Recursive estimation of the parts production process quality indicator

Directory of Open Access Journals (Sweden)

Filipovich Oleg

2017-01-01

Full Text Available Consideration is given to a mathematical representation for manufacturing of batch parts on a metal-cutting machine tool. Linear dimensions of machined parts are assumed to be the major quality indicator, deviation from these dimensions is determined by size setting of machine tool and ensemble of random factors. It is allowed to have absolutely precise pre-setting of machine tool, effects from setup level offsetting due to deformation in process equipment on the specified indicator are disregarded. Consideration is given to factors which affect the tool wear, with two definitions of tool wear being provided. Reasons for development of random error in processing, dependence of measurement results on error as well as distribution laws and some parameters of random values are provided. To evaluate deviation of size setting value in each cycle, it is proposed to apply a recursive algorithm in description of investigated dynamic discrete process in the space state. Kalman filter equations are used in description of process model by means of first-order difference equations. The algorithm of recursive estimation is implemented in the mathematical software Maple. Simulation results which prove effectiveness of algorithm application to investigate the given dynamic system are provided. Variants of algorithm application and opportunities of further research are proposed.

Tracking of Multiple Moving Sources Using Recursive EM Algorithm

Directory of Open Access Journals (Sweden)

Böhme Johann F

2005-01-01

Full Text Available We deal with recursive direction-of-arrival (DOA estimation of multiple moving sources. Based on the recursive EM algorithm, we develop two recursive procedures to estimate the time-varying DOA parameter for narrowband signals. The first procedure requires no prior knowledge about the source movement. The second procedure assumes that the motion of moving sources is described by a linear polynomial model. The proposed recursion updates the polynomial coefficients when a new data arrives. The suggested approaches have two major advantages: simple implementation and easy extension to wideband signals. Numerical experiments show that both procedures provide excellent results in a slowly changing environment. When the DOA parameter changes fast or two source directions cross with each other, the procedure designed for a linear polynomial model has a better performance than the general procedure. Compared to the beamforming technique based on the same parameterization, our approach is computationally favorable and has a wider range of applications.

Estimation of Mechanical Signals in Induction Motors using the Recursive Prediction Error Method

DEFF Research Database (Denmark)

Børsting, H.; Knudsen, Morten; Rasmussen, Henrik

1993-01-01

Sensor feedback of mechanical quantities for control applications in induction motors is troublesome and relative expensive. In this paper a recursive prediction error (RPE) method has successfully been used to estimate the angular rotor speed ........Sensor feedback of mechanical quantities for control applications in induction motors is troublesome and relative expensive. In this paper a recursive prediction error (RPE) method has successfully been used to estimate the angular rotor speed .....

Recursive estimation techniques for detection of small objects in infrared image data

Science.gov (United States)

Zeidler, J. R.; Soni, T.; Ku, W. H.

1992-04-01

This paper describes a recursive detection scheme for point targets in infrared (IR) images. Estimation of the background noise is done using a weighted autocorrelation matrix update method and the detection statistic is calculated using a recursive technique. A weighting factor allows the algorithm to have finite memory and deal with nonstationary noise characteristics. The detection statistic is created by using a matched filter for colored noise, using the estimated noise autocorrelation matrix. The relationship between the weighting factor, the nonstationarity of the noise and the probability of detection is described. Some results on one- and two-dimensional infrared images are presented.

Recursive Estimation for Dynamical Systems with Different Delay Rates Sensor Network and Autocorrelated Process Noises

Directory of Open Access Journals (Sweden)

Jianxin Feng

2014-01-01

Full Text Available The recursive estimation problem is studied for a class of uncertain dynamical systems with different delay rates sensor network and autocorrelated process noises. The process noises are assumed to be autocorrelated across time and the autocorrelation property is described by the covariances between different time instants. The system model under consideration is subject to multiplicative noises or stochastic uncertainties. The sensor delay phenomenon occurs in a random way and each sensor in the sensor network has an individual delay rate which is characterized by a binary switching sequence obeying a conditional probability distribution. By using the orthogonal projection theorem and an innovation analysis approach, the desired recursive robust estimators including recursive robust filter, predictor, and smoother are obtained. Simulation results are provided to demonstrate the effectiveness of the proposed approaches.

Some tests for parameter constancy in cointegrated VAR-models

DEFF Research Database (Denmark)

Hansen, Henrik; Johansen, Søren

1999-01-01

Some methods for the evaluation of parameter constancy in vector autoregressive (VAR) models are discussed. Two different ways of re-estimating the VAR model are proposed; one in which all parameters are estimated recursively based upon the likelihood function for the first observations, and anot...... be applied to test the constancy of the long-run parameters in the cointegrated VAR-model. All results are illustrated using a model for the term structure of interest rates on US Treasury securities. ......Some methods for the evaluation of parameter constancy in vector autoregressive (VAR) models are discussed. Two different ways of re-estimating the VAR model are proposed; one in which all parameters are estimated recursively based upon the likelihood function for the first observations......, and another in which the cointegrating relations are estimated recursively from a likelihood function, where the short-run parameters have been concentrated out. We suggest graphical procedures based on recursively estimated eigenvalues to evaluate the constancy of the long-run parameters in the model...

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

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.

Adaptable Iterative and Recursive Kalman Filter Schemes

Science.gov (United States)

Zanetti, Renato

2014-01-01

Nonlinear filters are often very computationally expensive and usually not suitable for real-time applications. Real-time navigation algorithms are typically based on linear estimators, such as the extended Kalman filter (EKF) and, to a much lesser extent, the unscented Kalman filter. The Iterated Kalman filter (IKF) and the Recursive Update Filter (RUF) are two algorithms that reduce the consequences of the linearization assumption of the EKF by performing N updates for each new measurement, where N is the number of recursions, a tuning parameter. This paper introduces an adaptable RUF algorithm to calculate N on the go, a similar technique can be used for the IKF as well.

Improving the Network Scale-Up Estimator: Incorporating Means of Sums, Recursive Back Estimation, and Sampling Weights.

Directory of Open Access Journals (Sweden)

Patrick Habecker

Full Text Available Researchers interested in studying populations that are difficult to reach through traditional survey methods can now draw on a range of methods to access these populations. Yet many of these methods are more expensive and difficult to implement than studies using conventional sampling frames and trusted sampling methods. The network scale-up method (NSUM provides a middle ground for researchers who wish to estimate the size of a hidden population, but lack the resources to conduct a more specialized hidden population study. Through this method it is possible to generate population estimates for a wide variety of groups that are perhaps unwilling to self-identify as such (for example, users of illegal drugs or other stigmatized populations via traditional survey tools such as telephone or mail surveys--by asking a representative sample to estimate the number of people they know who are members of such a "hidden" subpopulation. The original estimator is formulated to minimize the weight a single scaling variable can exert upon the estimates. We argue that this introduces hidden and difficult to predict biases, and instead propose a series of methodological advances on the traditional scale-up estimation procedure, including a new estimator. Additionally, we formalize the incorporation of sample weights into the network scale-up estimation process, and propose a recursive process of back estimation "trimming" to identify and remove poorly performing predictors from the estimation process. To demonstrate these suggestions we use data from a network scale-up mail survey conducted in Nebraska during 2014. We find that using the new estimator and recursive trimming process provides more accurate estimates, especially when used in conjunction with sampling weights.

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.

STATE ESTIMATION IN ALCOHOLIC CONTINUOUS FERMENTATION OF ZYMOMONAS MOBILIS USING RECURSIVE BAYESIAN FILTERING: A SIMULATION APPROACH

Directory of Open Access Journals (Sweden)

Olga Lucia Quintero

2008-05-01

Full Text Available This work presents a state estimator for a continuous bioprocess. To this aim, the Non Linear Filtering theory based on the recursive application of Bayes rule and Monte Carlo techniques is used. Recursive Bayesian Filters Sampling Importance Resampling (SIR is employed, including different kinds of resampling. Generally, bio-processes have strong non-linear and non-Gaussian characteristics, and this tool becomes attractive. The estimator behavior and performance are illustrated with the continuous process of alcoholic fermentation of Zymomonas mobilis. Not too many applications with this tool have been reported in the biotechnological area.

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.

Estimation of single plane unbalance parameters of a rotor-bearing system using Kalman filtering based force estimation technique

Science.gov (United States)

Shrivastava, Akash; Mohanty, A. R.

2018-03-01

This paper proposes a model-based method to estimate single plane unbalance parameters (amplitude and phase angle) in a rotor using Kalman filter and recursive least square based input force estimation technique. Kalman filter based input force estimation technique requires state-space model and response measurements. A modified system equivalent reduction expansion process (SEREP) technique is employed to obtain a reduced-order model of the rotor system so that limited response measurements can be used. The method is demonstrated using numerical simulations on a rotor-disk-bearing system. Results are presented for different measurement sets including displacement, velocity, and rotational response. Effects of measurement noise level, filter parameters (process noise covariance and forgetting factor), and modeling error are also presented and it is observed that the unbalance parameter estimation is robust with respect to measurement noise.

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.

Nonparametric bootstrap procedures for predictive inference based on recursive estimation schemes

OpenAIRE

Corradi, Valentina; Swanson, Norman R.

2005-01-01

Our objectives in this paper are twofold. First, we introduce block bootstrap techniques that are (first order) valid in recursive estimation frameworks. Thereafter, we present two examples where predictive accuracy tests are made operational using our new bootstrap procedures. In one application, we outline a consistent test for out-of-sample nonlinear Granger causality, and in the other we outline a test for selecting amongst multiple alternative forecasting models, all of which are possibl...

Projection-based Bayesian recursive estimation of ARX model with uniform innovations

Czech Academy of Sciences Publication Activity Database

Kárný, Miroslav; Pavelková, Lenka

2007-01-01

Roč. 56, 9/10 (2007), s. 646-655 ISSN 0167-6911 R&D Projects: GA AV ČR 1ET100750401; GA MŠk 2C06001; GA MDS 1F43A/003/120 Institutional research plan: CEZ:AV0Z10750506 Keywords : ARX model * Bayesian recursive estimation * Uniform distribution Subject RIV: BC - Control Systems Theory Impact factor: 1.634, year: 2007 http://dx.doi.org/10.1016/j.sysconle.2007.03.005

Event-triggered sensor data transmission policy for receding horizon recursive state estimation

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Yunji Li

2017-06-01

Full Text Available We consider a sensor data transmission policy for receding horizon recursive state estimation in a networked linear system. A good tradeoff between estimation error and communication rate could be achieved according to a transmission strategy, which decides the transfer time of the data packet. Here we give this transmission policy through proving the upper bound of system performance. Moreover, the lower bound of system performance is further analyzed in detail. A numerical example is given to verify the potential and effectiveness of the theoretical results.

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

Directory of Open Access Journals (Sweden)

Kanghyun Nam

2015-11-01

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

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

Science.gov (United States)

Borodachev, S. M.

2016-06-01

The simple derivation of recursive least squares (RLS) method equations is given as special case of Kalman filter estimation of a constant system state under changing observation conditions. A numerical example illustrates application of RLS to multicollinearity problem.

Recursive Estimation of π-Line Parameters for Electric Power Distribution Grids

DEFF Research Database (Denmark)

Prostejovsky, Alexander; Gehrke, Oliver; Kosek, Anna Magdalena

2016-01-01

an Extended Kalman Filter (EKF) whose measurement noise covariance matrix is modified in order to account for all noisy variables in the overdetermined system. Simulations confirm the advantages of the EKF over the previously used Least-Squares (LSQ) estimator. In the low random noise cases considered...... in this paper, the EKF yields a four-fold improvement over the LSQ for the parallel susceptance across all quantization ranges. For the highest levels of random and quantization noise, the EKF performs about 1.5 to 3 times better than the LSQ for all line parameters. Furthermore, the EKF shows more consistent...

Adaptable recursive binary entropy coding technique

Science.gov (United States)

Kiely, Aaron B.; Klimesh, Matthew A.

2002-07-01

We present a novel data compression technique, called recursive interleaved entropy coding, that is based on recursive interleaving of variable-to variable length binary source codes. A compression module implementing this technique has the same functionality as arithmetic coding and can be used as the engine in various data compression algorithms. The encoder compresses a bit sequence by recursively encoding groups of bits that have similar estimated statistics, ordering the output in a way that is suited to the decoder. As a result, the decoder has low complexity. The encoding process for our technique is adaptable in that each bit to be encoded has an associated probability-of-zero estimate that may depend on previously encoded bits; this adaptability allows more effective compression. Recursive interleaved entropy coding may have advantages over arithmetic coding, including most notably the admission of a simple and fast decoder. Much variation is possible in the choice of component codes and in the interleaving structure, yielding coder designs of varying complexity and compression efficiency; coder designs that achieve arbitrarily small redundancy can be produced. We discuss coder design and performance estimation methods. We present practical encoding and decoding algorithms, as well as measured performance results.

Recursive analysis

CERN Document Server

Goodstein, R L

2010-01-01

Recursive analysis develops natural number computations into a framework appropriate for real numbers. This text is based upon primary recursive arithmetic and presents a unique combination of classical analysis and intuitional analysis. Written by a master in the field, it is suitable for graduate students of mathematics and computer science and can be read without a detailed knowledge of recursive arithmetic.Introductory chapters on recursive convergence and recursive and relative continuity are succeeded by explorations of recursive and relative differentiability, the relative integral, and

The recursive combination filter approach of pre-processing for the estimation of standard deviation of RR series.

Science.gov (United States)

Mishra, Alok; Swati, D

2015-09-01

Variation in the interval between the R-R peaks of the electrocardiogram represents the modulation of the cardiac oscillations by the autonomic nervous system. This variation is contaminated by anomalous signals called ectopic beats, artefacts or noise which mask the true behaviour of heart rate variability. In this paper, we have proposed a combination filter of recursive impulse rejection filter and recursive 20% filter, with recursive application and preference of replacement over removal of abnormal beats to improve the pre-processing of the inter-beat intervals. We have tested this novel recursive combinational method with median method replacement to estimate the standard deviation of normal to normal (SDNN) beat intervals of congestive heart failure (CHF) and normal sinus rhythm subjects. This work discusses the improvement in pre-processing over single use of impulse rejection filter and removal of abnormal beats for heart rate variability for the estimation of SDNN and Poncaré plot descriptors (SD1, SD2, and SD1/SD2) in detail. We have found the 22 ms value of SDNN and 36 ms value of SD2 descriptor of Poincaré plot as clinical indicators in discriminating the normal cases from CHF cases. The pre-processing is also useful in calculation of Lyapunov exponent which is a nonlinear index as Lyapunov exponents calculated after proposed pre-processing modified in a way that it start following the notion of less complex behaviour of diseased states.

Overview and benchmark analysis of fuel cell parameters estimation for energy management purposes

Science.gov (United States)

Kandidayeni, M.; Macias, A.; Amamou, A. A.; Boulon, L.; Kelouwani, S.; Chaoui, H.

2018-03-01

Proton exchange membrane fuel cells (PEMFCs) have become the center of attention for energy conversion in many areas such as automotive industry, where they confront a high dynamic behavior resulting in their characteristics variation. In order to ensure appropriate modeling of PEMFCs, accurate parameters estimation is in demand. However, parameter estimation of PEMFC models is highly challenging due to their multivariate, nonlinear, and complex essence. This paper comprehensively reviews PEMFC models parameters estimation methods with a specific view to online identification algorithms, which are considered as the basis of global energy management strategy design, to estimate the linear and nonlinear parameters of a PEMFC model in real time. In this respect, different PEMFC models with different categories and purposes are discussed first. Subsequently, a thorough investigation of PEMFC parameter estimation methods in the literature is conducted in terms of applicability. Three potential algorithms for online applications, Recursive Least Square (RLS), Kalman filter, and extended Kalman filter (EKF), which has escaped the attention in previous works, have been then utilized to identify the parameters of two well-known semi-empirical models in the literature, Squadrito et al. and Amphlett et al. Ultimately, the achieved results and future challenges are discussed.

Normalized Minimum Error Entropy Algorithm with Recursive Power Estimation

Directory of Open Access Journals (Sweden)

Namyong Kim

2016-06-01

Full Text Available The minimum error entropy (MEE algorithm is known to be superior in signal processing applications under impulsive noise. In this paper, based on the analysis of behavior of the optimum weight and the properties of robustness against impulsive noise, a normalized version of the MEE algorithm is proposed. The step size of the MEE algorithm is normalized with the power of input entropy that is estimated recursively for reducing its computational complexity. The proposed algorithm yields lower minimum MSE (mean squared error and faster convergence speed simultaneously than the original MEE algorithm does in the equalization simulation. On the condition of the same convergence speed, its performance enhancement in steady state MSE is above 3 dB.

Temporal parameter change of human postural control ability during upright swing using recursive least square method

Science.gov (United States)

Goto, Akifumi; Ishida, Mizuri; Sagawa, Koichi

2010-01-01

The purpose of this study is to derive quantitative assessment indicators of the human postural control ability. An inverted pendulum is applied to standing human body and is controlled by ankle joint torque according to PD control method in sagittal plane. Torque control parameters (KP: proportional gain, KD: derivative gain) and pole placements of postural control system are estimated with time from inclination angle variation using fixed trace method as recursive least square method. Eight young healthy volunteers are participated in the experiment, in which volunteers are asked to incline forward as far as and as fast as possible 10 times over 10 [s] stationary intervals with their neck joint, hip joint and knee joint fixed, and then return to initial upright posture. The inclination angle is measured by an optical motion capture system. Three conditions are introduced to simulate unstable standing posture; 1) eyes-opened posture for healthy condition, 2) eyes-closed posture for visual impaired and 3) one-legged posture for lower-extremity muscle weakness. The estimated parameters Kp, KD and pole placements are applied to multiple comparison test among all stability conditions. The test results indicate that Kp, KD and real pole reflect effect of lower-extremity muscle weakness and KD also represents effect of visual impairment. It is suggested that the proposed method is valid for quantitative assessment of standing postural control ability.

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

Estimation of the blood velocity spectrum using a recursive lattice filter

DEFF Research Database (Denmark)

Jensen, Jørgen Arendt; Buelund, Claus; Jørgensen, Allan

1996-01-01

acquired for showing the blood velocity distribution are inherently non-stationary, due to the pulsatility of the flow. All current signal processing schemes assume that the signal is stationary within the window of analysis, although this is an approximation. In this paper a recursive least......-stationarity are incorporated through an exponential decay factor, that sets the exponential horizon of the filter. A factor close to 1 gives a long horizon with low variance estimates, but can not track a highly non-stationary flow. Setting the factor is therefore a compromise between estimate variance and the filter...... with the actual distributions that always will be smooth. Setting the exponential decay factor to 0.99 gives satisfactory results for in-vivo data from the carotid artery. The filter can easily be implemented using a standard fixed-point signal processing chip for real-time processing...

Cross-Validation of Survival Bump Hunting by Recursive Peeling Methods.

Science.gov (United States)

Dazard, Jean-Eudes; Choe, Michael; LeBlanc, Michael; Rao, J Sunil

2014-08-01

We introduce a survival/risk bump hunting framework to build a bump hunting model with a possibly censored time-to-event type of response and to validate model estimates. First, we describe the use of adequate survival peeling criteria to build a survival/risk bump hunting model based on recursive peeling methods. Our method called "Patient Recursive Survival Peeling" is a rule-induction method that makes use of specific peeling criteria such as hazard ratio or log-rank statistics. Second, to validate our model estimates and improve survival prediction accuracy, we describe a resampling-based validation technique specifically designed for the joint task of decision rule making by recursive peeling (i.e. decision-box) and survival estimation. This alternative technique, called "combined" cross-validation is done by combining test samples over the cross-validation loops, a design allowing for bump hunting by recursive peeling in a survival setting. We provide empirical results showing the importance of cross-validation and replication.

Recursion Theory Week

CERN Document Server

Müller, Gert; Sacks, Gerald

1990-01-01

These proceedings contain research and survey papers from many subfields of recursion theory, with emphasis on degree theory, in particular the development of frameworks for current techniques in this field. Other topics covered include computational complexity theory, generalized recursion theory, proof theoretic questions in recursion theory, and recursive mathematics.

HMM filtering and parameter estimation of an electricity spot price model

International Nuclear Information System (INIS)

Erlwein, Christina; Benth, Fred Espen; Mamon, Rogemar

2010-01-01

In this paper we develop a model for electricity spot price dynamics. The spot price is assumed to follow an exponential Ornstein-Uhlenbeck (OU) process with an added compound Poisson process. In this way, the model allows for mean-reversion and possible jumps. All parameters are modulated by a hidden Markov chain in discrete time. They are able to switch between different economic regimes representing the interaction of various factors. Through the application of reference probability technique, adaptive filters are derived, which in turn, provide optimal estimates for the state of the Markov chain and related quantities of the observation process. The EM algorithm is applied to find optimal estimates of the model parameters in terms of the recursive filters. We implement this self-calibrating model on a deseasonalised series of daily spot electricity prices from the Nordic exchange Nord Pool. On the basis of one-step ahead forecasts, we found that the model is able to capture the empirical characteristics of Nord Pool spot prices. (author)

Gravity Search Algorithm hybridized Recursive Least Square method for power system harmonic estimation

Directory of Open Access Journals (Sweden)

Santosh Kumar Singh

2017-06-01

Full Text Available This paper presents a new hybrid method based on Gravity Search Algorithm (GSA and Recursive Least Square (RLS, known as GSA-RLS, to solve the harmonic estimation problems in the case of time varying power signals in presence of different noises. GSA is based on the Newton’s law of gravity and mass interactions. In the proposed method, the searcher agents are a collection of masses that interact with each other using Newton’s laws of gravity and motion. The basic GSA algorithm strategy is combined with RLS algorithm sequentially in an adaptive way to update the unknown parameters (weights of the harmonic signal. Simulation and practical validation are made with the experimentation of the proposed algorithm with real time data obtained from a heavy paper industry. A comparative performance of the proposed algorithm is evaluated with other recently reported algorithms like, Differential Evolution (DE, Particle Swarm Optimization (PSO, Bacteria Foraging Optimization (BFO, Fuzzy-BFO (F-BFO hybridized with Least Square (LS and BFO hybridized with RLS algorithm, which reveals that the proposed GSA-RLS algorithm is the best in terms of accuracy, convergence and computational time.

Parameter Estimation

DEFF Research Database (Denmark)

Sales-Cruz, Mauricio; Heitzig, Martina; Cameron, Ian

2011-01-01

of optimisation techniques coupled with dynamic solution of the underlying model. Linear and nonlinear approaches to parameter estimation are investigated. There is also the application of maximum likelihood principles in the estimation of parameters, as well as the use of orthogonal collocation to generate a set......In this chapter the importance of parameter estimation in model development is illustrated through various applications related to reaction systems. In particular, rate constants in a reaction system are obtained through parameter estimation methods. These approaches often require the application...... of algebraic equations as the basis for parameter estimation.These approaches are illustrated using estimations of kinetic constants from reaction system models....

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.

On Recursion

Directory of Open Access Journals (Sweden)

Jeffrey eWatumull

2014-01-01

Full Text Available It is a truism that conceptual understanding of a hypothesis is required for its empirical investigation. However the concept of recursion as articulated in the context of linguistic analysis has been perennially confused. Nowhere has this been more evident than in attempts to critique and extend Hauser, Chomsky, and Fitch’s (2002 articulation. These authors put forward the hypothesis that what is uniquely human and unique to the faculty of language—the faculty of language in the narrow sense (FLN—is a recursive system that generates and maps syntactic objects to conceptual-intentional and sensory-motor systems. This thesis was based on the standard mathematical definition of recursion as understood by Gödel and Turing, and yet has commonly been interpreted in other ways, most notably and incorrectly as a thesis about the capacity for syntactic embedding. As we explain, the recursiveness of a function is defined independent of such output, whether infinite or finite, embedded or unembedded—existent or nonexistent. And to the extent that embedding is a sufficient, though not necessary, diagnostic of recursion, it has not been established that the apparent restriction on embedding in some languages is of any theoretical import. Misunderstanding of these facts has generated research that is often irrelevant to the FLN thesis as well as to other theories of language competence that focus on its generative power of expression. This essay is an attempt to bring conceptual clarity to such discussions as well as to future empirical investigations by explaining three criterial properties of recursion: computability (i.e., rules in intension rather than lists in extension; definition by induction (i.e., rules strongly generative of structure; and mathematical induction (i.e., rules for the principled—and potentially unbounded—expansion of strongly generated structure. By these necessary and sufficient criteria, the grammars of all natural

Is recursion language-specific? Evidence of recursive mechanisms in the structure of intentional action.

Science.gov (United States)

Vicari, Giuseppe; Adenzato, Mauro

2014-05-01

In their 2002 seminal paper Hauser, Chomsky and Fitch hypothesize that recursion is the only human-specific and language-specific mechanism of the faculty of language. While debate focused primarily on the meaning of recursion in the hypothesis and on the human-specific and syntax-specific character of recursion, the present work focuses on the claim that recursion is language-specific. We argue that there are recursive structures in the domain of motor intentionality by way of extending John R. Searle's analysis of intentional action. We then discuss evidence from cognitive science and neuroscience supporting the claim that motor-intentional recursion is language-independent and suggest some explanatory hypotheses: (1) linguistic recursion is embodied in sensory-motor processing; (2) linguistic and motor-intentional recursions are distinct and mutually independent mechanisms. Finally, we propose some reflections about the epistemic status of HCF as presenting an empirically falsifiable hypothesis, and on the possibility of testing recursion in different cognitive domains. Copyright © 2014 Elsevier Inc. All rights reserved.

