstract: In this paper, an Improved Double Integral Sliding Mode MPPT Controller (IDISMC) for a stand-alone photovoltaic (PV) system is proposed. Performance of a sliding mode controller (SMC) is greatly influenced by the choice of the sliding surface. Switching surface coefficients were selected by the use of Hurwitz stability theorem. The IDISMC not only is robust against parametric and non-parametric uncertainties, but also has a very small steady-state error, thanks to the use of double integral of tracking voltage error in the definition of its sliding surface. For realistic simulation, Genetic Algorithm (GA) method was used to estimate parameters of solar panels model. The validity of the proposed double integral SMC in maximum power point tracking was approved by comparing the simulation results obtained for a sample PV system with the results of other methods.

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....

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.

A new M w estimation parameter for use in earthquake early warning systems

Science.gov (United States)

Wang, Zijun; Zhao, Boming

2018-01-01

We propose a method that employs the squared displacement integral ( ID2) to estimate earthquake magnitudes in real time for use in earthquake early warning (EEW) systems. Moreover, using τ c and P d for comparison, we establish formulas for estimating the moment magnitudes of these three parameters based on the selected aftershocks (4.0 ≤ M s ≤ 6.5) of the 2008 Wenchuan earthquake. In this comparison, the proposed ID2 method displays the highest accuracy. Furthermore, we investigate the applicability of the initial parameters to large earthquakes by estimating the magnitude of the Wenchuan M s 8.0 mainshock using a 3-s time window. Although these three parameters all display problems with saturation, the proposed ID2 parameter is relatively accurate. The evolutionary estimation of ID2 as a function of the time window shows that the estimation equation established with ID2 Ref determined from the first 8-s of P wave data can be directly applicable to predicate the magnitudes of 8.0. Therefore, the proposed ID2 parameter provides a robust estimator of earthquake moment magnitudes and can be used for EEW purposes.

Comparative studies of parameters based on the most probable versus an approximate linear extrapolation distance estimates for circular cylindrical absorbing rod

International Nuclear Information System (INIS)

Wassef, W.A.

1982-01-01

Estimates and techniques that are valid to calculate the linear extrapolation distance for an infinitely long circular cylindrical absorbing region are reviewed. Two estimates, in particular, are put into consideration, that is the most probable and the value resulting from an approximate technique based on matching the integral transport equation inside the absorber with the diffusion approximation in the surrounding infinite scattering medium. Consequently, the effective diffusion parameters and the blackness of the cylinder are derived and subjected to comparative studies. A computer code is set up to calculate and compare the different parameters, which is useful in reactor analysis and serves to establish a beneficial estimates that are amenable to direct application to reactor design codes

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.

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.

PARAMETER ESTIMATION OF THE HYBRID CENSORED LOMAX DISTRIBUTION

Directory of Open Access Journals (Sweden)

Samir Kamel Ashour

2010-12-01

Full Text Available Survival analysis is used in various fields for analyzing data involving the duration between two events. It is also known as event history analysis, lifetime data analysis, reliability analysis or time to event analysis. One of the difficulties which arise in this area is the presence of censored data. The lifetime of an individual is censored when it cannot be exactly measured but partial information is available. Different circumstances can produce different types of censoring. The two most common censoring schemes used in life testing experiments are Type-I and Type-II censoring schemes. Hybrid censoring scheme is mixture of Type-I and Type-II censoring scheme. In this paper we consider the estimation of parameters of Lomax distribution based on hybrid censored data. The parameters are estimated by the maximum likelihood and Bayesian methods. The Fisher information matrix has been obtained and it can be used for constructing asymptotic confidence intervals.

Bottom-up modeling approach for the quantitative estimation of parameters in pathogen-host interactions.

Science.gov (United States)

Lehnert, Teresa; Timme, Sandra; Pollmächer, Johannes; Hünniger, Kerstin; Kurzai, Oliver; Figge, Marc Thilo

2015-01-01

Opportunistic fungal pathogens can cause bloodstream infection and severe sepsis upon entering the blood stream of the host. The early immune response in human blood comprises the elimination of pathogens by antimicrobial peptides and innate immune cells, such as neutrophils or monocytes. Mathematical modeling is a predictive method to examine these complex processes and to quantify the dynamics of pathogen-host interactions. Since model parameters are often not directly accessible from experiment, their estimation is required by calibrating model predictions with experimental data. Depending on the complexity of the mathematical model, parameter estimation can be associated with excessively high computational costs in terms of run time and memory. We apply a strategy for reliable parameter estimation where different modeling approaches with increasing complexity are used that build on one another. This bottom-up modeling approach is applied to an experimental human whole-blood infection assay for Candida albicans. Aiming for the quantification of the relative impact of different routes of the immune response against this human-pathogenic fungus, we start from a non-spatial state-based model (SBM), because this level of model complexity allows estimating a priori unknown transition rates between various system states by the global optimization method simulated annealing. Building on the non-spatial SBM, an agent-based model (ABM) is implemented that incorporates the migration of interacting cells in three-dimensional space. The ABM takes advantage of estimated parameters from the non-spatial SBM, leading to a decreased dimensionality of the parameter space. This space can be scanned using a local optimization approach, i.e., least-squares error estimation based on an adaptive regular grid search, to predict cell migration parameters that are not accessible in experiment. In the future, spatio-temporal simulations of whole-blood samples may enable timely

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)

A self-adaptive genetic algorithm to estimate JA model parameters considering minor loops

Energy Technology Data Exchange (ETDEWEB)

Lu, Hai-liang; Wen, Xi-shan; Lan, Lei; An, Yun-zhu; Li, Xiao-ping

2015-01-15

A self-adaptive genetic algorithm for estimating Jiles–Atherton (JA) magnetic hysteresis model parameters is presented. The fitness function is established based on the distances between equidistant key points of normalized hysteresis loops. Linearity function and logarithm function are both adopted to code the five parameters of JA model. Roulette wheel selection is used and the selection pressure is adjusted adaptively by deducting a proportional which depends on current generation common value. The Crossover operator is established by combining arithmetic crossover and multipoint crossover. Nonuniform mutation is improved by adjusting the mutation ratio adaptively. The algorithm is used to estimate the parameters of one kind of silicon-steel sheet’s hysteresis loops, and the results are in good agreement with published data. - Highlights: • We present a method to find JA parameters for both major and minor loops. • Fitness function is based on distances between key points of normalized loops. • The selection pressure is adjusted adaptively based on generations.

A self-adaptive genetic algorithm to estimate JA model parameters considering minor loops

International Nuclear Information System (INIS)

Lu, Hai-liang; Wen, Xi-shan; Lan, Lei; An, Yun-zhu; Li, Xiao-ping

2015-01-01

A self-adaptive genetic algorithm for estimating Jiles–Atherton (JA) magnetic hysteresis model parameters is presented. The fitness function is established based on the distances between equidistant key points of normalized hysteresis loops. Linearity function and logarithm function are both adopted to code the five parameters of JA model. Roulette wheel selection is used and the selection pressure is adjusted adaptively by deducting a proportional which depends on current generation common value. The Crossover operator is established by combining arithmetic crossover and multipoint crossover. Nonuniform mutation is improved by adjusting the mutation ratio adaptively. The algorithm is used to estimate the parameters of one kind of silicon-steel sheet’s hysteresis loops, and the results are in good agreement with published data. - Highlights: • We present a method to find JA parameters for both major and minor loops. • Fitness function is based on distances between key points of normalized loops. • The selection pressure is adjusted adaptively based on generations

Some improved classification-based ridge parameter of Hoerl and ...

African Journals Online (AJOL)

Some improved classification-based ridge parameter of Hoerl and Kennard estimation techniques. ... This assumption is often violated and Ridge Regression estimator introduced by [2]has been identified to be more efficient than ordinary least square (OLS) in handling it. However, it requires a ridge parameter, K, of which ...

Application of Novel Lateral Tire Force Sensors to Vehicle Parameter Estimation of Electric Vehicles.

Science.gov (United States)

Nam, Kanghyun

2015-11-11

This article presents methods for estimating lateral vehicle velocity and tire cornering stiffness, which are key parameters in vehicle dynamics control, using lateral tire force measurements. Lateral tire forces acting on each tire are directly measured by load-sensing hub bearings that were invented and further developed by NSK Ltd. For estimating the lateral vehicle velocity, tire force models considering lateral load transfer effects are used, and a recursive least square algorithm is adapted to identify the lateral vehicle velocity as an unknown parameter. Using the estimated lateral vehicle velocity, tire cornering stiffness, which is an important tire parameter dominating the vehicle's cornering responses, is estimated. For the practical implementation, the cornering stiffness estimation algorithm based on a simple bicycle model is developed and discussed. Finally, proposed estimation algorithms were evaluated using experimental test data.

Estimation of Medium Voltage Cable Parameters for PD Detection

DEFF Research Database (Denmark)

Villefrance, Rasmus; Holbøll, Joachim T.; Henriksen, Mogens

1998-01-01

Medium voltage cable characteristics have been determined with respect to the parameters having influence on the evaluation of results from PD-measurements on paper/oil and XLPE-cables. In particular, parameters essential for discharge quantification and location were measured. In order to relate...... and phase constants. A method to estimate this propagation constant, based on high frequency measurements, will be presented and will be applied to different cable types under different conditions. The influence of temperature and test voltage was investigated. The relevance of the results for cable...

Blind CP-OFDM and ZP-OFDM Parameter Estimation in Frequency Selective Channels

Directory of Open Access Journals (Sweden)

Vincent Le Nir

2009-01-01

Full Text Available A cognitive radio system needs accurate knowledge of the radio spectrum it operates in. Blind modulation recognition techniques have been proposed to discriminate between single-carrier and multicarrier modulations and to estimate their parameters. Some powerful techniques use autocorrelation- and cyclic autocorrelation-based features of the transmitted signal applying to OFDM signals using a Cyclic Prefix time guard interval (CP-OFDM. In this paper, we propose a blind parameter estimation technique based on a power autocorrelation feature applying to OFDM signals using a Zero Padding time guard interval (ZP-OFDM which in particular excludes the use of the autocorrelation- and cyclic autocorrelation-based techniques. The proposed technique leads to an efficient estimation of the symbol duration and zero padding duration in frequency selective channels, and is insensitive to receiver phase and frequency offsets. Simulation results are given for WiMAX and WiMedia signals using realistic Stanford University Interim (SUI and Ultra-Wideband (UWB IEEE 802.15.4a channel models, respectively.

Improved Shape Parameter Estimation in Pareto Distributed Clutter with Neural Networks

Directory of Open Access Journals (Sweden)

José Raúl Machado-Fernández

2016-12-01

Full Text Available The main problem faced by naval radars is the elimination of the clutter input which is a distortion signal appearing mixed with target reflections. Recently, the Pareto distribution has been related to sea clutter measurements suggesting that it may provide a better fit than other traditional distributions. The authors propose a new method for estimating the Pareto shape parameter based on artificial neural networks. The solution achieves a precise estimation of the parameter, having a low computational cost, and outperforming the classic method which uses Maximum Likelihood Estimates (MLE. The presented scheme contributes to the development of the NATE detector for Pareto clutter, which uses the knowledge of clutter statistics for improving the stability of the detection, among other applications.

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.

HIV Model Parameter Estimates from Interruption Trial Data including Drug Efficacy and Reservoir Dynamics

Science.gov (United States)

Luo, Rutao; Piovoso, Michael J.; Martinez-Picado, Javier; Zurakowski, Ryan

2012-01-01

Mathematical models based on ordinary differential equations (ODE) have had significant impact on understanding HIV disease dynamics and optimizing patient treatment. A model that characterizes the essential disease dynamics can be used for prediction only if the model parameters are identifiable from clinical data. Most previous parameter identification studies for HIV have used sparsely sampled data from the decay phase following the introduction of therapy. In this paper, model parameters are identified from frequently sampled viral-load data taken from ten patients enrolled in the previously published AutoVac HAART interruption study, providing between 69 and 114 viral load measurements from 3–5 phases of viral decay and rebound for each patient. This dataset is considerably larger than those used in previously published parameter estimation studies. Furthermore, the measurements come from two separate experimental conditions, which allows for the direct estimation of drug efficacy and reservoir contribution rates, two parameters that cannot be identified from decay-phase data alone. A Markov-Chain Monte-Carlo method is used to estimate the model parameter values, with initial estimates obtained using nonlinear least-squares methods. The posterior distributions of the parameter estimates are reported and compared for all patients. PMID:22815727

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.

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.

