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Sample records for reliable parameter estimation

  1. 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.

  2. Stochastic models and reliability parameter estimation applicable to nuclear power plant safety

    International Nuclear Information System (INIS)

    Mitra, S.P.

    1979-01-01

    A set of stochastic models and related estimation schemes for reliability parameters are developed. The models are applicable for evaluating reliability of nuclear power plant systems. Reliability information is extracted from model parameters which are estimated from the type and nature of failure data that is generally available or could be compiled in nuclear power plants. Principally, two aspects of nuclear power plant reliability have been investigated: (1) The statistical treatment of inplant component and system failure data; (2) The analysis and evaluation of common mode failures. The model inputs are failure data which have been classified as either the time type of failure data or the demand type of failure data. Failures of components and systems in nuclear power plant are, in general, rare events.This gives rise to sparse failure data. Estimation schemes for treating sparse data, whenever necessary, have been considered. The following five problems have been studied: 1) Distribution of sparse failure rate component data. 2) Failure rate inference and reliability prediction from time type of failure data. 3) Analyses of demand type of failure data. 4) Common mode failure model applicable to time type of failure data. 5) Estimation of common mode failures from 'near-miss' demand type of failure data

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

    International Nuclear Information System (INIS)

    Jordan Cizelj, R.; Vrbanic, I.

    2001-01-01

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

  4. 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

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

    Directory of Open Access Journals (Sweden)

    Jiang Ge

    2017-01-01

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

  6. Reliability Estimation of Parameters of Helical Wind Turbine with Vertical Axis

    Directory of Open Access Journals (Sweden)

    Adela-Eliza Dumitrascu

    2015-01-01

    Full Text Available Due to the prolonged use of wind turbines they must be characterized by high reliability. This can be achieved through a rigorous design, appropriate simulation and testing, and proper construction. The reliability prediction and analysis of these systems will lead to identifying the critical components, increasing the operating time, minimizing failure rate, and minimizing maintenance costs. To estimate the produced energy by the wind turbine, an evaluation approach based on the Monte Carlo simulation model is developed which enables us to estimate the probability of minimum and maximum parameters. In our simulation process we used triangular distributions. The analysis of simulation results has been focused on the interpretation of the relative frequency histograms and cumulative distribution curve (ogive diagram, which indicates the probability of obtaining the daily or annual energy output depending on wind speed. The experimental researches consist in estimation of the reliability and unreliability functions and hazard rate of the helical vertical axis wind turbine designed and patented to climatic conditions for Romanian regions. Also, the variation of power produced for different wind speeds, the Weibull distribution of wind probability, and the power generated were determined. The analysis of experimental results indicates that this type of wind turbine is efficient at low wind speed.

  7. Reliability Estimation of Parameters of Helical Wind Turbine with Vertical Axis.

    Science.gov (United States)

    Dumitrascu, Adela-Eliza; Lepadatescu, Badea; Dumitrascu, Dorin-Ion; Nedelcu, Anisor; Ciobanu, Doina Valentina

    2015-01-01

    Due to the prolonged use of wind turbines they must be characterized by high reliability. This can be achieved through a rigorous design, appropriate simulation and testing, and proper construction. The reliability prediction and analysis of these systems will lead to identifying the critical components, increasing the operating time, minimizing failure rate, and minimizing maintenance costs. To estimate the produced energy by the wind turbine, an evaluation approach based on the Monte Carlo simulation model is developed which enables us to estimate the probability of minimum and maximum parameters. In our simulation process we used triangular distributions. The analysis of simulation results has been focused on the interpretation of the relative frequency histograms and cumulative distribution curve (ogive diagram), which indicates the probability of obtaining the daily or annual energy output depending on wind speed. The experimental researches consist in estimation of the reliability and unreliability functions and hazard rate of the helical vertical axis wind turbine designed and patented to climatic conditions for Romanian regions. Also, the variation of power produced for different wind speeds, the Weibull distribution of wind probability, and the power generated were determined. The analysis of experimental results indicates that this type of wind turbine is efficient at low wind speed.

  8. Sample size planning for composite reliability coefficients: accuracy in parameter estimation via narrow confidence intervals.

    Science.gov (United States)

    Terry, Leann; Kelley, Ken

    2012-11-01

    Composite measures play an important role in psychology and related disciplines. Composite measures almost always have error. Correspondingly, it is important to understand the reliability of the scores from any particular composite measure. However, the point estimates of the reliability of composite measures are fallible and thus all such point estimates should be accompanied by a confidence interval. When confidence intervals are wide, there is much uncertainty in the population value of the reliability coefficient. Given the importance of reporting confidence intervals for estimates of reliability, coupled with the undesirability of wide confidence intervals, we develop methods that allow researchers to plan sample size in order to obtain narrow confidence intervals for population reliability coefficients. We first discuss composite reliability coefficients and then provide a discussion on confidence interval formation for the corresponding population value. Using the accuracy in parameter estimation approach, we develop two methods to obtain accurate estimates of reliability by planning sample size. The first method provides a way to plan sample size so that the expected confidence interval width for the population reliability coefficient is sufficiently narrow. The second method ensures that the confidence interval width will be sufficiently narrow with some desired degree of assurance (e.g., 99% assurance that the 95% confidence interval for the population reliability coefficient will be less than W units wide). The effectiveness of our methods was verified with Monte Carlo simulation studies. We demonstrate how to easily implement the methods with easy-to-use and freely available software. ©2011 The British Psychological Society.

  9. On the q-Weibull distribution for reliability applications: An adaptive hybrid artificial bee colony algorithm for parameter estimation

    International Nuclear Information System (INIS)

    Xu, Meng; Droguett, Enrique López; Lins, Isis Didier; Chagas Moura, Márcio das

    2017-01-01

    The q-Weibull model is based on the Tsallis non-extensive entropy and is able to model various behaviors of the hazard rate function, including bathtub curves, by using a single set of parameters. Despite its flexibility, the q-Weibull has not been widely used in reliability applications partly because of the complicated parameters estimation. In this work, the parameters of the q-Weibull are estimated by the maximum likelihood (ML) method. Due to the intricate system of nonlinear equations, derivative-based optimization methods may fail to converge. Thus, the heuristic optimization method of artificial bee colony (ABC) is used instead. To deal with the slow convergence of ABC, it is proposed an adaptive hybrid ABC (AHABC) algorithm that dynamically combines Nelder-Mead simplex search method with ABC for the ML estimation of the q-Weibull parameters. Interval estimates for the q-Weibull parameters, including confidence intervals based on the ML asymptotic theory and on bootstrap methods, are also developed. The AHABC is validated via numerical experiments involving the q-Weibull ML for reliability applications and results show that it produces faster and more accurate convergence when compared to ABC and similar approaches. The estimation procedure is applied to real reliability failure data characterized by a bathtub-shaped hazard rate. - Highlights: • Development of an Adaptive Hybrid ABC (AHABC) algorithm for q-Weibull distribution. • AHABC combines local Nelder-Mead simplex method with ABC to enhance local search. • AHABC efficiently finds the optimal solution for the q-Weibull ML problem. • AHABC outperforms ABC and self-adaptive hybrid ABC in accuracy and convergence speed. • Useful model for reliability data with non-monotonic hazard rate.

  10. Reliability of piping system components. Framework for estimating failure parameters from service data

    International Nuclear Information System (INIS)

    Nyman, R.; Hegedus, D.; Tomic, B.; Lydell, B.

    1997-12-01

    This report summarizes results and insights from the final phase of a R and D project on piping reliability sponsored by the Swedish Nuclear Power Inspectorate (SKI). The technical scope includes the development of an analysis framework for estimating piping reliability parameters from service data. The R and D has produced a large database on the operating experience with piping systems in commercial nuclear power plants worldwide. It covers the period 1970 to the present. The scope of the work emphasized pipe failures (i.e., flaws/cracks, leaks and ruptures) in light water reactors (LWRs). Pipe failures are rare events. A data reduction format was developed to ensure that homogenous data sets are prepared from scarce service data. This data reduction format distinguishes between reliability attributes and reliability influence factors. The quantitative results of the analysis of service data are in the form of conditional probabilities of pipe rupture given failures (flaws/cracks, leaks or ruptures) and frequencies of pipe failures. Finally, the R and D by SKI produced an analysis framework in support of practical applications of service data in PSA. This, multi-purpose framework, termed 'PFCA'-Pipe Failure Cause and Attribute- defines minimum requirements on piping reliability analysis. The application of service data should reflect the requirements of an application. Together with raw data summaries, this analysis framework enables the development of a prior and a posterior pipe rupture probability distribution. The framework supports LOCA frequency estimation, steam line break frequency estimation, as well as the development of strategies for optimized in-service inspection strategies

  11. Reliability of piping system components. Framework for estimating failure parameters from service data

    Energy Technology Data Exchange (ETDEWEB)

    Nyman, R [Swedish Nuclear Power Inspectorate, Stockholm (Sweden); Hegedus, D; Tomic, B [ENCONET Consulting GesmbH, Vienna (Austria); Lydell, B [RSA Technologies, Vista, CA (United States)

    1997-12-01

    This report summarizes results and insights from the final phase of a R and D project on piping reliability sponsored by the Swedish Nuclear Power Inspectorate (SKI). The technical scope includes the development of an analysis framework for estimating piping reliability parameters from service data. The R and D has produced a large database on the operating experience with piping systems in commercial nuclear power plants worldwide. It covers the period 1970 to the present. The scope of the work emphasized pipe failures (i.e., flaws/cracks, leaks and ruptures) in light water reactors (LWRs). Pipe failures are rare events. A data reduction format was developed to ensure that homogenous data sets are prepared from scarce service data. This data reduction format distinguishes between reliability attributes and reliability influence factors. The quantitative results of the analysis of service data are in the form of conditional probabilities of pipe rupture given failures (flaws/cracks, leaks or ruptures) and frequencies of pipe failures. Finally, the R and D by SKI produced an analysis framework in support of practical applications of service data in PSA. This, multi-purpose framework, termed `PFCA`-Pipe Failure Cause and Attribute- defines minimum requirements on piping reliability analysis. The application of service data should reflect the requirements of an application. Together with raw data summaries, this analysis framework enables the development of a prior and a posterior pipe rupture probability distribution. The framework supports LOCA frequency estimation, steam line break frequency estimation, as well as the development of strategies for optimized in-service inspection strategies. 63 refs, 30 tabs, 22 figs.

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

    Directory of Open Access Journals (Sweden)

    Sanjay Kumar Singh

    2011-06-01

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

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

    Directory of Open Access Journals (Sweden)

    Anupam Pathak

    2014-11-01

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

  14. A Method of Nuclear Software Reliability Estimation

    International Nuclear Information System (INIS)

    Park, Gee Yong; Eom, Heung Seop; Cheon, Se Woo; Jang, Seung Cheol

    2011-01-01

    A method on estimating software reliability for nuclear safety software is proposed. This method is based on the software reliability growth model (SRGM) where the behavior of software failure is assumed to follow the non-homogeneous Poisson process. Several modeling schemes are presented in order to estimate and predict more precisely the number of software defects based on a few of software failure data. The Bayesian statistical inference is employed to estimate the model parameters by incorporating the software test cases into the model. It is identified that this method is capable of accurately estimating the remaining number of software defects which are on-demand type directly affecting safety trip functions. The software reliability can be estimated from a model equation and one method of obtaining the software reliability is proposed

  15. ESTIMATION ACCURACY OF EXPONENTIAL DISTRIBUTION PARAMETERS

    Directory of Open Access Journals (Sweden)

    muhammad zahid rashid

    2011-04-01

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

  16. Estimation of some stochastic models used in reliability engineering

    International Nuclear Information System (INIS)

    Huovinen, T.

    1989-04-01

    The work aims to study the estimation of some stochastic models used in reliability engineering. In reliability engineering continuous probability distributions have been used as models for the lifetime of technical components. We consider here the following distributions: exponential, 2-mixture exponential, conditional exponential, Weibull, lognormal and gamma. Maximum likelihood method is used to estimate distributions from observed data which may be either complete or censored. We consider models based on homogeneous Poisson processes such as gamma-poisson and lognormal-poisson models for analysis of failure intensity. We study also a beta-binomial model for analysis of failure probability. The estimators of the parameters for three models are estimated by the matching moments method and in the case of gamma-poisson and beta-binomial models also by maximum likelihood method. A great deal of mathematical or statistical problems that arise in reliability engineering can be solved by utilizing point processes. Here we consider the statistical analysis of non-homogeneous Poisson processes to describe the failing phenomena of a set of components with a Weibull intensity function. We use the method of maximum likelihood to estimate the parameters of the Weibull model. A common cause failure can seriously reduce the reliability of a system. We consider a binomial failure rate (BFR) model as an application of the marked point processes for modelling common cause failure in a system. The parameters of the binomial failure rate model are estimated with the maximum likelihood method

  17. A SOFTWARE RELIABILITY ESTIMATION METHOD TO NUCLEAR SAFETY SOFTWARE

    Directory of Open Access Journals (Sweden)

    GEE-YONG PARK

    2014-02-01

    Full Text Available A method for estimating software reliability for nuclear safety software is proposed in this paper. This method is based on the software reliability growth model (SRGM, where the behavior of software failure is assumed to follow a non-homogeneous Poisson process. Two types of modeling schemes based on a particular underlying method are proposed in order to more precisely estimate and predict the number of software defects based on very rare software failure data. The Bayesian statistical inference is employed to estimate the model parameters by incorporating software test cases as a covariate into the model. It was identified that these models are capable of reasonably estimating the remaining number of software defects which directly affects the reactor trip functions. The software reliability might be estimated from these modeling equations, and one approach of obtaining software reliability value is proposed in this paper.

  18. Structural Reliability Using Probability Density Estimation Methods Within NESSUS

    Science.gov (United States)

    Chamis, Chrisos C. (Technical Monitor); Godines, Cody Ric

    2003-01-01

    A reliability analysis studies a mathematical model of a physical system taking into account uncertainties of design variables and common results are estimations of a response density, which also implies estimations of its parameters. Some common density parameters include the mean value, the standard deviation, and specific percentile(s) of the response, which are measures of central tendency, variation, and probability regions, respectively. Reliability analyses are important since the results can lead to different designs by calculating the probability of observing safe responses in each of the proposed designs. All of this is done at the expense of added computational time as compared to a single deterministic analysis which will result in one value of the response out of many that make up the density of the response. Sampling methods, such as monte carlo (MC) and latin hypercube sampling (LHS), can be used to perform reliability analyses and can compute nonlinear response density parameters even if the response is dependent on many random variables. Hence, both methods are very robust; however, they are computationally expensive to use in the estimation of the response density parameters. Both methods are 2 of 13 stochastic methods that are contained within the Numerical Evaluation of Stochastic Structures Under Stress (NESSUS) program. NESSUS is a probabilistic finite element analysis (FEA) program that was developed through funding from NASA Glenn Research Center (GRC). It has the additional capability of being linked to other analysis programs; therefore, probabilistic fluid dynamics, fracture mechanics, and heat transfer are only a few of what is possible with this software. The LHS method is the newest addition to the stochastic methods within NESSUS. Part of this work was to enhance NESSUS with the LHS method. The new LHS module is complete, has been successfully integrated with NESSUS, and been used to study four different test cases that have been

  19. 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....

  20. An integrated approach to estimate storage reliability with initial failures based on E-Bayesian estimates

    International Nuclear Information System (INIS)

    Zhang, Yongjin; Zhao, Ming; Zhang, Shitao; Wang, Jiamei; Zhang, Yanjun

    2017-01-01

    Storage reliability that measures the ability of products in a dormant state to keep their required functions is studied in this paper. For certain types of products, Storage reliability may not always be 100% at the beginning of storage, unlike the operational reliability, which exist possible initial failures that are normally neglected in the models of storage reliability. In this paper, a new integrated technique, the non-parametric measure based on the E-Bayesian estimates of current failure probabilities is combined with the parametric measure based on the exponential reliability function, is proposed to estimate and predict the storage reliability of products with possible initial failures, where the non-parametric method is used to estimate the number of failed products and the reliability at each testing time, and the parameter method is used to estimate the initial reliability and the failure rate of storage product. The proposed method has taken into consideration that, the reliability test data of storage products containing the unexamined before and during the storage process, is available for providing more accurate estimates of both the initial failure probability and the storage failure probability. When storage reliability prediction that is the main concern in this field should be made, the non-parametric estimates of failure numbers can be used into the parametric models for the failure process in storage. In the case of exponential models, the assessment and prediction method for storage reliability is presented in this paper. Finally, a numerical example is given to illustrate the method. Furthermore, a detailed comparison between the proposed and traditional method, for examining the rationality of assessment and prediction on the storage reliability, is investigated. The results should be useful for planning a storage environment, decision-making concerning the maximum length of storage, and identifying the production quality. - Highlights:

  1. Estimating the Parameters of Software Reliability Growth Models Using the Grey Wolf Optimization Algorithm

    OpenAIRE

    Alaa F. Sheta; Amal Abdel-Raouf

    2016-01-01

    In this age of technology, building quality software is essential to competing in the business market. One of the major principles required for any quality and business software product for value fulfillment is reliability. Estimating software reliability early during the software development life cycle saves time and money as it prevents spending larger sums fixing a defective software product after deployment. The Software Reliability Growth Model (SRGM) can be used to predict the number of...

  2. Estimation of the human error probabilities in the human reliability analysis

    International Nuclear Information System (INIS)

    Liu Haibin; He Xuhong; Tong Jiejuan; Shen Shifei

    2006-01-01

    Human error data is an important issue of human reliability analysis (HRA). Using of Bayesian parameter estimation, which can use multiple information, such as the historical data of NPP and expert judgment data to modify the human error data, could get the human error data reflecting the real situation of NPP more truly. This paper, using the numeric compute program developed by the authors, presents some typical examples to illustrate the process of the Bayesian parameter estimation in HRA and discusses the effect of different modification data on the Bayesian parameter estimation. (authors)

  3. 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.

  4. Dependent systems reliability estimation by structural reliability approach

    DEFF Research Database (Denmark)

    Kostandyan, Erik; Sørensen, John Dalsgaard

    2014-01-01

    Estimation of system reliability by classical system reliability methods generally assumes that the components are statistically independent, thus limiting its applicability in many practical situations. A method is proposed for estimation of the system reliability with dependent components, where...... the leading failure mechanism(s) is described by physics of failure model(s). The proposed method is based on structural reliability techniques and accounts for both statistical and failure effect correlations. It is assumed that failure of any component is due to increasing damage (fatigue phenomena...... identification. Application of the proposed method can be found in many real world systems....

  5. Reliability parameters of distribution networks components

    Energy Technology Data Exchange (ETDEWEB)

    Gono, R.; Kratky, M.; Rusek, S.; Kral, V. [Technical Univ. of Ostrava (Czech Republic)

    2009-03-11

    This paper presented a framework for the retrieval of parameters from various heterogenous power system databases. The framework was designed to transform the heterogenous outage data in a common relational scheme. The framework was used to retrieve outage data parameters from the Czech and Slovak republics in order to demonstrate the scalability of the framework. A reliability computation of the system was computed in 2 phases representing the retrieval of component reliability parameters and the reliability computation. Reliability rates were determined using component reliability and global reliability indices. Input data for the reliability was retrieved from data on equipment operating under similar conditions, while the probability of failure-free operations was evaluated by determining component status. Anomalies in distribution outage data were described as scheme, attribute, and term differences. Input types consisted of input relations; transformation programs; codebooks; and translation tables. The system was used to successfully retrieve data from 7 distributors in the Czech Republic and Slovak Republic between 2000-2007. The database included 301,555 records. Data were queried using SQL language. 29 refs., 2 tabs., 2 figs.

  6. 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

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

    Directory of Open Access Journals (Sweden)

    Humberto Muñoz

    2009-06-01

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

  8. 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.

  9. 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.

  10. Investigation of MLE in nonparametric estimation methods of reliability function

    International Nuclear Information System (INIS)

    Ahn, Kwang Won; Kim, Yoon Ik; Chung, Chang Hyun; Kim, Kil Yoo

    2001-01-01

    There have been lots of trials to estimate a reliability function. In the ESReDA 20 th seminar, a new method in nonparametric way was proposed. The major point of that paper is how to use censored data efficiently. Generally there are three kinds of approach to estimate a reliability function in nonparametric way, i.e., Reduced Sample Method, Actuarial Method and Product-Limit (PL) Method. The above three methods have some limits. So we suggest an advanced method that reflects censored information more efficiently. In many instances there will be a unique maximum likelihood estimator (MLE) of an unknown parameter, and often it may be obtained by the process of differentiation. It is well known that the three methods generally used to estimate a reliability function in nonparametric way have maximum likelihood estimators that are uniquely exist. So, MLE of the new method is derived in this study. The procedure to calculate a MLE is similar just like that of PL-estimator. The difference of the two is that in the new method, the mass (or weight) of each has an influence of the others but the mass in PL-estimator not

  11. Response-based estimation of sea state parameters - Influence of filtering

    DEFF Research Database (Denmark)

    Nielsen, Ulrik Dam

    2007-01-01

    Reliable estimation of the on-site sea state parameters is essential to decision support systems for safe navigation of ships. The wave spectrum can be estimated from procedures based on measured ship responses. The paper deals with two procedures—Bayesian Modelling and Parametric Modelling...

  12. Reliability Estimation of Aero-engine Based on Mixed Weibull Distribution Model

    Science.gov (United States)

    Yuan, Zhongda; Deng, Junxiang; Wang, Dawei

    2018-02-01

    Aero-engine is a complex mechanical electronic system, based on analysis of reliability of mechanical electronic system, Weibull distribution model has an irreplaceable role. Till now, only two-parameter Weibull distribution model and three-parameter Weibull distribution are widely used. Due to diversity of engine failure modes, there is a big error with single Weibull distribution model. By contrast, a variety of engine failure modes can be taken into account with mixed Weibull distribution model, so it is a good statistical analysis model. Except the concept of dynamic weight coefficient, in order to make reliability estimation result more accurately, three-parameter correlation coefficient optimization method is applied to enhance Weibull distribution model, thus precision of mixed distribution reliability model is improved greatly. All of these are advantageous to popularize Weibull distribution model in engineering applications.

  13. Method for Estimating the Parameters of LFM Radar Signal

    Directory of Open Access Journals (Sweden)

    Tan Chuan-Zhang

    2017-01-01

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

  14. Parameter Estimation of a Reliability Model of Demand-Caused and Standby-Related Failures of Safety Components Exposed to Degradation by Demand Stress and Ageing That Undergo Imperfect Maintenance

    Directory of Open Access Journals (Sweden)

    S. Martorell

    2017-01-01

    Full Text Available One can find many reliability, availability, and maintainability (RAM models proposed in the literature. However, such models become more complex day after day, as there is an attempt to capture equipment performance in a more realistic way, such as, explicitly addressing the effect of component ageing and degradation, surveillance activities, and corrective and preventive maintenance policies. Then, there is a need to fit the best model to real data by estimating the model parameters using an appropriate tool. This problem is not easy to solve in some cases since the number of parameters is large and the available data is scarce. This paper considers two main failure models commonly adopted to represent the probability of failure on demand (PFD of safety equipment: (1 by demand-caused and (2 standby-related failures. It proposes a maximum likelihood estimation (MLE approach for parameter estimation of a reliability model of demand-caused and standby-related failures of safety components exposed to degradation by demand stress and ageing that undergo imperfect maintenance. The case study considers real failure, test, and maintenance data for a typical motor-operated valve in a nuclear power plant. The results of the parameters estimation and the adoption of the best model are discussed.

  15. 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.