On Modified Bar recursion

DEFF Research Database (Denmark)

Oliva, Paulo Borges

2002-01-01

Modified bar recursion is a variant of Spector's bar recursion which can be used to give a realizability interpretation of the classical axiom of dependent choice. This realizability allows for the extraction of witnesses from proofs of forall-exists-formulas in classical analysis. In this talk I...... shall report on results regarding the relationship between modified and Spector's bar recursion. I shall also show that a seemingly weak form of modified bar recursion is as strong as "full" modified bar recursion in higher types....

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.

On the Relation between Spector's Bar Recursion and Modified Bar Recursion

DEFF Research Database (Denmark)

Oliva, Paulo Borges

2002-01-01

We introduce a variant of Spector's Bar Recursion in finite types to give a realizability interpretation of the classical axiom of dependent choice allowing for the extraction of witnesses from proofs of Sigma_1 formulas in classical analysis. We also give a bar recursive definition of the fan...... functional and study the relationship of our variant of Bar Recursion with others....

Recursive Parameter Identification for Estimating and Displaying Maneuvering Vessel Path

National Research Council Canada - National Science Library

Pullard, Stephen

2003-01-01

...). The extended least squares (ELS) parameter identification approach allows the system to be installed on most platforms without prior knowledge of system dynamics provided vessel states are available...

A fast iterative recursive least squares algorithm for Wiener model identification of highly nonlinear systems.

Science.gov (United States)

Kazemi, Mahdi; Arefi, Mohammad Mehdi

2017-03-01

In this paper, an online identification algorithm is presented for nonlinear systems in the presence of output colored noise. The proposed method is based on extended recursive least squares (ERLS) algorithm, where the identified system is in polynomial Wiener form. To this end, an unknown intermediate signal is estimated by using an inner iterative algorithm. The iterative recursive algorithm adaptively modifies the vector of parameters of the presented Wiener model when the system parameters vary. In addition, to increase the robustness of the proposed method against variations, a robust RLS algorithm is applied to the model. Simulation results are provided to show the effectiveness of the proposed approach. Results confirm that the proposed method has fast convergence rate with robust characteristics, which increases the efficiency of the proposed model and identification approach. For instance, the FIT criterion will be achieved 92% in CSTR process where about 400 data is used. Copyright © 2016 ISA. Published by Elsevier Ltd. All rights reserved.

Stability Analysis for Li-Ion Battery Model Parameters and State of Charge Estimation by Measurement Uncertainty Consideration

Directory of Open Access Journals (Sweden)

Shifei Yuan

2015-07-01

Full Text Available Accurate estimation of model parameters and state of charge (SoC is crucial for the lithium-ion battery management system (BMS. In this paper, the stability of the model parameters and SoC estimation under measurement uncertainty is evaluated by three different factors: (i sampling periods of 1/0.5/0.1 s; (ii current sensor precisions of ±5/±50/±500 mA; and (iii voltage sensor precisions of ±1/±2.5/±5 mV. Firstly, the numerical model stability analysis and parametric sensitivity analysis for battery model parameters are conducted under sampling frequency of 1–50 Hz. The perturbation analysis is theoretically performed of current/voltage measurement uncertainty on model parameter variation. Secondly, the impact of three different factors on the model parameters and SoC estimation was evaluated with the federal urban driving sequence (FUDS profile. The bias correction recursive least square (CRLS and adaptive extended Kalman filter (AEKF algorithm were adopted to estimate the model parameters and SoC jointly. Finally, the simulation results were compared and some insightful findings were concluded. For the given battery model and parameter estimation algorithm, the sampling period, and current/voltage sampling accuracy presented a non-negligible effect on the estimation results of model parameters. This research revealed the influence of the measurement uncertainty on the model parameter estimation, which will provide the guidelines to select a reasonable sampling period and the current/voltage sensor sampling precisions in engineering applications.

Thinking recursively

CERN Document Server

Roberts, Eric S

1986-01-01

Concentrating on the practical value of recursion, this text, the first of its kind, is essential to computer science students' education. In this text, students will learn the concept and programming applications of recursive thinking. This will ultimately prepare students for advanced topics in computer science such as compiler construction, formal language theory, and the mathematical foundations of computer science.

Recursive B-spline approximation using the Kalman filter

Directory of Open Access Journals (Sweden)

Jens Jauch

2017-02-01

Full Text Available This paper proposes a novel recursive B-spline approximation (RBA algorithm which approximates an unbounded number of data points with a B-spline function and achieves lower computational effort compared with previous algorithms. Conventional recursive algorithms based on the Kalman filter (KF restrict the approximation to a bounded and predefined interval. Conversely RBA includes a novel shift operation that enables to shift estimated B-spline coefficients in the state vector of a KF. This allows to adapt the interval in which the B-spline function can approximate data points during run-time.

Variable forgetting factor mechanisms for diffusion recursive least squares algorithm in sensor networks

Science.gov (United States)

Zhang, Ling; Cai, Yunlong; Li, Chunguang; de Lamare, Rodrigo C.

2017-12-01

In this work, we present low-complexity variable forgetting factor (VFF) techniques for diffusion recursive least squares (DRLS) algorithms. Particularly, we propose low-complexity VFF-DRLS algorithms for distributed parameter and spectrum estimation in sensor networks. For the proposed algorithms, they can adjust the forgetting factor automatically according to the posteriori error signal. We develop detailed analyses in terms of mean and mean square performance for the proposed algorithms and derive mathematical expressions for the mean square deviation (MSD) and the excess mean square error (EMSE). The simulation results show that the proposed low-complexity VFF-DRLS algorithms achieve superior performance to the existing DRLS algorithm with fixed forgetting factor when applied to scenarios of distributed parameter and spectrum estimation. Besides, the simulation results also demonstrate a good match for our proposed analytical expressions.

A multi-mode real-time terrain parameter estimation method for wheeled motion control of mobile robots

Science.gov (United States)

Li, Yuankai; Ding, Liang; Zheng, Zhizhong; Yang, Qizhi; Zhao, Xingang; Liu, Guangjun

2018-05-01

For motion control of wheeled planetary rovers traversing on deformable terrain, real-time terrain parameter estimation is critical in modeling the wheel-terrain interaction and compensating the effect of wheel slipping. A multi-mode real-time estimation method is proposed in this paper to achieve accurate terrain parameter estimation. The proposed method is composed of an inner layer for real-time filtering and an outer layer for online update. In the inner layer, sinkage exponent and internal frictional angle, which have higher sensitivity than that of the other terrain parameters to wheel-terrain interaction forces, are estimated in real time by using an adaptive robust extended Kalman filter (AREKF), whereas the other parameters are fixed with nominal values. The inner layer result can help synthesize the current wheel-terrain contact forces with adequate precision, but has limited prediction capability for time-variable wheel slipping. To improve estimation accuracy of the result from the inner layer, an outer layer based on recursive Gauss-Newton (RGN) algorithm is introduced to refine the result of real-time filtering according to the innovation contained in the history data. With the two-layer structure, the proposed method can work in three fundamental estimation modes: EKF, REKF and RGN, making the method applicable for flat, rough and non-uniform terrains. Simulations have demonstrated the effectiveness of the proposed method under three terrain types, showing the advantages of introducing the two-layer structure.

A novel recursive Fourier transform for nonuniform sampled signals: application to heart rate variability spectrum estimation.

Science.gov (United States)

Holland, Alexander; Aboy, Mateo

2009-07-01

We present a novel method to iteratively calculate discrete Fourier transforms for discrete time signals with sample time intervals that may be widely nonuniform. The proposed recursive Fourier transform (RFT) does not require interpolation of the samples to uniform time intervals, and each iterative transform update of N frequencies has computational order N. Because of the inherent non-uniformity in the time between successive heart beats, an application particularly well suited for this transform is power spectral density (PSD) estimation for heart rate variability. We compare RFT based spectrum estimation with Lomb-Scargle Transform (LST) based estimation. PSD estimation based on the LST also does not require uniform time samples, but the LST has a computational order greater than Nlog(N). We conducted an assessment study involving the analysis of quasi-stationary signals with various levels of randomly missing heart beats. Our results indicate that the RFT leads to comparable estimation performance to the LST with significantly less computational overhead and complexity for applications requiring iterative spectrum estimations.

Nonasymptotic form of the recursion relations of the three-dimensional Ising model

International Nuclear Information System (INIS)

Kozlovskii, M.P.

1989-01-01

Approximate recursion relations for the three-dimensional Ising model are obtained in the form of rapidly converging series. The representation of the recursion relations in the form of nonasymptotic series entails the abandonment of traditional perturbation theory based on a Gaussian measure density. The recursion relations proposed in the paper are used to calculate the critical exponent ν of the correlation length. It is shown that the difference form of the recursion relations leads, when higher non-Gaussian basis measures are used, to disappearance of a dependence of the critical exponent ν on s when s > 2 (s is the parameter of the division of the phase space into layers). The obtained results make it possible to calculate explicit expressions for the thermodynamic functions near the phase transition point

Language and Recursion

Science.gov (United States)

Lowenthal, Francis

2010-11-01

This paper examines whether the recursive structure imbedded in some exercises used in the Non Verbal Communication Device (NVCD) approach is actually the factor that enables this approach to favor language acquisition and reacquisition in the case of children with cerebral lesions. For that a definition of the principle of recursion as it is used by logicians is presented. The two opposing approaches to the problem of language development are explained. For many authors such as Chomsky [1] the faculty of language is innate. This is known as the Standard Theory; the other researchers in this field, e.g. Bates and Elman [2], claim that language is entirely constructed by the young child: they thus speak of Language Acquisition. It is also shown that in both cases, a version of the principle of recursion is relevant for human language. The NVCD approach is defined and the results obtained in the domain of language while using this approach are presented: young subjects using this approach acquire a richer language structure or re-acquire such a structure in the case of cerebral lesions. Finally it is shown that exercises used in this framework imply the manipulation of recursive structures leading to regular grammars. It is thus hypothesized that language development could be favored using recursive structures with the young child. It could also be the case that the NVCD like exercises used with children lead to the elaboration of a regular language, as defined by Chomsky [3], which could be sufficient for language development but would not require full recursion. This double claim could reconcile Chomsky's approach with psychological observations made by adherents of the Language Acquisition approach, if it is confirmed by researches combining the use of NVCDs, psychometric methods and the use of Neural Networks. This paper thus suggests that a research group oriented towards this problematic should be organized.

Fast estimation of space-robots inertia parameters: A modular mathematical formulation

Science.gov (United States)

Nabavi Chashmi, Seyed Yaser; Malaek, Seyed Mohammad-Bagher

2016-10-01

This work aims to propose a new technique that considerably helps enhance time and precision needed to identify ;Inertia Parameters (IPs); of a typical Autonomous Space-Robot (ASR). Operations might include, capturing an unknown Target Space-Object (TSO), ;active space-debris removal; or ;automated in-orbit assemblies;. In these operations generating precise successive commands are essential to the success of the mission. We show how a generalized, repeatable estimation-process could play an effective role to manage the operation. With the help of the well-known Force-Based approach, a new ;modular formulation; has been developed to simultaneously identify IPs of an ASR while it captures a TSO. The idea is to reorganize the equations with associated IPs with a ;Modular Set; of matrices instead of a single matrix representing the overall system dynamics. The devised Modular Matrix Set will then facilitate the estimation process. It provides a conjugate linear model in mass and inertia terms. The new formulation is, therefore, well-suited for ;simultaneous estimation processes; using recursive algorithms like RLS. Further enhancements would be needed for cases the effect of center of mass location becomes important. Extensive case studies reveal that estimation time is drastically reduced which in-turn paves the way to acquire better results.

A nested recursive logit model for route choice analysis

DEFF Research Database (Denmark)

Mai, Tien; Frejinger, Emma; Fosgerau, Mogens

2015-01-01

choices and the model does not require any sampling of choice sets. Furthermore, the model can be consistently estimated and efficiently used for prediction.A key challenge lies in the computation of the value functions, i.e. the expected maximum utility from any position in the network to a destination....... The value functions are the solution to a system of non-linear equations. We propose an iterative method with dynamic accuracy that allows to efficiently solve these systems.We report estimation results and a cross-validation study for a real network. The results show that the NRL model yields sensible......We propose a route choice model that relaxes the independence from irrelevant alternatives property of the logit model by allowing scale parameters to be link specific. Similar to the recursive logit (RL) model proposed by Fosgerau et al. (2013), the choice of path is modeled as a sequence of link...

Geometric recursion

DEFF Research Database (Denmark)

Andersen, Jørgen Ellegaard; Borot, Gaëtan; Orantin, Nicolas

We propose a general theory whose main component are functorial assignments ∑→Ω∑ ∈ E (∑), for a large class of functors E from a certain category of bordered surfaces (∑'s) to a suitable a target category of topological vector spaces. The construction is done by summing appropriate compositions...... as Poisson structures on the moduli space of flat connections. The theory has a wider scope than that and one expects that many functorial objects in low-dimensional geometry and topology should have a GR construction. The geometric recursion has various projections to topological recursion (TR) and we...... in particular show it retrieves all previous variants and applications of TR. We also show that, for any initial data for topological recursion, one can construct initial data for GR with values in Frobenius algebra-valued continuous functions on Teichmueller space, such that the ωg,n of TR are obtained...

Analytical recursive method to ascertain multisite entanglement in doped quantum spin ladders

Science.gov (United States)

Roy, Sudipto Singha; Dhar, Himadri Shekhar; Rakshit, Debraj; SenDe, Aditi; Sen, Ujjwal

2017-08-01

We formulate an analytical recursive method to generate the wave function of doped short-range resonating valence bond (RVB) states as a tool to efficiently estimate multisite entanglement as well as other physical quantities in doped quantum spin ladders. We prove that doped RVB ladder states are always genuine multipartite entangled. Importantly, our results show that within specific doping concentration and model parameter regimes, the doped RVB state essentially characterizes the trends of genuine multiparty entanglement in the exact ground states of the Hubbard model with large on-site interactions, in the limit that yields the t -J Hamiltonian.

Adding Recursive Constructs to Bialgebraic Semantics

DEFF Research Database (Denmark)

Klin, Bartek

2004-01-01

This paper aims at fitting a general class of recursive equations into the framework of ‘well-behaved' structural operational semantics, formalized as bialgebraic semantics by Turi and Plotkin. Rather than interpreting recursive constructs by means of operational rules, separate recursive equatio...

CP-Recursion in Danish

DEFF Research Database (Denmark)

Nyvad, Anne Mette; Christensen, Ken Ramshøj; Vikner, Sten

2017-01-01

Based on data from extraction, embedded V2, and complementizer stacking, this paper proposes a cP/CP-analysis of CP-recursion in Danish. Because extraction can be shown to be possible from relative clauses, wh-islands, and adverbial clauses, and given that long extraction is successive......-cyclic, an extra specifier position has to be available as an escape hatch. Consequently, such extractions require a CP-recursion analysis, as has been argued for embedded V2 and for complementizer stacking. Given that CP-recursion in embedded V2 clauses does not allow extraction, whereas other types of CP......-recursion do, we suggest that embedded V2 is fundamentally different, in that main clause V2 and embedded V2 involve a CP (“big CP”), whereas all other clausal projections above IP are instances of cP (“little cP”). The topmost “little” c° has an occurrence feature that enables extraction but bars spell...

Conjugate gradient algorithms using multiple recursions

Energy Technology Data Exchange (ETDEWEB)

Barth, T.; Manteuffel, T.

1996-12-31

Much is already known about when a conjugate gradient method can be implemented with short recursions for the direction vectors. The work done in 1984 by Faber and Manteuffel gave necessary and sufficient conditions on the iteration matrix A, in order for a conjugate gradient method to be implemented with a single recursion of a certain form. However, this form does not take into account all possible recursions. This became evident when Jagels and Reichel used an algorithm of Gragg for unitary matrices to demonstrate that the class of matrices for which a practical conjugate gradient algorithm exists can be extended to include unitary and shifted unitary matrices. The implementation uses short double recursions for the direction vectors. This motivates the study of multiple recursion algorithms.

Differential constraints for bounded recursive identification with multivariate splines

NARCIS (Netherlands)

De Visser, C.C.; Chu, Q.P.; Mulder, J.A.

2011-01-01

The ability to perform online model identification for nonlinear systems with unknown dynamics is essential to any adaptive model-based control system. In this paper, a new differential equality constrained recursive least squares estimator for multivariate simplex splines is presented that is able

Classification and Recursion Operators of Dark Burgers' Equation

Science.gov (United States)

Chen, Mei-Dan; Li, Biao

2018-01-01

With the help of symbolic computation, two types of complete scalar classification for dark Burgers' equations are derived by requiring the existence of higher order differential polynomial symmetries. There are some free parameters for every class of dark Burgers' systems; so some special equations including symmetry equation and dual symmetry equation are obtained by selecting the free parameter. Furthermore, two kinds of recursion operators for these dark Burgers' equations are constructed by two direct assumption methods.

A new design for SLAM front-end based on recursive SOM

Science.gov (United States)

Yang, Xuesi; Xia, Shengping

2015-12-01

Aiming at the graph optimization-based monocular SLAM, a novel design for the front-end in single camera SLAM is proposed, based on the recursive SOM. Pixel intensities are directly used to achieve image registration and motion estimation, which can save time compared with the current appearance-based frameworks, usually including feature extraction and matching. Once a key-frame is identified, a recursive SOM is used to actualize loop-closure detecting, resulting a more precise location. The experiment on a public dataset validates our method on a computer with a quicker and effective result.

Generalized Path Analysis and Generalized Simultaneous Equations Model for Recursive Systems with Responses of Mixed Types

Science.gov (United States)

Tsai, Tien-Lung; Shau, Wen-Yi; Hu, Fu-Chang

2006-01-01

This article generalizes linear path analysis (PA) and simultaneous equations models (SiEM) to deal with mixed responses of different types in a recursive or triangular system. An efficient instrumental variable (IV) method for estimating the structural coefficients of a 2-equation partially recursive generalized path analysis (GPA) model and…

One loop integration with hypergeometric series by using recursion relations

International Nuclear Information System (INIS)

Watanabe, Norihisa; Kaneko, Toshiaki

2014-01-01

General one-loop integrals with arbitrary mass and kinematical parameters in d-dimensional space-time are studied. By using Bernstein theorem, a recursion relation is obtained which connects (n + 1)-point to n-point functions. In solving this recursion relation, we have shown that one-loop integrals are expressed by a newly defined hypergeometric function, which is a special case of Aomoto-Gelfand hypergeometric functions. We have also obtained coefficients of power series expansion around 4-dimensional space-time for two-, three- and four-point functions. The numerical results are compared with ''LoopTools'' for the case of two- and three-point functions as examples

Recursive subspace identification for in flight modal analysis of airplanes

OpenAIRE

De Cock , Katrien; Mercère , Guillaume; De Moor , Bart

2006-01-01

International audience; In this paper recursive subspace identification algorithms are applied to track the modal parameters of airplanes on-line during test flights. The ability to track changes in the damping ratios and the influence of the forgetting factor are studied through simulations.

Syntactic Recursion Facilitates and Working Memory Predicts Recursive Theory of Mind

Science.gov (United States)

Arslan, Burcu; Hohenberger, Annette; Verbrugge, Rineke

2017-01-01

In this study, we focus on the possible roles of second-order syntactic recursion and working memory in terms of simple and complex span tasks in the development of second-order false belief reasoning. We tested 89 Turkish children in two age groups, one younger (4;6–6;5 years) and one older (6;7–8;10 years). Although second-order syntactic recursion is significantly correlated with the second-order false belief task, results of ordinal logistic regressions revealed that the main predictor of second-order false belief reasoning is complex working memory span. Unlike simple working memory and second-order syntactic recursion tasks, the complex working memory task required processing information serially with additional reasoning demands that require complex working memory strategies. Based on our results, we propose that children’s second-order theory of mind develops when they have efficient reasoning rules to process embedded beliefs serially, thus overcoming a possible serial processing bottleneck. PMID:28072823

Syntactic Recursion Facilitates and Working Memory Predicts Recursive Theory of Mind.

Directory of Open Access Journals (Sweden)

Burcu Arslan

Full Text Available In this study, we focus on the possible roles of second-order syntactic recursion and working memory in terms of simple and complex span tasks in the development of second-order false belief reasoning. We tested 89 Turkish children in two age groups, one younger (4;6-6;5 years and one older (6;7-8;10 years. Although second-order syntactic recursion is significantly correlated with the second-order false belief task, results of ordinal logistic regressions revealed that the main predictor of second-order false belief reasoning is complex working memory span. Unlike simple working memory and second-order syntactic recursion tasks, the complex working memory task required processing information serially with additional reasoning demands that require complex working memory strategies. Based on our results, we propose that children's second-order theory of mind develops when they have efficient reasoning rules to process embedded beliefs serially, thus overcoming a possible serial processing bottleneck.

The ABCD of topological recursion

DEFF Research Database (Denmark)

Andersen, Jorgen Ellegaard; Borot, Gaëtan; Chekhov, Leonid O.

Kontsevich and Soibelman reformulated and slightly generalised the topological recursion of math-ph/0702045, seeing it as a quantization of certain quadratic Lagrangians in T*V for some vector space V. KS topological recursion is a procedure which takes as initial data a quantum Airy structure...... the 2d TQFT partition function as a special case), non-commutative Frobenius algebras, loop spaces of Frobenius algebras and a Z2-invariant version of the latter. This Z2-invariant version in the case of a semi-simple Frobenius algebra corresponds to the topological recursion of math-ph/0702045....

Continued development of recursive thinking in adolescence : Longitudinal analyses with a revised recursive thinking test

NARCIS (Netherlands)

van den Bos, E.; de Rooij, M.; Sumter, S.R.; Westenberg, P.M.

2016-01-01

The present study adds to the emerging literature on the development of social cognition in adolescence by investigating the development of recursive thinking (i.e., thinking about thinking). Previous studies have indicated that the development of recursive thinking is not completed during

Attitude determination and calibration using a recursive maximum likelihood-based adaptive Kalman filter

Science.gov (United States)

Kelly, D. A.; Fermelia, A.; Lee, G. K. F.

1990-01-01

An adaptive Kalman filter design that utilizes recursive maximum likelihood parameter identification is discussed. At the center of this design is the Kalman filter itself, which has the responsibility for attitude determination. At the same time, the identification algorithm is continually identifying the system parameters. The approach is applicable to nonlinear, as well as linear systems. This adaptive Kalman filter design has much potential for real time implementation, especially considering the fast clock speeds, cache memory and internal RAM available today. The recursive maximum likelihood algorithm is discussed in detail, with special attention directed towards its unique matrix formulation. The procedure for using the algorithm is described along with comments on how this algorithm interacts with the Kalman filter.

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)

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

Science.gov (United States)

Phanomchoeng, Gridsada

presented. The developed theory is used to estimate vertical tire forces and predict tripped rollovers in situations involving road bumps, potholes, and lateral unknown force inputs. To estimate the tire-road friction coefficients at each individual tire of the vehicle, algorithms to estimate longitudinal forces and slip ratios at each tire are proposed. Subsequently, tire-road friction coefficients are obtained using recursive least squares parameter estimators that exploit the relationship between longitudinal force and slip ratio at each tire. The developed approaches are evaluated through simulations with industry standard software, CARSIM, with experimental tests on a Volvo XC90 sport utility vehicle and with experimental tests on a 1/8th scaled vehicle. The simulation and experimental results show that the developed approaches can reliably estimate the vehicle parameters and state variables needed for effective ESC and rollover prevention applications.

Cross-validation and Peeling Strategies for Survival Bump Hunting using Recursive Peeling Methods

Science.gov (United States)

Dazard, Jean-Eudes; Choe, Michael; LeBlanc, Michael; Rao, J. Sunil

2015-01-01

We introduce a framework to build a survival/risk bump hunting model with a censored time-to-event response. Our Survival Bump Hunting (SBH) method is based on a recursive peeling procedure that uses a specific survival peeling criterion derived from non/semi-parametric statistics such as the hazards-ratio, the log-rank test or the Nelson--Aalen estimator. To optimize the tuning parameter of the model and validate it, we introduce an objective function based on survival or prediction-error statistics, such as the log-rank test and the concordance error rate. We also describe two alternative cross-validation techniques adapted to the joint task of decision-rule making by recursive peeling and survival estimation. Numerical analyses show the importance of replicated cross-validation and the differences between criteria and techniques in both low and high-dimensional settings. Although several non-parametric survival models exist, none addresses the problem of directly identifying local extrema. We show how SBH efficiently estimates extreme survival/risk subgroups unlike other models. This provides an insight into the behavior of commonly used models and suggests alternatives to be adopted in practice. Finally, our SBH framework was applied to a clinical dataset. In it, we identified subsets of patients characterized by clinical and demographic covariates with a distinct extreme survival outcome, for which tailored medical interventions could be made. An R package PRIMsrc (Patient Rule Induction Method in Survival, Regression and Classification settings) is available on CRAN (Comprehensive R Archive Network) and GitHub. PMID:27034730

Recursive definition of global cellular-automata mappings

DEFF Research Database (Denmark)

Feldberg, Rasmus; Knudsen, Carsten; Rasmussen, Steen

1994-01-01

A method for a recursive definition of global cellular-automata mappings is presented. The method is based on a graphical representation of global cellular-automata mappings. For a given cellular-automaton rule the recursive algorithm defines the change of the global cellular-automaton mapping...... as the number of lattice sites is incremented. A proof of lattice size invariance of global cellular-automata mappings is derived from an approximation to the exact recursive definition. The recursive definitions are applied to calculate the fractal dimension of the set of reachable states and of the set...