View Estimation Based on Value System

Science.gov (United States)

Takahashi, Yasutake; Shimada, Kouki; Asada, Minoru

Estimation of a caregiver's view is one of the most important capabilities for a child to understand the behavior demonstrated by the caregiver, that is, to infer the intention of behavior and/or to learn the observed behavior efficiently. We hypothesize that the child develops this ability in the same way as behavior learning motivated by an intrinsic reward, that is, he/she updates the model of the estimated view of his/her own during the behavior imitated from the observation of the behavior demonstrated by the caregiver based on minimizing the estimation error of the reward during the behavior. From this view, this paper shows a method for acquiring such a capability based on a value system from which values can be obtained by reinforcement learning. The parameters of the view estimation are updated based on the temporal difference error (hereafter TD error: estimation error of the state value), analogous to the way such that the parameters of the state value of the behavior are updated based on the TD error. Experiments with simple humanoid robots show the validity of the method, and the developmental process parallel to young children's estimation of its own view during the imitation of the observed behavior of the caregiver is discussed.

Model-based estimation for dynamic cardiac studies using ECT.

Science.gov (United States)

Chiao, P C; Rogers, W L; Clinthorne, N H; Fessler, J A; Hero, A O

1994-01-01

The authors develop a strategy for joint estimation of physiological parameters and myocardial boundaries using ECT (emission computed tomography). They construct an observation model to relate parameters of interest to the projection data and to account for limited ECT system resolution and measurement noise. The authors then use a maximum likelihood (ML) estimator to jointly estimate all the parameters directly from the projection data without reconstruction of intermediate images. They also simulate myocardial perfusion studies based on a simplified heart model to evaluate the performance of the model-based joint ML estimator and compare this performance to the Cramer-Rao lower bound. Finally, the authors discuss model assumptions and potential uses of the joint estimation strategy.

Estimation of static parameters based on dynamical and physical properties in limestone rocks

Science.gov (United States)

Ghafoori, Mohammad; Rastegarnia, Ahmad; Lashkaripour, Gholam Reza

2018-01-01

Due to the importance of uniaxial compressive strength (UCS), static Young's modulus (ES) and shear wave velocity, it is always worth to predict these parameters from empirical relations that suggested for other formations with same lithology. This paper studies the physical, mechanical and dynamical properties of limestone rocks using the results of laboratory tests which carried out on 60 the Jahrum and the Asmari formations core specimens. The core specimens were obtained from the Bazoft dam site, hydroelectric supply and double-curvature arch dam in Iran. The Dynamic Young's modulus (Ed) and dynamic Poisson ratio were calculated using the existing relations. Some empirical relations were presented to estimate uniaxial compressive strength, as well as static Young's modulus and shear wave velocity (Vs). Results showed the static parameters such as uniaxial compressive strength and static Young's modulus represented low correlation with water absorption. It is also found that the uniaxial compressive strength and static Young's modulus had high correlation with compressional wave velocity and dynamic Young's modulus, respectively. Dynamic Young's modulus was 5 times larger than static Young's modulus. Further, the dynamic Poisson ratio was 1.3 times larger than static Poisson ratio. The relationship between shear wave velocity (Vs) and compressional wave velocity (Vp) was power and positive with high correlation coefficient. Prediction of uniaxial compressive strength based on Vp was better than that based on Vs . Generally, both UCS and static Young's modulus (ES) had good correlation with Ed.

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

A Particle Smoother with Sequential Importance Resampling for soil hydraulic parameter estimation: A lysimeter experiment

Science.gov (United States)

Montzka, Carsten; Hendricks Franssen, Harrie-Jan; Moradkhani, Hamid; Pütz, Thomas; Han, Xujun; Vereecken, Harry

2013-04-01

An adequate description of soil hydraulic properties is essential for a good performance of hydrological forecasts. So far, several studies showed that data assimilation could reduce the parameter uncertainty by considering soil moisture observations. However, these observations and also the model forcings were recorded with a specific measurement error. It seems a logical step to base state updating and parameter estimation on observations made at multiple time steps, in order to reduce the influence of outliers at single time steps given measurement errors and unknown model forcings. Such outliers could result in erroneous state estimation as well as inadequate parameters. This has been one of the reasons to use a smoothing technique as implemented for Bayesian data assimilation methods such as the Ensemble Kalman Filter (i.e. Ensemble Kalman Smoother). Recently, an ensemble-based smoother has been developed for state update with a SIR particle filter. However, this method has not been used for dual state-parameter estimation. In this contribution we present a Particle Smoother with sequentially smoothing of particle weights for state and parameter resampling within a time window as opposed to the single time step data assimilation used in filtering techniques. This can be seen as an intermediate variant between a parameter estimation technique using global optimization with estimation of single parameter sets valid for the whole period, and sequential Monte Carlo techniques with estimation of parameter sets evolving from one time step to another. The aims are i) to improve the forecast of evaporation and groundwater recharge by estimating hydraulic parameters, and ii) to reduce the impact of single erroneous model inputs/observations by a smoothing method. In order to validate the performance of the proposed method in a real world application, the experiment is conducted in a lysimeter environment.

Reduction of robot base parameters

International Nuclear Information System (INIS)

Vandanjon, P.O.

1995-01-01

This paper is a new step in the search of minimum dynamic parameters of robots. In spite of planing exciting trajectories and using base parameters, some parameters remain not identifiable due to the perturbation effects. In this paper, we propose methods to reduce the set of base parameters in order to get an essential set of parameters. This new set defines a simplified identification model witch improves the noise immunity of the estimation process. It contributes also in reducing the computation burden of a simplified dynamic model. Different methods are proposed and are classified in two parts: methods, witch perform reduction and identification together, come from statistical field and methods, witch reduces the model before the identification thanks to a priori information, come from numerical field like the QR factorization. Statistical tools and QR reduction are shown to be efficient and adapted to determine the essential parameters. They can be applied to open-loop, or graph structured rigid robot, as well as flexible-link robot. Application for the PUMA 560 robot is given. (authors). 9 refs., 4 tabs

Reduction of robot base parameters

Energy Technology Data Exchange (ETDEWEB)

Vandanjon, P O [CEA Centre d` Etudes de Saclay, 91 - Gif-sur-Yvette (France). Dept. des Procedes et Systemes Avances; Gautier, M [Nantes Univ., 44 (France)

1996-12-31

This paper is a new step in the search of minimum dynamic parameters of robots. In spite of planing exciting trajectories and using base parameters, some parameters remain not identifiable due to the perturbation effects. In this paper, we propose methods to reduce the set of base parameters in order to get an essential set of parameters. This new set defines a simplified identification model witch improves the noise immunity of the estimation process. It contributes also in reducing the computation burden of a simplified dynamic model. Different methods are proposed and are classified in two parts: methods, witch perform reduction and identification together, come from statistical field and methods, witch reduces the model before the identification thanks to a priori information, come from numerical field like the QR factorization. Statistical tools and QR reduction are shown to be efficient and adapted to determine the essential parameters. They can be applied to open-loop, or graph structured rigid robot, as well as flexible-link robot. Application for the PUMA 560 robot is given. (authors). 9 refs., 4 tabs.

Parameter and State Estimation of Large-Scale Complex Systems Using Python Tools

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M. Anushka S. Perera

2015-07-01

Full Text Available This paper discusses the topics related to automating parameter, disturbance and state estimation analysis of large-scale complex nonlinear dynamic systems using free programming tools. For large-scale complex systems, before implementing any state estimator, the system should be analyzed for structural observability and the structural observability analysis can be automated using Modelica and Python. As a result of structural observability analysis, the system may be decomposed into subsystems where some of them may be observable --- with respect to parameter, disturbances, and states --- while some may not. The state estimation process is carried out for those observable subsystems and the optimum number of additional measurements are prescribed for unobservable subsystems to make them observable. In this paper, an industrial case study is considered: the copper production process at Glencore Nikkelverk, Kristiansand, Norway. The copper production process is a large-scale complex system. It is shown how to implement various state estimators, in Python, to estimate parameters and disturbances, in addition to states, based on available measurements.

Application of Novel Lateral Tire Force Sensors to Vehicle Parameter Estimation of Electric Vehicles

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Kanghyun Nam

2015-11-01

Full Text Available This article presents methods for estimating lateral vehicle velocity and tire cornering stiffness, which are key parameters in vehicle dynamics control, using lateral tire force measurements. Lateral tire forces acting on each tire are directly measured by load-sensing hub bearings that were invented and further developed by NSK Ltd. For estimating the lateral vehicle velocity, tire force models considering lateral load transfer effects are used, and a recursive least square algorithm is adapted to identify the lateral vehicle velocity as an unknown parameter. Using the estimated lateral vehicle velocity, tire cornering stiffness, which is an important tire parameter dominating the vehicle’s cornering responses, is estimated. For the practical implementation, the cornering stiffness estimation algorithm based on a simple bicycle model is developed and discussed. Finally, proposed estimation algorithms were evaluated using experimental test data.

Genetic Parameter Estimates for Metabolizing Two Common Pharmaceuticals in Swine

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Jeremy T. Howard

2018-02-01

Full Text Available In livestock, the regulation of drugs used to treat livestock has received increased attention and it is currently unknown how much of the phenotypic variation in drug metabolism is due to the genetics of an animal. Therefore, the objective of the study was to determine the amount of phenotypic variation in fenbendazole and flunixin meglumine drug metabolism due to genetics. The population consisted of crossbred female and castrated male nursery pigs (n = 198 that were sired by boars represented by four breeds. The animals were spread across nine batches. Drugs were administered intravenously and blood collected a minimum of 10 times over a 48 h period. Genetic parameters for the parent drug and metabolite concentration within each drug were estimated based on pharmacokinetics (PK parameters or concentrations across time utilizing a random regression model. The PK parameters were estimated using a non-compartmental analysis. The PK model included fixed effects of sex and breed of sire along with random sire and batch effects. The random regression model utilized Legendre polynomials and included a fixed population concentration curve, sex, and breed of sire effects along with a random sire deviation from the population curve and batch effect. The sire effect included the intercept for all models except for the fenbendazole metabolite (i.e., intercept and slope. The mean heritability across PK parameters for the fenbendazole and flunixin meglumine parent drug (metabolite was 0.15 (0.18 and 0.31 (0.40, respectively. For the parent drug (metabolite, the mean heritability across time was 0.27 (0.60 and 0.14 (0.44 for fenbendazole and flunixin meglumine, respectively. The errors surrounding the heritability estimates for the random regression model were smaller compared to estimates obtained from PK parameters. Across both the PK and plasma drug concentration across model, a moderate heritability was estimated. The model that utilized the plasma drug

Genetic Parameter Estimates for Metabolizing Two Common Pharmaceuticals in Swine

Science.gov (United States)

Howard, Jeremy T.; Ashwell, Melissa S.; Baynes, Ronald E.; Brooks, James D.; Yeatts, James L.; Maltecca, Christian

2018-01-01

In livestock, the regulation of drugs used to treat livestock has received increased attention and it is currently unknown how much of the phenotypic variation in drug metabolism is due to the genetics of an animal. Therefore, the objective of the study was to determine the amount of phenotypic variation in fenbendazole and flunixin meglumine drug metabolism due to genetics. The population consisted of crossbred female and castrated male nursery pigs (n = 198) that were sired by boars represented by four breeds. The animals were spread across nine batches. Drugs were administered intravenously and blood collected a minimum of 10 times over a 48 h period. Genetic parameters for the parent drug and metabolite concentration within each drug were estimated based on pharmacokinetics (PK) parameters or concentrations across time utilizing a random regression model. The PK parameters were estimated using a non-compartmental analysis. The PK model included fixed effects of sex and breed of sire along with random sire and batch effects. The random regression model utilized Legendre polynomials and included a fixed population concentration curve, sex, and breed of sire effects along with a random sire deviation from the population curve and batch effect. The sire effect included the intercept for all models except for the fenbendazole metabolite (i.e., intercept and slope). The mean heritability across PK parameters for the fenbendazole and flunixin meglumine parent drug (metabolite) was 0.15 (0.18) and 0.31 (0.40), respectively. For the parent drug (metabolite), the mean heritability across time was 0.27 (0.60) and 0.14 (0.44) for fenbendazole and flunixin meglumine, respectively. The errors surrounding the heritability estimates for the random regression model were smaller compared to estimates obtained from PK parameters. Across both the PK and plasma drug concentration across model, a moderate heritability was estimated. The model that utilized the plasma drug

Parameter Estimation in Probit Model for Multivariate Multinomial Response Using SMLE

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Jaka Nugraha

2012-02-01

Full Text Available In  the  research  field  of  transportation,  market  research and  politics,  often involving  the  response  of  the multinomial multivariate  observations.  In  this  paper, we discused  a  modeling  of  multivariate  multinomial  responses  using  probit  model.  The estimated  parameters  were  calculated  using Maximum  Likelihood  Estimations  (MLE based  on  the  GHK  simulation.  method  known  as Simulated  Maximum  Likelihood Estimations (SMLE. Likelihood function on the Probit model contains probability values that must be resolved by simulation. By using  the GHK simulation algorithm,  the estimator equation has been obtained for the parameters in the model Probit  Keywords : Probit Model, Newton-Raphson Iteration,  GHK simulator, MLE, simulated log-likelihood

Accurate estimation of motion blur parameters in noisy remote sensing image

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Shi, Xueyan; Wang, Lin; Shao, Xiaopeng; Wang, Huilin; Tao, Zhong

2015-05-01

The relative motion between remote sensing satellite sensor and objects is one of the most common reasons for remote sensing image degradation. It seriously weakens image data interpretation and information extraction. In practice, point spread function (PSF) should be estimated firstly for image restoration. Identifying motion blur direction and length accurately is very crucial for PSF and restoring image with precision. In general, the regular light-and-dark stripes in the spectrum can be employed to obtain the parameters by using Radon transform. However, serious noise existing in actual remote sensing images often causes the stripes unobvious. The parameters would be difficult to calculate and the error of the result relatively big. In this paper, an improved motion blur parameter identification method to noisy remote sensing image is proposed to solve this problem. The spectrum characteristic of noisy remote sensing image is analyzed firstly. An interactive image segmentation method based on graph theory called GrabCut is adopted to effectively extract the edge of the light center in the spectrum. Motion blur direction is estimated by applying Radon transform on the segmentation result. In order to reduce random error, a method based on whole column statistics is used during calculating blur length. Finally, Lucy-Richardson algorithm is applied to restore the remote sensing images of the moon after estimating blur parameters. The experimental results verify the effectiveness and robustness of our algorithm.