  16. Bridging the gaps between non-invasive genetic sampling and population parameter estimation

    Science.gov (United States)

    Francesca Marucco; Luigi Boitani; Daniel H. Pletscher; Michael K. Schwartz

    2011-01-01

    Reliable estimates of population parameters are necessary for effective management and conservation actions. The use of genetic data for capture­recapture (CR) analyses has become an important tool to estimate population parameters for elusive species. Strong emphasis has been placed on the genetic analysis of non-invasive samples, or on the CR analysis; however,...

  17. Computer Model to Estimate Reliability Engineering for Air Conditioning Systems

    International Nuclear Information System (INIS)

    Afrah Al-Bossly, A.; El-Berry, A.; El-Berry, A.

    2012-01-01

    Reliability engineering is used to predict the performance and optimize design and maintenance of air conditioning systems. Air conditioning systems are expose to a number of failures. The failures of an air conditioner such as turn on, loss of air conditioner cooling capacity, reduced air conditioning output temperatures, loss of cool air supply and loss of air flow entirely can be due to a variety of problems with one or more components of an air conditioner or air conditioning system. Forecasting for system failure rates are very important for maintenance. This paper focused on the reliability of the air conditioning systems. Statistical distributions that were commonly applied in reliability settings: the standard (2 parameter) Weibull and Gamma distributions. After distributions parameters had been estimated, reliability estimations and predictions were used for evaluations. To evaluate good operating condition in a building, the reliability of the air conditioning system that supplies conditioned air to the several The company's departments. This air conditioning system is divided into two, namely the main chilled water system and the ten air handling systems that serves the ten departments. In a chilled-water system the air conditioner cools water down to 40-45 degree F (4-7 degree C). The chilled water is distributed throughout the building in a piping system and connected to air condition cooling units wherever needed. Data analysis has been done with support a computer aided reliability software, this is due to the Weibull and Gamma distributions indicated that the reliability for the systems equal to 86.012% and 77.7% respectively. A comparison between the two important families of distribution functions, namely, the Weibull and Gamma families was studied. It was found that Weibull method performed for decision making.

  18. Reliability Estimation for Digital Instrument/Control System

    Energy Technology Data Exchange (ETDEWEB)

    Yang, Yaguang; Sydnor, Russell [U.S. Nuclear Regulatory Commission, Washington, D.C. (United States)

    2011-08-15

    Digital instrumentation and controls (DI and C) systems are widely adopted in various industries because of their flexibility and ability to implement various functions that can be used to automatically monitor, analyze, and control complicated systems. It is anticipated that the DI and C will replace the traditional analog instrumentation and controls (AI and C) systems in all future nuclear reactor designs. There is an increasing interest for reliability and risk analyses for safety critical DI and C systems in regulatory organizations, such as The United States Nuclear Regulatory Commission. Developing reliability models and reliability estimation methods for digital reactor control and protection systems will involve every part of the DI and C system, such as sensors, signal conditioning and processing components, transmission lines and digital communication systems, D/A and A/D converters, computer system, signal processing software, control and protection software, power supply system, and actuators. Some of these components are hardware, such as sensors and actuators, their failure mechanisms are well understood, and the traditional reliability model and estimation methods can be directly applied. But many of these components are firmware which has software embedded in the hardware, and software needs special consideration because its failure mechanism is unique, and the reliability estimation method for a software system will be different from the ones used for hardware systems. In this paper, we will propose a reliability estimation method for the entire DI and C system reliability using a recently developed software reliability estimation method and a traditional hardware reliability estimation method.

  19. Reliability Estimation for Digital Instrument/Control System

    International Nuclear Information System (INIS)

    Yang, Yaguang; Sydnor, Russell

    2011-01-01

    Digital instrumentation and controls (DI and C) systems are widely adopted in various industries because of their flexibility and ability to implement various functions that can be used to automatically monitor, analyze, and control complicated systems. It is anticipated that the DI and C will replace the traditional analog instrumentation and controls (AI and C) systems in all future nuclear reactor designs. There is an increasing interest for reliability and risk analyses for safety critical DI and C systems in regulatory organizations, such as The United States Nuclear Regulatory Commission. Developing reliability models and reliability estimation methods for digital reactor control and protection systems will involve every part of the DI and C system, such as sensors, signal conditioning and processing components, transmission lines and digital communication systems, D/A and A/D converters, computer system, signal processing software, control and protection software, power supply system, and actuators. Some of these components are hardware, such as sensors and actuators, their failure mechanisms are well understood, and the traditional reliability model and estimation methods can be directly applied. But many of these components are firmware which has software embedded in the hardware, and software needs special consideration because its failure mechanism is unique, and the reliability estimation method for a software system will be different from the ones used for hardware systems. In this paper, we will propose a reliability estimation method for the entire DI and C system reliability using a recently developed software reliability estimation method and a traditional hardware reliability estimation method

  20. 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.

  1. Bayesian and Classical Estimation of Stress-Strength Reliability for Inverse Weibull Lifetime Models

    Directory of Open Access Journals (Sweden)

    Qixuan Bi

    2017-06-01

    Full Text Available In this paper, we consider the problem of estimating stress-strength reliability for inverse Weibull lifetime models having the same shape parameters but different scale parameters. We obtain the maximum likelihood estimator and its asymptotic distribution. Since the classical estimator doesn’t hold explicit forms, we propose an approximate maximum likelihood estimator. The asymptotic confidence interval and two bootstrap intervals are obtained. Using the Gibbs sampling technique, Bayesian estimator and the corresponding credible interval are obtained. The Metropolis-Hastings algorithm is used to generate random variates. Monte Carlo simulations are conducted to compare the proposed methods. Analysis of a real dataset is performed.

  2. ARA and ARI imperfect repair models: Estimation, goodness-of-fit and reliability prediction

    International Nuclear Information System (INIS)

    Toledo, Maria Luíza Guerra de; Freitas, Marta A.; Colosimo, Enrico A.; Gilardoni, Gustavo L.

    2015-01-01

    An appropriate maintenance policy is essential to reduce expenses and risks related to equipment failures. A fundamental aspect to be considered when specifying such policies is to be able to predict the reliability of the systems under study, based on a well fitted model. In this paper, the classes of models Arithmetic Reduction of Age and Arithmetic Reduction of Intensity are explored. Likelihood functions for such models are derived, and a graphical method is proposed for model selection. A real data set involving failures in trucks used by a Brazilian mining is analyzed considering models with different memories. Parameters, namely, shape and scale for Power Law Process, and the efficiency of repair were estimated for the best fitted model. Estimation of model parameters allowed us to derive reliability estimators to predict the behavior of the failure process. These results are a valuable information for the mining company and can be used to support decision making regarding preventive maintenance policy. - Highlights: • Likelihood functions for imperfect repair models are derived. • A goodness-of-fit technique is proposed as a tool for model selection. • Failures in trucks owned by a Brazilian mining are modeled. • Estimation allowed deriving reliability predictors to forecast the future failure process of the trucks

  3. Reliability estimation system: its application to the nuclear geophysical sampling of ore deposits

    International Nuclear Information System (INIS)

    Khaykovich, I.M.; Savosin, S.I.

    1992-01-01

    The reliability estimation system accepted in the Soviet Union for sampling data in nuclear geophysics is based on unique requirements in metrology and methodology. It involves estimating characteristic errors in calibration, as well as errors in measurement and interpretation. This paper describes the methods of estimating the levels of systematic and random errors at each stage of the problem. The data of nuclear geophysics sampling are considered to be reliable if there are no statistically significant, systematic differences between ore intervals determined by this method and by geological control, or by other methods of sampling; the reliability of the latter having been verified. The difference between the random errors is statistically insignificant. The system allows one to obtain information on the parameters of ore intervals with a guaranteed random error and without systematic errors. (Author)

  4. Trends in Control Area of PLC Reliability and Safety Parameters

    Directory of Open Access Journals (Sweden)

    Juraj Zdansky

    2008-01-01

    Full Text Available Extension of the PLC application possibilities is closely related to increase of reliability and safety parameters. If the requirement of reliability and safety parameters will be suitable, the PLC could by implemented to specific applications such the safety-related processes control. The goal of this article is to show the way which producers are approaching to increase PLC`s reliability and safety parameters. The second goal is to analyze these parameters for range of present choice and describe the possibility how the reliability and safety parameters can be affected.

  5. Modelling and estimating degradation processes with application in structural reliability

    International Nuclear Information System (INIS)

    Chiquet, J.

    2007-06-01

    The characteristic level of degradation of a given structure is modeled through a stochastic process called the degradation process. The random evolution of the degradation process is governed by a differential system with Markovian environment. We put the associated reliability framework by considering the failure of the structure once the degradation process reaches a critical threshold. A closed form solution of the reliability function is obtained thanks to Markov renewal theory. Then, we build an estimation methodology for the parameters of the stochastic processes involved. The estimation methods and the theoretical results, as well as the associated numerical algorithms, are validated on simulated data sets. Our method is applied to the modelling of a real degradation mechanism, known as crack growth, for which an experimental data set is considered. (authors)

  6. The reliability assessment of the electromagnetic valve of high-speed electric multiple units braking system based on two-parameter exponential distribution

    Directory of Open Access Journals (Sweden)

    Jianwei Yang

    2016-06-01

    Full Text Available In order to solve the reliability assessment of braking system component of high-speed electric multiple units, this article, based on two-parameter exponential distribution, provides the maximum likelihood estimation and Bayes estimation under a type-I life test. First of all, we evaluate the failure probability value according to the classical estimation method and then obtain the maximum likelihood estimation of parameters of two-parameter exponential distribution by performing and using the modified likelihood function. On the other hand, based on Bayesian theory, this article also selects the beta and gamma distributions as the prior distribution, combines with the modified maximum likelihood function, and innovatively applies a Markov chain Monte Carlo algorithm to parameters assessment based on Bayes estimation method for two-parameter exponential distribution, so that two reliability mathematical models of the electromagnetic valve are obtained. Finally, through type-I life test, the failure rates according to maximum likelihood estimation and Bayes estimation method based on Markov chain Monte Carlo algorithm are, respectively, 2.650 × 10−5 and 3.037 × 10−5. Compared with the failure rate of a electromagnetic valve 3.005 × 10−5, it proves that the Bayes method can use a Markov chain Monte Carlo algorithm to estimate reliability for two-parameter exponential distribution and Bayes estimation is more closer to the value of electromagnetic valve. So, by fully integrating multi-source, Bayes estimation method can preferably modify and precisely estimate the parameters, which can provide a certain theoretical basis for the safety operation of high-speed electric multiple units.

  7. Analytic continuation by duality estimation of the S parameter

    International Nuclear Information System (INIS)

    Ignjatovic, S. R.; Wijewardhana, L. C. R.; Takeuchi, T.

    2000-01-01

    We investigate the reliability of the analytic continuation by duality (ACD) technique in estimating the electroweak S parameter for technicolor theories. The ACD technique, which is an application of finite energy sum rules, relates the S parameter for theories with unknown particle spectra to known OPE coefficients. We identify the sources of error inherent in the technique and evaluate them for several toy models to see if they can be controlled. The evaluation of errors is done analytically and all relevant formulas are provided in appendixes including analytical formulas for approximating the function 1/s with a polynomial in s. The use of analytical formulas protects us from introducing additional errors due to numerical integration. We find that it is very difficult to control the errors even when the momentum dependence of the OPE coefficients is known exactly. In realistic cases in which the momentum dependence of the OPE coefficients is only known perturbatively, it is impossible to obtain a reliable estimate. (c) 2000 The American Physical Society

  8. Estimation of Bridge Reliability Distributions

    DEFF Research Database (Denmark)

    Thoft-Christensen, Palle

    In this paper it is shown how the so-called reliability distributions can be estimated using crude Monte Carlo simulation. The main purpose is to demonstrate the methodology. Therefor very exact data concerning reliability and deterioration are not needed. However, it is intended in the paper to ...

  9. Lower Bounds to the Reliabilities of Factor Score Estimators.

    Science.gov (United States)

    Hessen, David J

    2016-10-06

    Under the general common factor model, the reliabilities of factor score estimators might be of more interest than the reliability of the total score (the unweighted sum of item scores). In this paper, lower bounds to the reliabilities of Thurstone's factor score estimators, Bartlett's factor score estimators, and McDonald's factor score estimators are derived and conditions are given under which these lower bounds are equal. The relative performance of the derived lower bounds is studied using classic example data sets. The results show that estimates of the lower bounds to the reliabilities of Thurstone's factor score estimators are greater than or equal to the estimates of the lower bounds to the reliabilities of Bartlett's and McDonald's factor score estimators.

  10. Using Genetic Algorithm to Estimate Hydraulic Parameters of Unconfined Aquifers

    Directory of Open Access Journals (Sweden)

    Asghar Asghari Moghaddam

    2009-03-01

    Full Text Available Nowadays, optimization techniques such as Genetic Algorithms (GA have attracted wide attention among scientists for solving complicated engineering problems. In this article, pumping test data are used to assess the efficiency of GA in estimating unconfined aquifer parameters and a sensitivity analysis is carried out to propose an optimal arrangement of GA. For this purpose, hydraulic parameters of three sets of pumping test data are calculated by GA and they are compared with the results of graphical methods. The results indicate that the GA technique is an efficient, reliable, and powerful method for estimating the hydraulic parameters of unconfined aquifer and, further, that in cases of deficiency in pumping test data, it has a better performance than graphical methods.

  11. Estimation of Parameters of CCF with Staggered Testing

    International Nuclear Information System (INIS)

    Kim, Myung-Ki; Hong, Sung-Yull

    2006-01-01

    Common cause failures are extremely important in reliability analysis and would be dominant to risk contributor in a high reliable system such as a nuclear power plant. Of particular concern is common cause failure (CCF) that degrades redundancy or diversity implemented to improve a reliability of systems. Most of analyses of parameters of CCF models such as beta factor model, alpha factor model, and MGL(Multiple Greek Letters) model deal a system with a nonstaggered testing strategy. Non-staggered testing is that all components are tested at the same time (or at least the same shift) and staggered testing is that if there is a failure in the first component, all the other components are tested immediately, and if it succeeds, no more is done until the next scheduled testing time. Both of them are applied in the nuclear power plants. The strategy, however, is not explicitly described in the technical specifications, but implicitly in the periodic test procedure. For example, some redundant components particularly important to safety are being tested with staggered testing strategy. Others are being performed with non-staggered testing strategy. This paper presents the parameter estimator of CCF model such as beta factor model, MGL model, and alpha factor model with staggered testing strategy. In addition, a new CCF model, rho factor model, is proposed and its parameter is presented with staggered testing strategy

  12. Reliability analysis of a sensitive and independent stabilometry parameter set.

    Science.gov (United States)

    Nagymáté, Gergely; Orlovits, Zsanett; Kiss, Rita M

    2018-01-01

    Recent studies have suggested reduced independent and sensitive parameter sets for stabilometry measurements based on correlation and variance analyses. However, the reliability of these recommended parameter sets has not been studied in the literature or not in every stance type used in stabilometry assessments, for example, single leg stances. The goal of this study is to evaluate the test-retest reliability of different time-based and frequency-based parameters that are calculated from the center of pressure (CoP) during bipedal and single leg stance for 30- and 60-second measurement intervals. Thirty healthy subjects performed repeated standing trials in a bipedal stance with eyes open and eyes closed conditions and in a single leg stance with eyes open for 60 seconds. A force distribution measuring plate was used to record the CoP. The reliability of the CoP parameters was characterized by using the intraclass correlation coefficient (ICC), standard error of measurement (SEM), minimal detectable change (MDC), coefficient of variation (CV) and CV compliance rate (CVCR). Based on the ICC, SEM and MDC results, many parameters yielded fair to good reliability values, while the CoP path length yielded the highest reliability (smallest ICC > 0.67 (0.54-0.79), largest SEM% = 19.2%). Usually, frequency type parameters and extreme value parameters yielded poor reliability values. There were differences in the reliability of the maximum CoP velocity (better with 30 seconds) and mean power frequency (better with 60 seconds) parameters between the different sampling intervals.

  13. Reliability analysis of a sensitive and independent stabilometry parameter set

    Science.gov (United States)

    Nagymáté, Gergely; Orlovits, Zsanett

    2018-01-01

    Recent studies have suggested reduced independent and sensitive parameter sets for stabilometry measurements based on correlation and variance analyses. However, the reliability of these recommended parameter sets has not been studied in the literature or not in every stance type used in stabilometry assessments, for example, single leg stances. The goal of this study is to evaluate the test-retest reliability of different time-based and frequency-based parameters that are calculated from the center of pressure (CoP) during bipedal and single leg stance for 30- and 60-second measurement intervals. Thirty healthy subjects performed repeated standing trials in a bipedal stance with eyes open and eyes closed conditions and in a single leg stance with eyes open for 60 seconds. A force distribution measuring plate was used to record the CoP. The reliability of the CoP parameters was characterized by using the intraclass correlation coefficient (ICC), standard error of measurement (SEM), minimal detectable change (MDC), coefficient of variation (CV) and CV compliance rate (CVCR). Based on the ICC, SEM and MDC results, many parameters yielded fair to good reliability values, while the CoP path length yielded the highest reliability (smallest ICC > 0.67 (0.54–0.79), largest SEM% = 19.2%). Usually, frequency type parameters and extreme value parameters yielded poor reliability values. There were differences in the reliability of the maximum CoP velocity (better with 30 seconds) and mean power frequency (better with 60 seconds) parameters between the different sampling intervals. PMID:29664938

  14. 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)

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

    Directory of Open Access Journals (Sweden)

    A. Bonilla-Petriciolet

    2007-03-01

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

  16. PARAMETER ESTIMATION OF THE HYBRID CENSORED LOMAX DISTRIBUTION

    Directory of Open Access Journals (Sweden)

    Samir Kamel Ashour

    2010-12-01

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

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

    Directory of Open Access Journals (Sweden)

    Xiang Song

    2015-01-01

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

  18. Applied parameter estimation for chemical engineers

    CERN Document Server

    Englezos, Peter

    2000-01-01

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

  19. Threshold Estimation of Generalized Pareto Distribution Based on Akaike Information Criterion for Accurate Reliability Analysis

    Energy Technology Data Exchange (ETDEWEB)

    Kang, Seunghoon; Lim, Woochul; Cho, Su-gil; Park, Sanghyun; Lee, Tae Hee [Hanyang University, Seoul (Korea, Republic of); Lee, Minuk; Choi, Jong-su; Hong, Sup [Korea Research Insitute of Ships and Ocean Engineering, Daejeon (Korea, Republic of)

    2015-02-15

    In order to perform estimations with high reliability, it is necessary to deal with the tail part of the cumulative distribution function (CDF) in greater detail compared to an overall CDF. The use of a generalized Pareto distribution (GPD) to model the tail part of a CDF is receiving more research attention with the goal of performing estimations with high reliability. Current studies on GPDs focus on ways to determine the appropriate number of sample points and their parameters. However, even if a proper estimation is made, it can be inaccurate as a result of an incorrect threshold value. Therefore, in this paper, a GPD based on the Akaike information criterion (AIC) is proposed to improve the accuracy of the tail model. The proposed method determines an accurate threshold value using the AIC with the overall samples before estimating the GPD over the threshold. To validate the accuracy of the method, its reliability is compared with that obtained using a general GPD model with an empirical CDF.

  20. Threshold Estimation of Generalized Pareto Distribution Based on Akaike Information Criterion for Accurate Reliability Analysis

    International Nuclear Information System (INIS)

    Kang, Seunghoon; Lim, Woochul; Cho, Su-gil; Park, Sanghyun; Lee, Tae Hee; Lee, Minuk; Choi, Jong-su; Hong, Sup

    2015-01-01

    In order to perform estimations with high reliability, it is necessary to deal with the tail part of the cumulative distribution function (CDF) in greater detail compared to an overall CDF. The use of a generalized Pareto distribution (GPD) to model the tail part of a CDF is receiving more research attention with the goal of performing estimations with high reliability. Current studies on GPDs focus on ways to determine the appropriate number of sample points and their parameters. However, even if a proper estimation is made, it can be inaccurate as a result of an incorrect threshold value. Therefore, in this paper, a GPD based on the Akaike information criterion (AIC) is proposed to improve the accuracy of the tail model. The proposed method determines an accurate threshold value using the AIC with the overall samples before estimating the GPD over the threshold. To validate the accuracy of the method, its reliability is compared with that obtained using a general GPD model with an empirical CDF

  1. Reliability Estimation Based Upon Test Plan Results

    National Research Council Canada - National Science Library

    Read, Robert

    1997-01-01

    The report contains a brief summary of aspects of the Maximus reliability point and interval estimation technique as it has been applied to the reliability of a device whose surveillance tests contain...

  2. 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.

  3. Lower bounds to the reliabilities of factor score estimators

    NARCIS (Netherlands)

    Hessen, D.J.

    2017-01-01

    Under the general common factor model, the reliabilities of factor score estimators might be of more interest than the reliability of the total score (the unweighted sum of item scores). In this paper, lower bounds to the reliabilities of Thurstone’s factor score estimators, Bartlett’s factor score

  4. Reliabilities of genomic estimated breeding values in Danish Jersey

    DEFF Research Database (Denmark)

    Thomasen, Jørn Rind; Guldbrandtsen, Bernt; Su, Guosheng

    2012-01-01

    In order to optimize the use of genomic selection in breeding plans, it is essential to have reliable estimates of the genomic breeding values. This study investigated reliabilities of direct genomic values (DGVs) in the Jersey population estimated by three different methods. The validation methods...... were (i) fivefold cross-validation and (ii) validation on the most recent 3 years of bulls. The reliability of DGV was assessed using squared correlations between DGV and deregressed proofs (DRPs). In the recent 3-year validation model, estimated reliabilities were also used to assess the reliabilities...... of DGV. The data set consisted of 1003 Danish Jersey bulls with conventional estimated breeding values (EBVs) for 14 different traits included in the Nordic selection index. The bulls were genotyped for Single-nucleotide polymorphism (SNP) markers using the Illumina 54 K chip. A Bayesian method was used...

  5. Reliability-based sensitivity of mechanical components with arbitrary distribution parameters

    International Nuclear Information System (INIS)

    Zhang, Yi Min; Yang, Zhou; Wen, Bang Chun; He, Xiang Dong; Liu, Qiaoling

    2010-01-01

    This paper presents a reliability-based sensitivity method for mechanical components with arbitrary distribution parameters. Techniques from the perturbation method, the Edgeworth series, the reliability-based design theory, and the sensitivity analysis approach were employed directly to calculate the reliability-based sensitivity of mechanical components on the condition that the first four moments of the original random variables are known. The reliability-based sensitivity information of the mechanical components can be accurately and quickly obtained using a practical computer program. The effects of the design parameters on the reliability of mechanical components were studied. The method presented in this paper provides the theoretic basis for the reliability-based design of mechanical components

  6. Safeprops: A Software for Fast and Reliable Estimation of Safety and Environmental Properties for Organic Compounds

    DEFF Research Database (Denmark)

    Jones, Mark Nicholas; Frutiger, Jerome; Abildskov, Jens

    We present a new software tool called SAFEPROPS which is able to estimate major safety-related and environmental properties for organic compounds. SAFEPROPS provides accurate, reliable and fast predictions using the Marrero-Gani group contribution (MG-GC) method. It is implemented using Python...... as the main programming language, while the necessary parameters together with their correlation matrix are obtained from a SQLite database which has been populated using off-line parameter and error estimation routines (Eq. 3-8)....