How Learning Logic Programming Affects Recursion Comprehension

Science.gov (United States)

Haberman, Bruria

2004-01-01

Recursion is a central concept in computer science, yet it is difficult for beginners to comprehend. Israeli high-school students learn recursion in the framework of a special modular program in computer science (Gal-Ezer & Harel, 1999). Some of them are introduced to the concept of recursion in two different paradigms: the procedural…

A novel intrusion detection method based on OCSVM and K-means recursive clustering

Directory of Open Access Journals (Sweden)

Leandros A. Maglaras

2015-01-01

Full Text Available In this paper we present an intrusion detection module capable of detecting malicious network traffic in a SCADA (Supervisory Control and Data Acquisition system, based on the combination of One-Class Support Vector Machine (OCSVM with RBF kernel and recursive k-means clustering. Important parameters of OCSVM, such as Gaussian width o and parameter v affect the performance of the classifier. Tuning of these parameters is of great importance in order to avoid false positives and over fitting. The combination of OCSVM with recursive k- means clustering leads the proposed intrusion detection module to distinguish real alarms from possible attacks regardless of the values of parameters o and v, making it ideal for real-time intrusion detection mechanisms for SCADA systems. Extensive simulations have been conducted with datasets extracted from small and medium sized HTB SCADA testbeds, in order to compare the accuracy, false alarm rate and execution time against the base line OCSVM method.

Recursions of Symmetry Orbits and Reduction without Reduction

Directory of Open Access Journals (Sweden)

Andrei A. Malykh

2011-04-01

Full Text Available We consider a four-dimensional PDE possessing partner symmetries mainly on the example of complex Monge-Ampère equation (CMA. We use simultaneously two pairs of symmetries related by a recursion relation, which are mutually complex conjugate for CMA. For both pairs of partner symmetries, using Lie equations, we introduce explicitly group parameters as additional variables, replacing symmetry characteristics and their complex conjugates by derivatives of the unknown with respect to group parameters. We study the resulting system of six equations in the eight-dimensional space, that includes CMA, four equations of the recursion between partner symmetries and one integrability condition of this system. We use point symmetries of this extended system for performing its symmetry reduction with respect to group parameters that facilitates solving the extended system. This procedure does not imply a reduction in the number of physical variables and hence we end up with orbits of non-invariant solutions of CMA, generated by one partner symmetry, not used in the reduction. These solutions are determined by six linear equations with constant coefficients in the five-dimensional space which are obtained by a three-dimensional Legendre transformation of the reduced extended system. We present algebraic and exponential examples of such solutions that govern Legendre-transformed Ricci-flat Kähler metrics with no Killing vectors. A similar procedure is briefly outlined for Husain equation.

Recursive definition of global cellular-automata mappings

International Nuclear Information System (INIS)

Feldberg, R.; Knudsen, C.; Rasmussen, S.

1994-01-01

A method for a recursive definition of global cellular-automata mappings is presented. The method is based on a graphical representation of global cellular-automata mappings. For a given cellular-automaton rule the recursive algorithm defines the change of the global cellular-automaton mapping as the number of lattice sites is incremented. A proof of lattice size invariance of global cellular-automata mappings is derived from an approximation to the exact recursive definition. The recursive definitions are applied to calculate the fractal dimension of the set of reachable states and of the set of fixed points of cellular automata on an infinite lattice

Recursive Bayesian recurrent neural networks for time-series modeling.

Science.gov (United States)

Mirikitani, Derrick T; Nikolaev, Nikolay

2010-02-01

This paper develops a probabilistic approach to recursive second-order training of recurrent neural networks (RNNs) for improved time-series modeling. A general recursive Bayesian Levenberg-Marquardt algorithm is derived to sequentially update the weights and the covariance (Hessian) matrix. The main strengths of the approach are a principled handling of the regularization hyperparameters that leads to better generalization, and stable numerical performance. The framework involves the adaptation of a noise hyperparameter and local weight prior hyperparameters, which represent the noise in the data and the uncertainties in the model parameters. Experimental investigations using artificial and real-world data sets show that RNNs equipped with the proposed approach outperform standard real-time recurrent learning and extended Kalman training algorithms for recurrent networks, as well as other contemporary nonlinear neural models, on time-series modeling.

Recursive sequences in first-year calculus

Science.gov (United States)

Krainer, Thomas

2016-02-01

This article provides ready-to-use supplementary material on recursive sequences for a second-semester calculus class. It equips first-year calculus students with a basic methodical procedure based on which they can conduct a rigorous convergence or divergence analysis of many simple recursive sequences on their own without the need to invoke inductive arguments as is typically required in calculus textbooks. The sequences that are accessible to this kind of analysis are predominantly (eventually) monotonic, but also certain recursive sequences that alternate around their limit point as they converge can be considered.

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.

Cosymmetries and Nijenhuis recursion operators for difference equations

International Nuclear Information System (INIS)

Mikhailov, Alexander V; Xenitidis, Pavlos; Wang, Jing Ping

2011-01-01

In this paper we discuss the concept of cosymmetries and co-recursion operators for difference equations and present a co-recursion operator for the Viallet equation. We also discover a new type of factorization for the recursion operators of difference equations. This factorization enables us to give an elegant proof that the pseudo-difference operator R presented in Mikhailov et al 2011 Theor. Math. Phys. 167 421–43 is a recursion operator for the Viallet equation. Moreover, we show that the operator R is Nijenhuis and thus generates infinitely many commuting local symmetries. The recursion operator R and its factorization into Hamiltonian and symplectic operators have natural applications to Yamilov's discretization of the Krichever–Novikov equation

A step-indexed Kripke model of hidden state via recursive properties on recursively defined metric spaces

DEFF Research Database (Denmark)

Birkedal, Lars; Schwinghammer, Jan; Støvring, Kristian

2010-01-01

for Chargu´eraud and Pottier’s type and capability system including frame and anti-frame rules, based on the operational semantics and step-indexed heap relations. The worlds are constructed as a recursively defined predicate on a recursively defined metric space, which provides a considerably simpler...

All-Pole Recursive Digital Filters Design Based on Ultraspherical Polynomials

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N. Stojanovic

2014-09-01

Full Text Available A simple method for approximation of all-pole recursive digital filters, directly in digital domain, is described. Transfer function of these filters, referred to as Ultraspherical filters, is controlled by order of the Ultraspherical polynomial, nu. Parameter nu, restricted to be a nonnegative real number (nu ≥ 0, controls ripple peaks in the passband of the magnitude response and enables a trade-off between the passband loss and the group delay response of the resulting filter. Chebyshev filters of the first and of the second kind, and also Legendre and Butterworth filters are shown to be special cases of these allpole recursive digital filters. Closed form equations for the computation of the filter coefficients are provided. The design technique is illustrated with examples.

Recursion Relations for Conformal Blocks

CERN Document Server

Penedones, João; Yamazaki, Masahito

2016-09-12

In the context of conformal field theories in general space-time dimension, we find all the possible singularities of the conformal blocks as functions of the scaling dimension $\\Delta$ of the exchanged operator. In particular, we argue, using representation theory of parabolic Verma modules, that in odd spacetime dimension the singularities are only simple poles. We discuss how to use this information to write recursion relations that determine the conformal blocks. We first recover the recursion relation introduced in 1307.6856 for conformal blocks of external scalar operators. We then generalize this recursion relation for the conformal blocks associated to the four point function of three scalar and one vector operator. Finally we specialize to the case in which the vector operator is a conserved current.

Stability of recursive out-of-sequence measurement filters: an open problem

Science.gov (United States)

Chen, Lingji; Moshtagh, Nima; Mehra, Raman K.

2011-06-01

In many applications where communication delays are present, measurements with earlier time stamps can arrive out-of-sequence, i.e., after state estimates have been obtained for the current time instant. To incorporate such an Out-Of-Sequence Measurement (OOSM), many algorithms have been proposed in the literature to obtain or approximate the optimal estimate that would have been obtained if the OOSM had arrived in-sequence. When OOSM occurs repeatedly, approximate estimations as a result of incorporating one OOSM have to serve as the basis for incorporating yet another OOSM. The question of whether the "approximation of approximation" is well behaved, i.e., whether approximation errors accumulate in a recursive setting, has not been adequately addressed in the literature. This paper draws attention to the stability question of recursive OOSM processing filters, formulates the problem in a specific setting, and presents some simulation results that suggest that such filters are indeed well-behaved. Our hope is that more research will be conducted in the future to rigorously establish stability properties of these filters.

A Survey on Teaching and Learning Recursive Programming

Science.gov (United States)

Rinderknecht, Christian

2014-01-01

We survey the literature about the teaching and learning of recursive programming. After a short history of the advent of recursion in programming languages and its adoption by programmers, we present curricular approaches to recursion, including a review of textbooks and some programming methodology, as well as the functional and imperative…

Sequential bayes estimation algorithm with cubic splines on uniform meshes

International Nuclear Information System (INIS)

Hossfeld, F.; Mika, K.; Plesser-Walk, E.

1975-11-01

After outlining the principles of some recent developments in parameter estimation, a sequential numerical algorithm for generalized curve-fitting applications is presented combining results from statistical estimation concepts and spline analysis. Due to its recursive nature, the algorithm can be used most efficiently in online experimentation. Using computer-sumulated and experimental data, the efficiency and the flexibility of this sequential estimation procedure is extensively demonstrated. (orig.) [de

A Step-Indexed Kripke Model of Hidden State via Recursive Properties on Recursively Defined Metric Spaces

DEFF Research Database (Denmark)

Schwinghammer, Jan; Birkedal, Lars; Støvring, Kristian

2011-01-01

´eraud and Pottier’s type and capability system including both frame and anti-frame rules. The model is a possible worlds model based on the operational semantics and step-indexed heap relations, and the worlds are constructed as a recursively defined predicate on a recursively defined metric space. We also extend...

Model-based dispersive wave processing: A recursive Bayesian solution

International Nuclear Information System (INIS)

Candy, J.V.; Chambers, D.H.

1999-01-01

Wave propagation through dispersive media represents a significant problem in many acoustic applications, especially in ocean acoustics, seismology, and nondestructive evaluation. In this paper we propose a propagation model that can easily represent many classes of dispersive waves and proceed to develop the model-based solution to the wave processing problem. It is shown that the underlying wave system is nonlinear and time-variable requiring a recursive processor. Thus the general solution to the model-based dispersive wave enhancement problem is developed using a Bayesian maximum a posteriori (MAP) approach and shown to lead to the recursive, nonlinear extended Kalman filter (EKF) processor. The problem of internal wave estimation is cast within this framework. The specific processor is developed and applied to data synthesized by a sophisticated simulator demonstrating the feasibility of this approach. copyright 1999 Acoustical Society of America.

Recursive estimation of the claim rates and sizes in an insurance model

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Lakhdar Aggoun

2004-01-01

Full Text Available It is a common fact that for most classes of general insurance, many possible sources of heterogeneity of risk exist. Premium rates based on information from a heterogeneous portfolio might be quite inadequate. One way of reducing this danger is by grouping policies according to the different levels of the various risk factors involved. Using measure change techniques, we derive recursive filters and predictors for the claim rates and claim sizes for the different groups.

Recursion method in the k-space representation

International Nuclear Information System (INIS)

Anlage, S.M.; Smith, D.L.

1986-01-01

We show that by using a unitary transformation to k space and the special-k-point method for evaluating Brillouin-zone sums, the recursion method can be very effectively applied to translationally invariant systems. We use this approach to perform recursion calculations for realistic tight-binding Hamiltonians which describe diamond- and zinc-blende-structure semiconductors. Projected densities of states for these Hamiltonians have band gaps and internal van Hove singularities. We calculate coefficients for 63 recursion levels exactly and for about 200 recursion levels to a good approximation. Comparisons are made for materials with different magnitude band gaps (diamond, Si, α-Sn). Comparison is also made between materials with one (e.g., diamond) and two (e.g., GaAs) band gaps. The asymptotic behavior of the recursion coefficients is studied by Fourier analysis. Band gaps in the projected density of states dominate the asymptotic behavior. Perturbation analysis describes the asymptotic behavior rather well. Projected densities of states are calculated using a very simple termination scheme. These densities of states compare favorably with the results of Gilat-Raubenheimer integration

Hopf algebras and topological recursion

International Nuclear Information System (INIS)

Esteves, João N

2015-01-01

We consider a model for topological recursion based on the Hopf algebra of planar binary trees defined by Loday and Ronco (1998 Adv. Math. 139 293–309 We show that extending this Hopf algebra by identifying pairs of nearest neighbor leaves, and thus producing graphs with loops, we obtain the full recursion formula discovered by Eynard and Orantin (2007 Commun. Number Theory Phys. 1 347–452). (paper)

On Recursive Modification in Child L1 French

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Yves Roberge

2018-03-01

Full Text Available This paper investigates nominal recursive modification (RM in the L1 acquisition of French. Although recursion is considered the fundamental property of human languages, recursive self-embedding is found to be difficult for children in a variety of languages and constructions. Despite these challenges, the acquisition of RM proves to be resilient; acquirable even under severely degraded input conditions. From a minimalist perspective on the operations of narrow syntax, recursive embedding is essentially the application of a sequence of Merge operations (Chomsky 1995; Trotzke and Zwart 2014; therefore, given the universality of Merge, we do not expect to find cross-linguistic differences in how difficult recursion is. But if the challenging nature of recursion stems from factors which might differ from language to language, we expect different outcomes cross-linguistically. We compare new data from French to existing English data (Pérez-Leroux et al. 2012 in order to examine to what extent language-specific properties of RM structures determine the acquisition path. While children’s production differs significantly from their adult’s counterparts, we find no differences between French-speaking and English-speaking children. Our findings suggest that the challenging nature of recursion does not stem from the grammar itself and that what shapes the acquisition path is the interaction between universal properties of language and considerations not specific to language, namely computational efficiency.

BPSK Receiver Based on Recursive Adaptive Filter with Remodulation

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N. Milosevic

2011-12-01

Full Text Available This paper proposes a new binary phase shift keying (BPSK signal receiver intended for reception under conditions of significant carrier frequency offsets. The recursive adaptive filter with least mean squares (LMS adaptation is used. The proposed receiver has a constant, defining the balance between the recursive and the nonrecursive part of the filter, whose proper choice allows a simple construction of the receiver. The correct choice of this parameter could result in unitary length of the filter. The proposed receiver has performance very close to the performance of the BPSK receiver with perfect frequency synchronization, in a wide range of frequency offsets (plus/minus quarter of the signal bandwidth. The results obtained by the software simulation are confirmed by the experimental results measured on the receiver realized with the universal software radio peripheral (USRP, with the baseband signal processing at personal computer (PC.

Recursive relations for a quiver gauge theory

International Nuclear Information System (INIS)

Park, Jaemo; Sim, Woojoo

2006-01-01

We study the recursive relations for a quiver gauge theory with the gauge group SU(N 1 ) x SU(N 2 ) with bifundamental fermions transforming as (N 1 , N-bar 2 ). We work out the recursive relation for the amplitudes involving a pair of quark and antiquark and gluons of each gauge group. We realize directly in the recursive relations the invariance under the order preserving permutations of the gluons of the first and the second gauge group. We check the proposed relations for MHV, 6-point and 7-point amplitudes and find the agreements with the known results and the known relations with the single gauge group amplitudes. The proposed recursive relation is much more efficient in calculating the amplitudes than using the known relations with the amplitudes of the single gauge group

Parametric output-only identification of time-varying structures using a kernel recursive extended least squares TARMA approach

Science.gov (United States)

Ma, Zhi-Sai; Liu, Li; Zhou, Si-Da; Yu, Lei; Naets, Frank; Heylen, Ward; Desmet, Wim

2018-01-01

The problem of parametric output-only identification of time-varying structures in a recursive manner is considered. A kernelized time-dependent autoregressive moving average (TARMA) model is proposed by expanding the time-varying model parameters onto the basis set of kernel functions in a reproducing kernel Hilbert space. An exponentially weighted kernel recursive extended least squares TARMA identification scheme is proposed, and a sliding-window technique is subsequently applied to fix the computational complexity for each consecutive update, allowing the method to operate online in time-varying environments. The proposed sliding-window exponentially weighted kernel recursive extended least squares TARMA method is employed for the identification of a laboratory time-varying structure consisting of a simply supported beam and a moving mass sliding on it. The proposed method is comparatively assessed against an existing recursive pseudo-linear regression TARMA method via Monte Carlo experiments and shown to be capable of accurately tracking the time-varying dynamics. Furthermore, the comparisons demonstrate the superior achievable accuracy, lower computational complexity and enhanced online identification capability of the proposed kernel recursive extended least squares TARMA approach.

Analysis of litter size and average litter weight in pigs using a recursive model

DEFF Research Database (Denmark)

Varona, Luis; Sorensen, Daniel; Thompson, Robin

2007-01-01

An analysis of litter size and average piglet weight at birth in Landrace and Yorkshire using a standard two-trait mixed model (SMM) and a recursive mixed model (RMM) is presented. The RMM establishes a one-way link from litter size to average piglet weight. It is shown that there is a one......-to-one correspondence between the parameters of SMM and RMM and that they generate equivalent likelihoods. As parameterized in this work, the RMM tests for the presence of a recursive relationship between additive genetic values, permanent environmental effects, and specific environmental effects of litter size......, on average piglet weight. The equivalent standard mixed model tests whether or not the covariance matrices of the random effects have a diagonal structure. In Landrace, posterior predictive model checking supports a model without any form of recursion or, alternatively, a SMM with diagonal covariance...

CFT and topological recursion

CERN Document Server

Kostov, Ivan

2010-01-01

We study the quasiclassical expansion associated with a complex curve. In a more specific context this is the 1/N expansion in U(N)-invariant matrix integrals. We compare two approaches, the CFT approach and the topological recursion, and show their equivalence. The CFT approach reformulates the problem in terms of a conformal field theory on a Riemann surface, while the topological recursion is based on a recurrence equation for the observables representing symplectic invariants on the complex curve. The two approaches lead to two different graph expansions, one of which can be obtained as a partial resummation of the other.

Primitive recursive realizability and basic propositional logic

NARCIS (Netherlands)

Plisko, Valery

2007-01-01

Two notions of primitive recursive realizability for arithmetic sentences are considered. The first one is strictly primitive recursive realizability introduced by Z. Damnjanovic in 1994. We prove that intuitionistic predicate logic is not sound with this kind of realizability. Namely there

Parameter estimation in plasmonic QED

Science.gov (United States)

Jahromi, H. Rangani

2018-03-01

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

Parameter Estimation in Continuous Time Domain

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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.

Real-time recursive motion segmentation of video data on a programmable device

NARCIS (Netherlands)

Wittebrood, R.B; Haan, de G.

2001-01-01

We previously reported on a recursive algorithm enabling real-time object-based motion estimation (OME) of standard definition video on a digital signal processor (DSP). The algorithm approximates the motion of the objects in the image with parametric motion models and creates a segmentation mask by

Recursion to food plants by free-ranging Bornean elephant.

Science.gov (United States)

English, Megan; Gillespie, Graeme; Goossens, Benoit; Ismail, Sulaiman; Ancrenaz, Marc; Linklater, Wayne

2015-01-01

Plant recovery rates after herbivory are thought to be a key factor driving recursion by herbivores to sites and plants to optimise resource-use but have not been investigated as an explanation for recursion in large herbivores. We investigated the relationship between plant recovery and recursion by elephants (Elephas maximus borneensis) in the Lower Kinabatangan Wildlife Sanctuary, Sabah. We identified 182 recently eaten food plants, from 30 species, along 14 × 50 m transects and measured their recovery growth each month over nine months or until they were re-browsed by elephants. The monthly growth in leaf and branch or shoot length for each plant was used to calculate the time required (months) for each species to recover to its pre-eaten length. Elephant returned to all but two transects with 10 eaten plants, a further 26 plants died leaving 146 plants that could be re-eaten. Recursion occurred to 58% of all plants and 12 of the 30 species. Seventy-seven percent of the re-eaten plants were grasses. Recovery times to all plants varied from two to twenty months depending on the species. Recursion to all grasses coincided with plant recovery whereas recursion to most browsed plants occurred four to twelve months before they had recovered to their previous length. The small sample size of many browsed plants that received recursion and uneven plant species distribution across transects limits our ability to generalise for most browsed species but a prominent pattern in plant-scale recursion did emerge. Plant recovery time was a good predictor of time to recursion but varied as a function of growth form (grass, ginger, palm, liana and woody) and differences between sites. Time to plant recursion coincided with plant recovery time for the elephant's preferred food, grasses, and perhaps also gingers, but not the other browsed species. Elephants are bulk feeders so it is likely that they time their returns to bulk feed on these grass species when quantities have

EEG and MEG source localization using recursively applied (RAP) MUSIC

Energy Technology Data Exchange (ETDEWEB)

Mosher, J.C. [Los Alamos National Lab., NM (United States); Leahy, R.M. [University of Southern California, Los Angeles, CA (United States). Signal and Image Processing Inst.

1996-12-31

The multiple signal characterization (MUSIC) algorithm locates multiple asynchronous dipolar sources from electroencephalography (EEG) and magnetoencephalography (MEG) data. A signal subspace is estimated from the data, then the algorithm scans a single dipole model through a three-dimensional head volume and computes projections onto this subspace. To locate the sources, the user must search the head volume for local peaks in the projection metric. Here we describe a novel extension of this approach which we refer to as RAP (Recursively APplied) MUSIC. This new procedure automatically extracts the locations of the sources through a recursive use of subspace projections, which uses the metric of principal correlations as a multidimensional form of correlation analysis between the model subspace and the data subspace. The dipolar orientations, a form of `diverse polarization,` are easily extracted using the associated principal vectors.

Adaptive Estimation and Heuristic Optimization of Nonlinear Spacecraft Attitude Dynamics

Science.gov (United States)

2016-09-15

Biology, Control and Artificial Intelligence , MIT Press, Cambridge, MA, USA, 1992. 177 [89] Thompson, R. E., Colombi, J. M., Black, J. T., and Ayres...utilized for parameter and state estimates. MMAE algorithms involve constructing a bank of recursive estimators, each assuming a different hypothesis for...this research, MMAE routines employing parallel banks of unscented attitude filters are applied to analytical models of spacecraft with time- varying

ESTIMATION ACCURACY OF EXPONENTIAL DISTRIBUTION PARAMETERS

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muhammad zahid rashid

2011-04-01

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

Recursion Operators for Dispersionless KP Hierarchy

International Nuclear Information System (INIS)

Cheng Qiusheng; He Jingsong

2012-01-01

Based on the corresponding theorem between dispersionless KP (dKP) hierarchy and ħ-dependent KP (ħKP) hierarchy, a general formal representation of the recursion operators for dKP hierarchy under n-reduction is given in a systematical way from the corresponding ħKP hierarchy. To illustrate this method, the recursion operators for dKP hierarchy under 2-reduction and 3-reduction are calculated in detail.

Anti-Authoritarian Metrics: Recursivity as a strategy for post-capitalism

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David Adam Banks

2016-12-01

Full Text Available This essay proposes that those seeking to build counter-power institutions and communities learn to think in terms of what I call “recursivity.” Recursivity is an anti-authoritarian metric that helps bring about a sensitivity to feedback loops at multiple levels of organization. I begin by describing how technological systems and the socio-economic order co-constitute one-another around efficiency metrics. I then go on to define recursivity as social conditions that contain within them all of the parts and practices for their maturation and expansion, and show how organizations that demonstrate recursivity, like the historical English commons, have been marginalized or destroyed all together. Finally, I show how the ownership of property is inherently antithetical to the closed loops of recursivity. All of this is bookended by a study of urban planning’s recursive beginnings.

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.

Deformation of the three-term recursion relation and generation of new orthogonal polynomials

International Nuclear Information System (INIS)

Alhaidari, A D

2002-01-01

We find solutions for a linear deformation of the three-term recursion relation. The orthogonal polynomials of the first and second kind associated with the deformed relation are obtained. The new density (weight) function is written in terms of the original one and the deformation parameters

Recursive Definitions of Monadic Functions

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Alexander Krauss

2010-12-01

Full Text Available Using standard domain-theoretic fixed-points, we present an approach for defining recursive functions that are formulated in monadic style. The method works both in the simple option monad and the state-exception monad of Isabelle/HOL's imperative programming extension, which results in a convenient definition principle for imperative programs, which were previously hard to define. For such monadic functions, the recursion equation can always be derived without preconditions, even if the function is partial. The construction is easy to automate, and convenient induction principles can be derived automatically.