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

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.

GRID-BASED EXPLORATION OF COSMOLOGICAL PARAMETER SPACE WITH SNAKE

International Nuclear Information System (INIS)

Mikkelsen, K.; Næss, S. K.; Eriksen, H. K.

2013-01-01

We present a fully parallelized grid-based parameter estimation algorithm for investigating multidimensional likelihoods called Snake, and apply it to cosmological parameter estimation. The basic idea is to map out the likelihood grid-cell by grid-cell according to decreasing likelihood, and stop when a certain threshold has been reached. This approach improves vastly on the 'curse of dimensionality' problem plaguing standard grid-based parameter estimation simply by disregarding grid cells with negligible likelihood. The main advantages of this method compared to standard Metropolis-Hastings Markov Chain Monte Carlo methods include (1) trivial extraction of arbitrary conditional distributions; (2) direct access to Bayesian evidences; (3) better sampling of the tails of the distribution; and (4) nearly perfect parallelization scaling. The main disadvantage is, as in the case of brute-force grid-based evaluation, a dependency on the number of parameters, N par . One of the main goals of the present paper is to determine how large N par can be, while still maintaining reasonable computational efficiency; we find that N par = 12 is well within the capabilities of the method. The performance of the code is tested by comparing cosmological parameters estimated using Snake and the WMAP-7 data with those obtained using CosmoMC, the current standard code in the field. We find fully consistent results, with similar computational expenses, but shorter wall time due to the perfect parallelization scheme

Headphone-To-Ear Transfer Function Estimation Using Measured Acoustic Parameters

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Jinlin Liu

2018-06-01

Full Text Available This paper proposes to use an optimal five-microphone array method to measure the headphone acoustic reflectance and equivalent sound sources needed in the estimation of headphone-to-ear transfer functions (HpTFs. The performance of this method is theoretically analyzed and experimentally investigated. With the measured acoustic parameters HpTFs for different headphones and ear canal area functions are estimated based on a computational acoustic model. The estimation results show that HpTFs vary considerably with headphones and ear canals, which suggests that individualized compensations for HpTFs are necessary for headphones to reproduce desired sounds for different listeners.

A coherent structure approach for parameter estimation in Lagrangian Data Assimilation

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Maclean, John; Santitissadeekorn, Naratip; Jones, Christopher K. R. T.

2017-12-01

We introduce a data assimilation method to estimate model parameters with observations of passive tracers by directly assimilating Lagrangian Coherent Structures. Our approach differs from the usual Lagrangian Data Assimilation approach, where parameters are estimated based on tracer trajectories. We employ the Approximate Bayesian Computation (ABC) framework to avoid computing the likelihood function of the coherent structure, which is usually unavailable. We solve the ABC by a Sequential Monte Carlo (SMC) method, and use Principal Component Analysis (PCA) to identify the coherent patterns from tracer trajectory data. Our new method shows remarkably improved results compared to the bootstrap particle filter when the physical model exhibits chaotic advection.

Modeling and Parameter Estimation of a Small Wind Generation System

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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.

Model-based estimation for dynamic cardiac studies using ECT

International Nuclear Information System (INIS)

Chiao, P.C.; Rogers, W.L.; Clinthorne, N.H.; Fessler, J.A.; Hero, A.O.

1994-01-01

In this paper, the authors develop a strategy for joint estimation of physiological parameters and myocardial boundaries using ECT (Emission Computed Tomography). The authors construct an observation model to relate parameters of interest to the projection data and to account for limited ECT system resolution and measurement noise. The authors then use a maximum likelihood (ML) estimator to jointly estimate all the parameters directly from the projection data without reconstruction of intermediate images. The authors also simulate myocardial perfusion studies based on a simplified heart model to evaluate the performance of the model-based joint ML estimator and compare this performance to the Cramer-Rao lower bound. Finally, model assumptions and potential uses of the joint estimation strategy are discussed

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.

Data Handling and Parameter Estimation

DEFF Research Database (Denmark)

Sin, Gürkan; Gernaey, Krist

2016-01-01

,engineers, and professionals. However, it is also expected that they will be useful both for graduate teaching as well as a stepping stone for academic researchers who wish to expand their theoretical interest in the subject. For the models selected to interpret the experimental data, this chapter uses available models from...... literature that are mostly based on the ActivatedSludge Model (ASM) framework and their appropriate extensions (Henze et al., 2000).The chapter presents an overview of the most commonly used methods in the estimation of parameters from experimental batch data, namely: (i) data handling and validation, (ii......Modelling is one of the key tools at the disposal of modern wastewater treatment professionals, researchers and engineers. It enables them to study and understand complex phenomena underlying the physical, chemical and biological performance of wastewater treatment plants at different temporal...

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...

Ecient Parameter Estimation and Control Based on a Modified LOS Guidance System of an Underwater Vehicle

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Elías Revestido Herrero

2017-12-01

Full Text Available In this work, a methodology is proposed for the improvement of the parameter estimation effciency of a non-linear manoeuvring model of a torpedo shaped unmanned underwater vehicle. For this purpose, data from different tests, were carried out with the aforementioned vehicle at the facilities of the Canal de Experiencias Hidrodinámicas del Pardo, Madrid. In the proposed methodology, the following aspects are taken into account in order to improve the parameter estimation effciency: selection of the sampling period, smoothing of the data acquired in the tests considering a compromise between variance and bias of the smoothing filter to be applied, analysis of the classical linear regression model proposed in each trial, from the statistical point of view for the estimation of the parameters. Improvements in effciency are verified by graphical and statistical methods. In addition, a modification of the conventional LOS method is proposed which provides satisfactory results in the presence of ocean currents by performing a simple procedure.

Analysis of a Kalman filter based method for on-line estimation of atmospheric dispersion parameters using radiation monitoring data

DEFF Research Database (Denmark)

Drews, Martin; Lauritzen, Bent; Madsen, Henrik

2005-01-01

A Kalman filter method is discussed for on-line estimation of radioactive release and atmospheric dispersion from a time series of off-site radiation monitoring data. The method is based on a state space approach, where a stochastic system equation describes the dynamics of the plume model...... parameters, and the observables are linked to the state variables through a static measurement equation. The method is analysed for three simple state space models using experimental data obtained at a nuclear research reactor. Compared to direct measurements of the atmospheric dispersion, the Kalman filter...... estimates are found to agree well with the measured parameters, provided that the radiation measurements are spread out in the cross-wind direction. For less optimal detector placement it proves difficult to distinguish variations in the source term and plume height; yet the Kalman filter yields consistent...

Estimation of Physical Parameters in Linear and Nonlinear Dynamic Systems

DEFF Research Database (Denmark)

Knudsen, Morten

variance and confidence ellipsoid is demonstrated. The relation is based on a new theorem on maxima of an ellipsoid. The procedure for input signal design and physical parameter estimation is tested on a number of examples, linear as well as nonlinear and simulated as well as real processes, and it appears...

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...

Preliminary Estimation of Kappa Parameter in Croatia

Science.gov (United States)

Stanko, Davor; Markušić, Snježana; Ivančić, Ines; Mario, Gazdek; Gülerce, Zeynep

2017-12-01

Spectral parameter kappa κ is used to describe spectral amplitude decay “crash syndrome” at high frequencies. The purpose of this research is to estimate spectral parameter kappa for the first time in Croatia based on small and moderate earthquakes. Recordings of local earthquakes with magnitudes higher than 3, epicentre distances less than 150 km, and focal depths less than 30 km from seismological stations in Croatia are used. The value of kappa was estimated from the acceleration amplitude spectrum of shear waves from the slope of the high-frequency part where the spectrum starts to decay rapidly to a noise floor. Kappa models as a function of a site and distance were derived from a standard linear regression of kappa-distance dependence. Site kappa was determined from the extrapolation of the regression line to a zero distance. The preliminary results of site kappa across Croatia are promising. In this research, these results are compared with local site condition parameters for each station, e.g. shear wave velocity in the upper 30 m from geophysical measurements and with existing global shear wave velocity - site kappa values. Spatial distribution of individual kappa’s is compared with the azimuthal distribution of earthquake epicentres. These results are significant for a couple of reasons: to extend the knowledge of the attenuation of near-surface crust layers of the Dinarides and to provide additional information on the local earthquake parameters for updating seismic hazard maps of studied area. Site kappa can be used in the re-creation, and re-calibration of attenuation of peak horizontal and/or vertical acceleration in the Dinarides area since information on the local site conditions were not included in the previous studies.

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.

Improved Accuracy of Nonlinear Parameter Estimation with LAV and Interval Arithmetic Methods

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Humberto Muñoz

2009-06-01

Full Text Available The reliable solution of nonlinear parameter es- timation problems is an important computational problem in many areas of science and engineering, including such applications as real time optimization. Its goal is to estimate accurate model parameters that provide the best fit to measured data, despite small- scale noise in the data or occasional large-scale mea- surement errors (outliers. In general, the estimation techniques are based on some kind of least squares or maximum likelihood criterion, and these require the solution of a nonlinear and non-convex optimiza- tion problem. Classical solution methods for these problems are local methods, and may not be reliable for finding the global optimum, with no guarantee the best model parameters have been found. Interval arithmetic can be used to compute completely and reliably the global optimum for the nonlinear para- meter estimation problem. Finally, experimental re- sults will compare the least squares, l2, and the least absolute value, l1, estimates using interval arithmetic in a chemical engineering application.

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.

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.)

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.

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.

Data-driven techniques to estimate parameters in a rate-dependent ferromagnetic hysteresis model

International Nuclear Information System (INIS)

Hu Zhengzheng; Smith, Ralph C.; Ernstberger, Jon M.

2012-01-01

The quantification of rate-dependent ferromagnetic hysteresis is important in a range of applications including high speed milling using Terfenol-D actuators. There exist a variety of frameworks for characterizing rate-dependent hysteresis including the magnetic model in Ref. , the homogenized energy framework, Preisach formulations that accommodate after-effects, and Prandtl-Ishlinskii models. A critical issue when using any of these models to characterize physical devices concerns the efficient estimation of model parameters through least squares data fits. A crux of this issue is the determination of initial parameter estimates based on easily measured attributes of the data. In this paper, we present data-driven techniques to efficiently and robustly estimate parameters in the homogenized energy model. This framework was chosen due to its physical basis and its applicability to ferroelectric, ferromagnetic and ferroelastic materials.

Online State Space Model Parameter Estimation in Synchronous Machines

Directory of Open Access Journals (Sweden)

Z. Gallehdari

2014-06-01

The suggested approach is evaluated for a sample synchronous machine model. Estimated parameters are tested for different inputs at different operating conditions. The effect of noise is also considered in this study. Simulation results show that the proposed approach provides good accuracy for parameter estimation.

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.