  7. Assessment of the Maximal Split-Half Coefficient to Estimate Reliability

    Science.gov (United States)

    Thompson, Barry L.; Green, Samuel B.; Yang, Yanyun

    2010-01-01

    The maximal split-half coefficient is computed by calculating all possible split-half reliability estimates for a scale and then choosing the maximal value as the reliability estimate. Osburn compared the maximal split-half coefficient with 10 other internal consistency estimates of reliability and concluded that it yielded the most consistently…

  8. Reliability estimation of safety-critical software-based systems using Bayesian networks

    International Nuclear Information System (INIS)

    Helminen, A.

    2001-06-01

    Due to the nature of software faults and the way they cause system failures new methods are needed for the safety and reliability evaluation of software-based safety-critical automation systems in nuclear power plants. In the research project 'Programmable automation system safety integrity assessment (PASSI)', belonging to the Finnish Nuclear Safety Research Programme (FINNUS, 1999-2002), various safety assessment methods and tools for software based systems are developed and evaluated. The project is financed together by the Radiation and Nuclear Safety Authority (STUK), the Ministry of Trade and Industry (KTM) and the Technical Research Centre of Finland (VTT). In this report the applicability of Bayesian networks to the reliability estimation of software-based systems is studied. The applicability is evaluated by building Bayesian network models for the systems of interest and performing simulations for these models. In the simulations hypothetical evidence is used for defining the parameter relations and for determining the ability to compensate disparate evidence in the models. Based on the experiences from modelling and simulations we are able to conclude that Bayesian networks provide a good method for the reliability estimation of software-based systems. (orig.)

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

    Energy Technology Data Exchange (ETDEWEB)

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

    2005-07-01

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

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

    International Nuclear Information System (INIS)

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

    2005-01-01

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

  11. Model calibration and parameter estimation for environmental and water resource systems

    CERN Document Server

    Sun, Ne-Zheng

    2015-01-01

    This three-part book provides a comprehensive and systematic introduction to the development of useful models for complex systems. Part 1 covers the classical inverse problem for parameter estimation in both deterministic and statistical frameworks, Part 2 is dedicated to system identification, hyperparameter estimation, and model dimension reduction, and Part 3 considers how to collect data and construct reliable models for prediction and decision-making. For the first time, topics such as multiscale inversion, stochastic field parameterization, level set method, machine learning, global sensitivity analysis, data assimilation, model uncertainty quantification, robust design, and goal-oriented modeling, are systematically described and summarized in a single book from the perspective of model inversion, and elucidated with numerical examples from environmental and water resources modeling. Readers of this book will not only learn basic concepts and methods for simple parameter estimation, but also get famili...

  12. Solution-verified reliability analysis and design of bistable MEMS using error estimation and adaptivity.

    Energy Technology Data Exchange (ETDEWEB)

    Eldred, Michael Scott; Subia, Samuel Ramirez; Neckels, David; Hopkins, Matthew Morgan; Notz, Patrick K.; Adams, Brian M.; Carnes, Brian; Wittwer, Jonathan W.; Bichon, Barron J.; Copps, Kevin D.

    2006-10-01

    This report documents the results for an FY06 ASC Algorithms Level 2 milestone combining error estimation and adaptivity, uncertainty quantification, and probabilistic design capabilities applied to the analysis and design of bistable MEMS. Through the use of error estimation and adaptive mesh refinement, solution verification can be performed in an automated and parameter-adaptive manner. The resulting uncertainty analysis and probabilistic design studies are shown to be more accurate, efficient, reliable, and convenient.

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

    Directory of Open Access Journals (Sweden)

    Afnizanfaizal Abdullah

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

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

    Science.gov (United States)

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

    2013-01-01

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

  15. Multivariate phase type distributions - Applications and parameter estimation

    DEFF Research Database (Denmark)

    Meisch, David

    The best known univariate probability distribution is the normal distribution. It is used throughout the literature in a broad field of applications. In cases where it is not sensible to use the normal distribution alternative distributions are at hand and well understood, many of these belonging...... and statistical inference, is the multivariate normal distribution. Unfortunately only little is known about the general class of multivariate phase type distribution. Considering the results concerning parameter estimation and inference theory of univariate phase type distributions, the class of multivariate...... projects and depend on reliable cost estimates. The Successive Principle is a group analysis method primarily used for analyzing medium to large projects in relation to cost or duration. We believe that the mathematical modeling used in the Successive Principle can be improved. We suggested a novel...

  16. Synchronous Generator Model Parameter Estimation Based on Noisy Dynamic Waveforms

    Science.gov (United States)

    Berhausen, Sebastian; Paszek, Stefan

    2016-01-01

    In recent years, there have occurred system failures in many power systems all over the world. They have resulted in a lack of power supply to a large number of recipients. To minimize the risk of occurrence of power failures, it is necessary to perform multivariate investigations, including simulations, of power system operating conditions. To conduct reliable simulations, the current base of parameters of the models of generating units, containing the models of synchronous generators, is necessary. In the paper, there is presented a method for parameter estimation of a synchronous generator nonlinear model based on the analysis of selected transient waveforms caused by introducing a disturbance (in the form of a pseudorandom signal) in the generator voltage regulation channel. The parameter estimation was performed by minimizing the objective function defined as a mean square error for deviations between the measurement waveforms and the waveforms calculated based on the generator mathematical model. A hybrid algorithm was used for the minimization of the objective function. In the paper, there is described a filter system used for filtering the noisy measurement waveforms. The calculation results of the model of a 44 kW synchronous generator installed on a laboratory stand of the Institute of Electrical Engineering and Computer Science of the Silesian University of Technology are also given. The presented estimation method can be successfully applied to parameter estimation of different models of high-power synchronous generators operating in a power system.

  17. Bayesian parameter estimation for stochastic models of biological cell migration

    Science.gov (United States)

    Dieterich, Peter; Preuss, Roland

    2013-08-01

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

  18. Effect of Small Numbers of Test Results on Accuracy of Hoek-Brown Strength Parameter Estimations: A Statistical Simulation Study

    Science.gov (United States)

    Bozorgzadeh, Nezam; Yanagimura, Yoko; Harrison, John P.

    2017-12-01

    The Hoek-Brown empirical strength criterion for intact rock is widely used as the basis for estimating the strength of rock masses. Estimations of the intact rock H-B parameters, namely the empirical constant m and the uniaxial compressive strength σc, are commonly obtained by fitting the criterion to triaxial strength data sets of small sample size. This paper investigates how such small sample sizes affect the uncertainty associated with the H-B parameter estimations. We use Monte Carlo (MC) simulation to generate data sets of different sizes and different combinations of H-B parameters, and then investigate the uncertainty in H-B parameters estimated from these limited data sets. We show that the uncertainties depend not only on the level of variability but also on the particular combination of parameters being investigated. As particular combinations of H-B parameters can informally be considered to represent specific rock types, we discuss that as the minimum number of required samples depends on rock type it should correspond to some acceptable level of uncertainty in the estimations. Also, a comparison of the results from our analysis with actual rock strength data shows that the probability of obtaining reliable strength parameter estimations using small samples may be very low. We further discuss the impact of this on ongoing implementation of reliability-based design protocols and conclude with suggestions for improvements in this respect.

  19. The estimation of parameter compaction values for pavement subgrade stabilized with lime

    Science.gov (United States)

    Lubis, A. S.; Muis, Z. A.; Simbolon, C. A.

    2018-02-01

    The type of soil material, field control, maintenance and availability of funds are several factors that must be considered in compaction of the pavement subgrade. In determining the compaction parameters in laboratory desperately requires considerable materials, time and funds, and reliable laboratory operators. If the result of soil classification values can be used to estimate the compaction parameters of a subgrade material, so it would save time, energy, materials and cost on the execution of this work. This is also a clarification (cross check) of the work that has been done by technicians in the laboratory. The study aims to estimate the compaction parameter values ie. maximum dry unit weight (γdmax) and optimum water content (Wopt) of the soil subgrade that stabilized with lime. The tests that conducted in the laboratory of soil mechanics were to determine the index properties (Fines and Liquid Limit/LL) and Standard Compaction Test. Soil samples that have Plasticity Index (PI) > 10% were made with additional 3% lime for 30 samples. By using the Goswami equation, the compaction parameter values can be estimated by equation γd max # = -0,1686 Log G + 1,8434 and Wopt # = 2,9178 log G + 17,086. From the validation calculation, there was a significant positive correlation between the compaction parameter values laboratory and the compaction parameter values estimated, with a 95% confidence interval as a strong relationship.

  20. Lifetime prediction and reliability estimation methodology for Stirling-type pulse tube refrigerators by gaseous contamination accelerated degradation testing

    Science.gov (United States)

    Wan, Fubin; Tan, Yuanyuan; Jiang, Zhenhua; Chen, Xun; Wu, Yinong; Zhao, Peng

    2017-12-01

    Lifetime and reliability are the two performance parameters of premium importance for modern space Stirling-type pulse tube refrigerators (SPTRs), which are required to operate in excess of 10 years. Demonstration of these parameters provides a significant challenge. This paper proposes a lifetime prediction and reliability estimation method that utilizes accelerated degradation testing (ADT) for SPTRs related to gaseous contamination failure. The method was experimentally validated via three groups of gaseous contamination ADT. First, the performance degradation model based on mechanism of contamination failure and material outgassing characteristics of SPTRs was established. Next, a preliminary test was performed to determine whether the mechanism of contamination failure of the SPTRs during ADT is consistent with normal life testing. Subsequently, the experimental program of ADT was designed for SPTRs. Then, three groups of gaseous contamination ADT were performed at elevated ambient temperatures of 40 °C, 50 °C, and 60 °C, respectively and the estimated lifetimes of the SPTRs under normal condition were obtained through acceleration model (Arrhenius model). The results show good fitting of the degradation model with the experimental data. Finally, we obtained the reliability estimation of SPTRs through using the Weibull distribution. The proposed novel methodology enables us to take less than one year time to estimate the reliability of the SPTRs designed for more than 10 years.

  1. Basics of Bayesian reliability estimation from attribute test data

    International Nuclear Information System (INIS)

    Martz, H.F. Jr.; Waller, R.A.

    1975-10-01

    The basic notions of Bayesian reliability estimation from attribute lifetest data are presented in an introductory and expository manner. Both Bayesian point and interval estimates of the probability of surviving the lifetest, the reliability, are discussed. The necessary formulas are simply stated, and examples are given to illustrate their use. In particular, a binomial model in conjunction with a beta prior model is considered. Particular attention is given to the procedure for selecting an appropriate prior model in practice. Empirical Bayes point and interval estimates of reliability are discussed and examples are given. 7 figures, 2 tables

  2. 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.

  3. Parameter Estimation in Continuous Time Domain

    Directory of Open Access Journals (Sweden)

    Gabriela M. ATANASIU

    2016-12-01

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

  4. Evaluation of Reliability Parameters in Micro-grid

    Directory of Open Access Journals (Sweden)

    H. Hasanzadeh Fard

    2015-06-01

    Full Text Available Evaluation of the reliability parameters in micro-grids based on renewable energy sources is one of the main problems that are investigated in this paper. Renewable energy sources such as solar and wind energy, battery as an energy storage system and fuel cell as a backup system are used to provide power to the electrical loads of the micro-grid. Loads in the micro-grid consist of interruptible and uninterruptible loads. In addition to the reliability parameters, Forced Outage Rate of each component and also uncertainty of wind power, PV power and demand are considered for micro-grid. In this paper, the problem is formulated as a nonlinear integer minimization problem which minimizes the sum of the total capital, operational, maintenance and replacement cost of DERs. This paper proposes PSO for solving this minimization problem.

  5. Pedotransfer functions estimating soil hydraulic properties using different soil parameters

    DEFF Research Database (Denmark)

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

    2008-01-01

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

  6. Reliability Estimates for Undergraduate Grade Point Average

    Science.gov (United States)

    Westrick, Paul A.

    2017-01-01

    Undergraduate grade point average (GPA) is a commonly employed measure in educational research, serving as a criterion or as a predictor depending on the research question. Over the decades, researchers have used a variety of reliability coefficients to estimate the reliability of undergraduate GPA, which suggests that there has been no consensus…

  7. Reliability estimation of semi-Markov systems: a case study

    International Nuclear Information System (INIS)

    Ouhbi, Brahim; Limnios, Nikolaos

    1997-01-01

    In this article, we are concerned with the estimation of the reliability and the availability of a turbo-generator rotor using a set of data observed in a real engineering situation provided by Electricite De France (EDF). The rotor is modeled by a semi-Markov process, which is used to estimate the rotor's reliability and availability. To do this, we present a method for estimating the semi-Markov kernel from a censored data

  8. Analysis of Low Frequency Oscillation Using the Multi-Interval Parameter Estimation Method on a Rolling Blackout in the KEPCO System

    Directory of Open Access Journals (Sweden)

    Kwan-Shik Shim

    2017-04-01

    Full Text Available This paper describes a multiple time interval (“multi-interval” parameter estimation method. The multi-interval parameter estimation method estimates a parameter from a new multi-interval prediction error polynomial that can simultaneously consider multiple time intervals. The root of the multi-interval prediction error polynomial includes the effect on each time interval, and the important mode can be estimated by solving one polynomial for multiple time intervals or signals. The algorithm of the multi-interval parameter estimation method proposed in this paper is applied to the test function and the data measured from a PMU (phasor measurement unit installed in the KEPCO (Korea Electric Power Corporation system. The results confirm that the proposed multi-interval parameter estimation method accurately and reliably estimates important parameters.

  9. Confidence Estimation of Reliability Indices of the System with Elements Duplication and Recovery

    Directory of Open Access Journals (Sweden)

    I. V. Pavlov

    2017-01-01

    Full Text Available The article considers a problem to estimate a confidence interval of the main reliability indices such as availability rate, mean time between failures, and operative availability (in the stationary state for the model of the system with duplication and independent recovery of elements.Presents a solution of the problem for a situation that often arises in practice, when there are unknown exact values of the reliability parameters of the elements, and only test data of the system or its individual parts (elements, subsystems for reliability are known. It should be noted that the problems of the confidence estimate of reliability indices of the complex systems based on the testing results of their individual elements are fairly common function in engineering practice when designing and running the various engineering systems. The available papers consider this problem, mainly, for non-recovery systems.Describes a solution of this problem for the important particular case when the system elements are duplicated by the reserved elements, and the elements that have failed in the course of system operation are recovered (regardless of the state of other elements.An approximate solution of this problem is obtained for the case of high reliability or "fast recovery" of elements on the assumption that the average recovery time of elements is small as compared to the average time between failures.

  10. The reliable solution and computation time of variable parameters Logistic model

    OpenAIRE

    Pengfei, Wang; Xinnong, Pan

    2016-01-01

    The reliable computation time (RCT, marked as Tc) when applying a double precision computation of a variable parameters logistic map (VPLM) is studied. First, using the method proposed, the reliable solutions for the logistic map are obtained. Second, for a time-dependent non-stationary parameters VPLM, 10000 samples of reliable experiments are constructed, and the mean Tc is then computed. The results indicate that for each different initial value, the Tcs of the VPLM are generally different...

  11. Rapid estimation of high-parameter auditory-filter shapes

    Science.gov (United States)

    Shen, Yi; Sivakumar, Rajeswari; Richards, Virginia M.

    2014-01-01

    A Bayesian adaptive procedure, the quick-auditory-filter (qAF) procedure, was used to estimate auditory-filter shapes that were asymmetric about their peaks. In three experiments, listeners who were naive to psychoacoustic experiments detected a fixed-level, pure-tone target presented with a spectrally notched noise masker. The qAF procedure adaptively manipulated the masker spectrum level and the position of the masker notch, which was optimized for the efficient estimation of the five parameters of an auditory-filter model. Experiment I demonstrated that the qAF procedure provided a convergent estimate of the auditory-filter shape at 2 kHz within 150 to 200 trials (approximately 15 min to complete) and, for a majority of listeners, excellent test-retest reliability. In experiment II, asymmetric auditory filters were estimated for target frequencies of 1 and 4 kHz and target levels of 30 and 50 dB sound pressure level. The estimated filter shapes were generally consistent with published norms, especially at the low target level. It is known that the auditory-filter estimates are narrower for forward masking than simultaneous masking due to peripheral suppression, a result replicated in experiment III using fewer than 200 qAF trials. PMID:25324086

  12. 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.

  13. An Empirical Study of Parameter Estimation for Stated Preference Experimental Design

    Directory of Open Access Journals (Sweden)

    Fei Yang

    2014-01-01

    Full Text Available The stated preference experimental design can affect the reliability of the parameters estimation in discrete choice model. Some scholars have proposed some new experimental designs, such as D-efficient, Bayesian D-efficient. But insufficient empirical research has been conducted on the effectiveness of these new designs and there has been little comparative analysis of the new designs against the traditional designs. In this paper, a new metro connecting Chengdu and its satellite cities is taken as the research subject to demonstrate the validity of the D-efficient and Bayesian D-efficient design. Comparisons between these new designs and orthogonal design were made by the fit of model and standard deviation of parameters estimation; then the best model result is obtained to analyze the travel choice behavior. The results indicate that Bayesian D-efficient design works better than D-efficient design. Some of the variables can affect significantly the choice behavior of people, including the waiting time and arrival time. The D-efficient and Bayesian D-efficient design for MNL can acquire reliability result in ML model, but the ML model cannot develop the theory advantages of these two designs. Finally, the metro can handle over 40% passengers flow if the metro will be operated in the future.

  14. A Data-Driven Reliability Estimation Approach for Phased-Mission Systems

    Directory of Open Access Journals (Sweden)

    Hua-Feng He

    2014-01-01

    Full Text Available We attempt to address the issues associated with reliability estimation for phased-mission systems (PMS and present a novel data-driven approach to achieve reliability estimation for PMS using the condition monitoring information and degradation data of such system under dynamic operating scenario. In this sense, this paper differs from the existing methods only considering the static scenario without using the real-time information, which aims to estimate the reliability for a population but not for an individual. In the presented approach, to establish a linkage between the historical data and real-time information of the individual PMS, we adopt a stochastic filtering model to model the phase duration and obtain the updated estimation of the mission time by Bayesian law at each phase. At the meanwhile, the lifetime of PMS is estimated from degradation data, which are modeled by an adaptive Brownian motion. As such, the mission reliability can be real time obtained through the estimated distribution of the mission time in conjunction with the estimated lifetime distribution. We demonstrate the usefulness of the developed approach via a numerical example.

  15. Mission Reliability Estimation for Repairable Robot Teams

    Science.gov (United States)

    Trebi-Ollennu, Ashitey; Dolan, John; Stancliff, Stephen

    2010-01-01

    A mission reliability estimation method has been designed to translate mission requirements into choices of robot modules in order to configure a multi-robot team to have high reliability at minimal cost. In order to build cost-effective robot teams for long-term missions, one must be able to compare alternative design paradigms in a principled way by comparing the reliability of different robot models and robot team configurations. Core modules have been created including: a probabilistic module with reliability-cost characteristics, a method for combining the characteristics of multiple modules to determine an overall reliability-cost characteristic, and a method for the generation of legitimate module combinations based on mission specifications and the selection of the best of the resulting combinations from a cost-reliability standpoint. The developed methodology can be used to predict the probability of a mission being completed, given information about the components used to build the robots, as well as information about the mission tasks. In the research for this innovation, sample robot missions were examined and compared to the performance of robot teams with different numbers of robots and different numbers of spare components. Data that a mission designer would need was factored in, such as whether it would be better to have a spare robot versus an equivalent number of spare parts, or if mission cost can be reduced while maintaining reliability using spares. This analytical model was applied to an example robot mission, examining the cost-reliability tradeoffs among different team configurations. Particularly scrutinized were teams using either redundancy (spare robots) or repairability (spare components). Using conservative estimates of the cost-reliability relationship, results show that it is possible to significantly reduce the cost of a robotic mission by using cheaper, lower-reliability components and providing spares. This suggests that the

  16. Estimation of structural reliability under combined loads

    International Nuclear Information System (INIS)

    Shinozuka, M.; Kako, T.; Hwang, H.; Brown, P.; Reich, M.

    1983-01-01

    For the overall safety evaluation of seismic category I structures subjected to various load combinations, a quantitative measure of the structural reliability in terms of a limit state probability can be conveniently used. For this purpose, the reliability analysis method for dynamic loads, which has recently been developed by the authors, was combined with the existing standard reliability analysis procedure for static and quasi-static loads. The significant parameters that enter into the analysis are: the rate at which each load (dead load, accidental internal pressure, earthquake, etc.) will occur, its duration and intensity. All these parameters are basically random variables for most of the loads to be considered. For dynamic loads, the overall intensity is usually characterized not only by their dynamic components but also by their static components. The structure considered in the present paper is a reinforced concrete containment structure subjected to various static and dynamic loads such as dead loads, accidental pressure, earthquake acceleration, etc. Computations are performed to evaluate the limit state probabilities under each load combination separately and also under all possible combinations of such loads

  17. Reliability estimation for check valves and other components

    International Nuclear Information System (INIS)

    McElhaney, K.L.; Staunton, R.H.

    1996-01-01

    For years the nuclear industry has depended upon component operational reliability information compiled from reliability handbooks and other generic sources as well as private databases generated by recognized experts both within and outside the nuclear industry. Regrettably, these technical bases lacked the benefit of large-scale operational data and comprehensive data verification, and did not take into account the parameters and combinations of parameters that affect the determination of failure rates. This paper briefly examines the historic use of generic component reliability data, its sources, and its limitations. The concept of using a single failure rate for a particular component type is also examined. Particular emphasis is placed on check valves due to the information available on those components. The Appendix presents some of the results of the extensive analyses done by Oak Ridge National Laboratory (ORNL) on check valve performance

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

    Science.gov (United States)

    Alkan, Hilal; Balkaya, Çağlayan

    2018-02-01

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

  19. Fault-tolerant embedded system design and optimization considering reliability estimation uncertainty

    International Nuclear Information System (INIS)

    Wattanapongskorn, Naruemon; Coit, David W.

    2007-01-01

    In this paper, we model embedded system design and optimization, considering component redundancy and uncertainty in the component reliability estimates. The systems being studied consist of software embedded in associated hardware components. Very often, component reliability values are not known exactly. Therefore, for reliability analysis studies and system optimization, it is meaningful to consider component reliability estimates as random variables with associated estimation uncertainty. In this new research, the system design process is formulated as a multiple-objective optimization problem to maximize an estimate of system reliability, and also, to minimize the variance of the reliability estimate. The two objectives are combined by penalizing the variance for prospective solutions. The two most common fault-tolerant embedded system architectures, N-Version Programming and Recovery Block, are considered as strategies to improve system reliability by providing system redundancy. Four distinct models are presented to demonstrate the proposed optimization techniques with or without redundancy. For many design problems, multiple functionally equivalent software versions have failure correlation even if they have been independently developed. The failure correlation may result from faults in the software specification, faults from a voting algorithm, and/or related faults from any two software versions. Our approach considers this correlation in formulating practical optimization models. Genetic algorithms with a dynamic penalty function are applied in solving this optimization problem, and reasonable and interesting results are obtained and discussed

  20. 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.