Real-time recursive hyperspectral sample and band processing algorithm architecture and implementation

CERN Document Server

Chang, Chein-I

2017-01-01

This book explores recursive architectures in designing progressive hyperspectral imaging algorithms. In particular, it makes progressive imaging algorithms recursive by introducing the concept of Kalman filtering in algorithm design so that hyperspectral imagery can be processed not only progressively sample by sample or band by band but also recursively via recursive equations. This book can be considered a companion book of author’s books, Real-Time Progressive Hyperspectral Image Processing, published by Springer in 2016. Explores recursive structures in algorithm architecture Implements algorithmic recursive architecture in conjunction with progressive sample and band processing Derives Recursive Hyperspectral Sample Processing (RHSP) techniques according to Band-Interleaved Sample/Pixel (BIS/BIP) acquisition format Develops Recursive Hyperspectral Band Processing (RHBP) techniques according to Band SeQuential (BSQ) acquisition format for hyperspectral data.

Improved Undecidability Results for Reachability Games on Recursive Timed Automata

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Shankara Narayanan Krishna

2014-08-01

Full Text Available We study reachability games on recursive timed automata (RTA that generalize Alur-Dill timed automata with recursive procedure invocation mechanism similar to recursive state machines. It is known that deciding the winner in reachability games on RTA is undecidable for automata with two or more clocks, while the problem is decidable for automata with only one clock. Ouaknine and Worrell recently proposed a time-bounded theory of real-time verification by claiming that restriction to bounded-time recovers decidability for several key decision problem related to real-time verification. We revisited games on recursive timed automata with time-bounded restriction in the hope of recovering decidability. However, we found that the problem still remains undecidable for recursive timed automata with three or more clocks. Using similar proof techniques we characterize a decidability frontier for a generalization of RTA to recursive stopwatch automata.

Recursive tridiagonalization of infinite dimensional Hamiltonians

International Nuclear Information System (INIS)

Haydock, R.; Oregon Univ., Eugene, OR

1989-01-01

Infinite dimensional, computable, sparse Hamiltonians can be numerically tridiagonalized to finite precision using a three term recursion. Only the finite number of components whose relative magnitude is greater than the desired precision are stored at any stage in the computation. Thus the particular components stored change as the calculation progresses. This technique avoids errors due to truncation of the orbital set, and makes terminators unnecessary in the recursion method. (orig.)

Recursion theory computational aspects of definability

CERN Document Server

Chong, Chi Tat

2015-01-01

This monograph presents recursion theory from a generalized and largely global point of view. A major theme is the study of the structures of degrees arising from two key notions of reducibility, the Turing degrees and the hyperdegrees, using ideas and techniques beyond those of classical recursion theory. These include structure theory, hyperarithmetic determinacy and rigidity, basis theorems, independence results on Turing degrees, as well as applications to higher randomness.

Recursion to food plants by free-ranging Bornean elephant

Directory of Open Access Journals (Sweden)

Megan English

2015-08-01

Full Text Available Plant recovery rates after herbivory are thought to be a key factor driving recursion by herbivores to sites and plants to optimise resource-use but have not been investigated as an explanation for recursion in large herbivores. We investigated the relationship between plant recovery and recursion by elephants (Elephas maximus borneensis in the Lower Kinabatangan Wildlife Sanctuary, Sabah. We identified 182 recently eaten food plants, from 30 species, along 14 × 50 m transects and measured their recovery growth each month over nine months or until they were re-browsed by elephants. The monthly growth in leaf and branch or shoot length for each plant was used to calculate the time required (months for each species to recover to its pre-eaten length. Elephant returned to all but two transects with 10 eaten plants, a further 26 plants died leaving 146 plants that could be re-eaten. Recursion occurred to 58% of all plants and 12 of the 30 species. Seventy-seven percent of the re-eaten plants were grasses. Recovery times to all plants varied from two to twenty months depending on the species. Recursion to all grasses coincided with plant recovery whereas recursion to most browsed plants occurred four to twelve months before they had recovered to their previous length. The small sample size of many browsed plants that received recursion and uneven plant species distribution across transects limits our ability to generalise for most browsed species but a prominent pattern in plant-scale recursion did emerge. Plant recovery time was a good predictor of time to recursion but varied as a function of growth form (grass, ginger, palm, liana and woody and differences between sites. Time to plant recursion coincided with plant recovery time for the elephant’s preferred food, grasses, and perhaps also gingers, but not the other browsed species. Elephants are bulk feeders so it is likely that they time their returns to bulk feed on these grass species when

Simple recursion relations for general field theories

International Nuclear Information System (INIS)

Cheung, Clifford; Shen, Chia-Hsien; Trnka, Jaroslav

2015-01-01

On-shell methods offer an alternative definition of quantum field theory at tree-level, replacing Feynman diagrams with recursion relations and interaction vertices with a handful of seed scattering amplitudes. In this paper we determine the simplest recursion relations needed to construct a general four-dimensional quantum field theory of massless particles. For this purpose we define a covering space of recursion relations which naturally generalizes all existing constructions, including those of BCFW and Risager. The validity of each recursion relation hinges on the large momentum behavior of an n-point scattering amplitude under an m-line momentum shift, which we determine solely from dimensional analysis, Lorentz invariance, and locality. We show that all amplitudes in a renormalizable theory are 5-line constructible. Amplitudes are 3-line constructible if an external particle carries spin or if the scalars in the theory carry equal charge under a global or gauge symmetry. Remarkably, this implies the 3-line constructibility of all gauge theories with fermions and complex scalars in arbitrary representations, all supersymmetric theories, and the standard model. Moreover, all amplitudes in non-renormalizable theories without derivative interactions are constructible; with derivative interactions, a subset of amplitudes is constructible. We illustrate our results with examples from both renormalizable and non-renormalizable theories. Our study demonstrates both the power and limitations of recursion relations as a self-contained formulation of quantum field theory.

A new recursion operator for Adler's equation in the Viallet form

International Nuclear Information System (INIS)

Mikhailov, A.V.; Wang, J.P.

2011-01-01

For Adler's equation in the Viallet form and Yamilov's discretisation of the Krichever-Novikov equation we present new recursion and Hamiltonian operators. This new recursion operator and the recursion operator found in [A.V. Mikhailov, et al., Theor. Math. Phys. 167 (2011) 421, (arXiv:1004.5346)] satisfy the spectral curve associated with the equation. -- Highlights: → We present new recursion and Hamiltonian operators for the equation. → We establish the relation between this recursion operator and the known one. → The relation is given by the spectral curve associated with the equation.

Updating Recursive XML Views of Relations

DEFF Research Database (Denmark)

Choi, Byron; Cong, Gao; Fan, Wenfei

2009-01-01

This paper investigates the view update problem for XML views published from relational data. We consider XML views defined in terms of mappings directed by possibly recursive DTDs compressed into DAGs and stored in relations. We provide new techniques to efficiently support XML view updates...... specified in terms of XPath expressions with recursion and complex filters. The interaction between XPath recursion and DAG compression of XML views makes the analysis of the XML view update problem rather intriguing. Furthermore, many issues are still open even for relational view updates, and need...... to be explored. In response to these, on the XML side, we revise the notion of side effects and update semantics based on the semantics of XML views, and present effecient algorithms to translate XML updates to relational view updates. On the relational side, we propose a mild condition on SPJ views, and show...

Recursion complexity in cognition

CERN Document Server

Roeper, Thomas

2014-01-01

This volume focuses on recursion, highlighting its central role in modern science. It reveals a host of new theoretical arguments, philosophical perspectives, formal representations and empirical evidence from parsing, acquisition and computer models.

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.

Optimal hydrograph separation using a recursive digital filter constrained by chemical mass balance, with application to selected Chesapeake Bay watersheds

Science.gov (United States)

Raffensperger, Jeff P.; Baker, Anna C.; Blomquist, Joel D.; Hopple, Jessica A.

2017-06-26

Quantitative estimates of base flow are necessary to address questions concerning the vulnerability and response of the Nation’s water supply to natural and human-induced change in environmental conditions. An objective of the U.S. Geological Survey National Water-Quality Assessment Project is to determine how hydrologic systems are affected by watershed characteristics, including land use, land cover, water use, climate, and natural characteristics (geology, soil type, and topography). An important component of any hydrologic system is base flow, generally described as the part of streamflow that is sustained between precipitation events, fed to stream channels by delayed (usually subsurface) pathways, and more specifically as the volumetric discharge of water, estimated at a measurement site or gage at the watershed scale, which represents groundwater that discharges directly or indirectly to stream reaches and is then routed to the measurement point.Hydrograph separation using a recursive digital filter was applied to 225 sites in the Chesapeake Bay watershed. The recursive digital filter was chosen for the following reasons: it is based in part on the assumption that groundwater acts as a linear reservoir, and so has a physical basis; it has only two adjustable parameters (alpha, obtained directly from recession analysis, and beta, the maximum value of the base-flow index that can be modeled by the filter), which can be determined objectively and with the same physical basis of groundwater reservoir linearity, or that can be optimized by applying a chemical-mass-balance constraint. Base-flow estimates from the recursive digital filter were compared with those from five other hydrograph-separation methods with respect to two metrics: the long-term average fraction of streamflow that is base flow, or base-flow index, and the fraction of days where streamflow is entirely base flow. There was generally good correlation between the methods, with some biased

The Method of Recursive Counting: Can one go further?

International Nuclear Information System (INIS)

Creutz, M.; Horvath, I.

1993-12-01

After a short review of the Method of Recursive Counting we introduce a general algebraic description of recursive lattice building. This provides a rigorous framework for discussion of method's limitations

Mining IP to Domain Name Interactions to Detect DNS Flood Attacks on Recursive DNS Servers

Directory of Open Access Journals (Sweden)

Roberto Alonso

2016-08-01

Full Text Available The Domain Name System (DNS is a critical infrastructure of any network, and, not surprisingly a common target of cybercrime. There are numerous works that analyse higher level DNS traffic to detect anomalies in the DNS or any other network service. By contrast, few efforts have been made to study and protect the recursive DNS level. In this paper, we introduce a novel abstraction of the recursive DNS traffic to detect a flooding attack, a kind of Distributed Denial of Service (DDoS. The crux of our abstraction lies on a simple observation: Recursive DNS queries, from IP addresses to domain names, form social groups; hence, a DDoS attack should result in drastic changes on DNS social structure. We have built an anomaly-based detection mechanism, which, given a time window of DNS usage, makes use of features that attempt to capture the DNS social structure, including a heuristic that estimates group composition. Our detection mechanism has been successfully validated (in a simulated and controlled setting and with it the suitability of our abstraction to detect flooding attacks. To the best of our knowledge, this is the first time that work is successful in using this abstraction to detect these kinds of attacks at the recursive level. Before concluding the paper, we motivate further research directions considering this new abstraction, so we have designed and tested two additional experiments which exhibit promising results to detect other types of anomalies in recursive DNS servers.

Mining IP to Domain Name Interactions to Detect DNS Flood Attacks on Recursive DNS Servers.

Science.gov (United States)

Alonso, Roberto; Monroy, Raúl; Trejo, Luis A

2016-08-17

The Domain Name System (DNS) is a critical infrastructure of any network, and, not surprisingly a common target of cybercrime. There are numerous works that analyse higher level DNS traffic to detect anomalies in the DNS or any other network service. By contrast, few efforts have been made to study and protect the recursive DNS level. In this paper, we introduce a novel abstraction of the recursive DNS traffic to detect a flooding attack, a kind of Distributed Denial of Service (DDoS). The crux of our abstraction lies on a simple observation: Recursive DNS queries, from IP addresses to domain names, form social groups; hence, a DDoS attack should result in drastic changes on DNS social structure. We have built an anomaly-based detection mechanism, which, given a time window of DNS usage, makes use of features that attempt to capture the DNS social structure, including a heuristic that estimates group composition. Our detection mechanism has been successfully validated (in a simulated and controlled setting) and with it the suitability of our abstraction to detect flooding attacks. To the best of our knowledge, this is the first time that work is successful in using this abstraction to detect these kinds of attacks at the recursive level. Before concluding the paper, we motivate further research directions considering this new abstraction, so we have designed and tested two additional experiments which exhibit promising results to detect other types of anomalies in recursive DNS servers.

An efficient recursive least square-based condition monitoring approach for a rail vehicle suspension system

Science.gov (United States)

Liu, X. Y.; Alfi, S.; Bruni, S.

2016-06-01

A model-based condition monitoring strategy for the railway vehicle suspension is proposed in this paper. This approach is based on recursive least square (RLS) algorithm focusing on the deterministic 'input-output' model. RLS has Kalman filtering feature and is able to identify the unknown parameters from a noisy dynamic system by memorising the correlation properties of variables. The identification of suspension parameter is achieved by machine learning of the relationship between excitation and response in a vehicle dynamic system. A fault detection method for the vertical primary suspension is illustrated as an instance of this condition monitoring scheme. Simulation results from the rail vehicle dynamics software 'ADTreS' are utilised as 'virtual measurements' considering a trailer car of Italian ETR500 high-speed train. The field test data from an E464 locomotive are also employed to validate the feasibility of this strategy for the real application. Results of the parameter identification performed indicate that estimated suspension parameters are consistent or approximate with the reference values. These results provide the supporting evidence that this fault diagnosis technique is capable of paving the way for the future vehicle condition monitoring system.

Video game for learning and metaphorization of recursive algorithms

Directory of Open Access Journals (Sweden)

Ricardo Inacio Alvares Silva

2013-09-01

Full Text Available The learning of recursive algorithms in computer programming is problematic, because its execution and resolution is not natural to the thinking way people are trained and used to since young. As with other topics in algorithms, we use metaphors to make parallels between the abstract and the concrete to help in understanding the operation of recursive algorithms. However, the classic metaphors employed in this area, such as calculating factorial recursively and Towers of Hanoi game, may just confuse more or be insufficient. In this work, we produced a computer game to assist students in computer courses in learning recursive algorithms. It was designed to have regular video game characteristics, with narrative and classical gameplay elements, commonly found in this kind of product. Aiding to education occurs through metaphorization, or in other words, through experiences provided by game situations that refer to recursive algorithms. To this end, we designed and imbued in the game four valid metaphors related to the theory, and other minor references to the subject.

Tracking time-varying parameters with local regression

DEFF Research Database (Denmark)

Joensen, Alfred Karsten; Nielsen, Henrik Aalborg; Nielsen, Torben Skov

2000-01-01

This paper shows that the recursive least-squares (RLS) algorithm with forgetting factor is a special case of a varying-coe\\$cient model, and a model which can easily be estimated via simple local regression. This observation allows us to formulate a new method which retains the RLS algorithm, bu......, but extends the algorithm by including polynomial approximations. Simulation results are provided, which indicates that this new method is superior to the classical RLS method, if the parameter variations are smooth....

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...

All-Pole Recursive Digital Filters Design Based on Ultraspherical Polynomials

OpenAIRE

N. Stojanovic; N. Stamenkovic; V. Stojanovic

2014-01-01

A simple method for approximation of all-pole recursive digital filters, directly in digital domain, is described. Transfer function of these filters, referred to as Ultraspherical filters, is controlled by order of the Ultraspherical polynomial, nu. Parameter nu, restricted to be a nonnegative real number (nu ≥ 0), controls ripple peaks in the passband of the magnitude response and enables a trade-off between the passband loss and the group delay response of the resulting filter. Chebyshev f...

Comparative Study of Online Open Circuit Voltage Estimation Techniques for State of Charge Estimation of Lithium-Ion Batteries

Directory of Open Access Journals (Sweden)

Hicham Chaoui

2017-04-01

Full Text Available Online estimation techniques are extensively used to determine the parameters of various uncertain dynamic systems. In this paper, online estimation of the open-circuit voltage (OCV of lithium-ion batteries is proposed by two different adaptive filtering methods (i.e., recursive least square, RLS, and least mean square, LMS, along with an adaptive observer. The proposed techniques use the battery’s terminal voltage and current to estimate the OCV, which is correlated to the state of charge (SOC. Experimental results highlight the effectiveness of the proposed methods in online estimation at different charge/discharge conditions and temperatures. The comparative study illustrates the advantages and limitations of each online estimation method.

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.

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.

Syntactic Recursion Facilitates and Working Memory Predicts Recursive Theory of Mind

NARCIS (Netherlands)

Arslan, Burcu; Hohenberger, Annette; Verbrugge, Rineke

2017-01-01

In this study, we focus on the possible roles of second-order syntactic recursion and working memory in terms of simple and complex span tasks in the development of second-order false belief reasoning. We tested 89 Turkish children in two age groups, one younger (4;6-6;5 years) and one older

Inner and Outer Recursive Neural Networks for Chemoinformatics Applications.

Science.gov (United States)

Urban, Gregor; Subrahmanya, Niranjan; Baldi, Pierre

2018-02-26

Deep learning methods applied to problems in chemoinformatics often require the use of recursive neural networks to handle data with graphical structure and variable size. We present a useful classification of recursive neural network approaches into two classes, the inner and outer approach. The inner approach uses recursion inside the underlying graph, to essentially "crawl" the edges of the graph, while the outer approach uses recursion outside the underlying graph, to aggregate information over progressively longer distances in an orthogonal direction. We illustrate the inner and outer approaches on several examples. More importantly, we provide open-source implementations [available at www.github.com/Chemoinformatics/InnerOuterRNN and cdb.ics.uci.edu ] for both approaches in Tensorflow which can be used in combination with training data to produce efficient models for predicting the physical, chemical, and biological properties of small molecules.

Numerical solution of recirculating flow by a simple finite element recursion relation

Energy Technology Data Exchange (ETDEWEB)

Pepper, D W; Cooper, R E

1980-01-01

A time-split finite element recursion relation, based on linear basis functions, is used to solve the two-dimensional equations of motion. Recirculating flow in a rectangular cavity and free convective flow in an enclosed container are analyzed. The relation has the advantage of finite element accuracy and finite difference speed and simplicity. Incorporating dissipation parameters in the functionals decreases numerical dispersion and improves phase lag.

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.

Fading Kalman filter-based real-time state of charge estimation in LiFePO_4 battery-powered electric vehicles

International Nuclear Information System (INIS)

Lim, KaiChin; Bastawrous, Hany Ayad; Duong, Van-Huan; See, Khay Wai; Zhang, Peng; Dou, Shi Xue

2016-01-01

Highlights: • Real-time battery model parameters and SoC estimation with novel method is proposed. • Cascading filtering stages are used for parameters identification and SoC estimation. • Optimized fading Kalman filter is implemented for SoC estimation. • Accurate SoC estimation is validated in UDDS load profile experiment. • This approach is suitable for BMS in EV applications due to its simplicity. - Abstract: A novel online estimation technique for estimating the state of charge (SoC) of a lithium iron phosphate (LiFePO_4) battery has been developed. Based on a simplified model, the open circuit voltage (OCV) of the battery is estimated through two cascaded linear filtering stages. A recursive least squares filter is employed in the first stage to dynamically estimate the battery model parameters in real-time, and then, a fading Kalman filter (FKF) is used to estimate the OCV from these parameters. FKF can avoid the possibility of large estimation errors, which may occur with a conventional Kalman filter, due to its capability to compensate any modeling error through a fading factor. By optimizing the value of the fading factor in the set of recursion equations of FKF with genetic algorithms, the errors in estimating the battery’s SoC in urban dynamometer driving schedules-based experiments and real vehicle driving cycle experiments were below 3% compared to more than 9% in the case of using an ordinary Kalman filter. The proposed method with its simplified model provides the simplicity and feasibility required for real-time application with highly accurate SoC estimation.

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.

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.

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.

Optimization of hierarchical 3DRS motion estimators for picture rate conversion

OpenAIRE

Heinrich, A.; Bartels, C.L.L.; Vleuten, van der, R.J.; Cordes, C.N.; Haan, de, G.

2010-01-01

There is a continuous pressure to lower the implementation complexity and improve the quality of motion-compensated picture rate conversion methods. Since the concept of hierarchy can be advantageously applied to many motion estimation methods, we have extended and improved the current state-of-the-art motion estimation method in this field, 3-Dimensional Recursive Search (3DRS), with this concept. We have explored the extensive parameter space and present an analysis of the importance and in...

3. Procedures and Recursion

Indian Academy of Sciences (India)

Home; Journals; Resonance – Journal of Science Education; Volume 1; Issue 6. Algorithms Procedures and Recursion. R K Shyamasundar. Series Article Volume 1 ... Author Affiliations. R K Shyamasundar1. Computer Science Group, Tata Institute of Fundamental Research, Homi Bhabha Road Mumbai 400 005, India.

Model-Based Recursive Partitioning for Subgroup Analyses.

Science.gov (United States)

Seibold, Heidi; Zeileis, Achim; Hothorn, Torsten

2016-05-01

The identification of patient subgroups with differential treatment effects is the first step towards individualised treatments. A current draft guideline by the EMA discusses potentials and problems in subgroup analyses and formulated challenges to the development of appropriate statistical procedures for the data-driven identification of patient subgroups. We introduce model-based recursive partitioning as a procedure for the automated detection of patient subgroups that are identifiable by predictive factors. The method starts with a model for the overall treatment effect as defined for the primary analysis in the study protocol and uses measures for detecting parameter instabilities in this treatment effect. The procedure produces a segmented model with differential treatment parameters corresponding to each patient subgroup. The subgroups are linked to predictive factors by means of a decision tree. The method is applied to the search for subgroups of patients suffering from amyotrophic lateral sclerosis that differ with respect to their Riluzole treatment effect, the only currently approved drug for this disease.

Analytic study of the Migdal-Kadanoff recursion formula

International Nuclear Information System (INIS)

Ito, K.R.

1984-01-01

After proposing lattice gauge field models in which the Migdal renormalization group recursion formulas are exact, we study the recursion formulas analytically. If D is less than 4, it is shown that the effective actions of D-dimensional U(1) lattice gauge models are uniformly driven to the high temperature region no matter how low the initial temperature is. If the initial temperature is large enough, this holds for any D and gauge group G. These are also the cases for the recursion formulas of Kadanoff type. It turns out, however, that the string tension for D=3 obtained by these methods is rather big compared with the one already obtained by Mack, Goepfert and by the present author. The reason is clarified. (orig.)

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

Active control versus recursive backstepping control of a chaotic ...

African Journals Online (AJOL)

... than for the recursive backstepping controllers. However, the flexibility in the choice of the control laws for recursive backstepping design gives room for further improvement in its performance and enables it to achieve the goals of stabilization and tracking. Journal of the Nigerian Association of Mathematical Physics Vol.

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

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.

Limited memory Broyden-Fletcher-Goldfarb-Shanno (L-BFGS) method for the parameter estimation on geographically weighted ordinal logistic regression model (GWOLR)

Science.gov (United States)

Saputro, Dewi Retno Sari; Widyaningsih, Purnami

2017-08-01

In general, the parameter estimation of GWOLR model uses maximum likelihood method, but it constructs a system of nonlinear equations, making it difficult to find the solution. Therefore, an approximate solution is needed. There are two popular numerical methods: the methods of Newton and Quasi-Newton (QN). Newton's method requires large-scale time in executing the computation program since it contains Jacobian matrix (derivative). QN method overcomes the drawback of Newton's method by substituting derivative computation into a function of direct computation. The QN method uses Hessian matrix approach which contains Davidon-Fletcher-Powell (DFP) formula. The Broyden-Fletcher-Goldfarb-Shanno (BFGS) method is categorized as the QN method which has the DFP formula attribute of having positive definite Hessian matrix. The BFGS method requires large memory in executing the program so another algorithm to decrease memory usage is needed, namely Low Memory BFGS (LBFGS). The purpose of this research is to compute the efficiency of the LBFGS method in the iterative and recursive computation of Hessian matrix and its inverse for the GWOLR parameter estimation. In reference to the research findings, we found out that the BFGS and LBFGS methods have arithmetic operation schemes, including O(n2) and O(nm).

Discovery of a Recursive Principle: An Artificial Grammar Investigation of Human Learning of a Counting Recursion Language.

Science.gov (United States)

Cho, Pyeong Whan; Szkudlarek, Emily; Tabor, Whitney

2016-01-01

Learning is typically understood as a process in which the behavior of an organism is progressively shaped until it closely approximates a target form. It is easy to comprehend how a motor skill or a vocabulary can be progressively learned-in each case, one can conceptualize a series of intermediate steps which lead to the formation of a proficient behavior. With grammar, it is more difficult to think in these terms. For example, center embedding recursive structures seem to involve a complex interplay between multiple symbolic rules which have to be in place simultaneously for the system to work at all, so it is not obvious how the mechanism could gradually come into being. Here, we offer empirical evidence from a new artificial language (or "artificial grammar") learning paradigm, Locus Prediction, that, despite the conceptual conundrum, recursion acquisition occurs gradually, at least for a simple formal language. In particular, we focus on a variant of the simplest recursive language, a (n) b (n) , and find evidence that (i) participants trained on two levels of structure (essentially ab and aabb) generalize to the next higher level (aaabbb) more readily than participants trained on one level of structure (ab) combined with a filler sentence; nevertheless, they do not generalize immediately; (ii) participants trained up to three levels (ab, aabb, aaabbb) generalize more readily to four levels than participants trained on two levels generalize to three; (iii) when we present the levels in succession, starting with the lower levels and including more and more of the higher levels, participants show evidence of transitioning between the levels gradually, exhibiting intermediate patterns of behavior on which they were not trained; (iv) the intermediate patterns of behavior are associated with perturbations of an attractor in the sense of dynamical systems theory. We argue that all of these behaviors indicate a theory of mental representation in which recursive

Source localization using recursively applied and projected (RAP) MUSIC

Energy Technology Data Exchange (ETDEWEB)

Mosher, J.C. [Los Alamos National Lab., NM (United States); Leahy, R.M. [Univ. of Southern California, Los Angeles, CA (United States). Signal and Image Processing Inst.