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

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)

GRID-BASED EXPLORATION OF COSMOLOGICAL PARAMETER SPACE WITH SNAKE

Energy Technology Data Exchange (ETDEWEB)

Mikkelsen, K.; Næss, S. K.; Eriksen, H. K., E-mail: kristin.mikkelsen@astro.uio.no [Institute of Theoretical Astrophysics, University of Oslo, P.O. Box 1029, Blindern, NO-0315 Oslo (Norway)

2013-11-10

We present a fully parallelized grid-based parameter estimation algorithm for investigating multidimensional likelihoods called Snake, and apply it to cosmological parameter estimation. The basic idea is to map out the likelihood grid-cell by grid-cell according to decreasing likelihood, and stop when a certain threshold has been reached. This approach improves vastly on the 'curse of dimensionality' problem plaguing standard grid-based parameter estimation simply by disregarding grid cells with negligible likelihood. The main advantages of this method compared to standard Metropolis-Hastings Markov Chain Monte Carlo methods include (1) trivial extraction of arbitrary conditional distributions; (2) direct access to Bayesian evidences; (3) better sampling of the tails of the distribution; and (4) nearly perfect parallelization scaling. The main disadvantage is, as in the case of brute-force grid-based evaluation, a dependency on the number of parameters, N{sub par}. One of the main goals of the present paper is to determine how large N{sub par} can be, while still maintaining reasonable computational efficiency; we find that N{sub par} = 12 is well within the capabilities of the method. The performance of the code is tested by comparing cosmological parameters estimated using Snake and the WMAP-7 data with those obtained using CosmoMC, the current standard code in the field. We find fully consistent results, with similar computational expenses, but shorter wall time due to the perfect parallelization scheme.

The Wigner-Ville Distribution Based on the Linear Canonical Transform and Its Applications for QFM Signal Parameters Estimation

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Yu-E Song

2014-01-01

Full Text Available The Wigner-Ville distribution (WVD based on the linear canonical transform (LCT (WDL not only has the advantages of the LCT but also has the good properties of WVD. In this paper, some new and important properties of the WDL are derived, and the relationships between WDL and some other time-frequency distributions are discussed, such as the ambiguity function based on LCT (LCTAF, the short-time Fourier transform (STFT, and the wavelet transform (WT. The WDLs of some signals are also deduced. A novel definition of the WVD based on the LCT and generalized instantaneous autocorrelation function (GWDL is proposed and its applications in the estimation of parameters for QFM signals are also discussed. The GWDL of the QFM signal generates an impulse and the third-order phase coefficient of QFM signal can be estimated in accordance with the position information of such impulse. The proposed algorithm is fast because it only requires 1-dimensional maximization. Also the new algorithm only has fourth-order nonlinearity thus it has accurate estimation and low signal-to-noise ratio (SNR threshold. The simulation results are provided to support the theoretical results.

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.

METAHEURISTIC OPTIMIZATION METHODS FOR PARAMETERS ESTIMATION OF DYNAMIC SYSTEMS

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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

Estimating Finite Rate of Population Increase for Sharks Based on Vital Parameters.

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Kwang-Ming Liu

Full Text Available The vital parameter data for 62 stocks, covering 38 species, collected from the literature, including parameters of age, growth, and reproduction, were log-transformed and analyzed using multivariate analyses. Three groups were identified and empirical equations were developed for each to describe the relationships between the predicted finite rates of population increase (λ' and the vital parameters, maximum age (Tmax, age at maturity (Tm, annual fecundity (f/Rc, size at birth (Lb, size at maturity (Lm, and asymptotic length (L∞. Group (1 included species with slow growth rates (0.034 yr(-1 < k < 0.103 yr(-1 and extended longevity (26 yr < Tmax < 81 yr, e.g., shortfin mako Isurus oxyrinchus, dusky shark Carcharhinus obscurus, etc.; Group (2 included species with fast growth rates (0.103 yr(-1 < k < 0.358 yr(-1 and short longevity (9 yr < Tmax < 26 yr, e.g., starspotted smoothhound Mustelus manazo, gray smoothhound M. californicus, etc.; Group (3 included late maturing species (Lm/L∞ ≧ 0.75 with moderate longevity (Tmax < 29 yr, e.g., pelagic thresher Alopias pelagicus, sevengill shark Notorynchus cepedianus. The empirical equation for all data pooled was also developed. The λ' values estimated by these empirical equations showed good agreement with those calculated using conventional demographic analysis. The predictability was further validated by an independent data set of three species. The empirical equations developed in this study not only reduce the uncertainties in estimation but also account for the difference in life history among groups. This method therefore provides an efficient and effective approach to the implementation of precautionary shark management measures.

Kinetic parameter estimation model for anaerobic co-digestion of waste activated sludge and microalgae.

Science.gov (United States)

Lee, Eunyoung; Cumberbatch, Jewel; Wang, Meng; Zhang, Qiong

2017-03-01

Anaerobic co-digestion has a potential to improve biogas production, but limited kinetic information is available for co-digestion. This study introduced regression-based models to estimate the kinetic parameters for the co-digestion of microalgae and Waste Activated Sludge (WAS). The models were developed using the ratios of co-substrates and the kinetic parameters for the single substrate as indicators. The models were applied to the modified first-order kinetics and Monod model to determine the rate of hydrolysis and methanogenesis for the co-digestion. The results showed that the model using a hyperbola function was better for the estimation of the first-order kinetic coefficients, while the model using inverse tangent function closely estimated the Monod kinetic parameters. The models can be used for estimating kinetic parameters for not only microalgae-WAS co-digestion but also other substrates' co-digestion such as microalgae-swine manure and WAS-aquatic plants. Copyright © 2016 Elsevier Ltd. All rights reserved.

Plasma parameter estimations for the Large Helical Device based on the gyro-reduced Bohm scaling

International Nuclear Information System (INIS)

Okamoto, Masao; Nakajima, Noriyoshi; Sugama, Hideo.

1991-10-01

A model of gyro-reduced Bohm scaling law is incorporated into a one-dimensional transport code to predict plasma parameters for the Large Helical Device (LHD). The transport code calculations reproduce well the LHD empirical scaling law and basic parameters and profiles of the LHD plasma are calculated. The amounts of toroidal currents (bootstrap current and beam-driven current) are also estimated. (author)

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.

Optimal Tuner Selection for Kalman-Filter-Based Aircraft Engine Performance Estimation

Science.gov (United States)

Simon, Donald L.; Garg, Sanjay

2011-01-01

An emerging approach in the field of aircraft engine controls and system health management is the inclusion of real-time, onboard models for the inflight estimation of engine performance variations. This technology, typically based on Kalman-filter concepts, enables the estimation of unmeasured engine performance parameters that can be directly utilized by controls, prognostics, and health-management applications. A challenge that complicates this practice is the fact that an aircraft engine s performance is affected by its level of degradation, generally described in terms of unmeasurable health parameters such as efficiencies and flow capacities related to each major engine module. Through Kalman-filter-based estimation techniques, the level of engine performance degradation can be estimated, given that there are at least as many sensors as health parameters to be estimated. However, in an aircraft engine, the number of sensors available is typically less than the number of health parameters, presenting an under-determined estimation problem. A common approach to address this shortcoming is to estimate a subset of the health parameters, referred to as model tuning parameters. The problem/objective is to optimally select the model tuning parameters to minimize Kalman-filterbased estimation error. A tuner selection technique has been developed that specifically addresses the under-determined estimation problem, where there are more unknown parameters than available sensor measurements. A systematic approach is applied to produce a model tuning parameter vector of appropriate dimension to enable estimation by a Kalman filter, while minimizing the estimation error in the parameters of interest. Tuning parameter selection is performed using a multi-variable iterative search routine that seeks to minimize the theoretical mean-squared estimation error of the Kalman filter. This approach can significantly reduce the error in onboard aircraft engine parameter estimation

Parameter estimations in predictive microbiology: Statistically sound modelling of the microbial growth rate.

Science.gov (United States)

Akkermans, Simen; Logist, Filip; Van Impe, Jan F

2018-04-01

When building models to describe the effect of environmental conditions on the microbial growth rate, parameter estimations can be performed either with a one-step method, i.e., directly on the cell density measurements, or in a two-step method, i.e., via the estimated growth rates. The two-step method is often preferred due to its simplicity. The current research demonstrates that the two-step method is, however, only valid if the correct data transformation is applied and a strict experimental protocol is followed for all experiments. Based on a simulation study and a mathematical derivation, it was demonstrated that the logarithm of the growth rate should be used as a variance stabilizing transformation. Moreover, the one-step method leads to a more accurate estimation of the model parameters and a better approximation of the confidence intervals on the estimated parameters. Therefore, the one-step method is preferred and the two-step method should be avoided. Copyright © 2017. Published by Elsevier Ltd.

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

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

Directory of Open Access Journals (Sweden)

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.

Mesoscopic modeling and parameter estimation of a lithium-ion battery based on LiFePO4/graphite

Science.gov (United States)

Jokar, Ali; Désilets, Martin; Lacroix, Marcel; Zaghib, Karim

2018-03-01

A novel numerical model for simulating the behavior of lithium-ion batteries based on LiFePO4(LFP)/graphite is presented. The model is based on the modified Single Particle Model (SPM) coupled to a mesoscopic approach for the LFP electrode. The model comprises one representative spherical particle as the graphite electrode, and N LFP units as the positive electrode. All the SPM equations are retained to model the negative electrode performance. The mesoscopic model rests on non-equilibrium thermodynamic conditions and uses a non-monotonic open circuit potential for each unit. A parameter estimation study is also carried out to identify all the parameters needed for the model. The unknown parameters are the solid diffusion coefficient of the negative electrode (Ds,n), reaction-rate constant of the negative electrode (Kn), negative and positive electrode porosity (εn&εn), initial State-Of-Charge of the negative electrode (SOCn,0), initial partial composition of the LFP units (yk,0), minimum and maximum resistance of the LFP units (Rmin&Rmax), and solution resistance (Rcell). The results show that the mesoscopic model can simulate successfully the electrochemical behavior of lithium-ion batteries at low and high charge/discharge rates. The model also describes adequately the lithiation/delithiation of the LFP particles, however, it is computationally expensive compared to macro-based models.

A new procedure for estimating the cell temperature of a high concentrator photovoltaic grid connected system based on atmospheric parameters

International Nuclear Information System (INIS)

Fernández, Eduardo F.; Almonacid, Florencia

2015-01-01

Highlights: • Concentrating grid-connected systems are working at maximum power point. • The operating cell temperature is inherently lower than at open circuit. • Two novel methods for estimating the cell temperature are proposed. • Both predict the operating cell temperature from atmospheric parameters. • Experimental results show that both methods perform effectively. - Abstract: The working cell temperature of high concentrator photovoltaic systems is a crucial parameter when analysing their performance and reliability. At the same time, due to the special features of this technology, the direct measurement of the cell temperature is very complex and is usually obtained by using different indirect methods. High concentrator photovoltaic modules in a system are operating at maximum power since they are connected to an inverter. So that, their cell temperature is lower than the cell temperature of a module at open-circuit voltage since an important part of the light power density is converted into electricity. In this paper, a procedure for indirectly estimating the cell temperature of a high concentrator photovoltaic system from atmospheric parameters is addressed. Therefore, this new procedure has the advantage that is valid for estimating the cell temperature of a system at any location of interest if the atmospheric parameters are available. To achieve this goal, two different methods are proposed: one based on simple mathematical relationships and another based on artificial intelligent techniques. Results show that both methods predicts the cell temperature of a module connected to an inverter with a low margin of error with a normalised root mean square error lower or equal than 3.3%, an absolute root mean square error lower or equal than 2 °C, a mean absolute error lower or equal then 1.5 °C, and a mean bias error and a mean relative error almost equal to 0%

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.

Combined Yamamoto approach for simultaneous estimation of adsorption isotherm and kinetic parameters in ion-exchange chromatography.

Science.gov (United States)

Rüdt, Matthias; Gillet, Florian; Heege, Stefanie; Hitzler, Julian; Kalbfuss, Bernd; Guélat, Bertrand

2015-09-25

Application of model-based design is appealing to support the development of protein chromatography in the biopharmaceutical industry. However, the required efforts for parameter estimation are frequently perceived as time-consuming and expensive. In order to speed-up this work, a new parameter estimation approach for modelling ion-exchange chromatography in linear conditions was developed. It aims at reducing the time and protein demand for the model calibration. The method combines the estimation of kinetic and thermodynamic parameters based on the simultaneous variation of the gradient slope and the residence time in a set of five linear gradient elutions. The parameters are estimated from a Yamamoto plot and a gradient-adjusted Van Deemter plot. The combined approach increases the information extracted per experiment compared to the individual methods. As a proof of concept, the combined approach was successfully applied for a monoclonal antibody on a cation-exchanger and for a Fc-fusion protein on an anion-exchange resin. The individual parameter estimations for the mAb confirmed that the new approach maintained the accuracy of the usual Yamamoto and Van Deemter plots. In the second case, offline size-exclusion chromatography was performed in order to estimate the thermodynamic parameters of an impurity (high molecular weight species) simultaneously with the main product. Finally, the parameters obtained from the combined approach were used in a lumped kinetic model to simulate the chromatography runs. The simulated chromatograms obtained for a wide range of gradient lengths and residence times showed only small deviations compared to the experimental data. Copyright © 2015 Elsevier B.V. All rights reserved.