  1. When celibacy matters: incorporating non-breeders improves demographic parameter estimates.

    Science.gov (United States)

    Pardo, Deborah; Weimerskirch, Henri; Barbraud, Christophe

    2013-01-01

    In long-lived species only a fraction of a population breeds at a given time. Non-breeders can represent more than half of adult individuals, calling in doubt the relevance of estimating demographic parameters from the sole breeders. Here we demonstrate the importance of considering observable non-breeders to estimate reliable demographic traits: survival, return, breeding, hatching and fledging probabilities. We study the long-lived quasi-biennial breeding wandering albatross (Diomedea exulans). In this species, the breeding cycle lasts almost a year and birds that succeed a given year tend to skip the next breeding occasion while birds that fail tend to breed again the following year. Most non-breeders remain unobservable at sea, but still a substantial number of observable non-breeders (ONB) was identified on breeding sites. Using multi-state capture-mark-recapture analyses, we used several measures to compare the performance of demographic estimates between models incorporating or ignoring ONB: bias (difference in mean), precision (difference is standard deviation) and accuracy (both differences in mean and standard deviation). Our results highlight that ignoring ONB leads to bias and loss of accuracy on breeding probability and survival estimates. These effects are even stronger when studied in an age-dependent framework. Biases on breeding probabilities and survival increased with age leading to overestimation of survival at old age and thus actuarial senescence and underestimation of reproductive senescence. We believe our study sheds new light on the difficulties of estimating demographic parameters in species/taxa where a significant part of the population does not breed every year. Taking into account ONB appeared important to improve demographic parameter estimates, models of population dynamics and evolutionary conclusions regarding senescence within and across taxa.

  2. Energy parameter estimation in solar powered wireless sensor networks

    KAUST Repository

    Mousa, Mustafa; Claudel, Christian G.

    2014-01-01

    The operation of solar powered wireless sensor networks is associated with numerous challenges. One of the main challenges is the high variability of solar power input and battery capacity, due to factors such as weather, humidity, dust and temperature. In this article, we propose a set of tools that can be implemented onboard high power wireless sensor networks to estimate the battery condition and capacity as well as solar power availability. These parameters are very important to optimize sensing and communications operations and maximize the reliability of the complete system. Experimental results show that the performance of typical Lithium Ion batteries severely degrades outdoors in a matter of weeks or months, and that the availability of solar energy in an urban solar powered wireless sensor network is highly variable, which underlines the need for such power and energy estimation algorithms.

  3. Energy parameter estimation in solar powered wireless sensor networks

    KAUST Repository

    Mousa, Mustafa

    2014-02-24

    The operation of solar powered wireless sensor networks is associated with numerous challenges. One of the main challenges is the high variability of solar power input and battery capacity, due to factors such as weather, humidity, dust and temperature. In this article, we propose a set of tools that can be implemented onboard high power wireless sensor networks to estimate the battery condition and capacity as well as solar power availability. These parameters are very important to optimize sensing and communications operations and maximize the reliability of the complete system. Experimental results show that the performance of typical Lithium Ion batteries severely degrades outdoors in a matter of weeks or months, and that the availability of solar energy in an urban solar powered wireless sensor network is highly variable, which underlines the need for such power and energy estimation algorithms.

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

    International Nuclear Information System (INIS)

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

    2006-01-01

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

  5. Identifying the effects of parameter uncertainty on the reliability of riverbank stability modelling

    Science.gov (United States)

    Samadi, A.; Amiri-Tokaldany, E.; Darby, S. E.

    2009-05-01

    Bank retreat is a key process in fluvial dynamics affecting a wide range of physical, ecological and socioeconomic issues in the fluvial environment. To predict the undesirable effects of bank retreat and to inform effective measures to prevent it, a wide range of bank stability models have been presented in the literature. These models typically express bank stability by defining a factor of safety as the ratio of driving and resisting forces acting on the incipient failure block. These forces are affected by a range of controlling factors that include such aspects as the bank profile (bank height and angle), the geotechnical properties of the bank materials, as well as the hydrological status of the riverbanks. In this paper we evaluate the extent to which uncertainties in the parameterization of these controlling factors feed through to influence the reliability of the resulting bank stability estimate. This is achieved by employing a simple model of riverbank stability with respect to planar failure (which is the most common type of bank stability model) in a series of sensitivity tests and Monte Carlo analyses to identify, for each model parameter, the range of values that induce significant changes in the simulated factor of safety. These identified parameter value ranges are compared to empirically derived parameter uncertainties to determine whether they are likely to confound the reliability of the resulting bank stability calculations. Our results show that parameter uncertainties are typically high enough that the likelihood of generating unreliable predictions is typically very high (> ˜ 80% for predictions requiring a precision of < ± 15%). Because parameter uncertainties are derived primarily from the natural variability of the parameters, rather than measurement errors, much more careful attention should be paid to field sampling strategies, such that the parameter uncertainties and consequent prediction unreliabilities can be quantified more

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

    Science.gov (United States)

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

    2015-10-01

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

  7. Reliability of diabetic patients' gait parameters in a challenging environment.

    Science.gov (United States)

    Allet, L; Armand, S; de Bie, R A; Golay, A; Monnin, D; Aminian, K; de Bruin, E D

    2008-11-01

    Activities of daily life require us to move about in challenging environments and to walk on varied surfaces. Irregular terrain has been shown to influence gait parameters, especially in a population at risk for falling. A precise portable measurement system would permit objective gait analysis under such conditions. The aims of this study are to (a) investigate the reliability of gait parameters measured with the Physilog in diabetic patients walking on different surfaces (tar, grass, and stones); (b) identify the measurement error (precision); (c) identify the minimal clinical detectable change. 16 patients with Type 2 diabetes were measured twice within 8 days. After clinical examination patients walked, equipped with a Physilog, on the three aforementioned surfaces. ICC for each surface was excellent for within-visit analyses (>0.938). Inter-visit ICC's (0.753) were excellent except for the knee range parameter (>0.503). The coefficient of variation (CV) was lower than 5% for most of the parameters. Bland and Altman Plots, SEM and SDC showed precise values, distributed around zero for all surfaces. Good reliability of Physilog measurements on different surfaces suggests that Physilog could facilitate the study of diabetic patients' gait in conditions close to real-life situations. Gait parameters during complex locomotor activities (e.g. stair-climbing, curbs, slopes) have not yet been extensively investigated. Good reliability, small measurement error and values of minimal clinical detectable change recommend the utilization of Physilog for the evaluation of gait parameters in diabetic patients.

  8. Bayesian Estimation of Source Parameters and Associated Coulomb Failure Stress Changes for the 2005 Fukuoka (Japan) Earthquake

    KAUST Repository

    Dutta, Rishabh; Jonsson, Sigurjon; Wang, Teng; Vasyura-Bathke, Hannes

    2017-01-01

    solutions have been neglected, making it impossible to assess the reliability of the reported solutions. We use Bayesian inference to estimate the location, geometry and slip parameters of the fault and their uncertainties using Interferometric Synthetic

  9. 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...

  10. 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.

  11. 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.

  12. Parameter estimation and characterization of a single-chamber microbial fuel cell for dairy wastewater treatment.

    Science.gov (United States)

    Sedaqatvand, Ramin; Nasr Esfahany, Mohsen; Behzad, Tayebeh; Mohseni, Madjid; Mardanpour, Mohammad Mahdi

    2013-10-01

    In this study, for the first time, the conduction-based model is extended, and then combined with Genetic Algorithm to estimate the design parameters of a MFC treating dairy wastewater. The optimized parameters are, then, validated. The estimated half-saturation potential of -0.13 V (vs. SHE) is in good agreement while the biofilm conductivity of 8.76×10(-4) mS cm(-1) is three orders of magnitude lower than that previously-reported for pure-culture biofilm. Simulations show that the ohmic and concentration overpotentials contribute almost equally in dropping cell voltage in which the concentration film and biofilm conductivity comprise the main resistances, respectively. Thus, polarization analysis and determining the controlling steps will be possible through that developed extension. This study introduces a reliable method to estimate the design parameters of a particular MFC and to characterize it. Copyright © 2013 Elsevier Ltd. All rights reserved.

  13. Experimental design for estimating parameters of rate-limited mass transfer: Analysis of stream tracer studies

    Science.gov (United States)

    Wagner, Brian J.; Harvey, Judson W.

    1997-01-01

    Tracer experiments are valuable tools for analyzing the transport characteristics of streams and their interactions with shallow groundwater. The focus of this work is the design of tracer studies in high-gradient stream systems subject to advection, dispersion, groundwater inflow, and exchange between the active channel and zones in surface or subsurface water where flow is stagnant or slow moving. We present a methodology for (1) evaluating and comparing alternative stream tracer experiment designs and (2) identifying those combinations of stream transport properties that pose limitations to parameter estimation and therefore a challenge to tracer test design. The methodology uses the concept of global parameter uncertainty analysis, which couples solute transport simulation with parameter uncertainty analysis in a Monte Carlo framework. Two general conclusions resulted from this work. First, the solute injection and sampling strategy has an important effect on the reliability of transport parameter estimates. We found that constant injection with sampling through concentration rise, plateau, and fall provided considerably more reliable parameter estimates than a pulse injection across the spectrum of transport scenarios likely encountered in high-gradient streams. Second, for a given tracer test design, the uncertainties in mass transfer and storage-zone parameter estimates are strongly dependent on the experimental Damkohler number, DaI, which is a dimensionless combination of the rates of exchange between the stream and storage zones, the stream-water velocity, and the stream reach length of the experiment. Parameter uncertainties are lowest at DaI values on the order of 1.0. When DaI values are much less than 1.0 (owing to high velocity, long exchange timescale, and/or short reach length), parameter uncertainties are high because only a small amount of tracer interacts with storage zones in the reach. For the opposite conditions (DaI ≫ 1.0), solute

  14. Parameter estimation techniques for LTP system identification

    Science.gov (United States)

    Nofrarias Serra, Miquel

    LISA Pathfinder (LPF) is the precursor mission of LISA (Laser Interferometer Space Antenna) and the first step towards gravitational waves detection in space. The main instrument onboard the mission is the LTP (LISA Technology Package) whose scientific goal is to test LISA's drag-free control loop by reaching a differential acceleration noise level between two masses in √ geodesic motion of 3 × 10-14 ms-2 / Hz in the milliHertz band. The mission is not only challenging in terms of technology readiness but also in terms of data analysis. As with any gravitational wave detector, attaining the instrument performance goals will require an extensive noise hunting campaign to measure all contributions with high accuracy. But, opposite to on-ground experiments, LTP characterisation will be only possible by setting parameters via telecommands and getting a selected amount of information through the available telemetry downlink. These two conditions, high accuracy and high reliability, are the main restrictions that the LTP data analysis must overcome. A dedicated object oriented Matlab Toolbox (LTPDA) has been set up by the LTP analysis team for this purpose. Among the different toolbox methods, an essential part for the mission are the parameter estimation tools that will be used for system identification during operations: Linear Least Squares, Non-linear Least Squares and Monte Carlo Markov Chain methods have been implemented as LTPDA methods. The data analysis team has been testing those methods with a series of mock data exercises with the following objectives: to cross-check parameter estimation methods and compare the achievable accuracy for each of them, and to develop the best strategies to describe the physics underlying a complex controlled experiment as the LTP. In this contribution we describe how these methods were tested with simulated LTP-like data to recover the parameters of the model and we report on the latest results of these mock data exercises.

  15. Equations for estimating synthetic unit-hydrograph parameter values for small watersheds in Lake County, Illinois

    Science.gov (United States)

    Melching, C.S.; Marquardt, J.S.

    1997-01-01

    had multiple correlation coefficients of 0.873, 0.961, 0.968, and 0.963 for TC, R, UL, and TL, respectively, and the estimation equations utilizing main channel length had multiple correlation coefficients of 0.845, 0.957, 0.961, and 0.963 for TC, R, UL, and TL, respectively. Simulation of the measured hydrographs for the verification storms utilizing TC and R obtained from the estimation equations yielded good results without calibration. The peak discharge for 8 of the 11 storms was estimated within 25 percent and the time-to-peak discharge for 10 of the 11 storms was estimated within 20 percent. Thus, application of the estimation equations to determine synthetic unit-hydrograph parameters for design-storm simulation may result in reliable design hydrographs; as long as the physical characteristics of the watersheds under consideration are within the range of those for the watersheds in this study (area: 0.06-37 mi2, main channel length: 0.33-16.6 miles, main channel slope: 3.13-55.3 feet per mile, and percentage of impervious cover: 7.32-40.6 percent). The estimation equations are most reliable when applied to watersheds with areas less than 25 mi2.

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

    Science.gov (United States)

    Curry, Donovan

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

  17. 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.

  18. Effects of LiDAR point density, sampling size and height threshold on estimation accuracy of crop biophysical parameters.

    Science.gov (United States)

    Luo, Shezhou; Chen, Jing M; Wang, Cheng; Xi, Xiaohuan; Zeng, Hongcheng; Peng, Dailiang; Li, Dong

    2016-05-30

    Vegetation leaf area index (LAI), height, and aboveground biomass are key biophysical parameters. Corn is an important and globally distributed crop, and reliable estimations of these parameters are essential for corn yield forecasting, health monitoring and ecosystem modeling. Light Detection and Ranging (LiDAR) is considered an effective technology for estimating vegetation biophysical parameters. However, the estimation accuracies of these parameters are affected by multiple factors. In this study, we first estimated corn LAI, height and biomass (R2 = 0.80, 0.874 and 0.838, respectively) using the original LiDAR data (7.32 points/m2), and the results showed that LiDAR data could accurately estimate these biophysical parameters. Second, comprehensive research was conducted on the effects of LiDAR point density, sampling size and height threshold on the estimation accuracy of LAI, height and biomass. Our findings indicated that LiDAR point density had an important effect on the estimation accuracy for vegetation biophysical parameters, however, high point density did not always produce highly accurate estimates, and reduced point density could deliver reasonable estimation results. Furthermore, the results showed that sampling size and height threshold were additional key factors that affect the estimation accuracy of biophysical parameters. Therefore, the optimal sampling size and the height threshold should be determined to improve the estimation accuracy of biophysical parameters. Our results also implied that a higher LiDAR point density, larger sampling size and height threshold were required to obtain accurate corn LAI estimation when compared with height and biomass estimations. In general, our results provide valuable guidance for LiDAR data acquisition and estimation of vegetation biophysical parameters using LiDAR data.

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

    KAUST Repository

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

    2016-01-01

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

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

    KAUST Repository

    Ait-El-Fquih, Boujemaa

    2016-08-12

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

  1. 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

  2. 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.

  3. 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.

  4. Adaptive Response Surface Techniques in Reliability Estimation

    DEFF Research Database (Denmark)

    Enevoldsen, I.; Faber, M. H.; Sørensen, John Dalsgaard

    1993-01-01

    Problems in connection with estimation of the reliability of a component modelled by a limit state function including noise or first order discontinuitics are considered. A gradient free adaptive response surface algorithm is developed. The algorithm applies second order polynomial surfaces...

  5. Online Reliable Peak Charge/Discharge Power Estimation of Series-Connected Lithium-Ion Battery Packs

    Directory of Open Access Journals (Sweden)

    Bo Jiang

    2017-03-01

    Full Text Available The accurate peak power estimation of a battery pack is essential to the power-train control of electric vehicles (EVs. It helps to evaluate the maximum charge and discharge capability of the battery system, and thus to optimally control the power-train system to meet the requirement of acceleration, gradient climbing and regenerative braking while achieving a high energy efficiency. A novel online peak power estimation method for series-connected lithium-ion battery packs is proposed, which considers the influence of cell difference on the peak power of the battery packs. A new parameter identification algorithm based on adaptive ratio vectors is designed to online identify the parameters of each individual cell in a series-connected battery pack. The ratio vectors reflecting cell difference are deduced strictly based on the analysis of battery characteristics. Based on the online parameter identification, the peak power estimation considering cell difference is further developed. Some validation experiments in different battery aging conditions and with different current profiles have been implemented to verify the proposed method. The results indicate that the ratio vector-based identification algorithm can achieve the same accuracy as the repetitive RLS (recursive least squares based identification while evidently reducing the computation cost, and the proposed peak power estimation method is more effective and reliable for series-connected battery packs due to the consideration of cell difference.

  6. The reliable solution and computation time of variable parameters logistic model

    Science.gov (United States)

    Wang, Pengfei; Pan, Xinnong

    2018-05-01

    The study investigates the reliable computation time (RCT, termed as T c) by applying a double-precision computation of a variable parameters logistic map (VPLM). Firstly, by using the proposed method, we obtain the reliable solutions for the logistic map. Secondly, we construct 10,000 samples of reliable experiments from a time-dependent non-stationary parameters VPLM and then calculate the mean T c. The results indicate that, for each different initial value, the T cs of the VPLM are generally different. However, the mean T c trends to a constant value when the sample number is large enough. The maximum, minimum, and probable distribution functions of T c are also obtained, which can help us to identify the robustness of applying a nonlinear time series theory to forecasting by using the VPLM output. In addition, the T c of the fixed parameter experiments of the logistic map is obtained, and the results suggest that this T c matches the theoretical formula-predicted value.

  7. 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.

  8. Reliability of Bluetooth Technology for Travel Time Estimation

    DEFF Research Database (Denmark)

    Araghi, Bahar Namaki; Olesen, Jonas Hammershøj; Krishnan, Rajesh

    2015-01-01

    . However, their corresponding impacts on accuracy and reliability of estimated travel time have not been evaluated. In this study, a controlled field experiment is conducted to collect both Bluetooth and GPS data for 1000 trips to be used as the basis for evaluation. Data obtained by GPS logger is used...... to calculate actual travel time, referred to as ground truth, and to geo-code the Bluetooth detection events. In this setting, reliability is defined as the percentage of devices captured per trip during the experiment. It is found that, on average, Bluetooth-enabled devices will be detected 80% of the time......-range antennae detect Bluetooth-enabled devices in a closer location to the sensor, thus providing a more accurate travel time estimate. However, the smaller the size of the detection zone, the lower the penetration rate, which could itself influence the accuracy of estimates. Therefore, there has to be a trade...

  9. A new Bayesian recursive technique for parameter estimation

    Science.gov (United States)

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

    2006-08-01

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

  10. IRT-Estimated Reliability for Tests Containing Mixed Item Formats

    Science.gov (United States)

    Shu, Lianghua; Schwarz, Richard D.

    2014-01-01

    As a global measure of precision, item response theory (IRT) estimated reliability is derived for four coefficients (Cronbach's a, Feldt-Raju, stratified a, and marginal reliability). Models with different underlying assumptions concerning test-part similarity are discussed. A detailed computational example is presented for the targeted…

  11. Influences on and Limitations of Classical Test Theory Reliability Estimates.

    Science.gov (United States)

    Arnold, Margery E.

    It is incorrect to say "the test is reliable" because reliability is a function not only of the test itself, but of many factors. The present paper explains how different factors affect classical reliability estimates such as test-retest, interrater, internal consistency, and equivalent forms coefficients. Furthermore, the limits of classical test…

  12. Parameter Estimation Analysis for Hybrid Adaptive Fault Tolerant Control

    Science.gov (United States)

    Eshak, Peter B.

    Research efforts have increased in recent years toward the development of intelligent fault tolerant control laws, which are capable of helping the pilot to safely maintain aircraft control at post failure conditions. Researchers at West Virginia University (WVU) have been actively involved in the development of fault tolerant adaptive control laws in all three major categories: direct, indirect, and hybrid. The first implemented design to provide adaptation was a direct adaptive controller, which used artificial neural networks to generate augmentation commands in order to reduce the modeling error. Indirect adaptive laws were implemented in another controller, which utilized online PID to estimate and update the controller parameter. Finally, a new controller design was introduced, which integrated both direct and indirect control laws. This controller is known as hybrid adaptive controller. This last control design outperformed the two earlier designs in terms of less NNs effort and better tracking quality. The performance of online PID has an important role in the quality of the hybrid controller; therefore, the quality of the estimation will be of a great importance. Unfortunately, PID is not perfect and the online estimation process has some inherited issues; the online PID estimates are primarily affected by delays and biases. In order to ensure updating reliable estimates to the controller, the estimator consumes some time to converge. Moreover, the estimator will often converge to a biased value. This thesis conducts a sensitivity analysis for the estimation issues, delay and bias, and their effect on the tracking quality. In addition, the performance of the hybrid controller as compared to direct adaptive controller is explored. In order to serve this purpose, a simulation environment in MATLAB/SIMULINK has been created. The simulation environment is customized to provide the user with the flexibility to add different combinations of biases and delays to

  13. 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

  14. A generic method for estimating system reliability using Bayesian networks

    International Nuclear Information System (INIS)

    Doguc, Ozge; Ramirez-Marquez, Jose Emmanuel

    2009-01-01

    This study presents a holistic method for constructing a Bayesian network (BN) model for estimating system reliability. BN is a probabilistic approach that is used to model and predict the behavior of a system based on observed stochastic events. The BN model is a directed acyclic graph (DAG) where the nodes represent system components and arcs represent relationships among them. Although recent studies on using BN for estimating system reliability have been proposed, they are based on the assumption that a pre-built BN has been designed to represent the system. In these studies, the task of building the BN is typically left to a group of specialists who are BN and domain experts. The BN experts should learn about the domain before building the BN, which is generally very time consuming and may lead to incorrect deductions. As there are no existing studies to eliminate the need for a human expert in the process of system reliability estimation, this paper introduces a method that uses historical data about the system to be modeled as a BN and provides efficient techniques for automated construction of the BN model, and hence estimation of the system reliability. In this respect K2, a data mining algorithm, is used for finding associations between system components, and thus building the BN model. This algorithm uses a heuristic to provide efficient and accurate results while searching for associations. Moreover, no human intervention is necessary during the process of BN construction and reliability estimation. The paper provides a step-by-step illustration of the method and evaluation of the approach with literature case examples

  15. A generic method for estimating system reliability using Bayesian networks

    Energy Technology Data Exchange (ETDEWEB)

    Doguc, Ozge [Stevens Institute of Technology, Hoboken, NJ 07030 (United States); Ramirez-Marquez, Jose Emmanuel [Stevens Institute of Technology, Hoboken, NJ 07030 (United States)], E-mail: jmarquez@stevens.edu

    2009-02-15

    This study presents a holistic method for constructing a Bayesian network (BN) model for estimating system reliability. BN is a probabilistic approach that is used to model and predict the behavior of a system based on observed stochastic events. The BN model is a directed acyclic graph (DAG) where the nodes represent system components and arcs represent relationships among them. Although recent studies on using BN for estimating system reliability have been proposed, they are based on the assumption that a pre-built BN has been designed to represent the system. In these studies, the task of building the BN is typically left to a group of specialists who are BN and domain experts. The BN experts should learn about the domain before building the BN, which is generally very time consuming and may lead to incorrect deductions. As there are no existing studies to eliminate the need for a human expert in the process of system reliability estimation, this paper introduces a method that uses historical data about the system to be modeled as a BN and provides efficient techniques for automated construction of the BN model, and hence estimation of the system reliability. In this respect K2, a data mining algorithm, is used for finding associations between system components, and thus building the BN model. This algorithm uses a heuristic to provide efficient and accurate results while searching for associations. Moreover, no human intervention is necessary during the process of BN construction and reliability estimation. The paper provides a step-by-step illustration of the method and evaluation of the approach with literature case examples.

  16. Between-day reliability of a method for non-invasive estimation of muscle composition.

    Science.gov (United States)

    Simunič, Boštjan

    2012-08-01

    Tensiomyography is a method for valid and non-invasive estimation of skeletal muscle fibre type composition. The validity of selected temporal tensiomyographic measures has been well established recently; there is, however, no evidence regarding the method's between-day reliability. Therefore it is the aim of this paper to establish the between-day repeatability of tensiomyographic measures in three skeletal muscles. For three consecutive days, 10 healthy male volunteers (mean±SD: age 24.6 ± 3.0 years; height 177.9 ± 3.9 cm; weight 72.4 ± 5.2 kg) were examined in a supine position. Four temporal measures (delay, contraction, sustain, and half-relaxation time) and maximal amplitude were extracted from the displacement-time tensiomyogram. A reliability analysis was performed with calculations of bias, random error, coefficient of variation (CV), standard error of measurement, and intra-class correlation coefficient (ICC) with a 95% confidence interval. An analysis of ICC demonstrated excellent agreement (ICC were over 0.94 in 14 out of 15 tested parameters). However, lower CV was observed in half-relaxation time, presumably because of the specifics of the parameter definition itself. These data indicate that for the three muscles tested, tensiomyographic measurements were reproducible across consecutive test days. Furthermore, we indicated the most possible origin of the lowest reliability detected in half-relaxation time. Copyright © 2012 Elsevier Ltd. All rights reserved.