1998-03-01

A new method for source localization is described that is based on a modification of the well known multiple signal classification (MUSIC) algorithm. In classical MUSIC, the array manifold vector is projected onto an estimate of the signal subspace, but errors in the estimate can make location of multiple sources difficult. Recursively applied and projected (RAP) MUSIC uses each successively located source to form an intermediate array gain matrix, and projects both the array manifold and the signal subspace estimate into its orthogonal complement. The MUSIC projection is then performed in this reduced subspace. Using the metric of principal angles, the authors describe a general form of the RAP-MUSIC algorithm for the case of diversely polarized sources. Through a uniform linear array simulation, the authors demonstrate the improved Monte Carlo performance of RAP-MUSIC relative to MUSIC and two other sequential subspace methods, S and IES-MUSIC.

Recursive Algorithm For Linear Regression

Science.gov (United States)

Varanasi, S. V.

1988-01-01

Order of model determined easily. Linear-regression algorithhm includes recursive equations for coefficients of model of increased order. Algorithm eliminates duplicative calculations, facilitates search for minimum order of linear-regression model fitting set of data satisfactory.

Speed control of induction motor using fuzzy recursive least squares technique

OpenAIRE

Santiago Sánchez; Eduardo Giraldo

2008-01-01

A simple adaptive controller design is presented in this paper, the control system uses the adaptive fuzzy logic, sliding modes and is trained with the recursive least squares technique. The problem of parameter variation is solved with the adaptive controller; the use of an internal PI regulator produces that the speed control of the induction motor be achieved by the stator currents instead the input voltage. The rotor-flux oriented coordinated system model is used to develop and test the c...

Estimating Soil Hydraulic Parameters using Gradient Based Approach

Science.gov (United States)

Rai, P. K.; Tripathi, S.

2017-12-01

The conventional way of estimating parameters of a differential equation is to minimize the error between the observations and their estimates. The estimates are produced from forward solution (numerical or analytical) of differential equation assuming a set of parameters. Parameter estimation using the conventional approach requires high computational cost, setting-up of initial and boundary conditions, and formation of difference equations in case the forward solution is obtained numerically. Gaussian process based approaches like Gaussian Process Ordinary Differential Equation (GPODE) and Adaptive Gradient Matching (AGM) have been developed to estimate the parameters of Ordinary Differential Equations without explicitly solving them. Claims have been made that these approaches can straightforwardly be extended to Partial Differential Equations; however, it has been never demonstrated. This study extends AGM approach to PDEs and applies it for estimating parameters of Richards equation. Unlike the conventional approach, the AGM approach does not require setting-up of initial and boundary conditions explicitly, which is often difficult in real world application of Richards equation. The developed methodology was applied to synthetic soil moisture data. It was seen that the proposed methodology can estimate the soil hydraulic parameters correctly and can be a potential alternative to the conventional method.

State Estimation-based Transmission line parameter identification

Directory of Open Access Journals (Sweden)

Fredy Andrés Olarte Dussán

2010-01-01

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

Recursion rules for scattering amplitudes in non-Abelian gauge theories

International Nuclear Information System (INIS)

Kim, C.; Nair, V.P.

1997-01-01

We present a functional derivation of recursion rules for scattering amplitudes in a non-Abelian gauge theory in a form valid to arbitrary loop order. The tree-level and one-loop recursion rules are explicitly displayed. copyright 1997 The American Physical Society

Recursive representation of Wronskians in confluent supersymmetric quantum mechanics

International Nuclear Information System (INIS)

Contreras-Astorga, Alonso; Schulze-Halberg, Axel

2017-01-01

A recursive form of arbitrary-order Wronskian associated with transformation functions in the confluent algorithm of supersymmetric quantum mechanics (SUSY) is constructed. With this recursive form regularity conditions for the generated potentials can be analyzed. Moreover, as byproducts we obtain new representations of solutions to Schrödinger equations that underwent a confluent SUSY-transformation. (paper)

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 strange recursion operator demystified

International Nuclear Information System (INIS)

Sergyeyev, A

2005-01-01

We show that a new integrable two-component system of KdV type studied by Karasu (Kalkanli) et al (2004 Acta Appl. Math. 83 85-94) is bi-Hamiltonian, and its recursion operator, which has a highly unusual structure of nonlocal terms, can be written as a ratio of two compatible Hamiltonian operators found by us. Using this we prove that the system in question possesses an infinite hierarchy of local commuting generalized symmetries and conserved quantities in involution, and the evolution systems corresponding to these symmetries are bi-Hamiltonian as well. We also show that upon introduction of suitable nonlocal variables the nonlocal terms of the recursion operator under study can be written in the usual form, with the integration operator D -1 x appearing in each term at most once. (letter to the editor)

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...

Cobham recursive set functions

Czech Academy of Sciences Publication Activity Database

Beckmann, A.; Buss, S.; Friedman, S.-D.; Müller, M.; Thapen, Neil

2016-01-01

Roč. 167, č. 3 (2016), s. 335-369 ISSN 0168-0072 R&D Projects: GA ČR GBP202/12/G061 Institutional support: RVO:67985840 Keywords : set function * polynomial time * Cobham recursion Subject RIV: BA - General Mathematics Impact factor: 0.647, year: 2016 http://www.sciencedirect.com/science/article/pii/S0168007215001293

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…

A Proof-Theoretic Account of Primitive Recursion and Primitive Iteration

DEFF Research Database (Denmark)

Cherabini, Luca; Danvy, Olivier

2011-01-01

We revisit both the usual ``going-up'' induction principle and Manna and Waldinger's ``going-down'' induction principle for primitive recursion,`a la Goedel, and primitive iteration, `a la Church. We use 'Kleene's trick' to show that primitive recursion and primitive iiteration are as expressive...

Parameter identification for structural dynamics based on interval analysis algorithm

Science.gov (United States)

Yang, Chen; Lu, Zixing; Yang, Zhenyu; Liang, Ke

2018-04-01

A parameter identification method using interval analysis algorithm for structural dynamics is presented in this paper. The proposed uncertain identification method is investigated by using central difference method and ARMA system. With the help of the fixed memory least square method and matrix inverse lemma, a set-membership identification technology is applied to obtain the best estimation of the identified parameters in a tight and accurate region. To overcome the lack of insufficient statistical description of the uncertain parameters, this paper treats uncertainties as non-probabilistic intervals. As long as we know the bounds of uncertainties, this algorithm can obtain not only the center estimations of parameters, but also the bounds of errors. To improve the efficiency of the proposed method, a time-saving algorithm is presented by recursive formula. At last, to verify the accuracy of the proposed method, two numerical examples are applied and evaluated by three identification criteria respectively.

Speed control of induction motor using fuzzy recursive least squares technique

Directory of Open Access Journals (Sweden)

Santiago Sánchez

2008-12-01

Full Text Available A simple adaptive controller design is presented in this paper, the control system uses the adaptive fuzzy logic, sliding modes and is trained with the recursive least squares technique. The problem of parameter variation is solved with the adaptive controller; the use of an internal PI regulator produces that the speed control of the induction motor be achieved by the stator currents instead the input voltage. The rotor-flux oriented coordinated system model is used to develop and test the control system.

Recursive automatic classification algorithms

Energy Technology Data Exchange (ETDEWEB)

Bauman, E V; Dorofeyuk, A A

1982-03-01

A variational statement of the automatic classification problem is given. The dependence of the form of the optimal partition surface on the form of the classification objective functional is investigated. A recursive algorithm is proposed for maximising a functional of reasonably general form. The convergence problem is analysed in connection with the proposed algorithm. 8 references.

Decision-Directed Recursive Least Squares MIMO Channels Tracking

Directory of Open Access Journals (Sweden)

Karami Ebrahim

2006-01-01

Full Text Available A new approach for joint data estimation and channel tracking for multiple-input multiple-output (MIMO channels is proposed based on the decision-directed recursive least squares (DD-RLS algorithm. RLS algorithm is commonly used for equalization and its application in channel estimation is a novel idea. In this paper, after defining the weighted least squares cost function it is minimized and eventually the RLS MIMO channel estimation algorithm is derived. The proposed algorithm combined with the decision-directed algorithm (DDA is then extended for the blind mode operation. From the computational complexity point of view being versus the number of transmitter and receiver antennas, the proposed algorithm is very efficient. Through various simulations, the mean square error (MSE of the tracking of the proposed algorithm for different joint detection algorithms is compared with Kalman filtering approach which is one of the most well-known channel tracking algorithms. It is shown that the performance of the proposed algorithm is very close to Kalman estimator and that in the blind mode operation it presents a better performance with much lower complexity irrespective of the need to know the channel model.

Recursive Neural Networks Based on PSO for Image Parsing

Directory of Open Access Journals (Sweden)

Guo-Rong Cai

2013-01-01

Full Text Available This paper presents an image parsing algorithm which is based on Particle Swarm Optimization (PSO and Recursive Neural Networks (RNNs. State-of-the-art method such as traditional RNN-based parsing strategy uses L-BFGS over the complete data for learning the parameters. However, this could cause problems due to the nondifferentiable objective function. In order to solve this problem, the PSO algorithm has been employed to tune the weights of RNN for minimizing the objective. Experimental results obtained on the Stanford background dataset show that our PSO-based training algorithm outperforms traditional RNN, Pixel CRF, region-based energy, simultaneous MRF, and superpixel MRF.

Inferring relationships between clinical mastitis, productivity and fertility: a recursive model application including genetics, farm associated herd management, and cow-specific antibiotic treatments.

Science.gov (United States)

Rehbein, Pia; Brügemann, Kerstin; Yin, Tong; V Borstel, U König; Wu, Xiao-Lin; König, Sven

2013-10-01

A dataset of test-day records, fertility traits, and one health trait including 1275 Brown Swiss cows kept in 46 small-scale organic farms was used to infer relationships among these traits based on recursive Gaussian-threshold models. Test-day records included milk yield (MY), protein percentage (PROT-%), fat percentage (FAT-%), somatic cell score (SCS), the ratio of FAT-% to PROT-% (FPR), lactose percentage (LAC-%), and milk urea nitrogen (MUN). Female fertility traits were defined as the interval from calving to first insemination (CTFS) and success of a first insemination (SFI), and the health trait was clinical mastitis (CM). First, a tri-trait model was used which postulated the recursive effect of a test-day observation in the early period of lactation on liability to CM (LCM), and further the recursive effect of LCM on the following test-day observation. For CM and female fertility traits, a bi-trait recursive Gaussian-threshold model was employed to estimate the effects from CM to CTFS and from CM on SFI. The recursive effects from CTFS and SFI onto CM were not relevant, because CM was recorded prior to the measurements for CTFS and SFI. Results show that the posterior heritability for LCM was 0.05, and for all other traits, heritability estimates were in reasonable ranges, each with a small posterior SD. Lowest heritability estimates were obtained for female reproduction traits, i.e. h(2)=0.02 for SFI, and h(2)≈0 for CTFS. Posterior estimates of genetic correlations between LCM and production traits (MY and MUN), and between LCM and somatic cell score (SCS), were large and positive (0.56-0.68). Results confirm the genetic antagonism between MY and LCM, and the suitability of SCS as an indicator trait for CM. Structural equation coefficients describe the impact of one trait on a second trait on the phenotypic pathway. Higher values for FAT-% and FPR were associated with a higher LCM. The rate of change in FAT-% and in FPR in the ongoing lactation with

A Recursive Formula for the Evaluation of Earth Return Impedance on Buried Cables

Directory of Open Access Journals (Sweden)

Reynaldo Iracheta

2015-09-01

Full Text Available This paper presents an alternative solution based on infinite series for the accurate and efficient evaluation of cable earth return impedances. This method uses Wedepohl and Wilcox’s transformation to decompose Pollaczek’s integral in a set of Bessel functions and a definite integral. The main feature of Bessel functions is that they are easy to compute in modern mathematical software tools such as Matlab. The main contributions of this paper are the approximation of the definite integral by an infinite series, since it does not have analytical solution; and its numerical solution by means of a recursive formula. The accuracy and efficiency of this recursive formula is compared against the numerical integration method for a broad range of frequencies and cable  configurations. Finally, the proposed method is used as a subroutine for cable parameter calculation in the inverse Numerical Laplace Transform (NLT to obtain accurate transient responses in the time domain.

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.

Efficient design of two-dimensional recursive digital filters. Final report

International Nuclear Information System (INIS)

Twogood, R.E.; Mitra, S.K.

1980-01-01

This report outlines the research progress during the period August 1978 to July 1979. This work can be divided into seven basic project areas. Project 1 deals with a comparative study of 2-D recursive and nonrecursive digital filters. The second project addresses a new design technique for 2-D half-plane recursive filters, and Projects 3 thru 5 deal with implementation issues. The sixth project presents our recent study of the applicability of array processors to 2-D digital signal processing. The final project involves our investigation into techniques for incorporating symmetry constraints on 2-D recursive filters in order to yield more efficient implementations

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.

Parallelizable approximate solvers for recursions arising in preconditioning

Energy Technology Data Exchange (ETDEWEB)

Shapira, Y. [Israel Inst. of Technology, Haifa (Israel)

1996-12-31

For the recursions used in the Modified Incomplete LU (MILU) preconditioner, namely, the incomplete decomposition, forward elimination and back substitution processes, a parallelizable approximate solver is presented. The present analysis shows that the solutions of the recursions depend only weakly on their initial conditions and may be interpreted to indicate that the inexact solution is close, in some sense, to the exact one. The method is based on a domain decomposition approach, suitable for parallel implementations with message passing architectures. It requires a fixed number of communication steps per preconditioned iteration, independently of the number of subdomains or the size of the problem. The overlapping subdomains are either cubes (suitable for mesh-connected arrays of processors) or constructed by the data-flow rule of the recursions (suitable for line-connected arrays with possibly SIMD or vector processors). Numerical examples show that, in both cases, the overhead in the number of iterations required for convergence of the preconditioned iteration is small relatively to the speed-up gained.

Recursive Bayesian estimation of autoregressive model with uniform noise using approximation by parallelotopes

Czech Academy of Sciences Publication Activity Database

Pavelková, Lenka; Jirsa, Ladislav

2017-01-01

Roč. 31, č. 8 (2017), s. 1184-1192 ISSN 0890-6327 R&D Projects: GA MŠk 7D12004 Institutional support: RVO:67985556 Keywords : approximate parameter estimation * ARX model * Bayesian estimation * bounded noise * Kullback-Leibler divergence * parallelotope Subject RIV: BC - Control Systems Theory OBOR OECD: Computer sciences, information science, bioinformathics (hardware development to be 2.2, social aspect to be 5.8) Impact factor: 1.708, year: 2016 http://library.utia.cas.cz/separaty/2017/AS/pavelkova-0472081.pdf

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.

Performance Comparison of Adaptive Estimation Techniques for Power System Small-Signal Stability Assessment

Directory of Open Access Journals (Sweden)

E. A. Feilat

2010-12-01

Full Text Available This paper demonstrates the assessment of the small-signal stability of a single-machine infinite- bus power system under widely varying loading conditions using the concept of synchronizing and damping torques coefficients. The coefficients are calculated from the time responses of the rotor angle, speed, and torque of the synchronous generator. Three adaptive computation algorithms including Kalman filtering, Adaline, and recursive least squares have been compared to estimate the synchronizing and damping torque coefficients. The steady-state performance of the three adaptive techniques is compared with the conventional static least squares technique by conducting computer simulations at different loading conditions. The algorithms are compared to each other in terms of speed of convergence and accuracy. The recursive least squares estimation offers several advantages including significant reduction in computing time and computational complexity. The tendency of an unsupplemented static exciter to degrade the system damping for medium and heavy loading is verified. Consequently, a power system stabilizer whose parameters are adjusted to compensate for variations in the system loading is designed using phase compensation method. The effectiveness of the stabilizer in enhancing the dynamic stability over wide range of operating conditions is verified through the calculation of the synchronizing and damping torque coefficients using recursive least square technique.

Parameter Estimation in Stochastic Grey-Box Models

DEFF Research Database (Denmark)

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

2004-01-01

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

Kinetic parameter estimation from SPECT cone-beam projection measurements

International Nuclear Information System (INIS)

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

1998-01-01

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

Time-area efficient multiplier-free recursive filter architectures for FPGA implementation

DEFF Research Database (Denmark)

Shajaan, Mohammad; Sørensen, John Aasted

1996-01-01

Simultaneous design of multiplier-free recursive filters (IIR filters) and their hardware implementation in Xilinx field programmable gate array (XC4000) is presented. The hardware design methodology leads to high performance recursive filters with sampling frequencies in the interval 15-21 MHz (...

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.

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...

Language, Mind, Practice: Families of Recursive Thinking in Human Reasoning

Science.gov (United States)

Josephson, Marika

2011-01-01

In 2002, Chomsky, Hauser, and Fitch asserted that recursion may be the one aspect of the human language faculty that makes human language unique in the narrow sense--unique to language and unique to human beings. They also argue somewhat more quietly (as do Pinker and Jackendoff 2005) that recursion may be possible outside of language: navigation,…

On Recursion Operator of the q -KP Hierarchy

International Nuclear Information System (INIS)

Tian Ke-Lei; Zhu Xiao-Ming; He Jing-Song

2016-01-01

It is the aim of the present article to give a general expression of flow equations of the q-KP hierarchy. The distinct difference between the q-KP hierarchy and the KP hierarchy is due to q-binomial and the action of q-shift operator θ, which originates from the Leibnitz rule of the quantum calculus. We further show that the n-reduction leads to a recursive scheme for these flow equations. The recursion operator for the flow equations of the q-KP hierarchy under the n-reduction is also derived. (paper)

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

DEFF Research Database (Denmark)

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

1995-01-01

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

Parameter estimation in X-ray astronomy

International Nuclear Information System (INIS)

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

1976-01-01

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

A Novel Nonlinear Parameter Estimation Method of Soft Tissues

Directory of Open Access Journals (Sweden)

Qianqian Tong

2017-12-01

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

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.

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.

Loop equations and topological recursion for the arbitrary-$\\beta$ two-matrix model

CERN Document Server

Bergère, Michel; Marchal, Olivier; Prats-Ferrer, Aleix

2012-01-01

We write the loop equations for the $\\beta$ two-matrix model, and we propose a topological recursion algorithm to solve them, order by order in a small parameter. We find that to leading order, the spectral curve is a "quantum" spectral curve, i.e. it is given by a differential operator (instead of an algebraic equation for the hermitian case). Here, we study the case where that quantum spectral curve is completely degenerate, it satisfies a Bethe ansatz, and the spectral curve is the Baxter TQ relation.

Parametric recursive system identification and self-adaptive modeling of the human energy metabolism for adaptive control of fat weight.

Science.gov (United States)

Őri, Zsolt P

2017-05-01

A mathematical model has been developed to facilitate indirect measurements of difficult to measure variables of the human energy metabolism on a daily basis. The model performs recursive system identification of the parameters of the metabolic model of the human energy metabolism using the law of conservation of energy and principle of indirect calorimetry. Self-adaptive models of the utilized energy intake prediction, macronutrient oxidation rates, and daily body composition changes were created utilizing Kalman filter and the nominal trajectory methods. The accuracy of the models was tested in a simulation study utilizing data from the Minnesota starvation and overfeeding study. With biweekly macronutrient intake measurements, the average prediction error of the utilized carbohydrate intake was -23.2 ± 53.8 kcal/day, fat intake was 11.0 ± 72.3 kcal/day, and protein was 3.7 ± 16.3 kcal/day. The fat and fat-free mass changes were estimated with an error of 0.44 ± 1.16 g/day for fat and -2.6 ± 64.98 g/day for fat-free mass. The daily metabolized macronutrient energy intake and/or daily macronutrient oxidation rate and the daily body composition change from directly measured serial data are optimally predicted with a self-adaptive model with Kalman filter that uses recursive system identification.

Proof Rules for Recursive Procedures

NARCIS (Netherlands)

Hesselink, Wim H.

1993-01-01

Four proof rules for recursive procedures in a Pascal-like language are presented. The main rule deals with total correctness and is based on results of Gries and Martin. The rule is easier to apply than Martin's. It is introduced as an extension of a specification format for Pascal-procedures, with

A Recursive Fuzzy System for Efficient Digital Image Stabilization

Directory of Open Access Journals (Sweden)

Nikolaos Kyriakoulis

2008-01-01

Full Text Available A novel digital image stabilization technique is proposed in this paper. It is based on a fuzzy Kalman compensation of the global motion vector (GMV, which is estimated in the log-polar plane. The GMV is extracted using four local motion vectors (LMVs computed on respective subimages in the logpolar plane. The fuzzy Kalman system consists of a fuzzy system with the Kalman filter's discrete time-invariant definition. Due to this inherited recursiveness, the output results into smoothed image sequences. The proposed stabilization system aims to compensate any oscillations of the frame absolute positions, based on the motion estimation in the log-polar domain, filtered by the fuzzy Kalman system, and thus the advantages of both the fuzzy Kalman system and the log-polar transformation are exploited. The described technique produces optimal results in terms of the output quality and the level of compensation.

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.

An adaptive hybrid EnKF-OI scheme for efficient state-parameter estimation of reactive contaminant transport models

KAUST Repository

El Gharamti, Mohamad; Valstar, Johan R.; Hoteit, Ibrahim

2014-01-01

Reactive contaminant transport models are used by hydrologists to simulate and study the migration and fate of industrial waste in subsurface aquifers. Accurate transport modeling of such waste requires clear understanding of the system's parameters, such as sorption and biodegradation. In this study, we present an efficient sequential data assimilation scheme that computes accurate estimates of aquifer contamination and spatially variable sorption coefficients. This assimilation scheme is based on a hybrid formulation of the ensemble Kalman filter (EnKF) and optimal interpolation (OI) in which solute concentration measurements are assimilated via a recursive dual estimation of sorption coefficients and contaminant state variables. This hybrid EnKF-OI scheme is used to mitigate background covariance limitations due to ensemble under-sampling and neglected model errors. Numerical experiments are conducted with a two-dimensional synthetic aquifer in which cobalt-60, a radioactive contaminant, is leached in a saturated heterogeneous clayey sandstone zone. Assimilation experiments are investigated under different settings and sources of model and observational errors. Simulation results demonstrate that the proposed hybrid EnKF-OI scheme successfully recovers both the contaminant and the sorption rate and reduces their uncertainties. Sensitivity analyses also suggest that the adaptive hybrid scheme remains effective with small ensembles, allowing to reduce the ensemble size by up to 80% with respect to the standard EnKF scheme. © 2014 Elsevier Ltd.

An adaptive hybrid EnKF-OI scheme for efficient state-parameter estimation of reactive contaminant transport models

KAUST Repository

El Gharamti, Mohamad

2014-09-01

Reactive contaminant transport models are used by hydrologists to simulate and study the migration and fate of industrial waste in subsurface aquifers. Accurate transport modeling of such waste requires clear understanding of the system\\'s parameters, such as sorption and biodegradation. In this study, we present an efficient sequential data assimilation scheme that computes accurate estimates of aquifer contamination and spatially variable sorption coefficients. This assimilation scheme is based on a hybrid formulation of the ensemble Kalman filter (EnKF) and optimal interpolation (OI) in which solute concentration measurements are assimilated via a recursive dual estimation of sorption coefficients and contaminant state variables. This hybrid EnKF-OI scheme is used to mitigate background covariance limitations due to ensemble under-sampling and neglected model errors. Numerical experiments are conducted with a two-dimensional synthetic aquifer in which cobalt-60, a radioactive contaminant, is leached in a saturated heterogeneous clayey sandstone zone. Assimilation experiments are investigated under different settings and sources of model and observational errors. Simulation results demonstrate that the proposed hybrid EnKF-OI scheme successfully recovers both the contaminant and the sorption rate and reduces their uncertainties. Sensitivity analyses also suggest that the adaptive hybrid scheme remains effective with small ensembles, allowing to reduce the ensemble size by up to 80% with respect to the standard EnKF scheme. © 2014 Elsevier Ltd.

Load Identification of Offshore Platform for Fatigue Life Estimation

DEFF Research Database (Denmark)

Perisic, Nevena; Kirkegaard, Poul Henning; Tygesen, Ulf T.

2014-01-01

of the structure and the discrete Kalman filter which recursively estimates unknown states of the system in real time. As a test-case, the algorithm is designed to estimate the equivalent total loading forces of the structure. The loads are estimated from noised displacement measurements of a single location...... on the topside of the offshore structure. The method is validated using simulated data for two wave loading cases: regular and irregular wave loadings.......The lifetime of an offshore platform is typically governed by accumulated fatigue damage. Thus, the load time history is an essential parameter for prediction of the lifetime of the structure and its components. Consequently, monitoring of structural loads is of special importance in relation to re...