Measurements for kinetic parameters estimation in the RA-0 research reactor

International Nuclear Information System (INIS)

Gomez, A; Bellino, P A

2012-01-01

In the present work, measurements based on the neutron noise technique and the inverse kinetic method were performed to estimate the different kinetic parameters of the reactor in its critical state. By means of the neutron noise technique, we obtained the current calibration factor of the ionization chamber M6 belonging to the power range channels of the reactor instrumentation. The maximum current allowed compatible with the maximum power authorized by the operation license was also obtained. Using the neutron noise technique, the reduced mean reproduction time (Λ*) was estimated. This parameter plays a fundamental role in the deterministic analysis of criticality accidents. Comparison with previous values justified performing new measurements to study systematic trends in the value of Λ*. Using the inverse kinetics method, the reactivity worth of the control rods was estimated, confirming the existence of spatial effects and trends previously observed (author)

Re-estimating temperature-dependent consumption parameters in bioenergetics models for juvenile Chinook salmon

Science.gov (United States)

Plumb, John M.; Moffitt, Christine M.

2015-01-01

Researchers have cautioned against the borrowing of consumption and growth parameters from other species and life stages in bioenergetics growth models. In particular, the function that dictates temperature dependence in maximum consumption (Cmax) within the Wisconsin bioenergetics model for Chinook Salmon Oncorhynchus tshawytscha produces estimates that are lower than those measured in published laboratory feeding trials. We used published and unpublished data from laboratory feeding trials with subyearling Chinook Salmon from three stocks (Snake, Nechako, and Big Qualicum rivers) to estimate and adjust the model parameters for temperature dependence in Cmax. The data included growth measures in fish ranging from 1.5 to 7.2 g that were held at temperatures from 14°C to 26°C. Parameters for temperature dependence in Cmax were estimated based on relative differences in food consumption, and bootstrapping techniques were then used to estimate the error about the parameters. We found that at temperatures between 17°C and 25°C, the current parameter values did not match the observed data, indicating that Cmax should be shifted by about 4°C relative to the current implementation under the bioenergetics model. We conclude that the adjusted parameters for Cmax should produce more accurate predictions from the bioenergetics model for subyearling Chinook Salmon.

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)

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 Modified Penalty Parameter Approach for Optimal Estimation of UH with Simultaneous Estimation of Infiltration Parameters

Science.gov (United States)

Bhattacharjya, Rajib Kumar

2018-05-01

The unit hydrograph and the infiltration parameters of a watershed can be obtained from observed rainfall-runoff data by using inverse optimization technique. This is a two-stage optimization problem. In the first stage, the infiltration parameters are obtained and the unit hydrograph ordinates are estimated in the second stage. In order to combine this two-stage method into a single stage one, a modified penalty parameter approach is proposed for converting the constrained optimization problem to an unconstrained one. The proposed approach is designed in such a way that the model initially obtains the infiltration parameters and then searches the optimal unit hydrograph ordinates. The optimization model is solved using Genetic Algorithms. A reduction factor is used in the penalty parameter approach so that the obtained optimal infiltration parameters are not destroyed during subsequent generation of genetic algorithms, required for searching optimal unit hydrograph ordinates. The performance of the proposed methodology is evaluated by using two example problems. The evaluation shows that the model is superior, simple in concept and also has the potential for field application.

A robust observer based on H∞ filtering with parameter uncertainties combined with Neural Networks for estimation of vehicle roll angle

Science.gov (United States)

Boada, Beatriz L.; Boada, Maria Jesus L.; Vargas-Melendez, Leandro; Diaz, Vicente

2018-01-01

Nowadays, one of the main objectives in road transport is to decrease the number of accident victims. Rollover accidents caused nearly 33% of all deaths from passenger vehicle crashes. Roll Stability Control (RSC) systems prevent vehicles from untripped rollover accidents. The lateral load transfer is the main parameter which is taken into account in the RSC systems. This parameter is related to the roll angle, which can be directly measured from a dual-antenna GPS. Nevertheless, this is a costly technique. For this reason, roll angle has to be estimated. In this paper, a novel observer based on H∞ filtering in combination with a neural network (NN) for the vehicle roll angle estimation is proposed. The design of this observer is based on four main criteria: to use a simplified vehicle model, to use signals of sensors which are installed onboard in current vehicles, to consider the inaccuracy in the system model and to attenuate the effect of the external disturbances. Experimental results show the effectiveness of the proposed observer.

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 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}.

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

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

A One-Step-Ahead Smoothing-Based Joint Ensemble Kalman Filter for State-Parameter Estimation of Hydrological Models

KAUST Repository

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

2015-01-01

The ensemble Kalman filter (EnKF) recursively integrates field data into simulation models to obtain a better characterization of the model’s state and parameters. These are generally estimated following a state-parameters joint augmentation

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.

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

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.

Estimation of economic parameters of U.S. hydropower resources

Energy Technology Data Exchange (ETDEWEB)

Hall, Douglas G. [Idaho National Lab. (INL), Idaho Falls, ID (United States). Idaho National Engineering and Environmental Lab. (INEEL); Hunt, Richard T. [Idaho National Lab. (INL), Idaho Falls, ID (United States). Idaho National Engineering and Environmental Lab. (INEEL); Reeves, Kelly S. [Idaho National Lab. (INL), Idaho Falls, ID (United States). Idaho National Engineering and Environmental Lab. (INEEL); Carroll, Greg R. [Idaho National Lab. (INL), Idaho Falls, ID (United States). Idaho National Engineering and Environmental Lab. (INEEL)

2003-06-01

Tools for estimating the cost of developing and operating and maintaining hydropower resources in the form of regression curves were developed based on historical plant data. Development costs that were addressed included: licensing, construction, and five types of environmental mitigation. It was found that the data for each type of cost correlated well with plant capacity. A tool for estimating the annual and monthly electric generation of hydropower resources was also developed. Additional tools were developed to estimate the cost of upgrading a turbine or a generator. The development and operation and maintenance cost estimating tools, and the generation estimating tool were applied to 2,155 U.S. hydropower sites representing a total potential capacity of 43,036 MW. The sites included totally undeveloped sites, dams without a hydroelectric plant, and hydroelectric plants that could be expanded to achieve greater capacity. Site characteristics and estimated costs and generation for each site were assembled in a database in Excel format that is also included within the EERE Library under the title, “Estimation of Economic Parameters of U.S. Hydropower Resources - INL Hydropower Resource Economics Database.”

Systematic parameter estimation in data-rich environments for cell signalling dynamics

Science.gov (United States)

Nim, Tri Hieu; Luo, Le; Clément, Marie-Véronique; White, Jacob K.; Tucker-Kellogg, Lisa

2013-01-01

Motivation: Computational models of biological signalling networks, based on ordinary differential equations (ODEs), have generated many insights into cellular dynamics, but the model-building process typically requires estimating rate parameters based on experimentally observed concentrations. New proteomic methods can measure concentrations for all molecular species in a pathway; this creates a new opportunity to decompose the optimization of rate parameters. Results: In contrast with conventional parameter estimation methods that minimize the disagreement between simulated and observed concentrations, the SPEDRE method fits spline curves through observed concentration points, estimates derivatives and then matches the derivatives to the production and consumption of each species. This reformulation of the problem permits an extreme decomposition of the high-dimensional optimization into a product of low-dimensional factors, each factor enforcing the equality of one ODE at one time slice. Coarsely discretized solutions to the factors can be computed systematically. Then the discrete solutions are combined using loopy belief propagation, and refined using local optimization. SPEDRE has unique asymptotic behaviour with runtime polynomial in the number of molecules and timepoints, but exponential in the degree of the biochemical network. SPEDRE performance is comparatively evaluated on a novel model of Akt activation dynamics including redox-mediated inactivation of PTEN (phosphatase and tensin homologue). Availability and implementation: Web service, software and supplementary information are available at www.LtkLab.org/SPEDRE Supplementary information: Supplementary data are available at Bioinformatics online. Contact: LisaTK@nus.edu.sg PMID:23426255

ALGORITHM FOR THE AUTOMATIC ESTIMATION OF AGRICULTURAL TREE GEOMETRIC PARAMETERS USING AIRBORNE LASER SCANNING DATA

Directory of Open Access Journals (Sweden)

E. Hadaś

2016-06-01

Full Text Available The estimation of dendrometric parameters has become an important issue for the agricultural planning and management. Since the classical field measurements are time consuming and inefficient, Airborne Laser Scanning (ALS data can be used for this purpose. Point clouds acquired for orchard areas allow to determine orchard structures and geometric parameters of individual trees. In this research we propose an automatic method that allows to determine geometric parameters of individual olive trees using ALS data. The method is based on the α-shape algorithm applied for normalized point clouds. The algorithm returns polygons representing crown shapes. For points located inside each polygon, we select the maximum height and the minimum height and then we estimate the tree height and the crown base height. We use the first two components of the Principal Component Analysis (PCA as the estimators for crown diameters. The α-shape algorithm requires to define the radius parameter R. In this study we investigated how sensitive are the results to the radius size, by comparing the results obtained with various settings of the R with reference values of estimated parameters from field measurements. Our study area was the olive orchard located in the Castellon Province, Spain. We used a set of ALS data with an average density of 4 points m−2. We noticed, that there was a narrow range of the R parameter, from 0.48 m to 0.80 m, for which all trees were detected and for which we obtained a high correlation coefficient (> 0.9 between estimated and measured values. We compared our estimates with field measurements. The RMSE of differences was 0.8 m for the tree height, 0.5 m for the crown base height, 0.6 m and 0.4 m for the longest and shorter crown diameter, respectively. The accuracy obtained with the method is thus sufficient for agricultural applications.

α-Decomposition for estimating parameters in common cause failure modeling based on causal inference

International Nuclear Information System (INIS)

Zheng, Xiaoyu; Yamaguchi, Akira; Takata, Takashi

2013-01-01

The traditional α-factor model has focused on the occurrence frequencies of common cause failure (CCF) events. Global α-factors in the α-factor model are defined as fractions of failure probability for particular groups of components. However, there are unknown uncertainties in the CCF parameters estimation for the scarcity of available failure data. Joint distributions of CCF parameters are actually determined by a set of possible causes, which are characterized by CCF-triggering abilities and occurrence frequencies. In the present paper, the process of α-decomposition (Kelly-CCF method) is developed to learn about sources of uncertainty in CCF parameter estimation. Moreover, it aims to evaluate CCF risk significances of different causes, which are named as decomposed α-factors. Firstly, a Hybrid Bayesian Network is adopted to reveal the relationship between potential causes and failures. Secondly, because all potential causes have different occurrence frequencies and abilities to trigger dependent failures or independent failures, a regression model is provided and proved by conditional probability. Global α-factors are expressed by explanatory variables (causes’ occurrence frequencies) and parameters (decomposed α-factors). At last, an example is provided to illustrate the process of hierarchical Bayesian inference for the α-decomposition process. This study shows that the α-decomposition method can integrate failure information from cause, component and system level. It can parameterize the CCF risk significance of possible causes and can update probability distributions of global α-factors. Besides, it can provide a reliable way to evaluate uncertainty sources and reduce the uncertainty in probabilistic risk assessment. It is recommended to build databases including CCF parameters and corresponding causes’ occurrence frequency of each targeted system

A distributed approach for parameters estimation in System Biology models

International Nuclear Information System (INIS)

Mosca, E.; Merelli, I.; Alfieri, R.; Milanesi, L.

2009-01-01

Due to the lack of experimental measurements, biological variability and experimental errors, the value of many parameters of the systems biology mathematical models is yet unknown or uncertain. A possible computational solution is the parameter estimation, that is the identification of the parameter values that determine the best model fitting respect to experimental data. We have developed an environment to distribute each run of the parameter estimation algorithm on a different computational resource. The key feature of the implementation is a relational database that allows the user to swap the candidate solutions among the working nodes during the computations. The comparison of the distributed implementation with the parallel one showed that the presented approach enables a faster and better parameter estimation of systems biology models.

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.

PARAMETER ESTIMATION OF VALVE STICTION USING ANT COLONY OPTIMIZATION

Directory of Open Access Journals (Sweden)

S. Kalaivani

2012-07-01

Full Text Available In this paper, a procedure for quantifying valve stiction in control loops based on ant colony optimization has been proposed. Pneumatic control valves are widely used in the process industry. The control valve contains non-linearities such as stiction, backlash, and deadband that in turn cause oscillations in the process output. Stiction is one of the long-standing problems and it is the most severe problem in the control valves. Thus the measurement data from an oscillating control loop can be used as a possible diagnostic signal to provide an estimate of the stiction magnitude. Quantification of control valve stiction is still a challenging issue. Prior to doing stiction detection and quantification, it is necessary to choose a suitable model structure to describe control-valve stiction. To understand the stiction phenomenon, the Stenman model is used. Ant Colony Optimization (ACO, an intelligent swarm algorithm, proves effective in various fields. The ACO algorithm is inspired from the natural trail following behaviour of ants. The parameters of the Stenman model are estimated using ant colony optimization, from the input-output data by minimizing the error between the actual stiction model output and the simulated stiction model output. Using ant colony optimization, Stenman model with known nonlinear structure and unknown parameters can be estimated.