  17. Processes and Procedures for Estimating Score Reliability and Precision

    Science.gov (United States)

    Bardhoshi, Gerta; Erford, Bradley T.

    2017-01-01

    Precision is a key facet of test development, with score reliability determined primarily according to the types of error one wants to approximate and demonstrate. This article identifies and discusses several primary forms of reliability estimation: internal consistency (i.e., split-half, KR-20, a), test-retest, alternate forms, interscorer, and…

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

    Science.gov (United States)

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

    2015-01-01

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

  19. Reliability estimation of a N- M-cold-standby redundancy system in a multicomponent stress-strength model with generalized half-logistic distribution

    Science.gov (United States)

    Liu, Yiming; Shi, Yimin; Bai, Xuchao; Zhan, Pei

    2018-01-01

    In this paper, we study the estimation for the reliability of a multicomponent system, named N- M-cold-standby redundancy system, based on progressive Type-II censoring sample. In the system, there are N subsystems consisting of M statistically independent distributed strength components, and only one of these subsystems works under the impact of stresses at a time and the others remain as standbys. Whenever the working subsystem fails, one from the standbys takes its place. The system fails when the entire subsystems fail. It is supposed that the underlying distributions of random strength and stress both belong to the generalized half-logistic distribution with different shape parameter. The reliability of the system is estimated by using both classical and Bayesian statistical inference. Uniformly minimum variance unbiased estimator and maximum likelihood estimator for the reliability of the system are derived. Under squared error loss function, the exact expression of the Bayes estimator for the reliability of the system is developed by using the Gauss hypergeometric function. The asymptotic confidence interval and corresponding coverage probabilities are derived based on both the Fisher and the observed information matrices. The approximate highest probability density credible interval is constructed by using Monte Carlo method. Monte Carlo simulations are performed to compare the performances of the proposed reliability estimators. A real data set is also analyzed for an illustration of the findings.

  20. A Latent Class Approach to Estimating Test-Score Reliability

    Science.gov (United States)

    van der Ark, L. Andries; van der Palm, Daniel W.; Sijtsma, Klaas

    2011-01-01

    This study presents a general framework for single-administration reliability methods, such as Cronbach's alpha, Guttman's lambda-2, and method MS. This general framework was used to derive a new approach to estimating test-score reliability by means of the unrestricted latent class model. This new approach is the latent class reliability…

  1. 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.

  2. 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

  3. 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.

  4. The relationship between cost estimates reliability and BIM adoption: SEM analysis

    Science.gov (United States)

    Ismail, N. A. A.; Idris, N. H.; Ramli, H.; Rooshdi, R. R. Raja Muhammad; Sahamir, S. R.

    2018-02-01

    This paper presents the usage of Structural Equation Modelling (SEM) approach in analysing the effects of Building Information Modelling (BIM) technology adoption in improving the reliability of cost estimates. Based on the questionnaire survey results, SEM analysis using SPSS-AMOS application examined the relationships between BIM-improved information and cost estimates reliability factors, leading to BIM technology adoption. Six hypotheses were established prior to SEM analysis employing two types of SEM models, namely the Confirmatory Factor Analysis (CFA) model and full structural model. The SEM models were then validated through the assessment on their uni-dimensionality, validity, reliability, and fitness index, in line with the hypotheses tested. The final SEM model fit measures are: P-value=0.000, RMSEA=0.0790.90, TLI=0.956>0.90, NFI=0.935>0.90 and ChiSq/df=2.259; indicating that the overall index values achieved the required level of model fitness. The model supports all the hypotheses evaluated, confirming that all relationship exists amongst the constructs are positive and significant. Ultimately, the analysis verified that most of the respondents foresee better understanding of project input information through BIM visualization, its reliable database and coordinated data, in developing more reliable cost estimates. They also perceive to accelerate their cost estimating task through BIM adoption.

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

    Science.gov (United States)

    Dai, Yu; Xue, Yuan; Zhang, Jianxun

    2016-01-01

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

  6. State and parameter estimation of the heat shock response system using Kalman and particle filters.

    Science.gov (United States)

    Liu, Xin; Niranjan, Mahesan

    2012-06-01

    Traditional models of systems biology describe dynamic biological phenomena as solutions to ordinary differential equations, which, when parameters in them are set to correct values, faithfully mimic observations. Often parameter values are tweaked by hand until desired results are achieved, or computed from biochemical experiments carried out in vitro. Of interest in this article, is the use of probabilistic modelling tools with which parameters and unobserved variables, modelled as hidden states, can be estimated from limited noisy observations of parts of a dynamical system. Here we focus on sequential filtering methods and take a detailed look at the capabilities of three members of this family: (i) extended Kalman filter (EKF), (ii) unscented Kalman filter (UKF) and (iii) the particle filter, in estimating parameters and unobserved states of cellular response to sudden temperature elevation of the bacterium Escherichia coli. While previous literature has studied this system with the EKF, we show that parameter estimation is only possible with this method when the initial guesses are sufficiently close to the true values. The same turns out to be true for the UKF. In this thorough empirical exploration, we show that the non-parametric method of particle filtering is able to reliably estimate parameters and states, converging from initial distributions relatively far away from the underlying true values. Software implementation of the three filters on this problem can be freely downloaded from http://users.ecs.soton.ac.uk/mn/HeatShock

  7. 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.

  8. Automation of reliability evaluation procedures through CARE - The computer-aided reliability estimation program.

    Science.gov (United States)

    Mathur, F. P.

    1972-01-01

    Description of an on-line interactive computer program called CARE (Computer-Aided Reliability Estimation) which can model self-repair and fault-tolerant organizations and perform certain other functions. Essentially CARE consists of a repository of mathematical equations defining the various basic redundancy schemes. These equations, under program control, are then interrelated to generate the desired mathematical model to fit the architecture of the system under evaluation. The mathematical model is then supplied with ground instances of its variables and is then evaluated to generate values for the reliability-theoretic functions applied to the model.

  9. Reliability Estimation of the Pultrusion Process Using the First-Order Reliability Method (FORM)

    DEFF Research Database (Denmark)

    Baran, Ismet; Tutum, Cem Celal; Hattel, Jesper Henri

    2013-01-01

    In the present study the reliability estimation of the pultrusion process of a flat plate is analyzed by using the first order reliability method (FORM). The implementation of the numerical process model is validated by comparing the deterministic temperature and cure degree profiles...... with corresponding analyses in the literature. The centerline degree of cure at the exit (CDOCE) being less than a critical value and the maximum composite temperature (Tmax) during the process being greater than a critical temperature are selected as the limit state functions (LSFs) for the FORM. The cumulative...

  10. 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%.

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

    Directory of Open Access Journals (Sweden)

    Semih Ergintav

    2007-01-01

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

  12. 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.

  13. Automated parameter estimation for biological models using Bayesian statistical model checking.

    Science.gov (United States)

    Hussain, Faraz; Langmead, Christopher J; Mi, Qi; Dutta-Moscato, Joyeeta; Vodovotz, Yoram; Jha, Sumit K

    2015-01-01

    Probabilistic models have gained widespread acceptance in the systems biology community as a useful way to represent complex biological systems. Such models are developed using existing knowledge of the structure and dynamics of the system, experimental observations, and inferences drawn from statistical analysis of empirical data. A key bottleneck in building such models is that some system variables cannot be measured experimentally. These variables are incorporated into the model as numerical parameters. Determining values of these parameters that justify existing experiments and provide reliable predictions when model simulations are performed is a key research problem. Using an agent-based model of the dynamics of acute inflammation, we demonstrate a novel parameter estimation algorithm by discovering the amount and schedule of doses of bacterial lipopolysaccharide that guarantee a set of observed clinical outcomes with high probability. We synthesized values of twenty-eight unknown parameters such that the parameterized model instantiated with these parameter values satisfies four specifications describing the dynamic behavior of the model. We have developed a new algorithmic technique for discovering parameters in complex stochastic models of biological systems given behavioral specifications written in a formal mathematical logic. Our algorithm uses Bayesian model checking, sequential hypothesis testing, and stochastic optimization to automatically synthesize parameters of probabilistic biological models.

  14. 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

  15. 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...

  16. How Many Sleep Diary Entries Are Needed to Reliably Estimate Adolescent Sleep?

    Science.gov (United States)

    Arora, Teresa; Gradisar, Michael; Taheri, Shahrad; Carskadon, Mary A.

    2017-01-01

    Abstract Study Objectives: To investigate (1) how many nights of sleep diary entries are required for reliable estimates of five sleep-related outcomes (bedtime, wake time, sleep onset latency [SOL], sleep duration, and wake after sleep onset [WASO]) and (2) the test–retest reliability of sleep diary estimates of school night sleep across 12 weeks. Methods: Data were drawn from four adolescent samples (Australia [n = 385], Qatar [n = 245], United Kingdom [n = 770], and United States [n = 366]), who provided 1766 eligible sleep diary weeks for reliability analyses. We performed reliability analyses for each cohort using complete data (7 days), one to five school nights, and one to two weekend nights. We also performed test–retest reliability analyses on 12-week sleep diary data available from a subgroup of 55 US adolescents. Results: Intraclass correlation coefficients for bedtime, SOL, and sleep duration indicated good-to-excellent reliability from five weekday nights of sleep diary entries across all adolescent cohorts. Four school nights was sufficient for wake times in the Australian and UK samples, but not the US or Qatari samples. Only Australian adolescents showed good reliability for two weekend nights of bedtime reports; estimates of SOL were adequate for UK adolescents based on two weekend nights. WASO was not reliably estimated using 1 week of sleep diaries. We observed excellent test–rest reliability across 12 weeks of sleep diary data in a subsample of US adolescents. Conclusion: We recommend at least five weekday nights of sleep dairy entries to be made when studying adolescent bedtimes, SOL, and sleep duration. Adolescent sleep patterns were stable across 12 consecutive school weeks. PMID:28199718

  17. 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…

  18. An adaptive neuro fuzzy model for estimating the reliability of component-based software systems

    Directory of Open Access Journals (Sweden)

    Kirti Tyagi

    2014-01-01

    Full Text Available Although many algorithms and techniques have been developed for estimating the reliability of component-based software systems (CBSSs, much more research is needed. Accurate estimation of the reliability of a CBSS is difficult because it depends on two factors: component reliability and glue code reliability. Moreover, reliability is a real-world phenomenon with many associated real-time problems. Soft computing techniques can help to solve problems whose solutions are uncertain or unpredictable. A number of soft computing approaches for estimating CBSS reliability have been proposed. These techniques learn from the past and capture existing patterns in data. The two basic elements of soft computing are neural networks and fuzzy logic. In this paper, we propose a model for estimating CBSS reliability, known as an adaptive neuro fuzzy inference system (ANFIS, that is based on these two basic elements of soft computing, and we compare its performance with that of a plain FIS (fuzzy inference system for different data sets.

  19. User's guide to the Reliability Estimation System Testbed (REST)

    Science.gov (United States)

    Nicol, David M.; Palumbo, Daniel L.; Rifkin, Adam

    1992-01-01

    The Reliability Estimation System Testbed is an X-window based reliability modeling tool that was created to explore the use of the Reliability Modeling Language (RML). RML was defined to support several reliability analysis techniques including modularization, graphical representation, Failure Mode Effects Simulation (FMES), and parallel processing. These techniques are most useful in modeling large systems. Using modularization, an analyst can create reliability models for individual system components. The modules can be tested separately and then combined to compute the total system reliability. Because a one-to-one relationship can be established between system components and the reliability modules, a graphical user interface may be used to describe the system model. RML was designed to permit message passing between modules. This feature enables reliability modeling based on a run time simulation of the system wide effects of a component's failure modes. The use of failure modes effects simulation enhances the analyst's ability to correctly express system behavior when using the modularization approach to reliability modeling. To alleviate the computation bottleneck often found in large reliability models, REST was designed to take advantage of parallel processing on hypercube processors.

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

    Science.gov (United States)

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

    2017-05-01

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

  1. 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...

  2. Bayesian reliability analysis for non-periodic inspection with estimation of uncertain parameters; Bayesian shinraisei kaiseki wo tekiyoshita hiteiki kozo kensa ni kansuru kenkyu

    Energy Technology Data Exchange (ETDEWEB)

    Itagaki, H. [Yokohama National University, Yokohama (Japan). Faculty of Engineering; Asada, H.; Ito, S. [National Aerospace Laboratory, Tokyo (Japan); Shinozuka, M.

    1996-12-31

    Risk assessed structural positions in a pressurized fuselage of a transport-type aircraft applied with damage tolerance design are taken up as the subject of discussion. A small number of data obtained from inspections on the positions was used to discuss the Bayesian reliability analysis that can estimate also a proper non-periodic inspection schedule, while estimating proper values for uncertain factors. As a result, time period of generating fatigue cracks was determined according to procedure of detailed visual inspections. The analysis method was found capable of estimating values that are thought reasonable and the proper inspection schedule using these values, in spite of placing the fatigue crack progress expression in a very simple form and estimating both factors as the uncertain factors. Thus, the present analysis method was verified of its effectiveness. This study has discussed at the same time the structural positions, modeling of fatigue cracks generated and develop in the positions, conditions for destruction, damage factors, and capability of the inspection from different viewpoints. This reliability analysis method is thought effective also on such other structures as offshore structures. 18 refs., 8 figs., 1 tab.

  3. Bayesian reliability analysis for non-periodic inspection with estimation of uncertain parameters; Bayesian shinraisei kaiseki wo tekiyoshita hiteiki kozo kensa ni kansuru kenkyu

    Energy Technology Data Exchange (ETDEWEB)

    Itagaki, H [Yokohama National University, Yokohama (Japan). Faculty of Engineering; Asada, H; Ito, S [National Aerospace Laboratory, Tokyo (Japan); Shinozuka, M

    1997-12-31

    Risk assessed structural positions in a pressurized fuselage of a transport-type aircraft applied with damage tolerance design are taken up as the subject of discussion. A small number of data obtained from inspections on the positions was used to discuss the Bayesian reliability analysis that can estimate also a proper non-periodic inspection schedule, while estimating proper values for uncertain factors. As a result, time period of generating fatigue cracks was determined according to procedure of detailed visual inspections. The analysis method was found capable of estimating values that are thought reasonable and the proper inspection schedule using these values, in spite of placing the fatigue crack progress expression in a very simple form and estimating both factors as the uncertain factors. Thus, the present analysis method was verified of its effectiveness. This study has discussed at the same time the structural positions, modeling of fatigue cracks generated and develop in the positions, conditions for destruction, damage factors, and capability of the inspection from different viewpoints. This reliability analysis method is thought effective also on such other structures as offshore structures. 18 refs., 8 figs., 1 tab.

  4. Integrated Reliability Estimation of a Nuclear Maintenance Robot including a Software

    Energy Technology Data Exchange (ETDEWEB)

    Eom, Heung Seop; Kim, Jae Hee; Jeong, Kyung Min [Korea Atomic Energy Research Institute, Daejeon (Korea, Republic of)

    2011-10-15

    Conventional reliability estimation techniques such as Fault Tree Analysis (FTA), Reliability Block Diagram (RBD), Markov Model, and Event Tree Analysis (ETA) have been used widely and approved in some industries. Then there are some limitations when we use them for a complicate robot systems including software such as intelligent reactor inspection robots. Therefore an expert's judgment plays an important role in estimating the reliability of a complicate system in practice, because experts can deal with diverse evidence related to the reliability and then perform an inference based on them. The proposed method in this paper combines qualitative and quantitative evidences and performs an inference like experts. Furthermore, it does the work in a formal and in a quantitative way unlike human experts, by the benefits of Bayesian Nets (BNs)

  5. 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.

  6. The European industry reliability data bank EIReDA

    International Nuclear Information System (INIS)

    Procaccia, H.; Aufort, P.; Arsenis, S.

    1997-01-01

    EIReDA and the computerized version EIReDA.PC are living data bases aiming to satisfy the requirements of risk, safety, and availability studies on industrial systems for documented estimates of reliability parameters of mechanical, electrical, and instrumentation components. The data updating procedure is based on Bayesian techniques implemented in a specific software: FIABAYES. Estimates are mostly based on the operational experience of EDF components, but an effort has been made to bring together estimates of equivalent components published in the open literature, and so establish generic tables of reliability parameters. (author)

  7. 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.

  8. JUPITER PROJECT - JOINT UNIVERSAL PARAMETER IDENTIFICATION AND EVALUATION OF RELIABILITY

    Science.gov (United States)

    The JUPITER (Joint Universal Parameter IdenTification and Evaluation of Reliability) project builds on the technology of two widely used codes for sensitivity analysis, data assessment, calibration, and uncertainty analysis of environmental models: PEST and UCODE.

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

    International Nuclear Information System (INIS)

    Wang Yongbo; Wu Huapeng; Handroos, Heikki

    2011-01-01

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

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

    Directory of Open Access Journals (Sweden)

    Fenglei Qi

    2016-01-01

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

  11. 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.

  12. Estimation of structural reliability under combined loads

    International Nuclear Information System (INIS)

    Shinozuka, M.; Kako, T.; Hwang, H.; Brown, P.; Reich, M.

    1983-01-01

    For the overall safety evaluation of seismic category I structures subjected to various load combinations, a quantitative measure of the structural reliability in terms of a limit state probability can be conveniently used. For this purpose, the reliability analysis method for dynamic loads, which has recently been developed by the authors, was combined with the existing standard reliability analysis procedure for static and quasi-static loads. The significant parameters that enter into the analysis are: the rate at which each load (dead load, accidental internal pressure, earthquake, etc.) will occur, its duration and intensity. All these parameters are basically random variables for most of the loads to be considered. For dynamic loads, the overall intensity is usually characterized not only by their dynamic components but also by their static components. The structure considered in the present paper is a reinforced concrete containment structure subjected to various static and dynamic loads such as dead loads, accidental pressure, earthquake acceleration, etc. Computations are performed to evaluate the limit state probabilities under each load combination separately and also under all possible combinations of such loads. Indeed, depending on the limit state condition to be specified, these limit state probabilities can indicate which particular load combination provides the dominant contribution to the overall limit state probability. On the other hand, some of the load combinations contribute very little to the overall limit state probability. These observations provide insight into the complex problem of which load combinations must be considered for design, for which limit states and at what level of limit state probabilities. (orig.)

  13. Improving reliability of state estimation programming and computing suite based on analyzing a fault tree

    Directory of Open Access Journals (Sweden)

    Kolosok Irina

    2017-01-01

    Full Text Available Reliable information on the current state parameters obtained as a result of processing the measurements from systems of the SCADA and WAMS data acquisition and processing through methods of state estimation (SE is a condition that enables to successfully manage an energy power system (EPS. SCADA and WAMS systems themselves, as any technical systems, are subject to failures and faults that lead to distortion and loss of information. The SE procedure enables to find erroneous measurements, therefore, it is a barrier for the distorted information to penetrate into control problems. At the same time, the programming and computing suite (PCS implementing the SE functions may itself provide a wrong decision due to imperfection of the software algorithms and errors. In this study, we propose to use a fault tree to analyze consequences of failures and faults in SCADA and WAMS and in the very SE procedure. Based on the analysis of the obtained measurement information and on the SE results, we determine the state estimation PCS fault tolerance level featuring its reliability.

  14. Online Identification with Reliability Criterion and State of Charge Estimation Based on a Fuzzy Adaptive Extended Kalman Filter for Lithium-Ion Batteries

    Directory of Open Access Journals (Sweden)

    Zhongwei Deng

    2016-06-01

    Full Text Available In the field of state of charge (SOC estimation, the Kalman filter has been widely used for many years, although its performance strongly depends on the accuracy of the battery model as well as the noise covariance. The Kalman gain determines the confidence coefficient of the battery model by adjusting the weight of open circuit voltage (OCV correction, and has a strong correlation with the measurement noise covariance (R. In this paper, the online identification method is applied to acquire the real model parameters under different operation conditions. A criterion based on the OCV error is proposed to evaluate the reliability of online parameters. Besides, the equivalent circuit model produces an intrinsic model error which is dependent on the load current, and the property that a high battery current or a large current change induces a large model error can be observed. Based on the above prior knowledge, a fuzzy model is established to compensate the model error through updating R. Combining the positive strategy (i.e., online identification and negative strategy (i.e., fuzzy model, a more reliable and robust SOC estimation algorithm is proposed. The experiment results verify the proposed reliability criterion and SOC estimation method under various conditions for LiFePO4 batteries.

  15. 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....

  16. 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)

  17. Assessment of the underlying systems involved in standing balance: the additional value of electromyography in system identification and parameter estimation

    NARCIS (Netherlands)

    Pasma, J.H.; Kordelaar, J. van; Kam, D. de; Weerdesteyn, V.G.M.; Schouten, A.C.; Kooij, H. van der

    2017-01-01

    BACKGROUND: Closed loop system identification (CLSIT) is a method to disentangle the contribution of underlying systems in standing balance. We investigated whether taking into account lower leg muscle activation in CLSIT could improve the reliability and accuracy of estimated parameters identifying

  18. Assessment of the underlying systems involved in standing balance : the additional value of electromyography in system identification and parameter estimation

    NARCIS (Netherlands)

    Pasma, J. H.; Van Kordelaar, J.; de Kam, D.; Weerdesteyn, V.; Schouten, A. C.; Van Der Kooij, H.

    2017-01-01

    Background: Closed loop system identification (CLSIT) is a method to disentangle the contribution of underlying systems in standing balance. We investigated whether taking into account lower leg muscle activation in CLSIT could improve the reliability and accuracy of estimated parameters identifying

  19. Assessment of the underlying systems involved in standing balance : The additional value of electromyography in system identification and parameter estimation

    NARCIS (Netherlands)

    Pasma, J.H.; van Kordelaar, J.; de Kam, D.; Weerdesteyn, V.; Schouten, A.C.; van der Kooij, H.

    2017-01-01

    Background: Closed loop system identification (CLSIT) is a method to disentangle the contribution of underlying systems in standing balance. We investigated whether taking into account lower leg muscle activation in CLSIT could improve the reliability and accuracy of estimated parameters

  20. 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.

  1. 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...

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

    Science.gov (United States)

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

    2017-10-01

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

  3. Reliability: How much is it worth? Beyond its estimation or prediction, the (net) present value of reliability

    International Nuclear Information System (INIS)

    Saleh, J.H.; Marais, K.

    2006-01-01

    In this article, we link an engineering concept, reliability, to a financial and managerial concept, net present value, by exploring the impact of a system's reliability on its revenue generation capability. The framework here developed for non-repairable systems quantitatively captures the value of reliability from a financial standpoint. We show that traditional present value calculations of engineering systems do not account for system reliability, thus over-estimate a system's worth and can therefore lead to flawed investment decisions. It is therefore important to involve reliability engineers upfront before investment decisions are made in technical systems. In addition, the analyses here developed help designers identify the optimal level of reliability that maximizes a system's net present value-the financial value reliability provides to the system minus the cost to achieve this level of reliability. Although we recognize that there are numerous considerations driving the specification of an engineering system's reliability, we contend that the financial analysis of reliability here developed should be made available to decision-makers to support in part, or at least be factored into, the system reliability specification

  4. 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....

  5. 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.

  6. 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.