The recursive solution of the Schroedinger equation

International Nuclear Information System (INIS)

Haydock, R.

The transformation of an arbitrary quantum model and its subsequent analysis is proposed. The chain expresses mathematically the physical concept of local environment. The recursive transformation yields analytic chains for some systems, but it is also convenient and efficient for constructing numerical chain models enabling the solution of problems which are too big for numerical matrix methods. The chain model sugests new approach to quantum mechanical models. Because of the simple solution of chain models, the qualitative behaviour of different physical properties can be determined. Unlike many methods for solving quantum models, one has rigorous results about the convergence of approximation. Because they are defined recursively, the approsimations are suited to computation. (Ha)

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.

Recursion relations for AdS/CFT correlators

International Nuclear Information System (INIS)

Raju, Suvrat

2011-01-01

We expand on the results of our recent letter [Phys. Rev. Lett. 106, 091601 (2011)], where we presented new recursion relations for correlation functions of the stress-tensor and conserved currents in conformal field theories with an AdS d+1 dual for d≥4. These recursion relations are derived by generalizing the Britto-Cachazo-Feng-Witten (BCFW) relations to amplitudes in anti-de Sitter space (AdS) that are dual to boundary correlators, and are usually computed perturbatively by Witten diagrams. Our results relate vacuum-correlation functions to integrated products of lower-point transition amplitudes, which correspond to correlators calculated between states dual to certain normalizable modes. We show that the set of ''polarization vectors'' for which amplitudes behave well under the BCFW extension is smaller than in flat-space. We describe how transition amplitudes for more general external polarizations can be constructed by combining answers obtained by different pairs of BCFW shifts. We then generalize these recursion relations to supersymmetric theories. In AdS, unlike flat-space, even maximal supersymmetry is insufficient to permit the computation of all correlators of operators in the same multiplet as a stress-tensor or conserved current. Finally, we work out some simple examples to verify our results.

Recursion theory for metamathematics

CERN Document Server

Smullyan, Raymond M

1993-01-01

This work is a sequel to the author''s Godel''s Incompleteness Theorems, though it can be read independently by anyone familiar with Godel''s incompleteness theorem for Peano arithmetic. The book deals mainly with those aspects of recursion theory that have applications to the metamathematics of incompleteness, undecidability, and related topics. It is both an introduction to the theory and a presentation of new results in the field.

An Integrated Approach for Non-Recursive Formulation of Connection-Coefficients of Orthogonal Functions

Directory of Open Access Journals (Sweden)

Monika GARG

2012-08-01

Full Text Available In this paper, an integrated approach is proposed for non-recursive formulation of connection coefficients of different orthogonal functions in terms of a generic orthogonal function. The application of these coefficients arises when the product of two orthogonal basis functions are to be expressed in terms of single basis functions. Two significant advantages are achieved; one, the non-recursive formulations avoid memory and stack overflows in computer implementations; two, the integrated approach provides for digital hardware once-designed can be used for different functions. Computational savings achieved with the proposed non-recursive formulation vis-à-vis recursive formulation, reported in the literature so far, have been demonstrated using MATLAB PROFILER.

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.

A Revised Piecewise Linear Recursive Convolution FDTD Method for Magnetized Plasmas

International Nuclear Information System (INIS)

Liu Song; Zhong Shuangying; Liu Shaobin

2005-01-01

The piecewise linear recursive convolution (PLRC) finite-different time-domain (FDTD) method improves accuracy over the original recursive convolution (RC) FDTD approach and current density convolution (JEC) but retains their advantages in speed and efficiency. This paper describes a revised piecewise linear recursive convolution PLRC-FDTD formulation for magnetized plasma which incorporates both anisotropy and frequency dispersion at the same time, enabling the transient analysis of magnetized plasma media. The technique is illustrated by numerical simulations of the reflection and transmission coefficients through a magnetized plasma layer. The results show that the revised PLRC-FDTD method has improved the accuracy over the original RC FDTD method and JEC FDTD method

How to fool cosmic microwave background parameter estimation

International Nuclear Information System (INIS)

Kinney, William H.

2001-01-01

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

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

Directory of Open Access Journals (Sweden)

Jonathan R Karr

2015-05-01

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

On-line scheme for parameter estimation of nonlinear lithium ion battery equivalent circuit models using the simplified refined instrumental variable method for a modified Wiener continuous-time model

International Nuclear Information System (INIS)

Allafi, Walid; Uddin, Kotub; Zhang, Cheng; Mazuir Raja Ahsan Sha, Raja; Marco, James

2017-01-01

Highlights: •Off-line estimation approach for continuous-time domain for non-invertible function. •Model reformulated to multi-input-single-output; nonlinearity described by sigmoid. •Method directly estimates parameters of nonlinear ECM from the measured-data. •Iterative on-line technique leads to smoother convergence. •The model is validated off-line and on-line using NCA battery. -- Abstract: The accuracy of identifying the parameters of models describing lithium ion batteries (LIBs) in typical battery management system (BMS) applications is critical to the estimation of key states such as the state of charge (SoC) and state of health (SoH). In applications such as electric vehicles (EVs) where LIBs are subjected to highly demanding cycles of operation and varying environmental conditions leading to non-trivial interactions of ageing stress factors, this identification is more challenging. This paper proposes an algorithm that directly estimates the parameters of a nonlinear battery model from measured input and output data in the continuous time-domain. The simplified refined instrumental variable method is extended to estimate the parameters of a Wiener model where there is no requirement for the nonlinear function to be invertible. To account for nonlinear battery dynamics, in this paper, the typical linear equivalent circuit model (ECM) is enhanced by a block-oriented Wiener configuration where the nonlinear memoryless block following the typical ECM is defined to be a sigmoid static nonlinearity. The nonlinear Weiner model is reformulated in the form of a multi-input, single-output linear model. This linear form allows the parameters of the nonlinear model to be estimated using any linear estimator such as the well-established least squares (LS) algorithm. In this paper, the recursive least square (RLS) method is adopted for online parameter estimation. The approach was validated on experimental data measured from an 18650-type Graphite

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.

A recursion relation for coefficients of fractional parentage in the seniority scheme

International Nuclear Information System (INIS)

Evans, T.

1985-01-01

A recursion relations for coefficients as fractional parentage in the seniority scheme are discussed. Determinated dependence of recursion relations from the particle number permit to evaluate matrix elements of creation and annihilation operators for fermions or bosons. 10 refs. (author)

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

Recursive Neural Networks in Quark/Gluon Tagging

CERN Multimedia

CERN. Geneva

2018-01-01

Vidyo contribution Based on the natural tree-like structure of jet sequential clustering, the recursive neural networks (RecNNs) embed jet clustering history recursively as in natural language processing. We explore the performance of RecNN in quark/gluon discrimination. The results show that RecNNs work better than the baseline BDT by a few percent in gluon rejection at the working point of 50\\% quark acceptance. We also experimented on some relevant aspects which might influence the performance of networks. It shows that even only particle flow identification as input feature without any extra information on momentum or angular position is already giving a fairly good result, which indicates that most of the information for q/g discrimination is already included in the tree-structure itself.

Lessons in Contingent, Recursive Humility

Science.gov (United States)

Vagle, Mark D.

2011-01-01

In this article, the author argues that critical work in teacher education should begin with teacher educators turning a critical eye on their own practices. The author uses Lesko's conception of contingent, recursive growth and change to analyze a lesson he observed as part of a phenomenological study aimed at understanding more about what it is…

On the asymptotic form of the recursion method basis vectors for periodic Hamiltonians

International Nuclear Information System (INIS)

O'Reilly, E.P.; Weaire, D.

1984-01-01

The authors present the first detailed study of the recursion method basis vectors for the case of a periodic Hamiltonian. In the examples chosen, the probability density scales linearly with n as n → infinity, whenever the local density of states is bounded. Whenever it is unbounded and the recursion coefficients diverge, different scaling behaviour is found. These findings are explained and a scaling relationship between the asymptotic forms of the recursion coefficients and basis vectors is proposed. (author)

A multi-timescale estimator for battery state of charge and capacity dual estimation based on an online identified model

International Nuclear Information System (INIS)

Wei, Zhongbao; Zhao, Jiyun; Ji, Dongxu; Tseng, King Jet

2017-01-01

Highlights: •SOC and capacity are dually estimated with online adapted battery model. •Model identification and state dual estimate are fully decoupled. •Multiple timescales are used to improve estimation accuracy and stability. •The proposed method is verified with lab-scale experiments. •The proposed method is applicable to different battery chemistries. -- Abstract: Reliable online estimation of state of charge (SOC) and capacity is critically important for the battery management system (BMS). This paper presents a multi-timescale method for dual estimation of SOC and capacity with an online identified battery model. The model parameter estimator and the dual estimator are fully decoupled and executed with different timescales to improve the model accuracy and stability. Specifically, the model parameters are online adapted with the vector-type recursive least squares (VRLS) to address the different variation rates of them. Based on the online adapted battery model, the Kalman filter (KF)-based SOC estimator and RLS-based capacity estimator are formulated and integrated in the form of dual estimation. Experimental results suggest that the proposed method estimates the model parameters, SOC, and capacity in real time with fast convergence and high accuracy. Experiments on both lithium-ion battery and vanadium redox flow battery (VRB) verify the generality of the proposed method on multiple battery chemistries. The proposed method is also compared with other existing methods on the computational cost to reveal its superiority for practical application.

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

Modeling and Parameter Estimation of a Small Wind Generation System

Directory of Open Access Journals (Sweden)

Carlos A. Ramírez Gómez

2013-11-01

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

Recursive Subsystems in Aphasia and Alzheimer's Disease: Case Studies in Syntax and Theory of Mind

Science.gov (United States)

Bánréti, Zoltán; Hoffmann, Ildikó; Vincze, Veronika

2016-01-01

The relationship between recursive sentence embedding and theory-of-mind (ToM) inference is investigated in three persons with Broca's aphasia, two persons with Wernicke's aphasia, and six persons with mild and moderate Alzheimer's disease (AD). We asked questions of four types about photographs of various real-life situations. Type 4 questions asked participants about intentions, thoughts, or utterances of the characters in the pictures (“What may X be thinking/asking Y to do?”). The expected answers typically involved subordinate clauses introduced by conjunctions or direct quotations of the characters' utterances. Broca's aphasics did not produce answers with recursive sentence embedding. Rather, they projected themselves into the characters' mental states and gave direct answers in the first person singular, with relevant ToM content. We call such replies “situative statements.” Where the question concerned the mental state of the character but did not require an answer with sentence embedding (“What does X hate?”), aphasics gave descriptive answers rather than situative statements. Most replies given by persons with AD to Type 4 questions were grammatical instances of recursive sentence embedding. They also gave a few situative statements but the ToM content of these was irrelevant. In more than one third of their well-formed sentence embeddings, too, they conveyed irrelevant ToM contents. Persons with moderate AD were unable to pass secondary false belief tests. The results reveal double dissociation: Broca's aphasics are unable to access recursive sentence embedding but they can make appropriate ToM inferences; moderate AD persons make the wrong ToM inferences but they are able to access recursive sentence embedding. The double dissociation may be relevant for the nature of the relationship between the two recursive capacities. Broca's aphasics compensated for the lack of recursive sentence embedding by recursive ToM reasoning represented in very

Compact QED tree-level amplitudes from dressed BCFW recursion relations

International Nuclear Information System (INIS)

Badger, Simon D.; Henn, Johannes M.

2010-05-01

We construct a modified on-shell BCFW recursion relation to derive compact analytic representations of tree-level amplitudes in QED. As an application, we study the amplitudes of a fermion pair coupling to an arbitrary number of photons and give compact formulae for the NMHV and N 2 MHV case. We demonstrate that the new recursion relation reduces the growth in complexity with additional photons to be exponential rather than factorial. (orig.)

Compact QED tree-level amplitudes from dressed BCFW recursion relations

Energy Technology Data Exchange (ETDEWEB)

Badger, Simon D. [Deutsches Elektronen-Synchrotron (DESY), Zeuthen (Germany); Henn, Johannes M. [Humboldt Univ., Berlin (Germany). Inst. fuer Physik

2010-05-15

We construct a modified on-shell BCFW recursion relation to derive compact analytic representations of tree-level amplitudes in QED. As an application, we study the amplitudes of a fermion pair coupling to an arbitrary number of photons and give compact formulae for the NMHV and N{sup 2}MHV case. We demonstrate that the new recursion relation reduces the growth in complexity with additional photons to be exponential rather than factorial. (orig.)

Quantum rings and recursion relations in 2D quantum gravity

International Nuclear Information System (INIS)

Kachru, S.

1992-01-01

This paper discusses tachyon condensate perturbations to the action of the two-dimensional string theory corresponding to the c + 1 matrix model. These are shown to deform the action of the ground ring on the tachyon modules, confirming a conjecture of Witten. The ground ring structure is used to derive recursion relations which relate (N + 1) and N tachyon bulk scattering amplitudes. These recursion relations allow one to compute all bulk amplitudes

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.

Accelerated solution of non-linear flow problems using Chebyshev iteration polynomial based RK recursions

Energy Technology Data Exchange (ETDEWEB)

Lorber, A.A.; Carey, G.F.; Bova, S.W.; Harle, C.H. [Univ. of Texas, Austin, TX (United States)

1996-12-31

The connection between the solution of linear systems of equations by iterative methods and explicit time stepping techniques is used to accelerate to steady state the solution of ODE systems arising from discretized PDEs which may involve either physical or artificial transient terms. Specifically, a class of Runge-Kutta (RK) time integration schemes with extended stability domains has been used to develop recursion formulas which lead to accelerated iterative performance. The coefficients for the RK schemes are chosen based on the theory of Chebyshev iteration polynomials in conjunction with a local linear stability analysis. We refer to these schemes as Chebyshev Parameterized Runge Kutta (CPRK) methods. CPRK methods of one to four stages are derived as functions of the parameters which describe an ellipse {Epsilon} which the stability domain of the methods is known to contain. Of particular interest are two-stage, first-order CPRK and four-stage, first-order methods. It is found that the former method can be identified with any two-stage RK method through the correct choice of parameters. The latter method is found to have a wide range of stability domains, with a maximum extension of 32 along the real axis. Recursion performance results are presented below for a model linear convection-diffusion problem as well as non-linear fluid flow problems discretized by both finite-difference and finite-element methods.

A combination Kalman filter approach for State of Charge estimation of lithium-ion battery considering model uncertainty

International Nuclear Information System (INIS)

Li, Yanwen; Wang, Chao; Gong, Jinfeng

2016-01-01

An accurate battery State of Charge estimation plays an important role in battery electric vehicles. This paper makes two contributions to the existing literature. (1) A recursive least squares method with fuzzy adaptive forgetting factor has been presented to update the model parameters close to the real value more quickly. (2) The statistical information of the innovation sequence obeying chi-square distribution has been introduced to identify model uncertainty, and a novel combination algorithm of strong tracking unscented Kalman filter and adaptive unscented Kalman filter has been developed to estimate SOC (State of Charge). Experimental results indicate that the novel algorithm has a good performance in estimating the battery SOC against initial SOC errors and voltage sensor drift. A comparison with the unscented Kalman filter-based algorithms and adaptive unscented Kalman filter-based algorithms shows that the proposed SOC estimation method has better accuracy, robustness and convergence behavior. - Highlights: • Recursive least squares method with fuzzy adaptive forgetting factor is presented. • The innovation obeying chi-square distribution is used to identify uncertainty. • A combination Karman filter approach for State of Charge estimation is presented. • The performance of the proposed method is verified by comparison results.

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...

Recursive model for the fragmentation of polarized quarks

Science.gov (United States)

Kerbizi, A.; Artru, X.; Belghobsi, Z.; Bradamante, F.; Martin, A.

2018-04-01

We present a model for Monte Carlo simulation of the fragmentation of a polarized quark. The model is based on string dynamics and the 3P0 mechanism of quark pair creation at string breaking. The fragmentation is treated as a recursive process, where the splitting function of the subprocess q →h +q' depends on the spin density matrix of the quark q . The 3P0 mechanism is parametrized by a complex mass parameter μ , the imaginary part of which is responsible for single spin asymmetries. The model has been implemented in a Monte Carlo program to simulate jets made of pseudoscalar mesons. Results for single hadron and hadron pair transverse-spin asymmetries are found to be in agreement with experimental data from SIDIS and e+e- annihilation. The model predictions on the jet-handedness are also discussed.

a Recursive Approach to Compute Normal Forms

Science.gov (United States)

HSU, L.; MIN, L. J.; FAVRETTO, L.

2001-06-01

Normal forms are instrumental in the analysis of dynamical systems described by ordinary differential equations, particularly when singularities close to a bifurcation are to be characterized. However, the computation of a normal form up to an arbitrary order is numerically hard. This paper focuses on the computer programming of some recursive formulas developed earlier to compute higher order normal forms. A computer program to reduce the system to its normal form on a center manifold is developed using the Maple symbolic language. However, it should be stressed that the program relies essentially on recursive numerical computations, while symbolic calculations are used only for minor tasks. Some strategies are proposed to save computation time. Examples are presented to illustrate the application of the program to obtain high order normalization or to handle systems with large dimension.

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.

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...

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.

Conformal symmetry in two-dimensional space: recursion representation of conformal block

International Nuclear Information System (INIS)

Zamolodchikov, A.B.

1988-01-01

The four-point conformal block plays an important part in the analysis of the conformally invariant operator algebra in two-dimensional space. The behavior of the conformal block is calculated in the present paper in the limit in which the dimension Δ of the intermediate operator tends to infinity. This makes it possible to construct a recursion relation for this function that connects the conformal block at arbitrary Δ to the blocks corresponding to the dimensions of the zero vectors in the degenerate representations of the Virasoro algebra. The relation is convenient for calculating the expansion of the conformal block in powers of the uniformizing parameters q = i π tau

Certified higher-order recursive path ordering

NARCIS (Netherlands)

Koprowski, A.; Pfenning, F.

2006-01-01

The paper reports on a formalization of a proof of wellfoundedness of the higher-order recursive path ordering (HORPO) in the proof checker Coq. The development is axiom-free and fully constructive. Three substantive parts that could be used also in other developments are the formalizations of the

Neglect Of Parameter Estimation Uncertainty Can Significantly Overestimate Structural Reliability

Directory of Open Access Journals (Sweden)

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.

PATH ANALYSIS WITH LOGISTIC REGRESSION MODELS : EFFECT ANALYSIS OF FULLY RECURSIVE CAUSAL SYSTEMS OF CATEGORICAL VARIABLES

OpenAIRE

Nobuoki, Eshima; Minoru, Tabata; Geng, Zhi; Department of Medical Information Analysis, Faculty of Medicine, Oita Medical University; Department of Applied Mathematics, Faculty of Engineering, Kobe University; Department of Probability and Statistics, Peking University

2001-01-01

This paper discusses path analysis of categorical variables with logistic regression models. The total, direct and indirect effects in fully recursive causal systems are considered by using model parameters. These effects can be explained in terms of log odds ratios, uncertainty differences, and an inner product of explanatory variables and a response variable. A study on food choice of alligators as a numerical exampleis reanalysed to illustrate the present approach.

Chiodo formulas for the r-th roots and topological recursion

OpenAIRE

Lewanski, Danilo; Popolitov, Alexandr; Shadrin, Sergey; Zvonkine, Dimitri

2015-01-01

We analyze Chiodo's formulas for the Chern classes related to the r-th roots of the suitably twisted integer powers of the canonical class on the moduli space of curves. The intersection numbers of these classes with psi-classes are reproduced via the Chekhov-Eynard-Orantin topological recursion. As an application, we prove that the Johnson-Pandharipande-Tseng formula for the orbifold Hurwitz numbers is equivalent to the topological recursion for the orbifold Hurwitz numbers. In particular, t...

Recursive relations for processes with n photons of noncommutative QED

International Nuclear Information System (INIS)

Jafari, Abolfazl

2007-01-01

Recursion relations are derived in the sense of Berends-Giele for the multi-photon processes of noncommutative QED. The relations concern purely photonic processes as well as the processes with two fermions involved, both for arbitrary number of photons at tree level. It is shown that despite of the dependence of noncommutative vertices on momentum, in contrast to momentum-independent color factors of QCD, the recursion relation method can be employed for multi-photon processes of noncommutative QED

Recursive Trees for Practical ORAM

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Moataz Tarik

2015-06-01

Full Text Available We present a new, general data structure that reduces the communication cost of recent tree-based ORAMs. Contrary to ORAM trees with constant height and path lengths, our new construction r-ORAM allows for trees with varying shorter path length. Accessing an element in the ORAM tree results in different communication costs depending on the location of the element. The main idea behind r-ORAM is a recursive ORAM tree structure, where nodes in the tree are roots of other trees. While this approach results in a worst-case access cost (tree height at most as any recent tree-based ORAM, we show that the average cost saving is around 35% for recent binary tree ORAMs. Besides reducing communication cost, r-ORAM also reduces storage overhead on the server by 4% to 20% depending on the ORAM’s client memory type. To prove r-ORAM’s soundness, we conduct a detailed overflow analysis. r-ORAM’s recursive approach is general in that it can be applied to all recent tree ORAMs, both constant and poly-log client memory ORAMs. Finally, we implement and benchmark r-ORAM in a practical setting to back up our theoretical claims.

Down two steps: Are bilinguals delayed in the acquisition of recursively embedded PPs?

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Ana Pérez-Leroux

2017-08-01

Full Text Available The present study examines whether bilingual children are delayed in the ability to produce complex DPs. We elicited production of DPs containing two PP modifiers, in two conditions designed to tease apart the acquisition of an embedding rule from the acquisition of the recursivity of an embedding rule. In the recursive condition, one modifier PP was itself modified by an additional PP. In the non-recursive condition, both PPs sequentially modified the main noun. Participants were 71 English monolingual children and 35 bilinguals between the ages of four and six. The evidence suggested an overall difference between groups, however further analysis revealed that bilinguals differed from monolinguals only insofar as the onset of PP embedding. No specific additional bilingual delay arose from the recursive condition. This suggests that recursive embedding is a resilient domain in language acquisition and supports proposals that link morphosyntactic delays in bilingual children to domains of grammar that are heavily reliant on lexical learning, which would include learning the first instance of PP embedding. --- Original in English.   --- DOI: http://dx.doi.org/10.12957/matraga.2017.28781

Fermionic Approach to Weighted Hurwitz Numbers and Topological Recursion

Science.gov (United States)

Alexandrov, A.; Chapuy, G.; Eynard, B.; Harnad, J.

2017-12-01

A fermionic representation is given for all the quantities entering in the generating function approach to weighted Hurwitz numbers and topological recursion. This includes: KP and 2D Toda {τ} -functions of hypergeometric type, which serve as generating functions for weighted single and double Hurwitz numbers; the Baker function, which is expanded in an adapted basis obtained by applying the same dressing transformation to all vacuum basis elements; the multipair correlators and the multicurrent correlators. Multiplicative recursion relations and a linear differential system are deduced for the adapted bases and their duals, and a Christoffel-Darboux type formula is derived for the pair correlator. The quantum and classical spectral curves linking this theory with the topological recursion program are derived, as well as the generalized cut-and-join equations. The results are detailed for four special cases: the simple single and double Hurwitz numbers, the weakly monotone case, corresponding to signed enumeration of coverings, the strongly monotone case, corresponding to Belyi curves and the simplest version of quantum weighted Hurwitz numbers.

Fermionic Approach to Weighted Hurwitz Numbers and Topological Recursion

Science.gov (United States)

Alexandrov, A.; Chapuy, G.; Eynard, B.; Harnad, J.

2018-06-01

A fermionic representation is given for all the quantities entering in the generating function approach to weighted Hurwitz numbers and topological recursion. This includes: KP and 2 D Toda {τ} -functions of hypergeometric type, which serve as generating functions for weighted single and double Hurwitz numbers; the Baker function, which is expanded in an adapted basis obtained by applying the same dressing transformation to all vacuum basis elements; the multipair correlators and the multicurrent correlators. Multiplicative recursion relations and a linear differential system are deduced for the adapted bases and their duals, and a Christoffel-Darboux type formula is derived for the pair correlator. The quantum and classical spectral curves linking this theory with the topological recursion program are derived, as well as the generalized cut-and-join equations. The results are detailed for four special cases: the simple single and double Hurwitz numbers, the weakly monotone case, corresponding to signed enumeration of coverings, the strongly monotone case, corresponding to Belyi curves and the simplest version of quantum weighted Hurwitz numbers.

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.

On H∞ Fault Estimator Design for Linear Discrete Time-Varying Systems under Unreliable Communication Link

Directory of Open Access Journals (Sweden)

Yueyang Li

2014-01-01

Full Text Available This paper investigates the H∞ fixed-lag fault estimator design for linear discrete time-varying (LDTV systems with intermittent measurements, which is described by a Bernoulli distributed random variable. Through constructing a novel partially equivalent dynamic system, the fault estimator design is converted into a deterministic quadratic minimization problem. By applying the innovation reorganization technique and the projection formula in Krein space, a necessary and sufficient condition is obtained for the existence of the estimator. The parameter matrices of the estimator are derived by recursively solving two standard Riccati equations. An illustrative example is provided to show the effectiveness and applicability of the proposed algorithm.