Estimation of solid earth tidal parameters and FCN with VLBI

International Nuclear Information System (INIS)

Krásná, H.

2012-01-01

Measurements of a space-geodetic technique VLBI (Very Long Baseline Interferometry) are influenced by a variety of processes which have to be modelled and put as a priori information into the analysis of the space-geodetic data. The increasing accuracy of the VLBI measurements allows access to these parameters and provides possibilities to validate them directly from the measured data. The gravitational attraction of the Moon and the Sun causes deformation of the Earth's surface which can reach several decimetres in radial direction during a day. The displacement is a function of the so-called Love and Shida numbers. Due to the present accuracy of the VLBI measurements the parameters have to be specified as complex numbers, where the imaginary parts describe the anelasticity of the Earth's mantle. Moreover, it is necessary to distinguish between the single tides within the various frequency bands. In this thesis, complex Love and Shida numbers of twelve diurnal and five long-period tides included in the solid Earth tidal displacement modelling are estimated directly from the 27 years of VLBI measurements (1984.0 - 2011.0). In this work, the period of the Free Core Nutation (FCN) is estimated which shows up in the frequency dependent solid Earth tidal displacement as well as in a nutation model describing the motion of the Earth's axis in space. The FCN period in both models is treated as a single parameter and it is estimated in a rigorous global adjustment of the VLBI data. The obtained value of -431.18 ± 0.10 sidereal days differs slightly from the conventional value -431.39 sidereal days given in IERS Conventions 2010. An empirical FCN model based on variable amplitude and phase is determined, whose parameters are estimated in yearly steps directly within VLBI global solutions. (author) [de

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

Frequency-Domain Maximum-Likelihood Estimation of High-Voltage Pulse Transformer Model Parameters

CERN Document Server

Aguglia, D; Martins, C.D.A.

2014-01-01

This paper presents an offline frequency-domain nonlinear and stochastic identification method for equivalent model parameter estimation of high-voltage pulse transformers. Such kinds of transformers are widely used in the pulsed-power domain, and the difficulty in deriving pulsed-power converter optimal control strategies is directly linked to the accuracy of the equivalent circuit parameters. These components require models which take into account electric fields energies represented by stray capacitance in the equivalent circuit. These capacitive elements must be accurately identified, since they greatly influence the general converter performances. A nonlinear frequency-based identification method, based on maximum-likelihood estimation, is presented, and a sensitivity analysis of the best experimental test to be considered is carried out. The procedure takes into account magnetic saturation and skin effects occurring in the windings during the frequency tests. The presented method is validated by experim...

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…

A Gaussian mixture model based cost function for parameter estimation of chaotic biological systems

Science.gov (United States)

Shekofteh, Yasser; Jafari, Sajad; Sprott, Julien Clinton; Hashemi Golpayegani, S. Mohammad Reza; Almasganj, Farshad

2015-02-01

As we know, many biological systems such as neurons or the heart can exhibit chaotic behavior. Conventional methods for parameter estimation in models of these systems have some limitations caused by sensitivity to initial conditions. In this paper, a novel cost function is proposed to overcome those limitations by building a statistical model on the distribution of the real system attractor in state space. This cost function is defined by the use of a likelihood score in a Gaussian mixture model (GMM) which is fitted to the observed attractor generated by the real system. Using that learned GMM, a similarity score can be defined by the computed likelihood score of the model time series. We have applied the proposed method to the parameter estimation of two important biological systems, a neuron and a cardiac pacemaker, which show chaotic behavior. Some simulated experiments are given to verify the usefulness of the proposed approach in clean and noisy conditions. The results show the adequacy of the proposed cost function.

Statistical inference based on latent ability estimates

NARCIS (Netherlands)

Hoijtink, H.J.A.; Boomsma, A.

The quality of approximations to first and second order moments (e.g., statistics like means, variances, regression coefficients) based on latent ability estimates is being discussed. The ability estimates are obtained using either the Rasch, oi the two-parameter logistic model. Straightforward use

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.

Application of Firefly Algorithm for Parameter Estimation of Damped Compound Pendulum

Directory of Open Access Journals (Sweden)

Saad Mohd Sazli

2016-01-01

Full Text Available This paper presents an investigation into the parameter estimation of the damped compound pendulum using Firefly algorithm method. In estimating the damped compound pendulum, the system necessarily needs a good model. Therefore, the aim of the work described in this paper is to obtain a dynamic model of the damped compound pendulum. By considering a discrete time form for the system, an autoregressive with exogenous input (ARX model structures was selected. In order to collect input-output data from the experiment, the PRBS signal is used to be input signal to regulate the motor speed. Where, the output signal is taken from position sensor. Firefly algorithm (FA algorithm is used to estimate the model parameters based on model 2nd orders. The model validation was done by comparing the measured output against the predicted output in terms of the closeness of both outputs via mean square error (MSE value. The performance of FA is measured in terms of mean square error (MSE.

Parameter estimation in a stochastic model of the tubuloglomerular feedback mechanism in a rat nephron

DEFF Research Database (Denmark)

Ditlevsen, Susanne; Yip, Kay-Pong; Holstein-Rathlou, N.-H.

2005-01-01

by a variety of influences, which change over time (blood pressure, hormone levels, etc.). To estimate the key parameters of the model we have developed a new estimation method based on the oscillatory behavior of the data. The dynamics is characterized by the spectral density, which has been estimated...

Pedotransfer functions estimating soil hydraulic properties using different soil parameters

DEFF Research Database (Denmark)

Børgesen, Christen Duus; Iversen, Bo Vangsø; Jacobsen, Ole Hørbye

2008-01-01

Estimates of soil hydraulic properties using pedotransfer functions (PTF) are useful in many studies such as hydrochemical modelling and soil mapping. The objective of this study was to calibrate and test parametric PTFs that predict soil water retention and unsaturated hydraulic conductivity...... parameters. The PTFs are based on neural networks and the Bootstrap method using different sets of predictors and predict the van Genuchten/Mualem parameters. A Danish soil data set (152 horizons) dominated by sandy and sandy loamy soils was used in the development of PTFs to predict the Mualem hydraulic...... conductivity parameters. A larger data set (1618 horizons) with a broader textural range was used in the development of PTFs to predict the van Genuchten parameters. The PTFs using either three or seven textural classes combined with soil organic mater and bulk density gave the most reliable predictions...

Genetic Algorithms for a Parameter Estimation of a Fermentation Process Model: A Comparison

Directory of Open Access Journals (Sweden)

Olympia Roeva

2005-12-01

Full Text Available In this paper the problem of a parameter estimation using genetic algorithms is examined. A case study considering the estimation of 6 parameters of a nonlinear dynamic model of E. coli fermentation is presented as a test problem. The parameter estimation problem is stated as a nonlinear programming problem subject to nonlinear differential-algebraic constraints. This problem is known to be frequently ill-conditioned and multimodal. Thus, traditional (gradient-based local optimization methods fail to arrive satisfied solutions. To overcome their limitations, the use of different genetic algorithms as stochastic global optimization methods is explored. These algorithms are proved to be very suitable for the optimization of highly non-linear problems with many variables. Genetic algorithms can guarantee global optimality and robustness. These facts make them advantageous in use for parameter identification of fermentation models. A comparison between simple, modified and multi-population genetic algorithms is presented. The best result is obtained using the modified genetic algorithm. The considered algorithms converged very closely to the cost value but the modified algorithm is in times faster than other two.

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.

Utilising temperature differences as constraints for estimating parameters in a simple climate model

International Nuclear Information System (INIS)

Bodman, Roger W; Karoly, David J; Enting, Ian G

2010-01-01

Simple climate models can be used to estimate the global temperature response to increasing greenhouse gases. Changes in the energy balance of the global climate system are represented by equations that necessitate the use of uncertain parameters. The values of these parameters can be estimated from historical observations, model testing, and tuning to more complex models. Efforts have been made at estimating the possible ranges for these parameters. This study continues this process, but demonstrates two new constraints. Previous studies have shown that land-ocean temperature differences are only weakly correlated with global mean temperature for natural internal climate variations. Hence, these temperature differences provide additional information that can be used to help constrain model parameters. In addition, an ocean heat content ratio can also provide a further constraint. A pulse response technique was used to identify relative parameter sensitivity which confirmed the importance of climate sensitivity and ocean vertical diffusivity, but the land-ocean warming ratio and the land-ocean heat exchange coefficient were also found to be important. Experiments demonstrate the utility of the land-ocean temperature difference and ocean heat content ratio for setting parameter values. This work is based on investigations with MAGICC (Model for the Assessment of Greenhouse-gas Induced Climate Change) as the simple climate model.

State and Kinetic Parameters Estimation of Bio-Ethanol Production with Immobilized Cells

OpenAIRE

Mihaylova, Iva; Popova, Silviya; Kostov, Georgi; Ignatova, Maya; Lubenova, Velislava; Naydenova, Vessela; Pircheva, Desislava; Angelov, Mihail

2013-01-01

In this paper, state and kinetic parameters estimation based on extended Kalman filter (EKF) is proposed. Experimental data from alcoholic fermentation process with immobilized cells is used. The measurements of glucose and ethanol concentration are used as on-line measurements for observers design and biomass concentration is used for results verification. Biomass, substrate and product concentrations inside immobilized compounds are estimated using the proposed algorithm. Monitoring of the ...

On Compressed Sensing and the Estimation of Continuous Parameters From Noisy Observations

DEFF Research Database (Denmark)

Nielsen, Jesper Kjær; Christensen, Mads Græsbøll; Jensen, Søren Holdt

2012-01-01

Compressed sensing (CS) has in recent years become a very popular way of sampling sparse signals. This sparsity is measured with respect to some known dictionary consisting of a finite number of atoms. Most models for real world signals, however, are parametrised by continuous parameters correspo......Compressed sensing (CS) has in recent years become a very popular way of sampling sparse signals. This sparsity is measured with respect to some known dictionary consisting of a finite number of atoms. Most models for real world signals, however, are parametrised by continuous parameters...... corresponding to a dictionary with an infinite number of atoms. Examples of such parameters are the temporal and spatial frequency. In this paper, we analyse how CS affects the estimation performance of any unbiased estimator when we assume such infinite dictionaries. We base our analysis on the Cramer...

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

Probabilistic record linkage is a process used to bring together person-based records from within the same dataset (de-duplication) or from disparate datasets using pairwise comparisons and matching probabilities. The linkage strategy and associated match probabilities are often estimated through investigations into data quality and manual inspection. However, as privacy-preserved datasets comprise encrypted data, such methods are not possible. In this paper, we present a method for estimating the probabilities and threshold values for probabilistic privacy-preserved record linkage using Bloom filters. Our method was tested through a simulation study using synthetic data, followed by an application using real-world administrative data. Synthetic datasets were generated with error rates from zero to 20% error. Our method was used to estimate parameters (probabilities and thresholds) for de-duplication linkages. Linkage quality was determined by F-measure. Each dataset was privacy-preserved using separate Bloom filters for each field. Match probabilities were estimated using the expectation-maximisation (EM) algorithm on the privacy-preserved data. Threshold cut-off values were determined by an extension to the EM algorithm allowing linkage quality to be estimated for each possible threshold. De-duplication linkages of each privacy-preserved dataset were performed using both estimated and calculated probabilities. Linkage quality using the F-measure at the estimated threshold values was also compared to the highest F-measure. Three large administrative datasets were used to demonstrate the applicability of the probability and threshold estimation technique on real-world data. Linkage of the synthetic datasets using the estimated probabilities produced an F-measure that was comparable to the F-measure using calculated probabilities, even with up to 20% error. Linkage of the administrative datasets using estimated probabilities produced an F-measure that was higher

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...

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...