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

    Science.gov (United States)

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

    2017-12-01

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

  8. Modeling Parameters of Reliability of Technological Processes of Hydrocarbon Pipeline Transportation

    Directory of Open Access Journals (Sweden)

    Shalay Viktor

    2016-01-01

    Full Text Available On the basis of methods of system analysis and parametric reliability theory, the mathematical modeling of processes of oil and gas equipment operation in reliability monitoring was conducted according to dispatching data. To check the quality of empiric distribution coordination , an algorithm and mathematical methods of analysis are worked out in the on-line mode in a changing operating conditions. An analysis of physical cause-and-effect relations mechanism between the key factors and changing parameters of technical systems of oil and gas facilities is made, the basic types of technical distribution parameters are defined. Evaluation of the adequacy the analyzed parameters of the type of distribution is provided by using a criterion A.Kolmogorov, as the most universal, accurate and adequate to verify the distribution of continuous processes of complex multiple-technical systems. Methods of calculation are provided for supervising by independent bodies for risk assessment and safety facilities.

  9. 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.

  10. Bayesian estimation of source parameters and associated Coulomb failure stress changes for the 2005 Fukuoka (Japan) Earthquake

    Science.gov (United States)

    Dutta, Rishabh; Jónsson, Sigurjón; Wang, Teng; Vasyura-Bathke, Hannes

    2018-04-01

    Several researchers have studied the source parameters of the 2005 Fukuoka (northwestern Kyushu Island, Japan) earthquake (Mw 6.6) using teleseismic, strong motion and geodetic data. However, in all previous studies, errors of the estimated fault solutions have been neglected, making it impossible to assess the reliability of the reported solutions. We use Bayesian inference to estimate the location, geometry and slip parameters of the fault and their uncertainties using Interferometric Synthetic Aperture Radar and Global Positioning System data. The offshore location of the earthquake makes the fault parameter estimation challenging, with geodetic data coverage mostly to the southeast of the earthquake. To constrain the fault parameters, we use a priori constraints on the magnitude of the earthquake and the location of the fault with respect to the aftershock distribution and find that the estimated fault slip ranges from 1.5 to 2.5 m with decreasing probability. The marginal distributions of the source parameters show that the location of the western end of the fault is poorly constrained by the data whereas that of the eastern end, located closer to the shore, is better resolved. We propagate the uncertainties of the fault model and calculate the variability of Coulomb failure stress changes for the nearby Kego fault, located directly below Fukuoka city, showing that the main shock increased stress on the fault and brought it closer to failure.

  11. Reliability of capturing foot parameters using digital scanning and the neutral suspension casting technique

    Science.gov (United States)

    2011-01-01

    Background A clinical study was conducted to determine the intra and inter-rater reliability of digital scanning and the neutral suspension casting technique to measure six foot parameters. The neutral suspension casting technique is a commonly utilised method for obtaining a negative impression of the foot prior to orthotic fabrication. Digital scanning offers an alternative to the traditional plaster of Paris techniques. Methods Twenty one healthy participants volunteered to take part in the study. Six casts and six digital scans were obtained from each participant by two raters of differing clinical experience. The foot parameters chosen for investigation were cast length (mm), forefoot width (mm), rearfoot width (mm), medial arch height (mm), lateral arch height (mm) and forefoot to rearfoot alignment (degrees). Intraclass correlation coefficients (ICC) with 95% confidence intervals (CI) were calculated to determine the intra and inter-rater reliability. Measurement error was assessed through the calculation of the standard error of the measurement (SEM) and smallest real difference (SRD). Results ICC values for all foot parameters using digital scanning ranged between 0.81-0.99 for both intra and inter-rater reliability. For neutral suspension casting technique inter-rater reliability values ranged from 0.57-0.99 and intra-rater reliability values ranging from 0.36-0.99 for rater 1 and 0.49-0.99 for rater 2. Conclusions The findings of this study indicate that digital scanning is a reliable technique, irrespective of clinical experience, with reduced measurement variability in all foot parameters investigated when compared to neutral suspension casting. PMID:21375757

  12. 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.

  13. Reliability and precision of pellet-group counts for estimating landscape-level deer density

    Science.gov (United States)

    David S. deCalesta

    2013-01-01

    This study provides hitherto unavailable methodology for reliably and precisely estimating deer density within forested landscapes, enabling quantitative rather than qualitative deer management. Reliability and precision of the deer pellet-group technique were evaluated in 1 small and 2 large forested landscapes. Density estimates, adjusted to reflect deer harvest and...

  14. 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.

  15. Case Study: Zutphen : Estimates of levee system reliability

    NARCIS (Netherlands)

    Roscoe, K.; Kothuis, Baukje; Kok, Matthijs

    2017-01-01

    Estimates of levee system reliability can conflict with experience and intuition. For example, a very high failure probability may be computed while no evidence of failure has been observed, or a very low failure probability when signs of failure have been detected.

  16. Reflow Process Parameters Analysis and Reliability Prediction Considering Multiple Characteristic Values

    Directory of Open Access Journals (Sweden)

    Guo Yu

    2016-01-01

    Full Text Available As a major step surface mount technology, reflow process is the key factor affecting the quality of the final product. The setting parameters and characteristic value of temperature curve shows a nonlinear relationship. So parameter impacts on characteristic values are analyzed and the parameters adjustment process based on orthogonal experiment is proposed in the paper. First, setting parameters are determined and the orthogonal test is designed according to production conditions. Then each characteristic value for temperature profile is calculated. Further, multi-index orthogonal experiment is analyzed for acquiring the setting parameters which impacts the PCBA product quality greater. Finally, reliability prediction is carried out considering the main influencing parameters for providing a theoretical basis of parameters adjustment and product quality evaluation in engineering process.

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

    Science.gov (United States)

    Mehdinejadiani, Behrouz

    2017-08-01

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

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

    Science.gov (United States)

    Mehdinejadiani, Behrouz

    2017-08-01

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

  19. 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.

  20. 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

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

    Energy Technology Data Exchange (ETDEWEB)

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

    2013-12-31

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

  2. 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.

  3. ESTIMATING RELIABILITY OF DISTURBANCES IN SATELLITE TIME SERIES DATA BASED ON STATISTICAL ANALYSIS

    Directory of Open Access Journals (Sweden)

    Z.-G. Zhou

    2016-06-01

    Full Text Available Normally, the status of land cover is inherently dynamic and changing continuously on temporal scale. However, disturbances or abnormal changes of land cover — caused by such as forest fire, flood, deforestation, and plant diseases — occur worldwide at unknown times and locations. Timely detection and characterization of these disturbances is of importance for land cover monitoring. Recently, many time-series-analysis methods have been developed for near real-time or online disturbance detection, using satellite image time series. However, the detection results were only labelled with “Change/ No change” by most of the present methods, while few methods focus on estimating reliability (or confidence level of the detected disturbances in image time series. To this end, this paper propose a statistical analysis method for estimating reliability of disturbances in new available remote sensing image time series, through analysis of full temporal information laid in time series data. The method consists of three main steps. (1 Segmenting and modelling of historical time series data based on Breaks for Additive Seasonal and Trend (BFAST. (2 Forecasting and detecting disturbances in new time series data. (3 Estimating reliability of each detected disturbance using statistical analysis based on Confidence Interval (CI and Confidence Levels (CL. The method was validated by estimating reliability of disturbance regions caused by a recent severe flooding occurred around the border of Russia and China. Results demonstrated that the method can estimate reliability of disturbances detected in satellite image with estimation error less than 5% and overall accuracy up to 90%.

  4. 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.

  5. 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.

  6. 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

  7. 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

  8. Development of web-based reliability data base platform

    International Nuclear Information System (INIS)

    Hwang, Seok Won; Lee, Chang Ju; Sung, Key Yong

    2004-01-01

    Probabilistic safety assessment (PSA) is a systematic technique which estimates the degree of risk impacts to the public due to an accident scenario. Estimating the occurrence frequencies and consequences of potential scenarios requires a thorough analysis of the accident details and all fundamental parameters. The robustness of PSA to check weaknesses in a design and operation will allow a better informed and balanced decision to be reached. The fundamental parameters for PSA, such as the component failure rates, should be estimated under the condition of steady collection of the evidence throughout the operational period. However, since any single plant data does not sufficiently enough to provide an adequate PSA result, in actual, the whole operating data was commonly used to estimate the reliability parameters for the same type of components. The reliability data of any component type consists of two categories; the generic that is based on the operating experiences of whole plants, and the plant-specific that is based on the operation of a specific plant of interest. The generic data is highly essential for new or recently-built nuclear power plants (NPPs). Generally, the reliability data base may be categorized into the component reliability, initiating event frequencies, human performance, and so on. Among these data, the component reliability seems a key element because it has the most abundant population. Therefore, the component reliability data is essential for taking a part in the quantification of accident sequences because it becomes an input of various basic events which consists of the fault tree

  9. Parameter Subset Selection Techniques for Problems in Mathematical Biology

    DEFF Research Database (Denmark)

    Olsen, Christian; Smith, Ralph; Tran, Hien

    2015-01-01

    Patient-specific models for diagnostics and treatment planning require reliable parameter estimation and model predictions. Mathematical models of physiological systems are often formulated as systems of nonlinear ODEs with many parameters and few options for measuring all state variables....... Consequently, it can be difficult to determine which parameters can reliably be estimated from the available data. This investigation highlights some pitfalls associated with parameters that are unidentifiable in the sense that they are not uniquely determined by responses, and presents methods for recognizing...... and addressing identifiability problems. These methods quantify the magnitude of parameter influence through sensitivity analysis, and parameter interactions that might complicate unambiguous parameter estimation. The methods will be demonstrated using five examples of increasing complexity, as well...

  10. Bayesian Estimation of Source Parameters and Associated Coulomb Failure Stress Changes for the 2005 Fukuoka (Japan) Earthquake

    KAUST Repository

    Dutta, Rishabh

    2017-12-20

    Several researchers have studied the source parameters of the 2005 Fukuoka (northwestern Kyushu Island, Japan) earthquake (MW 6.6) using teleseismic, strong motion and geodetic data. However, in all previous studies, errors of the estimated fault solutions have been neglected, making it impossible to assess the reliability of the reported solutions. We use Bayesian inference to estimate the location, geometry and slip parameters of the fault and their uncertainties using Interferometric Synthetic Aperture Radar (InSAR) and Global Positioning System (GPS) data. The offshore location of the earthquake makes the fault parameter estimation challenging, with geodetic data coverage mostly to the southeast of the earthquake. To constrain the fault parameters, we use a priori constraints on the magnitude of the earthquake and the location of the fault with respect to the aftershock distribution and find that the estimated fault slip ranges from 1.5 m to 2.5 m with decreasing probability. The marginal distributions of the source parameters show that the location of the western end of the fault is poorly constrained by the data whereas that of the eastern end, located closer to the shore, is better resolved. We propagate the uncertainties of the fault model and calculate the variability of Coulomb failure stress changes for the nearby Kego fault, located directly below Fukuoka city, showing that the mainshock increased stress on the fault and brought it closer to failure.

  11. 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.

  12. 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

  13. Video raster stereography back shape reconstruction: a reliability study for sagittal, frontal, and transversal plane parameters.

    Science.gov (United States)

    Schroeder, J; Reer, R; Braumann, K M

    2015-02-01

    As reliability of raster stereography was proved only for sagittal plane parameters with repeated measures on the same day, the present study was aiming at investigating variability and reliability of back shape reconstruction for all dimensions (sagittal, frontal, transversal) and for different intervals. For a sample of 20 healthy volunteers, intra-individual variability (SEM and CV%) and reliability (ICC ± 95% CI) were proved for sagittal (thoracic kyphosis, lumbar lordosis, pelvis tilt angle, and trunk inclination), frontal (pelvis torsion, pelvis and trunk imbalance, vertebral side deviation, and scoliosis angle), transversal (vertebral rotation), and functional (hyperextension) spine shape reconstruction parameters for different test-retest intervals (on the same day, between-day, between-week) by means of video raster stereography. Reliability was high for the sagittal plane (pelvis tilt, kyphosis and lordosis angle, and trunk inclination: ICC > 0.90), and good to high for lumbar mobility (0.86 < ICC < 0.97). Apart from sagittal plane spinal alignment, there was a lack of certainty for a high reproducibility indicated by wider ICC confidence intervals. So, reliability was fair to high for vertebral side deviation and the scoliosis angle (0.71 < ICC < 0.95), and poor to good for vertebral rotation values as well as for frontal plane upper body and pelvis position parameters (0.65 < ICC < 0.92). Coefficients for the between-day and between-week interval were a little lower than for repeated measures on the same day. Variability (SEM) was less than 1.5° or 1.5 mm, except for trunk inclination. Relative variability (CV) was greater in global trunk position and pelvis parameters (35-98%) than in scoliosis (14-20%) or sagittal sway parameters (4-8 %). Although we found a lower reproducibility for the frontal plane, raster stereography is considered to be a reliable method for the non-invasive, three-dimensional assessment of spinal alignment in normal non

  14. 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.

  15. 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.

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

    Science.gov (United States)

    Anderson, Christian Carl

    characterization of anisotropy. A novel piecewise linear model for the cyclic variation of ultrasonic backscatter from myocardium was proposed. Models of cyclic variation for 100 type 2 diabetes patients and 43 normal control subjects were constructed using Bayesian parameter estimation. Parameters determined from the model, specifically rise time and slew rate, were found to be more reliable in differentiating between subject groups than the previously employed magnitude parameter.

  17. 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...

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

    Science.gov (United States)

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

    2016-06-01

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

  19. 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.

  20. 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.

  1. 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...

  2. Statistical estimation Monte Carlo for unreliability evaluation of highly reliable system

    International Nuclear Information System (INIS)

    Xiao Gang; Su Guanghui; Jia Dounan; Li Tianduo

    2000-01-01

    Based on analog Monte Carlo simulation, statistical Monte Carlo methods for unreliable evaluation of highly reliable system are constructed, including direct statistical estimation Monte Carlo method and weighted statistical estimation Monte Carlo method. The basal element is given, and the statistical estimation Monte Carlo estimators are derived. Direct Monte Carlo simulation method, bounding-sampling method, forced transitions Monte Carlo method, direct statistical estimation Monte Carlo and weighted statistical estimation Monte Carlo are used to evaluate unreliability of a same system. By comparing, weighted statistical estimation Monte Carlo estimator has smallest variance, and has highest calculating efficiency

  3. The Exponent of High-frequency Source Spectral Falloff and Contribution to Source Parameter Estimates

    Science.gov (United States)

    Kiuchi, R.; Mori, J. J.

    2015-12-01

    As a way to understand the characteristics of the earthquake source, studies of source parameters (such as radiated energy and stress drop) and their scaling are important. In order to estimate source parameters reliably, often we must use appropriate source spectrum models and the omega-square model is most frequently used. In this model, the spectrum is flat in lower frequencies and the falloff is proportional to the angular frequency squared. However, Some studies (e.g. Allmann and Shearer, 2009; Yagi et al., 2012) reported that the exponent of the high frequency falloff is other than -2. Therefore, in this study we estimate the source parameters using a spectral model for which the falloff exponent is not fixed. We analyze the mainshock and larger aftershocks of the 2008 Iwate-Miyagi Nairiku earthquake. Firstly, we calculate the P wave and SH wave spectra using empirical Green functions (EGF) to remove the path effect (such as attenuation) and site effect. For the EGF event, we select a smaller earthquake that is highly-correlated with the target event. In order to obtain the stable results, we calculate the spectral ratios using a multitaper spectrum analysis (Prieto et al., 2009). Then we take a geometric mean from multiple stations. Finally, using the obtained spectra ratios, we perform a grid search to determine the high frequency falloffs, as well as corner frequency of both of events. Our results indicate the high frequency falloff exponent is often less than 2.0. We do not observe any regional, focal mechanism, or depth dependencies for the falloff exponent. In addition, our estimated corner frequencies and falloff exponents are consistent between the P wave and SH wave analysis. In our presentation, we show differences in estimated source parameters using a fixed omega-square model and a model allowing variable high-frequency falloff.

  4. Inference on the reliability of Weibull distribution with multiply Type-I censored data

    International Nuclear Information System (INIS)

    Jia, Xiang; Wang, Dong; Jiang, Ping; Guo, Bo

    2016-01-01

    In this paper, we focus on the reliability of Weibull distribution under multiply Type-I censoring, which is a general form of Type-I censoring. In multiply Type-I censoring in this study, all units in the life testing experiment are terminated at different times. Reliability estimation with the maximum likelihood estimate of Weibull parameters is conducted. With the delta method and Fisher information, we propose a confidence interval for reliability and compare it with the bias-corrected and accelerated bootstrap confidence interval. Furthermore, a scenario involving a few expert judgments of reliability is considered. A method is developed to generate extended estimations of reliability according to the original judgments and transform them to estimations of Weibull parameters. With Bayes theory and the Monte Carlo Markov Chain method, a posterior sample is obtained to compute the Bayes estimate and credible interval for reliability. Monte Carlo simulation demonstrates that the proposed confidence interval outperforms the bootstrap one. The Bayes estimate and credible interval for reliability are both satisfactory. Finally, a real example is analyzed to illustrate the application of the proposed methods. - Highlights: • We focus on reliability of Weibull distribution under multiply Type-I censoring. • The proposed confidence interval for the reliability is superior after comparison. • The Bayes estimates with a few expert judgements on reliability are satisfactory. • We specify the cases where the MLEs do not exist and present methods to remedy it. • The distribution of estimate of reliability should be used for accurate estimate.

  5. Estimated Value of Service Reliability for Electric Utility Customers in the United States

    Energy Technology Data Exchange (ETDEWEB)

    Sullivan, M.J.; Mercurio, Matthew; Schellenberg, Josh

    2009-06-01

    Information on the value of reliable electricity service can be used to assess the economic efficiency of investments in generation, transmission and distribution systems, to strategically target investments to customer segments that receive the most benefit from system improvements, and to numerically quantify the risk associated with different operating, planning and investment strategies. This paper summarizes research designed to provide estimates of the value of service reliability for electricity customers in the US. These estimates were obtained by analyzing the results from 28 customer value of service reliability studies conducted by 10 major US electric utilities over the 16 year period from 1989 to 2005. Because these studies used nearly identical interruption cost estimation or willingness-to-pay/accept methods it was possible to integrate their results into a single meta-database describing the value of electric service reliability observed in all of them. Once the datasets from the various studies were combined, a two-part regression model was used to estimate customer damage functions that can be generally applied to calculate customer interruption costs per event by season, time of day, day of week, and geographical regions within the US for industrial, commercial, and residential customers. Estimated interruption costs for different types of customers and of different duration are provided. Finally, additional research and development designed to expand the usefulness of this powerful database and analysis are suggested.

  6. 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.

  7. Methods of Estimation the Reliability and Increasing the Informativeness of the Laboratory Results (Analysis of the Laboratory Case of Measurement the Indicators of Thyroid Function

    Directory of Open Access Journals (Sweden)

    N A Kovyazina

    2014-06-01

    Full Text Available The goal of the study was to demonstrate the multilevel laboratory quality management system and point at the methods of estimating the reliability and increasing the amount of information content of the laboratory results (on the example of the laboratory case. Results. The article examines the stages of laboratory quality management which has helped to estimate the reliability of the results of determining Free T3, Free T4 and TSH. The measurement results are presented by the expanded uncertainty and the evaluation of the dynamics. Conclusion. Compliance with mandatory measures for laboratory quality management system enables laboratories to obtain reliable results and calculate the parameters that are able to increase the amount of information content of laboratory tests in clinical decision making.

  8. Reliability estimation for multiunit nuclear and fossil-fired industrial energy systems

    International Nuclear Information System (INIS)

    Sullivan, W.G.; Wilson, J.V.; Klepper, O.H.

    1977-01-01

    As petroleum-based fuels grow increasingly scarce and costly, nuclear energy may become an important alternative source of industrial energy. Initial applications would most likely include a mix of fossil-fired and nuclear sources of process energy. A means for determining the overall reliability of these mixed systems is a fundamental aspect of demonstrating their feasibility to potential industrial users. Reliability data from nuclear and fossil-fired plants are presented, and several methods of applying these data for calculating the reliability of reasonably complex industrial energy supply systems are given. Reliability estimates made under a number of simplifying assumptions indicate that multiple nuclear units or a combination of nuclear and fossil-fired plants could provide adequate reliability to meet industrial requirements for continuity of service

  9. Performing Pumping Test Data Analysis Applying Cooper-Jacob’s Method for Estimating of the Aquifer Parameters

    Directory of Open Access Journals (Sweden)

    Dana Khider Mawlood

    2016-06-01

    Full Text Available Single well test is more common than aquifer test with having observation well, since the advantage of single well test is that the pumping test can be conducted on the production well with the absence of observation well. A kind of single well test, which is step-drawdown test used to determine the efficiency and specific capacity of the well, however in case of single well test it is possible to estimate Transmissivity, but the other parameter which is Storativity is overestimated, so the aim of this study is to analyze four pumping test data located in KAWRGOSK area by using cooper-Jacob’s (1946 time drawdown approximation of Theis method to estimate the aquifer parameters, also in order to determine the reasons which are affecting the reliability of the Storativity value and obtain the important aspect behind that in practice.

  10. 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.

  11. 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.)

  12. On estimation of reliability for pipe lines of heat power plants under cyclic loading

    International Nuclear Information System (INIS)

    Verezemskij, V.G.

    1986-01-01

    One of the possible methods to obtain a quantitative estimate of the reliability for pipe lines of the welded heat power plants under cyclic loading due to heating-cooling and due to vibration is considered. Reliability estimate is carried out for a common case of loading by simultaneous cycles with different amplitudes and loading asymmetry. It is shown that scattering of the breaking number of cycles for the metal of welds may perceptibly decrease reliability of the welded pipe line

  13. 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.

  14. 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

  15. Bayesian approach in the power electric systems study of reliability ...

    African Journals Online (AJOL)

    Keywords: Reliability - Power System - Bayes Theorem - Weibull Model - Probability. ... ensure a series of estimated parameter (failure rate, mean time to failure, function .... only on random variable r.v. describing the operating conditions: ..... Multivariate performance reliability prediction in real-time, Reliability Engineering.

  16. Estimating Between-Person and Within-Person Subscore Reliability with Profile Analysis.

    Science.gov (United States)

    Bulut, Okan; Davison, Mark L; Rodriguez, Michael C

    2017-01-01

    Subscores are of increasing interest in educational and psychological testing due to their diagnostic function for evaluating examinees' strengths and weaknesses within particular domains of knowledge. Previous studies about the utility of subscores have mostly focused on the overall reliability of individual subscores and ignored the fact that subscores should be distinct and have added value over the total score. This study introduces a profile reliability approach that partitions the overall subscore reliability into within-person and between-person subscore reliability. The estimation of between-person reliability and within-person reliability coefficients is demonstrated using subscores from number-correct scoring, unidimensional and multidimensional item response theory scoring, and augmented scoring approaches via a simulation study and a real data study. The effects of various testing conditions, such as subtest length, correlations among subscores, and the number of subtests, are examined. Results indicate that there is a substantial trade-off between within-person and between-person reliability of subscores. Profile reliability coefficients can be useful in determining the extent to which subscores provide distinct and reliable information under various testing conditions.

  17. 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.

  18. 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.

  19. 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.

  20. 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

  1. 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....

  2. 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.