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

Painlevé equations, topological type property and reconstruction by the topological recursion

Science.gov (United States)

Iwaki, K.; Marchal, O.; Saenz, A.

2018-01-01

In this article we prove that Lax pairs associated with ħ-dependent six Painlevé equations satisfy the topological type property proposed by Bergère, Borot and Eynard for any generic choice of the monodromy parameters. Consequently we show that one can reconstruct the formal ħ-expansion of the isomonodromic τ-function and of the determinantal formulas by applying the so-called topological recursion to the spectral curve attached to the Lax pair in all six Painlevé cases. Finally we illustrate the former results with the explicit computations of the first orders of the six τ-functions.

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.

An Algorithm for Online Inertia Identification and Load Torque Observation via Adaptive Kalman Observer-Recursive Least Squares

Directory of Open Access Journals (Sweden)

Ming Yang

2018-03-01

Full Text Available In this paper, an on-line parameter identification algorithm to iteratively compute the numerical values of inertia and load torque is proposed. Since inertia and load torque are strongly coupled variables due to the degenerate-rank problem, it is hard to estimate relatively accurate values for them in the cases such as when load torque variation presents or one cannot obtain a relatively accurate priori knowledge of inertia. This paper eliminates this problem and realizes ideal online inertia identification regardless of load condition and initial error. The algorithm in this paper integrates a full-order Kalman Observer and Recursive Least Squares, and introduces adaptive controllers to enhance the robustness. It has a better performance when iteratively computing load torque and moment of inertia. Theoretical sensitivity analysis of the proposed algorithm is conducted. Compared to traditional methods, the validity of the proposed algorithm is proved by simulation and experiment results.

Parameter Identification and Adaptive Control Applied to the Inverted Pendulum

Directory of Open Access Journals (Sweden)

Carlos A. Saldarriaga-Cortés

2012-06-01

Full Text Available This paper presents a methodology to implement an adaptive control of the inverted pendulum system; which uses the recursive square minimum method for the identification of a dynamic digital model of the plant and then, with its estimated parameters, tune in real time a pole placement control. The plant to be used is an unstable and nonlinear system. This fact, combined with the adaptive controller characteristics, allows the obtained results to be extended to a great variety of systems. The results show that the above methodology was implemented satisfactorily in terms of estimation, stability and control of such a system. It was established that adaptive techniques have a proper performance even in systems with complex features such as nonlinearity and instability.

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.

Stochastic Recursive Algorithms for Optimization Simultaneous Perturbation Methods

CERN Document Server

Bhatnagar, S; Prashanth, L A

2013-01-01

Stochastic Recursive Algorithms for Optimization presents algorithms for constrained and unconstrained optimization and for reinforcement learning. Efficient perturbation approaches form a thread unifying all the algorithms considered. Simultaneous perturbation stochastic approximation and smooth fractional estimators for gradient- and Hessian-based methods are presented. These algorithms: • are easily implemented; • do not require an explicit system model; and • work with real or simulated data. Chapters on their application in service systems, vehicular traffic control and communications networks illustrate this point. The book is self-contained with necessary mathematical results placed in an appendix. The text provides easy-to-use, off-the-shelf algorithms that are given detailed mathematical treatment so the material presented will be of significant interest to practitioners, academic researchers and graduate students alike. The breadth of applications makes the book appropriate for reader from sim...

Accelerated maximum likelihood parameter estimation for stochastic biochemical systems

Directory of Open Access Journals (Sweden)

Daigle Bernie J

2012-05-01

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

Algorithms and programs of dynamic mixture estimation unified approach to different types of components

CERN Document Server

Nagy, Ivan

2017-01-01

This book provides a general theoretical background for constructing the recursive Bayesian estimation algorithms for mixture models. It collects the recursive algorithms for estimating dynamic mixtures of various distributions and brings them in the unified form, providing a scheme for constructing the estimation algorithm for a mixture of components modeled by distributions with reproducible statistics. It offers the recursive estimation of dynamic mixtures, which are free of iterative processes and close to analytical solutions as much as possible. In addition, these methods can be used online and simultaneously perform learning, which improves their efficiency during estimation. The book includes detailed program codes for solving the presented theoretical tasks. Codes are implemented in the open source platform for engineering computations. The program codes given serve to illustrate the theory and demonstrate the work of the included algorithms.

Postprocessing MPEG based on estimated quantization parameters

DEFF Research Database (Denmark)

Forchhammer, Søren

2009-01-01

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

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.

Recursive Subspace Identification of AUV Dynamic Model under General Noise Assumption

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Zheping Yan

2014-01-01

Full Text Available A recursive subspace identification algorithm for autonomous underwater vehicles (AUVs is proposed in this paper. Due to the advantages at handling nonlinearities and couplings, the AUV model investigated here is for the first time constructed as a Hammerstein model with nonlinear feedback in the linear part. To better take the environment and sensor noises into consideration, the identification problem is concerned as an errors-in-variables (EIV one which means that the identification procedure is under general noise assumption. In order to make the algorithm recursively, propagator method (PM based subspace approach is extended into EIV framework to form the recursive identification method called PM-EIV algorithm. With several identification experiments carried out by the AUV simulation platform, the proposed algorithm demonstrates its effectiveness and feasibility.

A recursive reduction of tensor Feynman integrals

International Nuclear Information System (INIS)

Diakonidis, T.; Riemann, T.; Tausk, J.B.; Fleischer, J.

2009-07-01

We perform a recursive reduction of one-loop n-point rank R tensor Feynman integrals [in short: (n,R)-integrals] for n≤6 with R≤n by representing (n,R)-integrals in terms of (n,R-1)- and (n-1,R-1)-integrals. We use the known representation of tensor integrals in terms of scalar integrals in higher dimension, which are then reduced by recurrence relations to integrals in generic dimension. With a systematic application of metric tensor representations in terms of chords, and by decomposing and recombining these representations, we find the recursive reduction for the tensors. The procedure represents a compact, sequential algorithm for numerical evaluations of tensor Feynman integrals appearing in next-to-leading order contributions to massless and massive three- and four-particle production at LHC and ILC, as well as at meson factories. (orig.)

Composite likelihood estimation of demographic parameters

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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

The Paradigm Recursion: Is It More Accessible When Introduced in Middle School?

Science.gov (United States)

Gunion, Katherine; Milford, Todd; Stege, Ulrike

2009-01-01

Recursion is a programming paradigm as well as a problem solving strategy thought to be very challenging to grasp for university students. This article outlines a pilot study, which expands the age range of students exposed to the concept of recursion in computer science through instruction in a series of interesting and engaging activities. In…

Parameter estimation for an expanding universe

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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.

Decidability and Expressiveness of Recursive Weighted Logic

DEFF Research Database (Denmark)

Xue, Bingtian; Larsen, Kim Guldstrand; Mardare, Radu Iulian

2014-01-01

Labelled weighted transition systems (LWSs) are transition systems labelled with actions and real numbers. The numbers represent the costs of the corresponding actions in terms of resources. RecursiveWeighted Logic (RWL) is a multimodal logic that expresses qualitative and quantitative properties...

Method for Estimating the Parameters of LFM Radar Signal

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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.

Recursive Cluster Elimination (RCE for classification and feature selection from gene expression data

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Showe Louise C

2007-05-01

Full Text Available Abstract Background Classification studies using gene expression datasets are usually based on small numbers of samples and tens of thousands of genes. The selection of those genes that are important for distinguishing the different sample classes being compared, poses a challenging problem in high dimensional data analysis. We describe a new procedure for selecting significant genes as recursive cluster elimination (RCE rather than recursive feature elimination (RFE. We have tested this algorithm on six datasets and compared its performance with that of two related classification procedures with RFE. Results We have developed a novel method for selecting significant genes in comparative gene expression studies. This method, which we refer to as SVM-RCE, combines K-means, a clustering method, to identify correlated gene clusters, and Support Vector Machines (SVMs, a supervised machine learning classification method, to identify and score (rank those gene clusters for the purpose of classification. K-means is used initially to group genes into clusters. Recursive cluster elimination (RCE is then applied to iteratively remove those clusters of genes that contribute the least to the classification performance. SVM-RCE identifies the clusters of correlated genes that are most significantly differentially expressed between the sample classes. Utilization of gene clusters, rather than individual genes, enhances the supervised classification accuracy of the same data as compared to the accuracy when either SVM or Penalized Discriminant Analysis (PDA with recursive feature elimination (SVM-RFE and PDA-RFE are used to remove genes based on their individual discriminant weights. Conclusion SVM-RCE provides improved classification accuracy with complex microarray data sets when it is compared to the classification accuracy of the same datasets using either SVM-RFE or PDA-RFE. SVM-RCE identifies clusters of correlated genes that when considered together

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)

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

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.

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

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.

On semantics and applications of guarded recursion

DEFF Research Database (Denmark)

Bizjak, Aleš

2016-01-01

denotational model and a logic for reasoning about program equivalence. In the last three chapters we study syntax and semantics of a dependent type theory with a family of later modalities indexed by the set of clocks, and clock quantifiers. In the fourth and fifth chapters we provide two model constructions......In this dissertation we study applications and semantics of guarded recursion, which is a method for ensuring that self-referential descriptions of objects define a unique object. The first two chapters are devoted to applications. We use guarded recursion, first in the form of explicit step......-indexing and then in the form of the internal language of particular sheaf topos, to construct logical relations for reasoning about contextual approximation of probabilistic and nondeterministic programs. These logical relations are sound and complete and useful for showing a range of example equivalences. In the third...

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 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…

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.

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.

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.

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.

Novel Method for 5G Systems NLOS Channels Parameter Estimation

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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.

Application of isotopic information for estimating parameters in Philip infiltration model

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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.

Recursion Of Binary Space As A Foundation Of Repeatable Programs

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Jeremy Horne

2006-10-01

Full Text Available Every computation, including recursion, is based on natural philosophy. Our world may be expressed in terms of a binary logical space that contains functions that act simultaneously as objects and processes (operands and operators. This paper presents an outline of the results of research about that space and suggests routes for further inquiry. Binary logical space is generated sequentially from an origin in a standard coordinate system. At least one method exists to show that each of the resulting 16 functions repeats itself by repeatedly forward-feeding outputs of a function operating over two others as new operands of the original function until the original function appears as an output, thus behaving as an apparent homeostatic automaton. As any space of any dimension is composed of one or more of these functions, so the space is recursive, as well. Semantics gives meaning to recursive structures, computer programs and fundamental constituents of our universe being two examples. Such thoughts open inquiry into larger philosophical issues as free will and determinism.

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...

Modular Estimation Strategy of Vehicle Dynamic Parameters for Motion Control Applications

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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.

Theory of Mind Development in Adolescence and Early Adulthood: The Growing Complexity of Recursive Thinking Ability

Science.gov (United States)

Valle, Annalisa; Massaro, Davide; Castelli, Ilaria; Marchetti, Antonella

2015-01-01

This study explores the development of theory of mind, operationalized as recursive thinking ability, from adolescence to early adulthood (N = 110; young adolescents = 47; adolescents = 43; young adults = 20). The construct of theory of mind has been operationalized in two different ways: as the ability to recognize the correct mental state of a character, and as the ability to attribute the correct mental state in order to predict the character’s behaviour. The Imposing Memory Task, with five recursive thinking levels, and a third-order false-belief task with three recursive thinking levels (devised for this study) have been used. The relationship among working memory, executive functions, and linguistic skills are also analysed. Results show that subjects exhibit less understanding of elevated recursive thinking levels (third, fourth, and fifth) compared to the first and second levels. Working memory is correlated with total recursive thinking, whereas performance on the linguistic comprehension task is related to third level recursive thinking in both theory of mind tasks. An effect of age on third-order false-belief task performance was also found. A key finding of the present study is that the third-order false-belief task shows significant age differences in the application of recursive thinking that involves the prediction of others’ behaviour. In contrast, such an age effect is not observed in the Imposing Memory Task. These results may support the extension of the investigation of the third order false belief after childhood. PMID:27247645

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 Damped Compound Pendulum Using Bat Algorithm

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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.

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.

Recursive evaluation of interaction forces of unbounded soil in time domain

International Nuclear Information System (INIS)

Motosaka, M.

1987-01-01

Recursive formulations have hardly been used in the analysis of soil-structure interaction. A notable exception is described in Verbic 1973, which corresponds to the impulse-invariant way discussed in Section 2. Section 3 describes another possibility to derive a recursive relation based on a segment approach using z-transforms. An illustrative example is examined in Section 4, and in Section 5 the number of operations is addressed. This compact paper is based on Wolf and Motosaka 1988. (orig./HP)

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 foundation for real recursive function theory

NARCIS (Netherlands)

J.F. Costa; B. S. Loff Barreto (Bruno Serra); J. Mycka

2009-01-01

htmlabstractThe class of recursive functions over the reals, denoted by REC(R), was introduced by Cristopher Moore in his seminal paper written in 1995. Since then many subsequent investigations brought new results: the class REC(R) was put in relation with the class of functions generated by the

Step-indexed Kripke models over recursive worlds

DEFF Research Database (Denmark)

Birkedal, Lars; Reus, Bernhard; Schwinghammer, Jan

2011-01-01

worlds that are recursively defined in a category of metric spaces. In this paper, we broaden the scope of this technique from the original domain-theoretic setting to an elementary, operational one based on step indexing. The resulting method is widely applicable and leads to simple, succinct models...

Testing digital recursive filtering method for radiation measurement channel using pin diode detector

International Nuclear Information System (INIS)

Talpalariu, C. M.; Talpalariu, J.; Popescu, O.; Mocanasu, M.; Lita, I.; Visan, D. A.

2016-01-01

In this work we have studied a software filtering method implemented in a pulse counting computerized measuring channel using PIN diode radiation detector. In case our interest was focalized for low rate decay radiation measurement accuracies improvement and response time optimization. During works for digital mathematical algorithm development, we used a hardware radiation measurement channel configuration based on PIN diode BPW34 detector, preamplifier, filter and programmable counter, computer connected. We report measurement results using two digital recursive methods in statically and dynamically field evolution. Software for graphical input/output real time diagram representation was designed and implemented, facilitating performances evaluation between the response of fixed configuration software recursive filter and dynamically adaptive configuration recursive filter. (authors)

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…

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.

Algorithmic correspondence and completeness in modal logic. V. Recursive extensions of SQEMA

DEFF Research Database (Denmark)

Conradie, Willem; Goranko, Valentin; Vakarelov, Dimiter

2010-01-01

The previously introduced algorithm SQEMA computes first-order frame equivalents for modal formulae and also proves their canonicity. Here we extend SQEMA with an additional rule based on a recursive version of Ackermann's lemma, which enables the algorithm to compute local frame equivalents...... on the class of ‘recursive formulae’. We also show that a certain version of this algorithm guarantees the canonicity of the formulae on which it succeeds....

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 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.

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...

Recursive Monte Carlo method for deep-penetration problems

International Nuclear Information System (INIS)

Goldstein, M.; Greenspan, E.

1980-01-01

The Recursive Monte Carlo (RMC) method developed for estimating importance function distributions in deep-penetration problems is described. Unique features of the method, including the ability to infer the importance function distribution pertaining to many detectors from, essentially, a single M.C. run and the ability to use the history tape created for a representative region to calculate the importance function in identical regions, are illustrated. The RMC method is applied to the solution of two realistic deep-penetration problems - a concrete shield problem and a Tokamak major penetration problem. It is found that the RMC method can provide the importance function distributions, required for importance sampling, with accuracy that is suitable for an efficient solution of the deep-penetration problems considered. The use of the RMC method improved, by one to three orders of magnitude, the solution efficiency of the two deep-penetration problems considered: a concrete shield problem and a Tokamak major penetration problem. 8 figures, 4 tables

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.

Convolution of second order linear recursive sequences II.

Directory of Open Access Journals (Sweden)

Szakács Tamás

2017-12-01

Full Text Available We continue the investigation of convolutions of second order linear recursive sequences (see the first part in [1]. In this paper, we focus on the case when the characteristic polynomials of the sequences have common root.

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.

Exploiting fine-grain parallelism in recursive LU factorization

KAUST Repository

Dongarra, Jack; Faverge, Mathieu; Ltaief, Hatem; Luszczek, Piotr R.

2012-01-01

is the panel factorization due to its memory-bound characteristic and the atomicity of selecting the appropriate pivots. We remedy this in our new approach to LU factorization of (narrow and tall) panel submatrices. We use a parallel fine-grained recursive

Recursive utility in a Markov environment with stochastic growth.

Science.gov (United States)

Hansen, Lars Peter; Scheinkman, José A

2012-07-24

Recursive utility models that feature investor concerns about the intertemporal composition of risk are used extensively in applied research in macroeconomics and asset pricing. These models represent preferences as the solution to a nonlinear forward-looking difference equation with a terminal condition. In this paper we study infinite-horizon specifications of this difference equation in the context of a Markov environment. We establish a connection between the solution to this equation and to an arguably simpler Perron-Frobenius eigenvalue equation of the type that occurs in the study of large deviations for Markov processes. By exploiting this connection, we establish existence and uniqueness results. Moreover, we explore a substantive link between large deviation bounds for tail events for stochastic consumption growth and preferences induced by recursive utility.

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.

Roll Angle Estimation Using Thermopiles for a Flight Controlled Mortar

Science.gov (United States)

2012-06-01

Using Xilinx’s System generator, the entire design was implemented at a relatively high level within Malab’s Simulink. This allowed VHDL code to...thermopile data with a Recursive Least Squares (RLS) filter implemented on a field programmable gate array (FPGA). These results demonstrate the...accurately estimated by processing the thermopile data with a Recursive Least Squares (RLS) filter implemented on a field programmable gate array (FPGA

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.

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 ...

Recursive inverse kinematics for robot arms via Kalman filtering and Bryson-Frazier smoothing

Science.gov (United States)

Rodriguez, G.; Scheid, R. E., Jr.

1987-01-01

This paper applies linear filtering and smoothing theory to solve recursively the inverse kinematics problem for serial multilink manipulators. This problem is to find a set of joint angles that achieve a prescribed tip position and/or orientation. A widely applicable numerical search solution is presented. The approach finds the minimum of a generalized distance between the desired and the actual manipulator tip position and/or orientation. Both a first-order steepest-descent gradient search and a second-order Newton-Raphson search are developed. The optimal relaxation factor required for the steepest descent method is computed recursively using an outward/inward procedure similar to those used typically for recursive inverse dynamics calculations. The second-order search requires evaluation of a gradient and an approximate Hessian. A Gauss-Markov approach is used to approximate the Hessian matrix in terms of products of first-order derivatives. This matrix is inverted recursively using a two-stage process of inward Kalman filtering followed by outward smoothing. This two-stage process is analogous to that recently developed by the author to solve by means of spatial filtering and smoothing the forward dynamics problem for serial manipulators.

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.)

Predicate Transformers for Recursive Procedures with Local Variables

NARCIS (Netherlands)

Hesselink, Wim H.

1999-01-01

The weakest precondition semantics of recursive procedures with local variables are developed for an imperative language with demonic and angelic operators for unbounded nondeterminate choice. This does not require stacking of local variables. The formalism serves as a foundation for a proof rule

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.

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....

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.

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 ...

Recursive regularization step for high-order lattice Boltzmann methods

Science.gov (United States)

Coreixas, Christophe; Wissocq, Gauthier; Puigt, Guillaume; Boussuge, Jean-François; Sagaut, Pierre

2017-09-01

A lattice Boltzmann method (LBM) with enhanced stability and accuracy is presented for various Hermite tensor-based lattice structures. The collision operator relies on a regularization step, which is here improved through a recursive computation of nonequilibrium Hermite polynomial coefficients. In addition to the reduced computational cost of this procedure with respect to the standard one, the recursive step allows to considerably enhance the stability and accuracy of the numerical scheme by properly filtering out second- (and higher-) order nonhydrodynamic contributions in under-resolved conditions. This is first shown in the isothermal case where the simulation of the doubly periodic shear layer is performed with a Reynolds number ranging from 104 to 106, and where a thorough analysis of the case at Re=3 ×104 is conducted. In the latter, results obtained using both regularization steps are compared against the Bhatnagar-Gross-Krook LBM for standard (D2Q9) and high-order (D2V17 and D2V37) lattice structures, confirming the tremendous increase of stability range of the proposed approach. Further comparisons on thermal and fully compressible flows, using the general extension of this procedure, are then conducted through the numerical simulation of Sod shock tubes with the D2V37 lattice. They confirm the stability increase induced by the recursive approach as compared with the standard one.

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)

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.

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.

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

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.

Parameter Estimation of Multiple Frequency-Hopping Signals with Two Sensors

Directory of Open Access Journals (Sweden)

Le Zuo

2018-04-01

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

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

Science.gov (United States)

Rigby, Robert A; Stasinopoulos, Dimitrios M

2014-08-01

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

Estimation of 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

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

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Yogesh eRathi

2016-04-01

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

On-line adaptive battery impedance parameter and state estimation considering physical principles in reduced order equivalent circuit battery models. Part 1. Requirements, critical review of methods and modeling

Science.gov (United States)

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

2014-08-01

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 (capcity fade determination, SoH), and state of function (power fade determination, SoF). In a series of two papers, we propose a system of algorithms based on a weighted recursive least quadratic squares parameter estimator, that is able to determine the battery impedance and diffusion parameters for accurate state estimation. The functionality was proven on different battery chemistries with different aging conditions. The first paper investigates the general requirements on BMS for HEV/EV applications. In parallel, the commonly used methods for battery monitoring are reviewed to elaborate their strength and weaknesses in terms of the identified requirements for on-line applications. Special emphasis will be placed on real-time capability and memory optimized code for cost-sensitive industrial or automotive applications in which low-cost microcontrollers must be used. Therefore, a battery model is presented which includes the influence of the Butler-Volmer kinetics on the charge-transfer process. Lastly, the mass transport process inside the battery is modeled in a novel state-space representation.

Design and Implementation of Recursive Model Predictive Control for Permanent Magnet Synchronous Motor Drives

Directory of Open Access Journals (Sweden)

Xuan Wu

2015-01-01

Full Text Available In order to control the permanent-magnet synchronous motor system (PMSM with different disturbances and nonlinearity, an improved current control algorithm for the PMSM systems using recursive model predictive control (RMPC is developed in this paper. As the conventional MPC has to be computed online, its iterative computational procedure needs long computing time. To enhance computational speed, a recursive method based on recursive Levenberg-Marquardt algorithm (RLMA and iterative learning control (ILC is introduced to solve the learning issue in MPC. RMPC is able to significantly decrease the computation cost of traditional MPC in the PMSM system. The effectiveness of the proposed algorithm has been verified by simulation and experimental results.

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.

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.

Recursive approach for non-Markovian time-convolutionless master equations

Science.gov (United States)

Gasbarri, G.; Ferialdi, L.

2018-02-01

We consider a general open system dynamics and we provide a recursive method to derive the associated non-Markovian master equation in a perturbative series. The approach relies on a momenta expansion of the open system evolution. Unlike previous perturbative approaches of this kind, the method presented in this paper provides a recursive definition of each perturbative term. Furthermore, we give an intuitive diagrammatic description of each term of the series, which provides a useful analytical tool to build them and to derive their structure in terms of commutators and anticommutators. We eventually apply our formalism to the evolution of the observables of the reduced system, by showing how the method can be applied to the adjoint master equation, and by developing a diagrammatic description of the associated series.

Estimating model parameters in nonautonomous chaotic systems using synchronization

International Nuclear Information System (INIS)

Yang, Xiaoli; Xu, Wei; Sun, Zhongkui

2007-01-01

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

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.

Parameter estimation and determinability analysis applied to Drosophila gap gene circuits

Directory of Open Access Journals (Sweden)

Jaeger Johannes

2008-09-01

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

Estimation of delays and other parameters in nonlinear functional differential equations

Science.gov (United States)

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

1983-01-01

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

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.

Online model-based estimation of state-of-charge and open-circuit voltage of lithium-ion batteries in electric vehicles

International Nuclear Information System (INIS)

He, Hongwen; Zhang, Xiaowei; Xiong, Rui; Xu, Yongli; Guo, Hongqiang

2012-01-01

This paper presents a method to estimate the state-of-charge (SOC) of a lithium-ion battery, based on an online identification of its open-circuit voltage (OCV), according to the battery’s intrinsic relationship between the SOC and the OCV for application in electric vehicles. Firstly an equivalent circuit model with n RC networks is employed modeling the polarization characteristic and the dynamic behavior of the lithium-ion battery, the corresponding equations are built to describe its electric behavior and a recursive function is deduced for the online identification of the OCV, which is implemented by a recursive least squares (RLS) algorithm with an optimal forgetting factor. The models with different RC networks are evaluated based on the terminal voltage comparisons between the model-based simulation and the experiment. Then the OCV-SOC lookup table is built based on the experimental data performed by a linear interpolation of the battery voltages at the same SOC during two consecutive discharge and charge cycles. Finally a verifying experiment is carried out based on nine Urban Dynamometer Driving Schedules. It indicates that the proposed method can ensure an acceptable accuracy of SOC estimation for online application with a maximum error being less than 5.0%. -- Highlights: ► An equivalent circuit model with n RC networks is built for lithium-ion batteries. ► A recursive function is deduced for the online estimation of the model parameters like OCV and R O . ► The relationship between SOC and OCV is built with a linear interpolation method by experiments. ► The experiments show the online model-based SOC estimation is reasonable with enough accuracy.