Power capability evaluation for lithium iron phosphate batteries based on multi-parameter constraints estimation

Science.gov (United States)

Wang, Yujie; Pan, Rui; Liu, Chang; Chen, Zonghai; Ling, Qiang

2018-01-01

The battery power capability is intimately correlated with the climbing, braking and accelerating performance of the electric vehicles. Accurate power capability prediction can not only guarantee the safety but also regulate driving behavior and optimize battery energy usage. However, the nonlinearity of the battery model is very complex especially for the lithium iron phosphate batteries. Besides, the hysteresis loop in the open-circuit voltage curve is easy to cause large error in model prediction. In this work, a multi-parameter constraints dynamic estimation method is proposed to predict the battery continuous period power capability. A high-fidelity battery model which considers the battery polarization and hysteresis phenomenon is presented to approximate the high nonlinearity of the lithium iron phosphate battery. Explicit analyses of power capability with multiple constraints are elaborated, specifically the state-of-energy is considered in power capability assessment. Furthermore, to solve the problem of nonlinear system state estimation, and suppress noise interference, the UKF based state observer is employed for power capability prediction. The performance of the proposed methodology is demonstrated by experiments under different dynamic characterization schedules. The charge and discharge power capabilities of the lithium iron phosphate batteries are quantitatively assessed under different time scales and temperatures.

Parameter estimation by Differential Search Algorithm from horizontal loop electromagnetic (HLEM) data

Science.gov (United States)

Alkan, Hilal; Balkaya, Çağlayan

2018-02-01

We present an efficient inversion tool for parameter estimation from horizontal loop electromagnetic (HLEM) data using Differential Search Algorithm (DSA) which is a swarm-intelligence-based metaheuristic proposed recently. The depth, dip, and origin of a thin subsurface conductor causing the anomaly are the parameters estimated by the HLEM method commonly known as Slingram. The applicability of the developed scheme was firstly tested on two synthetically generated anomalies with and without noise content. Two control parameters affecting the convergence characteristic to the solution of the algorithm were tuned for the so-called anomalies including one and two conductive bodies, respectively. Tuned control parameters yielded more successful statistical results compared to widely used parameter couples in DSA applications. Two field anomalies measured over a dipping graphitic shale from Northern Australia were then considered, and the algorithm provided the depth estimations being in good agreement with those of previous studies and drilling information. Furthermore, the efficiency and reliability of the results obtained were investigated via probability density function. Considering the results obtained, we can conclude that DSA characterized by the simple algorithmic structure is an efficient and promising metaheuristic for the other relatively low-dimensional geophysical inverse problems. Finally, the researchers after being familiar with the content of developed scheme displaying an easy to use and flexible characteristic can easily modify and expand it for their scientific optimization problems.

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 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.

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

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.

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.

Characterizing biogenous sediments using multibeam echosounder backscatter data - Estimating power law parameter utilizing various models

Digital Repository Service at National Institute of Oceanography (India)

Chakraborty, B.; Kodagali, V.N.

parameters. However, computed using two-layer H-K theory, does not show any similarity with the multiscale based composite roughness theory (3.06) [7]. Estimated parameter of the entire bottom is found to be equivalent to the value of the subsurface...

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.

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)

A MATLAB program for estimation of unsaturated hydraulic soil parameters using an infiltrometer technique

DEFF Research Database (Denmark)

Mollerup, Mikkel; Hansen, Søren; Petersen, Carsten

2008-01-01

We combined an inverse routine for assessing the hydraulic soil parameters of the Campbell/Mualem model with the power series solution developed by Philip for describing one-dimensional vertical infiltration into a homogenous soil. We based the estimation routine on a proposed measurement procedure....... An independent measurement of the soil water content at saturation may reduce the uncertainty of estimated parameters. Response surfaces of the objective function were analysed. Scenarios for various soils and conditions, using numerically generated synthetic cumulative infiltration data with normally...

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...

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…

State of Charge and State of Health Estimation of AGM VRLA Batteries by Employing a Dual Extended Kalman Filter and an ARX Model for Online Parameter Estimation

Directory of Open Access Journals (Sweden)

Ngoc-Tham Tran

2017-01-01

Full Text Available State of charge (SOC and state of health (SOH are key issues for the application of batteries, especially the absorbent glass mat valve regulated lead-acid (AGM VRLA type batteries used in the idle stop start systems (ISSs that are popularly integrated into conventional engine-based vehicles. This is due to the fact that SOC and SOH estimation accuracy is crucial for optimizing battery energy utilization, ensuring safety and extending battery life cycles. The dual extended Kalman filter (DEKF, which provides an elegant and powerful solution, is widely applied in SOC and SOH estimation based on a battery parameter model. However, the battery parameters are strongly dependent on operation conditions such as the SOC, current rate and temperature. In addition, battery parameters change significantly over the life cycle of a battery. As a result, many experimental pretests investigating the effects of the internal and external conditions of a battery on its parameters are required, since the accuracy of state estimation depends on the quality of the information regarding battery parameter changes. In this paper, a novel method for SOC and SOH estimation that combines a DEKF algorithm, which considers hysteresis and diffusion effects, and an auto regressive exogenous (ARX model for online parameters estimation is proposed. The DEKF provides precise information concerning the battery open circuit voltage (OCV to the ARX model. Meanwhile, the ARX model continues monitoring parameter variations and supplies information on them to the DEKF. In this way, the estimation accuracy can be maintained despite the changing parameters of a battery. Moreover, online parameter estimation from the ARX model can save the time and effort used for parameter pretests. The validation of the proposed algorithm is given by simulation and experimental results.

Revised soil parameter estimates for the soil types of the world

NARCIS (Netherlands)

Batjes, N.H.

2002-01-01

A revised set of physical and chemical parameter estimates is presented for the soil units of the world, as described by the two FAO soil legends (version 1974 and 1988). The study is based on 9607 soil profiles, which include profiles held in version 1.0 of the WISE database. Upon a screening of

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...

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

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.

Neural network-based preprocessing to estimate the parameters of the X-ray emission of a single-temperature thermal plasma

Science.gov (United States)

Ichinohe, Y.; Yamada, S.; Miyazaki, N.; Saito, S.

2018-04-01

We present data preprocessing based on an artificial neural network to estimate the parameters of the X-ray emission spectra of a single-temperature thermal plasma. The method finds appropriate parameters close to the global optimum. The neural network is designed to learn the parameters of the thermal plasma (temperature, abundance, normalization and redshift) of the input spectra. After training using 9000 simulated X-ray spectra, the network has grown to predict all the unknown parameters with uncertainties of about a few per cent. The performance dependence on the network structure has been studied. We applied the neural network to an actual high-resolution spectrum obtained with Hitomi. The predicted plasma parameters agree with the known best-fitting parameters of the Perseus cluster within uncertainties of ≲10 per cent. The result shows that neural networks trained by simulated data might possibly be used to extract a feature built in the data. This would reduce human-intensive preprocessing costs before detailed spectral analysis, and would help us make the best use of the large quantities of spectral data that will be available in the coming decades.

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.

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’.

Semiparametric Gaussian copula models : Geometry and efficient rank-based estimation

NARCIS (Netherlands)

Segers, J.; van den Akker, R.; Werker, B.J.M.

2014-01-01

We propose, for multivariate Gaussian copula models with unknown margins and structured correlation matrices, a rank-based, semiparametrically efficient estimator for the Euclidean copula parameter. This estimator is defined as a one-step update of a rank-based pilot estimator in the direction of

On-line adaptive battery impedance parameter and state estimation considering physical principles in reduced order equivalent circuit battery models part 2. Parameter and state estimation

Science.gov (United States)

Fleischer, Christian; Waag, Wladislaw; Heyn, Hans-Martin; Sauer, Dirk Uwe

2014-09-01

Lithium-ion battery systems employed in high power demanding systems such as electric vehicles require a sophisticated monitoring system to ensure safe and reliable operation. Three major states of the battery are of special interest and need to be constantly monitored. These include: battery state of charge (SoC), battery state of health (capacity fade determination, SoH), and state of function (power fade determination, SoF). The second paper concludes the series by presenting a multi-stage online parameter identification technique based on a weighted recursive least quadratic squares parameter estimator to determine the parameters of the proposed battery model from the first paper during operation. A novel mutation based algorithm is developed to determine the nonlinear current dependency of the charge-transfer resistance. The influence of diffusion is determined by an on-line identification technique and verified on several batteries at different operation conditions. This method guarantees a short response time and, together with its fully recursive structure, assures a long-term stable monitoring of the battery parameters. The relative dynamic voltage prediction error of the algorithm is reduced to 2%. The changes of parameters are used to determine the states of the battery. The algorithm is real-time capable and can be implemented on embedded systems.

Smoothing-based compressed state Kalman filter for joint state-parameter estimation: Applications in reservoir characterization and CO2 storage monitoring

Science.gov (United States)

Li, Y. J.; Kokkinaki, Amalia; Darve, Eric F.; Kitanidis, Peter K.

2017-08-01

The operation of most engineered hydrogeological systems relies on simulating physical processes using numerical models with uncertain parameters and initial conditions. Predictions by such uncertain models can be greatly improved by Kalman-filter techniques that sequentially assimilate monitoring data. Each assimilation constitutes a nonlinear optimization, which is solved by linearizing an objective function about the model prediction and applying a linear correction to this prediction. However, if model parameters and initial conditions are uncertain, the optimization problem becomes strongly nonlinear and a linear correction may yield unphysical results. In this paper, we investigate the utility of one-step ahead smoothing, a variant of the traditional filtering process, to eliminate nonphysical results and reduce estimation artifacts caused by nonlinearities. We present the smoothing-based compressed state Kalman filter (sCSKF), an algorithm that combines one step ahead smoothing, in which current observations are used to correct the state and parameters one step back in time, with a nonensemble covariance compression scheme, that reduces the computational cost by efficiently exploring the high-dimensional state and parameter space. Numerical experiments show that when model parameters are uncertain and the states exhibit hyperbolic behavior with sharp fronts, as in CO2 storage applications, one-step ahead smoothing reduces overshooting errors and, by design, gives physically consistent state and parameter estimates. We compared sCSKF with commonly used data assimilation methods and showed that for the same computational cost, combining one step ahead smoothing and nonensemble compression is advantageous for real-time characterization and monitoring of large-scale hydrogeological systems with sharp moving fronts.

Size-based estimation of the status of fish stocks: simulation analysis and comparison with age-based estimations

DEFF Research Database (Denmark)

Kokkalis, Alexandros; Thygesen, Uffe Høgsbro; Nielsen, Anders

, were investigated and our estimations were compared to the ICES advice. Only size-specific catch data were used, in order to emulate data limited situations. The simulation analysis reveals that the status of the stock, i.e. F/Fmsy, is estimated more accurately than the fishing mortality F itself....... Specific knowledge of the natural mortality improves the estimation more than having information about all other life history parameters. Our approach gives, at least qualitatively, an estimated stock status which is similar to the results of an age-based assessment. Since our approach only uses size...

Systematic Biases in Parameter Estimation of Binary Black-Hole Mergers

Science.gov (United States)

Littenberg, Tyson B.; Baker, John G.; Buonanno, Alessandra; Kelly, Bernard J.

2012-01-01

Parameter estimation of binary-black-hole merger events in gravitational-wave data relies on matched filtering techniques, which, in turn, depend on accurate model waveforms. Here we characterize the systematic biases introduced in measuring astrophysical parameters of binary black holes by applying the currently most accurate effective-one-body templates to simulated data containing non-spinning numerical-relativity waveforms. For advanced ground-based detectors, we find that the systematic biases are well within the statistical error for realistic signal-to-noise ratios (SNR). These biases grow to be comparable to the statistical errors at high signal-to-noise ratios for ground-based instruments (SNR approximately 50) but never dominate the error budget. At the much larger signal-to-noise ratios expected for space-based detectors, these biases will become large compared to the statistical errors but are small enough (at most a few percent in the black-hole masses) that we expect they should not affect broad astrophysical conclusions that may be drawn from the data.

Exact run length distribution of the double sampling x-bar chart with estimated process parameters

Directory of Open Access Journals (Sweden)

Teoh, W. L.

2016-05-01

Full Text Available Since the run length distribution is generally highly skewed, a significant concern about focusing too much on the average run length (ARL criterion is that we may miss some crucial information about a control chart’s performance. Thus it is important to investigate the entire run length distribution of a control chart for an in-depth understanding before implementing the chart in process monitoring. In this paper, the percentiles of the run length distribution for the double sampling (DS X chart with estimated process parameters are computed. Knowledge of the percentiles of the run length distribution provides a more comprehensive understanding of the expected behaviour of the run length. This additional information includes the early false alarm, the skewness of the run length distribution, and the median run length (MRL. A comparison of the run length distribution between the optimal ARL-based and MRL-based DS X chart with estimated process parameters is presented in this paper. Examples of applications are given to aid practitioners to select the best design scheme of the DS X chart with estimated process parameters, based on their specific purpose.

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.

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.