  3. Inducement of Design Parameters for Reliability Improvement of Servo Actuator for Hydraulic Valve Operation

    Energy Technology Data Exchange (ETDEWEB)

    Sung, Baek Ju; Kim, Do Sik [Korea Institute of Machinery and Materials, Daejeon (Korea, Republic of)

    2014-05-15

    The precision hydraulic valve is widely used in various industrial field like aircraft, automobile, and general machinery. Servo actuator is the most important device for driving the precise hydraulic valve. The reliable operation of servo actuator effects on the overall hydraulic system. The performance of servo actuator relies on frequency response and step response according to arbitrary input signal. In this paper, we performed the analysis for the components of servo actuator to satisfy the reliable operation and response characteristics through the reliability analysis, and also induced the design parameters to realize the reliable operation and fast response characteristics of servo actuator for hydraulic valve operation through the empirical knowledge of experts and electromagnetic theories. We suggested the design equations to determine the values of design parameters of servo actuator as like bobbin size, length of yoke and plunger and turn number of coil, and verified the achieved design values through FEM analysis and performance tests using some prototypes of servo actuators adapted in hydraulic valve.

  4. Accuracy of a Classical Test Theory-Based Procedure for Estimating the Reliability of a Multistage Test. Research Report. ETS RR-17-02

    Science.gov (United States)

    Kim, Sooyeon; Livingston, Samuel A.

    2017-01-01

    The purpose of this simulation study was to assess the accuracy of a classical test theory (CTT)-based procedure for estimating the alternate-forms reliability of scores on a multistage test (MST) having 3 stages. We generated item difficulty and discrimination parameters for 10 parallel, nonoverlapping forms of the complete 3-stage test and…

  5. Composite likelihood estimation of demographic parameters

    Directory of Open Access Journals (Sweden)

    Garrigan Daniel

    2009-11-01

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

  6. Intra week reliability of Fibrinolytic and metabolic parameters and stability of their covariance structure

    NARCIS (Netherlands)

    Riese, H.; Vrijkotte, T.; Meijer, P.; Kluft, C.; Geus, E. de

    1999-01-01

    Interactions between lipoproteins and fibrinolytic parameters inducing cardiovascular disease are gradually being disclosed. The multivariate analyses often used in studies investigating this relationship implicitly assume 1) that the reliability of the parameters in a cluster is comparably high,

  7. Reliability analysis based on a novel density estimation method for structures with correlations

    Directory of Open Access Journals (Sweden)

    Baoyu LI

    2017-06-01

    Full Text Available Estimating the Probability Density Function (PDF of the performance function is a direct way for structural reliability analysis, and the failure probability can be easily obtained by integration in the failure domain. However, efficiently estimating the PDF is still an urgent problem to be solved. The existing fractional moment based maximum entropy has provided a very advanced method for the PDF estimation, whereas the main shortcoming is that it limits the application of the reliability analysis method only to structures with independent inputs. While in fact, structures with correlated inputs always exist in engineering, thus this paper improves the maximum entropy method, and applies the Unscented Transformation (UT technique to compute the fractional moments of the performance function for structures with correlations, which is a very efficient moment estimation method for models with any inputs. The proposed method can precisely estimate the probability distributions of performance functions for structures with correlations. Besides, the number of function evaluations of the proposed method in reliability analysis, which is determined by UT, is really small. Several examples are employed to illustrate the accuracy and advantages of the proposed method.

  8. Parameter estimation for an expanding universe

    Directory of Open Access Journals (Sweden)

    Jieci Wang

    2015-03-01

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

  9. An automated method for estimating reliability of grid systems using Bayesian networks

    International Nuclear Information System (INIS)

    Doguc, Ozge; Emmanuel Ramirez-Marquez, Jose

    2012-01-01

    Grid computing has become relevant due to its applications to large-scale resource sharing, wide-area information transfer, and multi-institutional collaborating. In general, in grid computing a service requests the use of a set of resources, available in a grid, to complete certain tasks. Although analysis tools and techniques for these types of systems have been studied, grid reliability analysis is generally computation-intensive to obtain due to the complexity of the system. Moreover, conventional reliability models have some common assumptions that cannot be applied to the grid systems. Therefore, new analytical methods are needed for effective and accurate assessment of grid reliability. This study presents a new method for estimating grid service reliability, which does not require prior knowledge about the grid system structure unlike the previous studies. Moreover, the proposed method does not rely on any assumptions about the link and node failure rates. This approach is based on a data-mining algorithm, the K2, to discover the grid system structure from raw historical system data, that allows to find minimum resource spanning trees (MRST) within the grid then, uses Bayesian networks (BN) to model the MRST and estimate grid service reliability.

  10. Prediction of Software Reliability using Bio Inspired Soft Computing Techniques.

    Science.gov (United States)

    Diwaker, Chander; Tomar, Pradeep; Poonia, Ramesh C; Singh, Vijander

    2018-04-10

    A lot of models have been made for predicting software reliability. The reliability models are restricted to using particular types of methodologies and restricted number of parameters. There are a number of techniques and methodologies that may be used for reliability prediction. There is need to focus on parameters consideration while estimating reliability. The reliability of a system may increase or decreases depending on the selection of different parameters used. Thus there is need to identify factors that heavily affecting the reliability of the system. In present days, reusability is mostly used in the various area of research. Reusability is the basis of Component-Based System (CBS). The cost, time and human skill can be saved using Component-Based Software Engineering (CBSE) concepts. CBSE metrics may be used to assess those techniques which are more suitable for estimating system reliability. Soft computing is used for small as well as large-scale problems where it is difficult to find accurate results due to uncertainty or randomness. Several possibilities are available to apply soft computing techniques in medicine related problems. Clinical science of medicine using fuzzy-logic, neural network methodology significantly while basic science of medicine using neural-networks-genetic algorithm most frequently and preferably. There is unavoidable interest shown by medical scientists to use the various soft computing methodologies in genetics, physiology, radiology, cardiology and neurology discipline. CBSE boost users to reuse the past and existing software for making new products to provide quality with a saving of time, memory space, and money. This paper focused on assessment of commonly used soft computing technique like Genetic Algorithm (GA), Neural-Network (NN), Fuzzy Logic, Support Vector Machine (SVM), Ant Colony Optimization (ACO), Particle Swarm Optimization (PSO), and Artificial Bee Colony (ABC). This paper presents working of soft computing

  11. 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)

  12. 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

  13. 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.

  14. 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

  15. 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

  16. The bridge crane mechanism shaft reliability calculating in case of the fatigue fracture parameters correlation

    Directory of Open Access Journals (Sweden)

    Krutitskiy M.N.

    2016-03-01

    Full Text Available The method of statistical tests examines the impact of the correlation of the parameters of fatigue-such as the durability of the shaft mechanism of an overhead traveling crane for General use is under consideration in this article. It is be-lieved that the normal and shear stresses together affect the overall durability of the shaft. There may be a correlation between endurance limits and coefficients of block similarity of loading. To calculate resource used corrected linear theory of fatigue damage accumulation. Parameters on the reliability are computed after building the function, the reli-ability function directly or through private functions the reliability function for each type of stress.

  17. A Review: Passive System Reliability Analysis – Accomplishments and Unresolved Issues

    Energy Technology Data Exchange (ETDEWEB)

    Nayak, Arun Kumar, E-mail: arunths@barc.gov.in [Reactor Engineering Division, Reactor Design and Development Group, Bhabha Atomic Research Centre, Mumbai (India); Chandrakar, Amit [Homi Bhabha National Institute, Mumbai (India); Vinod, Gopika [Reactor Safety Division, Reactor Design and Development Group, Bhabha Atomic Research Centre, Mumbai (India)

    2014-10-10

    Reliability assessment of passive safety systems is one of the important issues, since safety of advanced nuclear reactors rely on several passive features. In this context, a few methodologies such as reliability evaluation of passive safety system (REPAS), reliability methods for passive safety functions (RMPS), and analysis of passive systems reliability (APSRA) have been developed in the past. These methodologies have been used to assess reliability of various passive safety systems. While these methodologies have certain features in common, but they differ in considering certain issues; for example, treatment of model uncertainties, deviation of geometric, and process parameters from their nominal values. This paper presents the state of the art on passive system reliability assessment methodologies, the accomplishments, and remaining issues. In this review, three critical issues pertaining to passive systems performance and reliability have been identified. The first issue is applicability of best estimate codes and model uncertainty. The best estimate codes based phenomenological simulations of natural convection passive systems could have significant amount of uncertainties, these uncertainties must be incorporated in appropriate manner in the performance and reliability analysis of such systems. The second issue is the treatment of dynamic failure characteristics of components of passive systems. REPAS, RMPS, and APSRA methodologies do not consider dynamic failures of components or process, which may have strong influence on the failure of passive systems. The influence of dynamic failure characteristics of components on system failure probability is presented with the help of a dynamic reliability methodology based on Monte Carlo simulation. The analysis of a benchmark problem of Hold-up tank shows the error in failure probability estimation by not considering the dynamism of components. It is thus suggested that dynamic reliability methodologies must be

  18. 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.

  19. 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.

  20. 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.

  1. 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…

  2. Time-dependent reliability sensitivity analysis of motion mechanisms

    International Nuclear Information System (INIS)

    Wei, Pengfei; Song, Jingwen; Lu, Zhenzhou; Yue, Zhufeng

    2016-01-01

    Reliability sensitivity analysis aims at identifying the source of structure/mechanism failure, and quantifying the effects of each random source or their distribution parameters on failure probability or reliability. In this paper, the time-dependent parametric reliability sensitivity (PRS) analysis as well as the global reliability sensitivity (GRS) analysis is introduced for the motion mechanisms. The PRS indices are defined as the partial derivatives of the time-dependent reliability w.r.t. the distribution parameters of each random input variable, and they quantify the effect of the small change of each distribution parameter on the time-dependent reliability. The GRS indices are defined for quantifying the individual, interaction and total contributions of the uncertainty in each random input variable to the time-dependent reliability. The envelope function method combined with the first order approximation of the motion error function is introduced for efficiently estimating the time-dependent PRS and GRS indices. Both the time-dependent PRS and GRS analysis techniques can be especially useful for reliability-based design. This significance of the proposed methods as well as the effectiveness of the envelope function method for estimating the time-dependent PRS and GRS indices are demonstrated with a four-bar mechanism and a car rack-and-pinion steering linkage. - Highlights: • Time-dependent parametric reliability sensitivity analysis is presented. • Time-dependent global reliability sensitivity analysis is presented for mechanisms. • The proposed method is especially useful for enhancing the kinematic reliability. • An envelope method is introduced for efficiently implementing the proposed methods. • The proposed method is demonstrated by two real planar mechanisms.

  3. 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.

  4. 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.

  5. 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.

  6. 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.

  7. Reliability/Cost Evaluation on Power System connected with Wind Power for the Reserve Estimation

    DEFF Research Database (Denmark)

    Lee, Go-Eun; Cha, Seung-Tae; Shin, Je-Seok

    2012-01-01

    Wind power is ideally a renewable energy with no fuel cost, but has a risk to reduce reliability of the whole system because of uncertainty of the output. If the reserve of the system is increased, the reliability of the system may be improved. However, the cost would be increased. Therefore...... the reserve needs to be estimated considering the trade-off between reliability and economic aspects. This paper suggests a methodology to estimate the appropriate reserve, when wind power is connected to the power system. As a case study, when wind power is connected to power system of Korea, the effects...

  8. Novel Method for 5G Systems NLOS Channels Parameter Estimation

    Directory of Open Access Journals (Sweden)

    Vladeta Milenkovic

    2017-01-01

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

  9. Transient analysis of intercalation electrodes for parameter estimation

    Science.gov (United States)

    Devan, Sheba

    An essential part of integrating batteries as power sources in any application, be it a large scale automotive application or a small scale portable application, is an efficient Battery Management System (BMS). The combination of a battery with the microprocessor based BMS (called "smart battery") helps prolong the life of the battery by operating in the optimal regime and provides accurate information regarding the battery to the end user. The main purposes of BMS are cell protection, monitoring and control, and communication between different components. These purposes are fulfilled by tracking the change in the parameters of the intercalation electrodes in the batteries. Consequently, the functions of the BMS should be prompt, which requires the methodology of extracting the parameters to be efficient in time. The traditional transient techniques applied so far may not be suitable due to reasons such as the inability to apply these techniques when the battery is under operation, long experimental time, etc. The primary aim of this research work is to design a fast, accurate and reliable technique that can be used to extract parameter values of the intercalation electrodes. A methodology based on analysis of the short time response to a sinusoidal input perturbation, in the time domain is demonstrated using a porous electrode model for an intercalation electrode. It is shown that the parameters associated with the interfacial processes occurring in the electrode can be determined rapidly, within a few milliseconds, by measuring the response in the transient region. The short time analysis in the time domain is then extended to a single particle model that involves bulk diffusion in the solid phase in addition to interfacial processes. A systematic procedure for sequential parameter estimation using sensitivity analysis is described. Further, the short time response and the input perturbation are transformed into the frequency domain using Fast Fourier Transform

  10. Application of isotopic information for estimating parameters in Philip infiltration model

    Directory of Open Access Journals (Sweden)

    Tao Wang

    2016-10-01

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

  11. 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.

  12. Weibull Parameters Estimation Based on Physics of Failure Model

    DEFF Research Database (Denmark)

    Kostandyan, Erik; Sørensen, John Dalsgaard

    2012-01-01

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

  13. 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...

  14. Reliable predictions of waste performance in a geologic repository

    International Nuclear Information System (INIS)

    Pigford, T.H.; Chambre, P.L.

    1985-08-01

    Establishing reliable estimates of long-term performance of a waste repository requires emphasis upon valid theories to predict performance. Predicting rates that radionuclides are released from waste packages cannot rest upon empirical extrapolations of laboratory leach data. Reliable predictions can be based on simple bounding theoretical models, such as solubility-limited bulk-flow, if the assumed parameters are reliably known or defensibly conservative. Wherever possible, performance analysis should proceed beyond simple bounding calculations to obtain more realistic - and usually more favorable - estimates of expected performance. Desire for greater realism must be balanced against increasing uncertainties in prediction and loss of reliability. Theoretical predictions of release rate based on mass-transfer analysis are bounding and the theory can be verified. Postulated repository analogues to simulate laboratory leach experiments introduce arbitrary and fictitious repository parameters and are shown not to agree with well-established theory. 34 refs., 3 figs., 2 tabs

  15. Statistical Bayesian method for reliability evaluation based on ADT data

    Science.gov (United States)

    Lu, Dawei; Wang, Lizhi; Sun, Yusheng; Wang, Xiaohong

    2018-05-01

    Accelerated degradation testing (ADT) is frequently conducted in the laboratory to predict the products’ reliability under normal operating conditions. Two kinds of methods, degradation path models and stochastic process models, are utilized to analyze degradation data and the latter one is the most popular method. However, some limitations like imprecise solution process and estimation result of degradation ratio still exist, which may affect the accuracy of the acceleration model and the extrapolation value. Moreover, the conducted solution of this problem, Bayesian method, lose key information when unifying the degradation data. In this paper, a new data processing and parameter inference method based on Bayesian method is proposed to handle degradation data and solve the problems above. First, Wiener process and acceleration model is chosen; Second, the initial values of degradation model and parameters of prior and posterior distribution under each level is calculated with updating and iteration of estimation values; Third, the lifetime and reliability values are estimated on the basis of the estimation parameters; Finally, a case study is provided to demonstrate the validity of the proposed method. The results illustrate that the proposed method is quite effective and accuracy in estimating the lifetime and reliability of a product.

  16. 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...

  17. Estimates of the burst reliability of thin-walled cylinders designed to meet the ASME Code allowables

    International Nuclear Information System (INIS)

    Stancampiano, P.A.; Zemanick, P.P.

    1976-01-01

    Pressure containment components in nuclear power plants are designed by the conventional deterministic safety factor approach to meet the requirements of the ASME Pressure Vessel Code, Section III. The inevitable variabilities and uncertainties associated with the design, manufacture, installation, and service processes suggest a probabilistic design approach may also be pertinent. Accordingly, the burst reliabilities of two thin-walled 304 SS cylindrical vessels such as might be employed in liquid metal plants are estimated. A large vessel fabricated from rolled plate per ASME SA-240 and a smaller pipe sized vessel also fabricated from rolled plate per ASME SA-358 are considered. The vessels are sized to just meet the allowable ASME Code primary membrance stresses at 800 0 F (427 0 C). The bursting probability that the operating pressure is greater than the burst strength of the cylinders is calculated using stress-strength interference theory by direct Monte Carlo simulation on a high speed digital computer. A sensitivity study is employed to identify those design parameters which have the greatest effect on the reliability. The effects of preservice quality assurance defect inspections on the reliability are also evaluated parametrically

  18. Modular Estimation Strategy of Vehicle Dynamic Parameters for Motion Control Applications

    Directory of Open Access Journals (Sweden)

    Rawash Mustafa

    2018-01-01

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

  19. Estimation of object motion parameters from noisy images.

    Science.gov (United States)

    Broida, T J; Chellappa, R

    1986-01-01

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

  20. 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

  1. Parameter Estimation of Damped Compound Pendulum Using Bat Algorithm

    Directory of Open Access Journals (Sweden)

    Saad Mohd Sazli

    2016-01-01

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

  2. On estimation of reliability of a nuclear power plant with tokamak reactor

    International Nuclear Information System (INIS)

    Klemin, A.I.; Smetannikov, V.P.; Shiverskij, E.A.

    1982-01-01

    The results of the analysis of INTOR plant reliability are presented. The first stage of the analysis consists in the calculation of the INTOR plant structural reliability factors (15 ibs main systems have been considered). For each system the failure flow parameter (W(1/h)) and operational readiness Ksub(r) have been determined which for the plant as a whole besides these factors-technological utilization coefficient Ksub(TU) and mean-cycles-between failures Tsub(o). The second stage of the reliability analysis consists in investigating methods of improving its reliability factors reratively to the one calculated at the first level stage. It is shown that the reliability of the whole plant to the most essential extent is determined by the power supply system reliability. The following as to the influence extent on the INTOR plant reliability is the cryogenic system. Calculations of the INTOR plant reliability factors have given the following values: W=4,5x10 -3 1/h. Tsub(o)=152 h, Ksub(r)=0,71, Ksub(TU)=o,4 g

  3. Reliance on and Reliability of the Engineer’s Estimate in Heavy Civil Projects

    Directory of Open Access Journals (Sweden)

    George Okere

    2017-06-01

    Full Text Available To the contractor, the engineer’s estimate is the target number to aim for, and the basis for a contractor to evaluate the accuracy of their estimate. To the owner, the engineer’s estimate is the basis for funding, evaluation of bids, and for predicting project costs. As such the engineer’s estimate is the benchmark. This research sought to investigate the reliance on, and the reliability of the engineer’s estimate in heavy civil cost estimate. The research objective was to characterize the engineer’s estimate and allow owners and contractors re-evaluate or affirm their reliance on the engineer’s estimate. A literature review was conducted to understand the reliance on the engineer’s estimate, and secondary data from Washington State Department of Transportation was used to investigate the reliability of the engineer’s estimate. The findings show the need for practitioners to re-evaluate their reliance on the engineer’s estimate. The empirical data showed that, within various contexts, the engineer’s estimate fell outside the expected accuracy range of the low bids or the cost to complete projects. The study recommends direct tracking of costs by project owners while projects are under construction, the use of a second estimate to improve the accuracy of their estimates, and use of the cost estimating practices found in highly reputable construction companies.

  4. 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.

  5. Reliability of bounce drop jump parameters within elite male rugby players.

    Science.gov (United States)

    Costley, Lisa; Wallace, Eric; Johnston, Michael; Kennedy, Rodney

    2017-07-25

    The aims of the study were to investigate the number of familiarisation sessions required to establish reliability of the bounce drop jump (BDJ) and subsequent reliability once familiarisation is achieved. Seventeen trained male athletes completed 4 BDJs in 4 separate testing sessions. Force-time data from a 20 cm BDJ was obtained using two force plates (ensuring ground contact < 250 ms). Subjects were instructed to 'jump for maximal height and minimal contact time' while the best and average of four jumps were compared. A series of performance variables were assessed in both eccentric and concentric phases including jump height, contact time, flight time, reactive strength index (RSI), peak power, rate of force development (RFD) and actual dropping height (ADH). Reliability was assessed using the intraclass correlation coefficient (ICC) and coefficient of variation (CV) while familiarisation was assessed using a repeated measures analysis of variance (ANOVA). The majority of DJ parameters exhibited excellent reliability with no systematic bias evident, while the average of 4 trials provided greater reliability. With the exception of vertical stiffness (CV: 12.0 %) and RFD (CV: 16.2 %) all variables demonstrated low within subject variation (CV range: 3.1 - 8.9 %). Relative reliability was very poor for ADH, with heights ranging from 14.87 - 29.85 cm. High levels of reliability can be obtained from the BDJ with the exception of vertical stiffness and RFD, however, extreme caution must be taken when comparing DJ results between individuals and squads due to large discrepancies between actual drop height and platform height.

  6. 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)

  7. 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...

  8. 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…

  9. Estimates of genetic parameters and environmental effects for measures of hunting performance in Finnish hounds.

    Science.gov (United States)

    Liinamo, A E; Karjalainen, L; Ojala, M; Vilva, V

    1997-03-01

    Data from field trials of Finnish Hounds between 1988 and 1992 in Finland were used to estimate genetic parameters and environmental effects for measures of hunting performance using REML procedures and an animal model. The original data set included 28,791 field trial records from 5,666 dogs. Males and females had equal hunting performance, whereas experience acquired by age improved trial results compared with results for young dogs (P Hounds with respect to their hunting ability should be based on animal model BLUP methods instead of mere performance testing. The evaluation system of field trials should also be revised for more reliability.

  10. 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.

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

    International Nuclear Information System (INIS)

    Zheng, Xiaoyu; Yamaguchi, Akira; Takata, Takashi

    2013-01-01

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

  12. Availability and Reliability of FSO Links Estimated from Visibility

    Directory of Open Access Journals (Sweden)

    M. Tatarko

    2012-06-01

    Full Text Available This paper is focused on estimation availability and reliability of FSO systems. Shortcut FSO means Free Space Optics. It is a system which allows optical transmission between two steady points. We can say that it is a last mile communication system. It is an optical communication system, but the propagation media is air. This solution of last mile does not require expensive optical fiber and establishing of connection is very simple. But there are some drawbacks which have a bad influence of quality of services and availability of the link. Number of phenomena in the atmosphere such as scattering, absorption and turbulence cause a large variation of receiving optical power and laser beam attenuation. The influence of absorption and turbulence can be significantly reduced by an appropriate design of FSO link. But the visibility has the main influence on quality of the optical transmission channel. Thus, in typical continental area where rain, snow or fog occurs is important to know their values. This article gives a description of device for measuring weather conditions and information about estimation of availability and reliability of FSO links in Slovakia.

  13. 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.

  14. 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.

  15. 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.

  16. 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...

  17. 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.

  18. Reliability updating based on monitoring of structural response parameters

    International Nuclear Information System (INIS)

    Leira, B.J.

    2016-01-01

    Short- and long-term aspects of measuring structural response parameters are addressed. Two specific examples of such measurements are considered for the purpose of illustration and in order to focus the discussion. These examples are taken from the petroleum industry (monitoring of riser response) and from the shipping industry (monitoring of ice-induced strains in a ship hull). Similarities and differences between the two cases are elaborated with respect to which are the most relevant mechanical limit states. Furthermore, main concerns related to reliability levels within a short-term versus long-term time horizon are highlighted. Quantifying the economic benefits of applying monitoring systems is also addressed. - Highlights: • Two examples of structural response monitoring are described. • Application of measurements is discussed in relation to updating of load and structural parameters. • Quantification of the value of response monitoring is made for both of the examples.

  19. 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.

  20. 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.

  1. 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.