Bayesian estimation of parameters in a regional hydrological model

Directory of Open Access Journals (Sweden)

K. Engeland

2002-01-01

Full Text Available This study evaluates the applicability of the distributed, process-oriented Ecomag model for prediction of daily streamflow in ungauged basins. The Ecomag model is applied as a regional model to nine catchments in the NOPEX area, using Bayesian statistics to estimate the posterior distribution of the model parameters conditioned on the observed streamflow. The distribution is calculated by Markov Chain Monte Carlo (MCMC analysis. The Bayesian method requires formulation of a likelihood function for the parameters and three alternative formulations are used. The first is a subjectively chosen objective function that describes the goodness of fit between the simulated and observed streamflow, as defined in the GLUE framework. The second and third formulations are more statistically correct likelihood models that describe the simulation errors. The full statistical likelihood model describes the simulation errors as an AR(1 process, whereas the simple model excludes the auto-regressive part. The statistical parameters depend on the catchments and the hydrological processes and the statistical and the hydrological parameters are estimated simultaneously. The results show that the simple likelihood model gives the most robust parameter estimates. The simulation error may be explained to a large extent by the catchment characteristics and climatic conditions, so it is possible to transfer knowledge about them to ungauged catchments. The statistical models for the simulation errors indicate that structural errors in the model are more important than parameter uncertainties. Keywords: regional hydrological model, model uncertainty, Bayesian analysis, Markov Chain Monte Carlo analysis

Estimation of common cause failure parameters with periodic tests

Energy Technology Data Exchange (ETDEWEB)

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

2009-04-15

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

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

Parameter and state estimation in nonlinear dynamical systems

Science.gov (United States)

Creveling, Daniel R.

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

Matching pursuit and source deflation for sparse EEG/MEG dipole moment estimation.

Science.gov (United States)

Wu, Shun Chi; Swindlehurst, A Lee

2013-08-01

In this paper, we propose novel matching pursuit (MP)-based algorithms for EEG/MEG dipole source localization and parameter estimation for multiple measurement vectors with constant sparsity. The algorithms combine the ideas of MP for sparse signal recovery and source deflation, as employed in estimation via alternating projections. The source-deflated matching pursuit (SDMP) approach mitigates the problem of residual interference inherent in sequential MP-based methods or recursively applied (RAP)-MUSIC. Furthermore, unlike prior methods based on alternating projection, SDMP allows one to efficiently estimate the dipole orientation in addition to its location. Simulations show that the proposed algorithms outperform existing techniques under various conditions, including those with highly correlated sources. Results using real EEG data from auditory experiments are also presented to illustrate the performance of these algorithms.

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

ETHICS AND KNOWLEDGE OF RECURSIVITY IN PSYCHOLOGISTS TRAINING

Directory of Open Access Journals (Sweden)

Ramón Sanz Ferramola

2008-07-01

Full Text Available This work deals with the characterization of psychology as a science and profession. Thisfeature is part of the Argentine academic tradition which goes from the origins of psychology as an undergraduate program by the end of the 1950s to the present day. In relation to this topic, four issues are analysed: a the knowledges of psychology showing the necessity of two epistemic dimensions closely related, namely the discursivity and recursivity, or knowledge and metaknowledge, b the role of psychology as a profession within the praxis, rather than in the poiesis, according to the Greek distinction between the implications of these two modalities of the “doing”, c the concurrence and difference of ethics and deontology, their roles, bounds and potentialities within the psychological field in general, and that of scientific-professional morality in particular, and d the definition and characterization of ethics and epistemology as knowledge of recursivity in psychologists’ training.

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

Energy Technology Data Exchange (ETDEWEB)

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

2008-11-15

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

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.

Health monitoring system for transmission shafts based on adaptive parameter identification

Science.gov (United States)

Souflas, I.; Pezouvanis, A.; Ebrahimi, K. M.

2018-05-01

A health monitoring system for a transmission shaft is proposed. The solution is based on the real-time identification of the physical characteristics of the transmission shaft i.e. stiffness and damping coefficients, by using a physical oriented model and linear recursive identification. The efficacy of the suggested condition monitoring system is demonstrated on a prototype transient engine testing facility equipped with a transmission shaft capable of varying its physical properties. Simulation studies reveal that coupling shaft faults can be detected and isolated using the proposed condition monitoring system. Besides, the performance of various recursive identification algorithms is addressed. The results of this work recommend that the health status of engine dynamometer shafts can be monitored using a simple lumped-parameter shaft model and a linear recursive identification algorithm which makes the concept practically viable.

Estimation of Compaction Parameters Based on Soil Classification

Science.gov (United States)

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

2018-02-01

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

Fast and Statistically Efficient Fundamental Frequency Estimation

DEFF Research Database (Denmark)

Nielsen, Jesper Kjær; Jensen, Tobias Lindstrøm; Jensen, Jesper Rindom

2016-01-01

Fundamental frequency estimation is a very important task in many applications involving periodic signals. For computational reasons, fast autocorrelation-based estimation methods are often used despite parametric estimation methods having superior estimation accuracy. However, these parametric...... a recursive solver. Via benchmarks, we demonstrate that the computation time is reduced by approximately two orders of magnitude. The proposed fast algorithm is available for download online....

Probabilistic estimation of the constitutive parameters of polymers

Directory of Open Access Journals (Sweden)

Siviour C.R.

2012-08-01

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

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

NARCIS (Netherlands)

Houkes, Z.

2000-01-01

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

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

Quasi-Newton methods for parameter estimation in functional differential equations

Science.gov (United States)

Brewer, Dennis W.

1988-01-01

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

Multiphonon theory: generalized Wick's theorem and recursion formulas

International Nuclear Information System (INIS)

Silvestre-Brac, B.; Piepenbring, R.

1982-04-01

Overlaps and matrix elements of one and two-body operators are calculated in a space spanned by multiphonons of different types taking properly the Pauli principle into account. Two methods are developped: a generalized Wick's theorem dealing with new contractions and recursion formulas well suited for numerical applications

Estimating Arrhenius parameters using temperature programmed molecular dynamics

International Nuclear Information System (INIS)

Imandi, Venkataramana; Chatterjee, Abhijit

2016-01-01

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

Estimating Arrhenius parameters using temperature programmed molecular dynamics

Energy Technology Data Exchange (ETDEWEB)

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

2016-07-21

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

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

International Nuclear Information System (INIS)

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

1995-01-01

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

Parameter Estimation of Damped Compound Pendulum Differential Evolution Algorithm

Directory of Open Access Journals (Sweden)

Saad Mohd Sazli

2016-01-01

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

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

Directory of Open Access Journals (Sweden)

Jufeng Yang

2016-12-01

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

Recursive-operator method in vibration problems for rod systems

Science.gov (United States)

Rozhkova, E. V.

2009-12-01

Using linear differential equations with constant coefficients describing one-dimensional dynamical processes as an example, we show that the solutions of these equations and systems are related to the solution of the corresponding numerical recursion relations and one does not have to compute the roots of the corresponding characteristic equations. The arbitrary functions occurring in the general solution of the homogeneous equations are determined by the initial and boundary conditions or are chosen from various classes of analytic functions. The solutions of the inhomogeneous equations are constructed in the form of integro-differential series acting on the right-hand side of the equation, and the coefficients of the series are determined from the same recursion relations. The convergence of formal solutions as series of a more general recursive-operator construction was proved in [1]. In the special case where the solutions of the equation can be represented in separated variables, the power series can be effectively summed, i.e., expressed in terms of elementary functions, and coincide with the known solutions. In this case, to determine the natural vibration frequencies, one obtains algebraic rather than transcendental equations, which permits exactly determining the imaginary and complex roots of these equations without using the graphic method [2, pp. 448-449]. The correctness of the obtained formulas (differentiation formulas, explicit expressions for the series coefficients, etc.) can be verified directly by appropriate substitutions; therefore, we do not prove them here.

An improved state-parameter analysis of ecosystem models using data assimilation

Science.gov (United States)

Chen, M.; Liu, S.; Tieszen, L.L.; Hollinger, D.Y.

2008-01-01

Much of the effort spent in developing data assimilation methods for carbon dynamics analysis has focused on estimating optimal values for either model parameters or state variables. The main weakness of estimating parameter values alone (i.e., without considering state variables) is that all errors from input, output, and model structure are attributed to model parameter uncertainties. On the other hand, the accuracy of estimating state variables may be lowered if the temporal evolution of parameter values is not incorporated. This research develops a smoothed ensemble Kalman filter (SEnKF) by combining ensemble Kalman filter with kernel smoothing technique. SEnKF has following characteristics: (1) to estimate simultaneously the model states and parameters through concatenating unknown parameters and state variables into a joint state vector; (2) to mitigate dramatic, sudden changes of parameter values in parameter sampling and parameter evolution process, and control narrowing of parameter variance which results in filter divergence through adjusting smoothing factor in kernel smoothing algorithm; (3) to assimilate recursively data into the model and thus detect possible time variation of parameters; and (4) to address properly various sources of uncertainties stemming from input, output and parameter uncertainties. The SEnKF is tested by assimilating observed fluxes of carbon dioxide and environmental driving factor data from an AmeriFlux forest station located near Howland, Maine, USA, into a partition eddy flux model. Our analysis demonstrates that model parameters, such as light use efficiency, respiration coefficients, minimum and optimum temperatures for photosynthetic activity, and others, are highly constrained by eddy flux data at daily-to-seasonal time scales. The SEnKF stabilizes parameter values quickly regardless of the initial values of the parameters. Potential ecosystem light use efficiency demonstrates a strong seasonality. Results show that the

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

Science.gov (United States)

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

2017-06-01

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

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

Directory of Open Access Journals (Sweden)

A. Elsonbaty

2014-10-01

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

Comparison of sampling techniques for Bayesian parameter estimation

Science.gov (United States)

Allison, Rupert; Dunkley, Joanna

2014-02-01

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

Topological recursion for Gaussian means and cohomological field theories

Science.gov (United States)

Andersen, J. E.; Chekhov, L. O.; Norbury, P.; Penner, R. C.

2015-12-01

We introduce explicit relations between genus-filtrated s-loop means of the Gaussian matrix model and terms of the genus expansion of the Kontsevich-Penner matrix model (KPMM), which is the generating function for volumes of discretized (open) moduli spaces M g,s disc (discrete volumes). Using these relations, we express Gaussian means in all orders of the genus expansion as polynomials in special times weighted by ancestor invariants of an underlying cohomological field theory. We translate the topological recursion of the Gaussian model into recurrence relations for the coefficients of this expansion, which allows proving that they are integers and positive. We find the coefficients in the first subleading order for M g,1 for all g in three ways: using the refined Harer-Zagier recursion, using the Givental-type decomposition of the KPMM, and counting diagrams explicitly.

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

Directory of Open Access Journals (Sweden)

Y. Dehbi

2017-09-01

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

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

Science.gov (United States)

Dehbi, Y.; Loch-Dehbi, S.; Plümer, L.

2017-09-01

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

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...

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

A robust methodology for kinetic model parameter estimation for biocatalytic reactions

DEFF Research Database (Denmark)

Al-Haque, Naweed; Andrade Santacoloma, Paloma de Gracia; Lima Afonso Neto, Watson

2012-01-01

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

Tsunami Prediction and Earthquake Parameters Estimation in the Red Sea

KAUST Repository

Sawlan, Zaid A

2012-12-01

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

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

KAUST Repository

Allmaras, Moritz

2013-02-07

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

PWR system simulation and parameter estimation with neural networks

Energy Technology Data Exchange (ETDEWEB)

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

2002-11-01

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

PWR system simulation and parameter estimation with neural networks

International Nuclear Information System (INIS)

Akkurt, Hatice; Colak, Uener

2002-01-01

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

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

Science.gov (United States)

Ding, A Adam; Wu, Hulin

2014-10-01

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

Nonparametric estimation of location and scale parameters

KAUST Repository

Potgieter, C.J.; Lombard, F.

2012-01-01

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

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...

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.

Consumption-Portfolio Optimization with Recursive Utility in Incomplete Markets

DEFF Research Database (Denmark)

Kraft, Holger; Seifried, Frank Thomas; Steffensen, Mogens

2013-01-01

In an incomplete market, we study the optimal consumption-portfolio decision of an investor with recursive preferences of Epstein–Zin type. Applying a classical dynamic programming approach, we formulate the associated Hamilton–Jacobi–Bellman equation and provide a suitable verification theorem...

A recursive Formulation of the Inversion of symmetric positive defite matrices in packed storage data format

DEFF Research Database (Denmark)

Andersen, Bjarne Stig; Gunnels, John A.; Gustavson, Fred

2002-01-01

A new Recursive Packed Inverse Calculation Algorithm for symmetric positive definite matrices has been developed. The new Recursive Inverse Calculation algorithm uses minimal storage, \\$n(n+1)/2\\$, and has nearly the same performance as the LAPACK full storage algorithm using \\$n\\^2\\$ memory words...

Non-abelian Z-theory: Berends-Giele recursion for the α{sup ′}-expansion of disk integrals

Energy Technology Data Exchange (ETDEWEB)

Mafra, Carlos R. [STAG Research Centre and Mathematical Sciences, University of Southampton,Southampton (United Kingdom); Institute for Advanced Study, School of Natural Sciences,Einstein Drive, Princeton, NJ 08540 (United States); Schlotterer, Oliver [Max-Planck-Institut für Gravitationsphysik, Albert-Einstein-Institut,Am Mühlenberg 1, 14476 Potsdam (Germany)

2017-01-09

We present a recursive method to calculate the α{sup ′}-expansion of disk integrals arising in tree-level scattering of open strings which resembles the approach of Berends and Giele to gluon amplitudes. Following an earlier interpretation of disk integrals as doubly partial amplitudes of an effective theory of scalars dubbed as Z-theory, we pinpoint the equation of motion of Z-theory from the Berends-Giele recursion for its tree amplitudes. A computer implementation of this method including explicit results for the recursion up to order α{sup ′7} is made available on the website repo.or.cz/BGap.git.

Parameter estimation and prediction of nonlinear biological systems: some examples

NARCIS (Netherlands)

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

2006-01-01

Rearranging and reparameterizing a discrete-time nonlinear model with polynomial quotient structure in input, output and parameters (xk = f(Z, p)) leads to a model linear in its (new) parameters. As a result, the parameter estimation problem becomes a so-called errors-in-variables problem for which

CTER-rapid estimation of CTF parameters with error assessment.

Science.gov (United States)

Penczek, Pawel A; Fang, Jia; Li, Xueming; Cheng, Yifan; Loerke, Justus; Spahn, Christian M T

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 300kV 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 4.03Å without, and 3.85Å with, inclusion of astigmatism parameters. Copyright © 2014 Elsevier B.V. All rights reserved.

Influence of measurement errors and estimated parameters on combustion diagnosis

International Nuclear Information System (INIS)

Payri, F.; Molina, S.; Martin, J.; Armas, O.

2006-01-01

Thermodynamic diagnosis models are valuable tools for the study of Diesel combustion. Inputs required by such models comprise measured mean and instantaneous variables, together with suitable values for adjustable parameters used in different submodels. In the case of measured variables, one may estimate the uncertainty associated with measurement errors; however, the influence of errors in model parameter estimation may not be so easily established on an experimental basis. In this paper, a simulated pressure cycle has been used along with known input parameters, so that any uncertainty in the inputs is avoided. Then, the influence of errors in measured variables and geometric and heat transmission parameters on the results of a diagnosis combustion model for direct injection diesel engines have been studied. This procedure allowed to establish the relative importance of these parameters and to set limits to the maximal errors of the model, accounting for both the maximal expected errors in the input parameters and the sensitivity of the model to those errors

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

Indian Academy of Sciences (India)

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

Recursivity: A Working Paper on Rhetoric and "Mnesis"

Science.gov (United States)

Stormer, Nathan

2013-01-01

This essay proposes the genealogical study of remembering and forgetting as recursive rhetorical capacities that enable discourse to place itself in an ever-changing present. "Mnesis" is a meta-concept for the arrangements of remembering and forgetting that enable rhetoric to function. Most of the essay defines the materiality of "mnesis", first…

Modeling and state-of-charge prediction of lithium-ion battery and ultracapacitor hybrids with a co-estimator

International Nuclear Information System (INIS)

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

2017-01-01

The modeling and state-of-charge estimation of the batteries and ultracapacitors are crucial to the battery/ultracapacitor hybrid energy storage system. In recent years, the model based state estimators are welcomed widely, since they can adjust the gain according to the error between the model predictions and measurements timely. In most of the existing algorithms, the model parameters are either configured by theoretical values or identified off-line without adaption. But in fact, the model parameters always change continuously with loading wave or self-aging, and the lack of adaption will reduce the estimation accuracy significantly. To overcome this drawback, a novel co-estimator is proposed to estimate the model parameters and state-of-charge simultaneously. The extended Kalman filter is employed for parameter updating. To reduce the convergence time, the recursive least square algorithm and the off-line identification method are used to provide initial values with small deviation. The unscented Kalman filter is employed for the state-of-charge estimation. Because the unscented Kalman filter takes not only the measurement uncertainties but also the process uncertainties into account, it is robust to the noise. Experiments are executed to explore the robustness, stability and precision of the proposed method. - Highlights: • A co-estimator is proposed to estimate the model parameters and state-of-charge. • The extended Kalman filter is used for model parameter adaption. • The unscented Kalman filter is designed for state estimation with strong robust. • The dynamic profiles are employed to verify the proposed co-estimator.

Isotope decay equations solved by means of a recursive method

International Nuclear Information System (INIS)

Grant, Carlos

2009-01-01

The isotope decay equations have been solved using forward finite differences taking small time steps, among other methods. This is the case of the cell code WIMS, where it is assumed that concentrations of all fissionable isotopes remain constant during the integration interval among other simplifications. Even when the problem could be solved running through a logical tree, all algorithms used for resolution of these equations used an iterative programming formulation. That happened because nearly all computer languages used up to a recent past by the scientific programmers did not support recursion, such as the case of the old versions of FORTRAN or BASIC. Nowadays also an integral form of the depletion equations is used in Monte Carlo simulation. In this paper we propose another programming solution using a recursive algorithm, running through all descendants of each isotope and adding their contributions to all isotopes in each generation. The only assumption made for this solution is that fluxes remain constant during the whole time step. Recursive process is interrupted when a stable isotope was attained or the calculated contributions are smaller than a given precision. These algorithms can be solved by means an exact analytic method that can have some problems when circular loops appear for isotopes with alpha decay, and a more general polynomial method. Both methods are shown. (author)

On the Nature of SEM Estimates of ARMA Parameters.

Science.gov (United States)

Hamaker, Ellen L.; Dolan, Conor V.; Molenaar, Peter C. M.

2002-01-01

Reexamined the nature of structural equation modeling (SEM) estimates of autoregressive moving average (ARMA) models, replicated the simulation experiments of P. Molenaar, and examined the behavior of the log-likelihood ratio test. Simulation studies indicate that estimates of ARMA parameters observed with SEM software are identical to those…

Multi-Zone hybrid model for failure detection of the stable ventilation systems

DEFF Research Database (Denmark)

Gholami, Mehdi; Schiøler, Henrik; Soltani, Mohsen

2010-01-01

In this paper, a conceptual multi-zone model for climate control of a live stock building is elaborated. The main challenge of this research is to estimate the parameters of a nonlinear hybrid model. A recursive estimation algorithm, the Extended Kalman Filter (EKF) is implemented for estimation....... Since the EKF is sensitive to the initial guess, in the following the estimation process is split up into simple parts and approximate parameters are found with a non recursive least squares method in order to provide good initial values. Results based on experiments from a real life stable facility...

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.

Parameter estimation techniques and uncertainty in ground water flow model predictions

International Nuclear Information System (INIS)

Zimmerman, D.A.; Davis, P.A.

1990-01-01

Quantification of uncertainty in predictions of nuclear waste repository performance is a requirement of Nuclear Regulatory Commission regulations governing the licensing of proposed geologic repositories for high-level radioactive waste disposal. One of the major uncertainties in these predictions is in estimating the ground-water travel time of radionuclides migrating from the repository to the accessible environment. The cause of much of this uncertainty has been attributed to a lack of knowledge about the hydrogeologic properties that control the movement of radionuclides through the aquifers. A major reason for this lack of knowledge is the paucity of data that is typically available for characterizing complex ground-water flow systems. Because of this, considerable effort has been put into developing parameter estimation techniques that infer property values in regions where no measurements exist. Currently, no single technique has been shown to be superior or even consistently conservative with respect to predictions of ground-water travel time. This work was undertaken to compare a number of parameter estimation techniques and to evaluate how differences in the parameter estimates and the estimation errors are reflected in the behavior of the flow model predictions. That is, we wished to determine to what degree uncertainties in flow model predictions may be affected simply by the choice of parameter estimation technique used. 3 refs., 2 figs

Genetic Parameter Estimates for Metabolizing Two Common Pharmaceuticals in Swine

Directory of Open Access Journals (Sweden)

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

Measurement-Based Transmission Line Parameter Estimation with Adaptive Data Selection Scheme

DEFF Research Database (Denmark)

Li, Changgang; Zhang, Yaping; Zhang, Hengxu

2017-01-01

Accurate parameters of transmission lines are critical for power system operation and control decision making. Transmission line parameter estimation based on measured data is an effective way to enhance the validity of the parameters. This paper proposes a multi-point transmission line parameter...

Automatic estimation of elasticity parameters in breast tissue

Science.gov (United States)

Skerl, Katrin; Cochran, Sandy; Evans, Andrew

2014-03-01

Shear wave elastography (SWE), a novel ultrasound imaging technique, can provide unique information about cancerous tissue. To estimate elasticity parameters, a region of interest (ROI) is manually positioned over the stiffest part of the shear wave image (SWI). The aim of this work is to estimate the elasticity parameters i.e. mean elasticity, maximal elasticity and standard deviation, fully automatically. Ultrasonic SWI of a breast elastography phantom and breast tissue in vivo were acquired using the Aixplorer system (SuperSonic Imagine, Aix-en-Provence, France). First, the SWI within the ultrasonic B-mode image was detected using MATLAB then the elasticity values were extracted. The ROI was automatically positioned over the stiffest part of the SWI and the elasticity parameters were calculated. Finally all values were saved in a spreadsheet which also contains the patient's study ID. This spreadsheet is easily available for physicians and clinical staff for further evaluation and so increase efficiency. Therewith the efficiency is increased. This algorithm simplifies the handling, especially for the performance and evaluation of clinical trials. The SWE processing method allows physicians easy access to the elasticity parameters of the examinations from their own and other institutions. This reduces clinical time and effort and simplifies evaluation of data in clinical trials. Furthermore, reproducibility will be improved.

Adaptive Parameter Estimation of Person Recognition Model in a Stochastic Human Tracking Process

Science.gov (United States)

Nakanishi, W.; Fuse, T.; Ishikawa, T.

2015-05-01

This paper aims at an estimation of parameters of person recognition models using a sequential Bayesian filtering method. In many human tracking method, any parameters of models used for recognize the same person in successive frames are usually set in advance of human tracking process. In real situation these parameters may change according to situation of observation and difficulty level of human position prediction. Thus in this paper we formulate an adaptive parameter estimation using general state space model. Firstly we explain the way to formulate human tracking in general state space model with their components. Then referring to previous researches, we use Bhattacharyya coefficient to formulate observation model of general state space model, which is corresponding to person recognition model. The observation model in this paper is a function of Bhattacharyya coefficient with one unknown parameter. At last we sequentially estimate this parameter in real dataset with some settings. Results showed that sequential parameter estimation was succeeded and were consistent with observation situations such as occlusions.

CosmoSIS: A System for MC Parameter Estimation

Energy Technology Data Exchange (ETDEWEB)

Zuntz, Joe [Manchester U.; Paterno, Marc [Fermilab; Jennings, Elise [Chicago U., EFI; Rudd, Douglas [U. Chicago; Manzotti, Alessandro [Chicago U., Astron. Astrophys. Ctr.; Dodelson, Scott [Chicago U., Astron. Astrophys. Ctr.; Bridle, Sarah [Manchester U.; Sehrish, Saba [Fermilab; Kowalkowski, James [Fermilab

2015-01-01

Cosmological parameter estimation is entering a new era. Large collaborations need to coordinate high-stakes analyses using multiple methods; furthermore such analyses have grown in complexity due to sophisticated models of cosmology and systematic uncertainties. In this paper we argue that modularity is the key to addressing these challenges: calculations should be broken up into interchangeable modular units with inputs and outputs clearly defined. We present a new framework for cosmological parameter estimation, CosmoSIS, designed to connect together, share, and advance development of inference tools across the community. We describe the modules already available in Cosmo- SIS, including camb, Planck, cosmic shear calculations, and a suite of samplers. We illustrate it using demonstration code that you can run out-of-the-box with the installer available at http://bitbucket.org/joezuntz/cosmosis.

A Parameter Estimation Method for Nonlinear Systems Based on Improved Boundary Chicken Swarm Optimization

Directory of Open Access Journals (Sweden)

Shaolong Chen