Evaluation of pipeline defect's characteristic axial length via model-based parameter estimation in ultrasonic guided wave-based inspection

International Nuclear Information System (INIS)

Wang, Xiaojuan; Tse, Peter W; Dordjevich, Alexandar

2011-01-01

The reflection signal from a defect in the process of guided wave-based pipeline inspection usually includes sufficient information to detect and define the defect. In previous research, it has been found that the reflection of guided waves from even a complex defect primarily results from the interference between reflection components generated at the front and the back edges of the defect. The respective contribution of different parameters of a defect to the overall reflection can be affected by the features of the two primary reflection components. The identification of these components embedded in the reflection signal is therefore useful in characterizing the concerned defect. In this research, we propose a method of model-based parameter estimation with the aid of the Hilbert–Huang transform technique for the purpose of decomposition of a reflection signal to enable characterization of the pipeline defect. Once two primary edge reflection components are decomposed and identified, the distance between the reflection positions, which closely relates to the axial length of the defect, could be easily and accurately determined. Considering the irregular profiles of complex pipeline defects at their two edges, which is often the case in real situations, the average of varied axial lengths of such a defect along the circumference of the pipeline is used in this paper as the characteristic value of actual axial length for comparison purpose. The experimental results of artificial defects and real corrosion in sample pipes were considered in this paper to demonstrate the effectiveness of the proposed method

Properties of parameter estimation techniques for a beta-binomial failure model. Final technical report

International Nuclear Information System (INIS)

Shultis, J.K.; Buranapan, W.; Eckhoff, N.D.

1981-12-01

Of considerable importance in the safety analysis of nuclear power plants are methods to estimate the probability of failure-on-demand, p, of a plant component that normally is inactive and that may fail when activated or stressed. Properties of five methods for estimating from failure-on-demand data the parameters of the beta prior distribution in a compound beta-binomial probability model are examined. Simulated failure data generated from a known beta-binomial marginal distribution are used to estimate values of the beta parameters by (1) matching moments of the prior distribution to those of the data, (2) the maximum likelihood method based on the prior distribution, (3) a weighted marginal matching moments method, (4) an unweighted marginal matching moments method, and (5) the maximum likelihood method based on the marginal distribution. For small sample sizes (N = or < 10) with data typical of low failure probability components, it was found that the simple prior matching moments method is often superior (e.g. smallest bias and mean squared error) while for larger sample sizes the marginal maximum likelihood estimators appear to be best

Kalman filter estimation of RLC parameters for UMP transmission line

Directory of Open Access Journals (Sweden)

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.

Estimating Phenomenological Parameters in Multi-Assets Markets

Science.gov (United States)

Raffaelli, Giacomo; Marsili, Matteo

Financial correlations exhibit a non-trivial dynamic behavior. This is reproduced by a simple phenomenological model of a multi-asset financial market, which takes into account the impact of portfolio investment on price dynamics. This captures the fact that correlations determine the optimal portfolio but are affected by investment based on it. Such a feedback on correlations gives rise to an instability when the volume of investment exceeds a critical value. Close to the critical point the model exhibits dynamical correlations very similar to those observed in real markets. We discuss how the model's parameter can be estimated in real market data with a maximum likelihood principle. This confirms the main conclusion that real markets operate close to a dynamically unstable point.

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 ...

Parameter estimation and analysis of an automotive heavy-duty SCR catalyst model

DEFF Research Database (Denmark)

Åberg, Andreas; Widd, Anders; Abildskov, Jens

2017-01-01

A single channel model for a heavy-duty SCR catalyst was derived based on first principles. The model considered heat and mass transfer between the channel gas phase and the wash coat phase. The parameters of the kinetic model were estimated using bench-scale monolith isothermal data. Validation ...

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.)

Model–Based Techniques for Virtual Sensing of Longitudinal Flight Parameters

Directory of Open Access Journals (Sweden)

Seren Cédric

2015-03-01

Full Text Available Introduction of fly-by-wire and increasing levels of automation significantly improve the safety of civil aircraft, and result in advanced capabilities for detecting, protecting and optimizing A/C guidance and control. However, this higher complexity requires the availability of some key flight parameters to be extended. Hence, the monitoring and consolidation of those signals is a significant issue, usually achieved via many functionally redundant sensors to extend the way those parameters are measured. This solution penalizes the overall system performance in terms of weight, maintenance, and so on. Other alternatives rely on signal processing or model-based techniques that make a global use of all or part of the sensor data available, supplemented by a model-based simulation of the flight mechanics. That processing achieves real-time estimates of the critical parameters and yields dissimilar signals. Filtered and consolidated information is delivered in unfaulty conditions by estimating an extended state vector, including wind components, and can replace failed signals in degraded conditions. Accordingly, this paper describes two model-based approaches allowing the longitudinal flight parameters of a civil A/C to be estimated on-line. Results are displayed to evaluate the performances in different simulated and real flight conditions, including realistic external disturbances and modeling errors.

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 ...

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.

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)

Bias correction for the least squares estimator of Weibull shape parameter with complete and censored data

International Nuclear Information System (INIS)

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

2006-01-01

Estimation of the Weibull shape parameter is important in reliability engineering. However, commonly used methods such as the maximum likelihood estimation (MLE) and the least squares estimation (LSE) are known to be biased. Bias correction methods for MLE have been studied in the literature. This paper investigates the methods for bias correction when model parameters are estimated with LSE based on probability plot. Weibull probability plot is very simple and commonly used by practitioners and hence such a study is useful. The bias of the LS shape parameter estimator for multiple censored data is also examined. It is found that the bias can be modeled as the function of the sample size and the censoring level, and is mainly dependent on the latter. A simple bias function is introduced and bias correcting formulas are proposed for both complete and censored data. Simulation results are also presented. The bias correction methods proposed are very easy to use and they can typically reduce the bias of the LSE of the shape parameter to less than half percent

Integral-equation based methods for parameter estimation in output pulses of radiation detectors: Application in nuclear medicine and spectroscopy

Science.gov (United States)

Mohammadian-Behbahani, Mohammad-Reza; Saramad, Shahyar

2018-04-01

Model based analysis methods are relatively new approaches for processing the output data of radiation detectors in nuclear medicine imaging and spectroscopy. A class of such methods requires fast algorithms for fitting pulse models to experimental data. In order to apply integral-equation based methods for processing the preamplifier output pulses, this article proposes a fast and simple method for estimating the parameters of the well-known bi-exponential pulse model by solving an integral equation. The proposed method needs samples from only three points of the recorded pulse as well as its first and second order integrals. After optimizing the sampling points, the estimation results were calculated and compared with two traditional integration-based methods. Different noise levels (signal-to-noise ratios from 10 to 3000) were simulated for testing the functionality of the proposed method, then it was applied to a set of experimental pulses. Finally, the effect of quantization noise was assessed by studying different sampling rates. Promising results by the proposed method endorse it for future real-time applications.

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.

Closed-form kinetic parameter estimation solution to the truncated data problem

International Nuclear Information System (INIS)

Zeng, Gengsheng L; Kadrmas, Dan J; Gullberg, Grant T

2010-01-01

In a dedicated cardiac single photon emission computed tomography (SPECT) system, the detectors are focused on the heart and the background is truncated in the projections. Reconstruction using truncated data results in biased images, leading to inaccurate kinetic parameter estimates. This paper has developed a closed-form kinetic parameter estimation solution to the dynamic emission imaging problem. This solution is insensitive to the bias in the reconstructed images that is caused by the projection data truncation. This paper introduces two new ideas: (1) it includes background bias as an additional parameter to estimate, and (2) it presents a closed-form solution for compartment models. The method is based on the following two assumptions: (i) the amount of the bias is directly proportional to the truncated activities in the projection data, and (ii) the background concentration is directly proportional to the concentration in the myocardium. In other words, the method assumes that the image slice contains only the heart and the background, without other organs, that the heart is not truncated, and that the background radioactivity is directly proportional to the radioactivity in the blood pool. As long as the background activity can be modeled, the proposed method is applicable regardless of the number of compartments in the model. For simplicity, the proposed method is presented and verified using a single compartment model with computer simulations using both noiseless and noisy projections.

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.

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 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

Parameter Estimation for Traffic Noise Models Using a Harmony Search Algorithm

Directory of Open Access Journals (Sweden)

Deok-Soon An

2013-01-01

Full Text Available A technique has been developed for predicting road traffic noise for environmental assessment, taking into account traffic volume as well as road surface conditions. The ASJ model (ASJ Prediction Model for Road Traffic Noise, 1999, which is based on the sound power level of the noise emitted by the interaction between the road surface and tires, employs regression models for two road surface types: dense-graded asphalt (DGA and permeable asphalt (PA. However, these models are not applicable to other types of road surfaces. Accordingly, this paper introduces a parameter estimation procedure for ASJ-based noise prediction models, utilizing a harmony search (HS algorithm. Traffic noise measurement data for four different vehicle types were used in the algorithm to determine the regression parameters for several road surface types. The parameters of the traffic noise prediction models were evaluated using another measurement set, and good agreement was observed between the predicted and measured sound power levels.

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

Directory of Open Access Journals (Sweden)

Yogesh eRathi

2016-04-01

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

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

Estimation of Aircraft Nonlinear Unsteady Parameters From Wind Tunnel Data

Science.gov (United States)

Klein, Vladislav; Murphy, Patrick C.

1998-01-01

Aerodynamic equations were formulated for an aircraft in one-degree-of-freedom large amplitude motion about each of its body axes. The model formulation based on indicial functions separated the resulting aerodynamic forces and moments into static terms, purely rotary terms and unsteady terms. Model identification from experimental data combined stepwise regression and maximum likelihood estimation in a two-stage optimization algorithm that can identify the unsteady term and rotary term if necessary. The identification scheme was applied to oscillatory data in two examples. The model identified from experimental data fit the data well, however, some parameters were estimated with limited accuracy. The resulting model was a good predictor for oscillatory and ramp input data.

Estimation of 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.

Volcano deformation source parameters estimated from InSAR: Sensitivities to uncertainties in seismic tomography

Science.gov (United States)

Masterlark, Timothy; Donovan, Theodore; Feigl, Kurt L.; Haney, Matt; Thurber, Clifford H.; Tung, Sui

2016-01-01

The eruption cycle of a volcano is controlled in part by the upward migration of magma. The characteristics of the magma flux produce a deformation signature at the Earth's surface. Inverse analyses use geodetic data to estimate strategic controlling parameters that describe the position and pressurization of a magma chamber at depth. The specific distribution of material properties controls how observed surface deformation translates to source parameter estimates. Seismic tomography models describe the spatial distributions of material properties that are necessary for accurate models of volcano deformation. This study investigates how uncertainties in seismic tomography models propagate into variations in the estimates of volcano deformation source parameters inverted from geodetic data. We conduct finite element model-based nonlinear inverse analyses of interferometric synthetic aperture radar (InSAR) data for Okmok volcano, Alaska, as an example. We then analyze the estimated parameters and their uncertainties to characterize the magma chamber. Analyses are performed separately for models simulating a pressurized chamber embedded in a homogeneous domain as well as for a domain having a heterogeneous distribution of material properties according to seismic tomography. The estimated depth of the source is sensitive to the distribution of material properties. The estimated depths for the homogeneous and heterogeneous domains are 2666 ± 42 and 3527 ± 56 m below mean sea level, respectively (99% confidence). A Monte Carlo analysis indicates that uncertainties of the seismic tomography cannot account for this discrepancy at the 99% confidence level. Accounting for the spatial distribution of elastic properties according to seismic tomography significantly improves the fit of the deformation model predictions and significantly influences estimates for parameters that describe the location of a pressurized magma chamber.

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

A robust methodology for modal parameters estimation applied to SHM

Science.gov (United States)

Cardoso, Rharã; Cury, Alexandre; Barbosa, Flávio

2017-10-01

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

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

Science.gov (United States)

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

2016-02-01

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

Analysis of Traffic Parameter Estimation and Its Impacts on Wireless Channel

Institute of Scientific and Technical Information of China (English)

徐玉滨; 沙学军; 强蔚

2004-01-01

Wide band or broadband access was paid much attention with the development of radio transmission technique. The wireless access control procedure play an important role in this type of system and efficiency of control algorithm has a great impact on throughput of channel resource. Based on wide band network control model and the characteristics of radio channel, this paper proposed a channel traffic estimation method and then performed a dynamic parameter control procedure and give detail analysis on estimation error and its impact on channel throughput and delay performance. Computation and simulation of system performance show a positive solution on system design.

MCMC for parameters estimation by bayesian approach

International Nuclear Information System (INIS)

Ait Saadi, H.; Ykhlef, F.; Guessoum, A.

2011-01-01

This article discusses the parameter estimation for dynamic system by a Bayesian approach associated with Markov Chain Monte Carlo methods (MCMC). The MCMC methods are powerful for approximating complex integrals, simulating joint distributions, and the estimation of marginal posterior distributions, or posterior means. The MetropolisHastings algorithm has been widely used in Bayesian inference to approximate posterior densities. Calibrating the proposal distribution is one of the main issues of MCMC simulation in order to accelerate the convergence.

Estimating model parameters in nonautonomous chaotic systems using synchronization