  2. Reliability of Estimation Pile Load Capacity Methods

    Directory of Open Access Journals (Sweden)

    Yudhi Lastiasih

    2014-04-01

    Full Text Available None of numerous previous methods for predicting pile capacity is known how accurate any of them are when compared with the actual ultimate capacity of piles tested to failure. The author’s of the present paper have conducted such an analysis, based on 130 data sets of field loading tests. Out of these 130 data sets, only 44 could be analysed, of which 15 were conducted until the piles actually reached failure. The pile prediction methods used were: Brinch Hansen’s method (1963, Chin’s method (1970, Decourt’s Extrapolation Method (1999, Mazurkiewicz’s method (1972, Van der Veen’s method (1953, and the Quadratic Hyperbolic Method proposed by Lastiasih et al. (2012. It was obtained that all the above methods were sufficiently reliable when applied to data from pile loading tests that loaded to reach failure. However, when applied to data from pile loading tests that loaded without reaching failure, the methods that yielded lower values for correction factor N are more recommended. Finally, the empirical method of Reese and O’Neill (1988 was found to be reliable enough to be used to estimate the Qult of a pile foundation based on soil data only.

  3. "A Comparison of Consensus, Consistency, and Measurement Approaches to Estimating Interrater Reliability"

    OpenAIRE

    Steven E. Stemler

    2004-01-01

    This article argues that the general practice of describing interrater reliability as a single, unified concept is..at best imprecise, and at worst potentially misleading. Rather than representing a single concept, different..statistical methods for computing interrater reliability can be more accurately classified into one of three..categories based upon the underlying goals of analysis. The three general categories introduced and..described in this paper are: 1) consensus estimates, 2) cons...

  4. Dynamic analysis and reliability assessment of structures with uncertain-but-bounded parameters under stochastic process excitations

    International Nuclear Information System (INIS)

    Do, Duy Minh; Gao, Wei; Song, Chongmin; Tangaramvong, Sawekchai

    2014-01-01

    This paper presents the non-deterministic dynamic analysis and reliability assessment of structures with uncertain-but-bounded parameters under stochastic process excitations. Random ground acceleration from earthquake motion is adopted to illustrate the stochastic process force. The exact change ranges of natural frequencies, random vibration displacement and stress responses of structures are investigated under the interval analysis framework. Formulations for structural reliability are developed considering the safe boundary and structural random vibration responses as interval parameters. An improved particle swarm optimization algorithm, namely randomised lower sequence initialized high-order nonlinear particle swarm optimization algorithm, is employed to capture the better bounds of structural dynamic characteristics, random vibration responses and reliability. Three numerical examples are used to demonstrate the presented method for interval random vibration analysis and reliability assessment of structures. The accuracy of the results obtained by the presented method is verified by the randomised Quasi-Monte Carlo simulation method (QMCSM) and direct Monte Carlo simulation method (MCSM). - Highlights: • Interval uncertainty is introduced into structural random vibration responses. • Interval dynamic reliability assessments of structures are implemented. • Boundaries of structural dynamic response and reliability are achieved

  5. 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.

  6. 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 ...

  7. Using Mathematical Modeling Methods for Estimating Entrance Flow Heterogeneity Impact on Aviation GTE Parameters and Performances

    Directory of Open Access Journals (Sweden)

    Yu. A. Ezrokhi

    2017-01-01

    Full Text Available The paper considers methodological approaches to the mathematical models (MM of various levels, dedicated to estimate an impact of the entrance flow heterogeneity on the main parameters and performances of the aviation GTE and it units. By an example of calculation of a twin-shaft turbofan engine in cruiser mode, demonstrates engineering mathematical model capabilities to define the impact of the total pressure field distortion on engine trust and air flow parameters, and also gas dynamic stability margin of the both compressors.It is shown that the presented first level mathematical model allows us to estimate sufficiently the impact of entrance total pressure heterogeneity on the engine parameters. Here reliability of calculations is proved to be true by their comparison with the results, obtained owing to well fulfilled 2D & 3D mathematical models of the engine, which have been repeatedly identified by the results of experiments.It is shown that received results including those on decreasing values of stability margin of both compressors can be used for tentative estimates when choosing a desirable stability margin, providing steady operation of compressors and engine in an entire range of its operating modes. Carrying out a definitive testing calculation using the specialized engine MM of a higher level will not only confirm the results obtained, but also reduce their expected error with regard to the real values reached as a result of tests.

  8. Alternative Estimates of the Reliability of College Grade Point Averages. Professional File. Article 130, Spring 2013

    Science.gov (United States)

    Saupe, Joe L.; Eimers, Mardy T.

    2013-01-01

    The purpose of this paper is to explore differences in the reliabilities of cumulative college grade point averages (GPAs), estimated for unweighted and weighted, one-semester, 1-year, 2-year, and 4-year GPAs. Using cumulative GPAs for a freshman class at a major university, we estimate internal consistency (coefficient alpha) reliabilities for…

  9. 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,…

  10. 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.)

  11. Application of subset simulation in reliability estimation of underground pipelines

    International Nuclear Information System (INIS)

    Tee, Kong Fah; Khan, Lutfor Rahman; Li, Hongshuang

    2014-01-01

    This paper presents a computational framework for implementing an advanced Monte Carlo simulation method, called Subset Simulation (SS) for time-dependent reliability prediction of underground flexible pipelines. The SS can provide better resolution for low failure probability level of rare failure events which are commonly encountered in pipeline engineering applications. Random samples of statistical variables are generated efficiently and used for computing probabilistic reliability model. It gains its efficiency by expressing a small probability event as a product of a sequence of intermediate events with larger conditional probabilities. The efficiency of SS has been demonstrated by numerical studies and attention in this work is devoted to scrutinise the robustness of the SS application in pipe reliability assessment and compared with direct Monte Carlo simulation (MCS) method. Reliability of a buried flexible steel pipe with time-dependent failure modes, namely, corrosion induced deflection, buckling, wall thrust and bending stress has been assessed in this study. The analysis indicates that corrosion induced excessive deflection is the most critical failure event whereas buckling is the least susceptible during the whole service life of the pipe. The study also shows that SS is robust method to estimate the reliability of buried pipelines and it is more efficient than MCS, especially in small failure probability prediction

  12. Online Estimation of Model Parameters and State of Charge of LiFePO4 Batteries Using a Novel Open-Circuit Voltage at Various Ambient Temperatures

    Directory of Open Access Journals (Sweden)

    Fei Feng

    2015-04-01

    Full Text Available This study describes an online estimation of the model parameters and state of charge (SOC of lithium iron phosphate batteries in electric vehicles. A widely used SOC estimator is based on the dynamic battery model with predeterminate parameters. However, model parameter variances that follow with their varied operation temperatures can result in errors in estimating battery SOC. To address this problem, a battery online parameter estimator is presented based on an equivalent circuit model using an adaptive joint extended Kalman filter algorithm. Simulations based on actual data are established to verify accuracy and stability in the regression of model parameters. Experiments are also performed to prove that the proposed estimator exhibits good reliability and adaptability under different loading profiles with various temperatures. In addition, open-circuit voltage (OCV is used to estimate SOC in the proposed algorithm. However, the OCV based on the proposed online identification includes a part of concentration polarization and hysteresis, which is defined as parametric identification-based OCV (OCVPI. Considering the temperature factor, a novel OCV–SOC relationship map is established by using OCVPI under various temperatures. Finally, a validating experiment is conducted based on the consecutive loading profiles. Results indicate that our method is effective and adaptable when a battery operates at different ambient temperatures.

  13. 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....

  14. A note on reliability estimation of functionally diverse systems

    International Nuclear Information System (INIS)

    Littlewood, B.; Popov, P.; Strigini, L.

    1999-01-01

    It has been argued that functional diversity might be a plausible means of claiming independence of failures between two versions of a system. We present a model of functional diversity, in the spirit of earlier models of diversity such as those of Eckhardt and Lee, and Hughes. In terms of the model, we show that the claims for independence between functionally diverse systems seem rather unrealistic. Instead, it seems likely that functionally diverse systems will exhibit positively correlated failures, and thus will be less reliable than an assumption of independence would suggest. The result does not, of course, suggest that functional diversity is not worthwhile; instead, it places upon the evaluator of such a system the onus to estimate the degree of dependence so as to evaluate the reliability of the system

  15. 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.

  16. Reliance on and Reliability of the Engineer’s Estimate in Heavy Civil Projects

    OpenAIRE

    Okere, George

    2017-01-01

    To the contractor, the engineer’s estimate is the target number to aim for, and the basis for a contractor to evaluate the accuracy of their estimate. To the owner, the engineer’s estimate is the basis for funding, evaluation of bids, and for predicting project costs. As such the engineer’s estimate is the benchmark. This research sought to investigate the reliance on, and the reliability of the engineer’s estimate in heavy civil cost estimate. The research objective was to characterize the e...

  17. Estimate of the angular dimensions of objects and reconstruction of their shapes from the parameters of the fourth-order radiation correlation function

    International Nuclear Information System (INIS)

    Buryi, E V; Kosygin, A A

    2004-01-01

    It is shown that, when the angular resolution of a receiving optical system is insufficient, the angular dimensions of a located object can be estimated and its shape can be reconstructed by estimating the parameters of the fourth-order correlation function (CF) of scattered coherent radiation. The reliability of the estimates of CF counts obtained by the method of a discrete spatial convolution of the intensity-field counts, the possibility of estimating the CF profile counts by the method of one-dimensional convolution of intensity counts, and the applicability of the method for reconstructing the object shape are confirmed experimentally. (laser applications and other topics in quantum electronics)

  18. 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 ...

  19. Reliability tasks from prediction to field use

    International Nuclear Information System (INIS)

    Guyot, Christian.

    1975-01-01

    This tutorial paper is part of a series intended to sensitive on reliability prolems. Reliability probabilistic concept, is an important parameter of availability. Reliability prediction is an estimation process for evaluating design progress. It is only by the application of a reliability program that reliability objectives can be attained through the different stages of work: conception, fabrication, field use. The user is mainly interested in operational reliability. Indication are given on the support and the treatment of data in the case of electronic equipment at C.E.A. Reliability engineering requires a special state of mind which must be formed and developed in a company in the same way as it may be done for example for safety [fr

  20. Impact of the calibration period on the conceptual rainfall-runoff model parameter estimates

    Science.gov (United States)

    Todorovic, Andrijana; Plavsic, Jasna

    2015-04-01

    A conceptual rainfall-runoff model is defined by its structure and parameters, which are commonly inferred through model calibration. Parameter estimates depend on objective function(s), optimisation method, and calibration period. Model calibration over different periods may result in dissimilar parameter estimates, while model efficiency decreases outside calibration period. Problem of model (parameter) transferability, which conditions reliability of hydrologic simulations, has been investigated for decades. In this paper, dependence of the parameter estimates and model performance on calibration period is analysed. The main question that is addressed is: are there any changes in optimised parameters and model efficiency that can be linked to the changes in hydrologic or meteorological variables (flow, precipitation and temperature)? Conceptual, semi-distributed HBV-light model is calibrated over five-year periods shifted by a year (sliding time windows). Length of the calibration periods is selected to enable identification of all parameters. One water year of model warm-up precedes every simulation, which starts with the beginning of a water year. The model is calibrated using the built-in GAP optimisation algorithm. The objective function used for calibration is composed of Nash-Sutcliffe coefficient for flows and logarithms of flows, and volumetric error, all of which participate in the composite objective function with approximately equal weights. Same prior parameter ranges are used in all simulations. The model is calibrated against flows observed at the Slovac stream gauge on the Kolubara River in Serbia (records from 1954 to 2013). There are no trends in precipitation nor in flows, however, there is a statistically significant increasing trend in temperatures at this catchment. Parameter variability across the calibration periods is quantified in terms of standard deviations of normalised parameters, enabling detection of the most variable parameters

  1. 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)

  2. 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.

  3. 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.

  4. 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

  5. Generating human reliability estimates using expert judgment. Volume 2. Appendices

    International Nuclear Information System (INIS)

    Comer, M.K.; Seaver, D.A.; Stillwell, W.G.; Gaddy, C.D.

    1984-11-01

    The US Nuclear Regulatory Commission is conducting a research program to determine the practicality, acceptability, and usefulness of several different methods for obtaining human reliability data and estimates that can be used in nuclear power plant probabilistic risk assessments (PRA). One method, investigated as part of this overall research program, uses expert judgment to generate human error probability (HEP) estimates and associated uncertainty bounds. The project described in this document evaluated two techniques for using expert judgment: paired comparisons and direct numerical estimation. Volume 2 provides detailed procedures for using the techniques, detailed descriptions of the analyses performed to evaluate the techniques, and HEP estimates generated as part of this project. The results of the evaluation indicate that techniques using expert judgment should be given strong consideration for use in developing HEP estimates. Judgments were shown to be consistent and to provide HEP estimates with a good degree of convergent validity. Of the two techniques tested, direct numerical estimation appears to be preferable in terms of ease of application and quality of results

  6. Estimating crop net primary production using inventory data and MODIS-derived parameters

    Energy Technology Data Exchange (ETDEWEB)

    Bandaru, Varaprasad; West, Tristram O.; Ricciuto, Daniel M.; Izaurralde, Roberto C.

    2013-06-03

    National estimates of spatially-resolved cropland net primary production (NPP) are needed for diagnostic and prognostic modeling of carbon sources, sinks, and net carbon flux. Cropland NPP estimates that correspond with existing cropland cover maps are needed to drive biogeochemical models at the local scale and over national and continental extents. Existing satellite-based NPP products tend to underestimate NPP on croplands. A new Agricultural Inventory-based Light Use Efficiency (AgI-LUE) framework was developed to estimate individual crop biophysical parameters for use in estimating crop-specific NPP. The method is documented here and evaluated for corn and soybean crops in Iowa and Illinois in years 2006 and 2007. The method includes a crop-specific enhanced vegetation index (EVI) from the Moderate Resolution Imaging Spectroradiometer (MODIS), shortwave radiation data estimated using Mountain Climate Simulator (MTCLIM) algorithm and crop-specific LUE per county. The combined aforementioned variables were used to generate spatially-resolved, crop-specific NPP that correspond to the Cropland Data Layer (CDL) land cover product. The modeling framework represented well the gradient of NPP across Iowa and Illinois, and also well represented the difference in NPP between years 2006 and 2007. Average corn and soybean NPP from AgI-LUE was 980 g C m-2 yr-1 and 420 g C m-2 yr-1, respectively. This was 2.4 and 1.1 times higher, respectively, for corn and soybean compared to the MOD17A3 NPP product. Estimated gross primary productivity (GPP) derived from AgI-LUE were in close agreement with eddy flux tower estimates. The combination of new inputs and improved datasets enabled the development of spatially explicit and reliable NPP estimates for individual crops over large regional extents.

  7. 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.

  8. 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.

  9. 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.

  10. 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

  11. Sensitivity of Reliability Estimates in Partially Damaged RC Structures subject to Earthquakes, using Reduced Hysteretic Models

    DEFF Research Database (Denmark)

    Iwankiewicz, R.; Nielsen, Søren R. K.; Skjærbæk, P. S.

    The subject of the paper is the investigation of the sensitivity of structural reliability estimation by a reduced hysteretic model for a reinforced concrete frame under an earthquake excitation.......The subject of the paper is the investigation of the sensitivity of structural reliability estimation by a reduced hysteretic model for a reinforced concrete frame under an earthquake excitation....

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

    Directory of Open Access Journals (Sweden)

    Yogesh eRathi

    2016-04-01

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

  13. 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.

  14. Reliability of stellar inclination estimated from asteroseismology: analytical criteria, mock simulations and Kepler data analysis

    Science.gov (United States)

    Kamiaka, Shoya; Benomar, Othman; Suto, Yasushi

    2018-05-01

    Advances in asteroseismology of solar-like stars, now provide a unique method to estimate the stellar inclination i⋆. This enables to evaluate the spin-orbit angle of transiting planetary systems, in a complementary fashion to the Rossiter-McLaughlineffect, a well-established method to estimate the projected spin-orbit angle λ. Although the asteroseismic method has been broadly applied to the Kepler data, its reliability has yet to be assessed intensively. In this work, we evaluate the accuracy of i⋆ from asteroseismology of solar-like stars using 3000 simulated power spectra. We find that the low signal-to-noise ratio of the power spectra induces a systematic under-estimate (over-estimate) bias for stars with high (low) inclinations. We derive analytical criteria for the reliable asteroseismic estimate, which indicates that reliable measurements are possible in the range of 20° ≲ i⋆ ≲ 80° only for stars with high signal-to-noise ratio. We also analyse and measure the stellar inclination of 94 Kepler main-sequence solar-like stars, among which 33 are planetary hosts. According to our reliability criteria, a third of them (9 with planets, 22 without) have accurate stellar inclination. Comparison of our asteroseismic estimate of vsin i⋆ against spectroscopic measurements indicates that the latter suffers from a large uncertainty possibly due to the modeling of macro-turbulence, especially for stars with projected rotation speed vsin i⋆ ≲ 5km/s. This reinforces earlier claims, and the stellar inclination estimated from the combination of measurements from spectroscopy and photometric variation for slowly rotating stars needs to be interpreted with caution.

  15. 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.

  16. 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

  17. 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.

  18. 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.

  19. 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.

  20. 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

  1. Resimulation of noise: a precision estimator for least square error curve-fitting tested for axial strain time constant imaging

    Science.gov (United States)

    Nair, S. P.; Righetti, R.

    2015-05-01

    Recent elastography techniques focus on imaging information on properties of materials which can be modeled as viscoelastic or poroelastic. These techniques often require the fitting of temporal strain data, acquired from either a creep or stress-relaxation experiment to a mathematical model using least square error (LSE) parameter estimation. It is known that the strain versus time relationships for tissues undergoing creep compression have a non-linear relationship. In non-linear cases, devising a measure of estimate reliability can be challenging. In this article, we have developed and tested a method to provide non linear LSE parameter estimate reliability: which we called Resimulation of Noise (RoN). RoN provides a measure of reliability by estimating the spread of parameter estimates from a single experiment realization. We have tested RoN specifically for the case of axial strain time constant parameter estimation in poroelastic media. Our tests show that the RoN estimated precision has a linear relationship to the actual precision of the LSE estimator. We have also compared results from the RoN derived measure of reliability against a commonly used reliability measure: the correlation coefficient (CorrCoeff). Our results show that CorrCoeff is a poor measure of estimate reliability for non-linear LSE parameter estimation. While the RoN is specifically tested only for axial strain time constant imaging, a general algorithm is provided for use in all LSE parameter estimation.

  2. Uncertainty in reliability estimation : when do we know everything we know?

    NARCIS (Netherlands)

    Houben, M.J.H.A.; Sonnemans, P.J.M.; Newby, M.J.; Bris, R.; Guedes Soares, C.; Martorell, S.

    2009-01-01

    In this paperwe demonstrate the use of an adapted GroundedTheory approach through interviews and their analysis to determine explicit uncertainty (known unknowns) for reliability estimation in the early phases of product development.We have applied the adapted Grounded Theory approach in a case

  3. 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.

  4. Dynamic Reliability Analysis of Gear Transmission System of Wind Turbine in Consideration of Randomness of Loadings and Parameters

    Directory of Open Access Journals (Sweden)

    Lei Wang

    2014-01-01

    Full Text Available A dynamic model of gear transmission system of wind turbine is built with consideration of randomness of loads and parameters. The dynamic response of the system is obtained using the theory of random sampling and the Runge-Kutta method. According to rain flow counting principle, the dynamic meshing forces are converted into a series of luffing fatigue load spectra. The amplitude and frequency of the equivalent stress are obtained using equivalent method of Geber quadratic curve. Moreover, the dynamic reliability model of components and system is built according to the theory of probability of cumulative fatigue damage. The system reliability with the random variation of parameters is calculated and the influence of random parameters on dynamic reliability of components is analyzed. In the end, the results of the proposed method are compared with that of Monte Carlo method. This paper can be instrumental in the design of wind turbine gear transmission system with more advantageous dynamic reliability.

  5. Validity and reliability of Nike + Fuelband for estimating physical activity energy expenditure.

    Science.gov (United States)

    Tucker, Wesley J; Bhammar, Dharini M; Sawyer, Brandon J; Buman, Matthew P; Gaesser, Glenn A

    2015-01-01

    The Nike + Fuelband is a commercially available, wrist-worn accelerometer used to track physical activity energy expenditure (PAEE) during exercise. However, validation studies assessing the accuracy of this device for estimating PAEE are lacking. Therefore, this study examined the validity and reliability of the Nike + Fuelband for estimating PAEE during physical activity in young adults. Secondarily, we compared PAEE estimation of the Nike + Fuelband with the previously validated SenseWear Armband (SWA). Twenty-four participants (n = 24) completed two, 60-min semi-structured routines consisting of sedentary/light-intensity, moderate-intensity, and vigorous-intensity physical activity. Participants wore a Nike + Fuelband and SWA, while oxygen uptake was measured continuously with an Oxycon Mobile (OM) metabolic measurement system (criterion). The Nike + Fuelband (ICC = 0.77) and SWA (ICC = 0.61) both demonstrated moderate to good validity. PAEE estimates provided by the Nike + Fuelband (246 ± 67 kcal) and SWA (238 ± 57 kcal) were not statistically different than OM (243 ± 67 kcal). Both devices also displayed similar mean absolute percent errors for PAEE estimates (Nike + Fuelband = 16 ± 13 %; SWA = 18 ± 18 %). Test-retest reliability for PAEE indicated good stability for Nike + Fuelband (ICC = 0.96) and SWA (ICC = 0.90). The Nike + Fuelband provided valid and reliable estimates of PAEE, that are similar to the previously validated SWA, during a routine that included approximately equal amounts of sedentary/light-, moderate- and vigorous-intensity physical activity.

  6. Stress-strength reliability for general bivariate distributions

    Directory of Open Access Journals (Sweden)

    Alaa H. Abdel-Hamid

    2016-10-01

    Full Text Available An expression for the stress-strength reliability R=P(X1estimates of the parameters and reliability function R are obtained. In the non-parametric case, point and interval estimates of R are developed using Govindarajulu's asymptotic distribution-free method when X1 and X2 are dependent. An example is given when the population distribution is bivariate compound Weibull. Simulation is performed, based on different sample sizes to study the performance of estimates.

  7. 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

  8. Parameters estimation of the single and double diode photovoltaic models using a Gauss–Seidel algorithm and analytical method: A comparative study

    International Nuclear Information System (INIS)

    Et-torabi, K.; Nassar-eddine, I.; Obbadi, A.; Errami, Y.; Rmaily, R.; Sahnoun, S.; El fajri, A.; Agunaou, M.

    2017-01-01

    Highlights: • Comparative study of two methods: a Gauss Seidel method and an analytical method. • Five models are implemented to estimate the five parameters for single diode. • Two models are used to estimate the seven parameters for double diode. • The parameters are estimated under changing environmental conditions. • To choose method/model combination more adequate for each PV module technology. - Abstract: In the photovoltaic (PV) panels modeling field, this paper presents a comparative study of two parameter estimation methods: the iterative method called Gauss Seidel, applied on the single diode model, and the analytical method used on the double diode model. These parameter estimation methods are based on the manufacturer's datasheets. They are also tested on three PV modules of different technologies: multicrystalline (kyocera KC200GT), monocrystalline (Shell SQ80), and thin film (Shell ST40). For the iterative method, five existing mathematical models classified from 1 to 5 are used to estimate the parameters of these PV modules under varying environmental conditions. Only two models of them are used for the analytical method. Each model is based on the combination of the photocurrent and the reverse saturation current’s expressions in terms of temperature and irradiance. In addition, the results of the models’ simulation are compared with the experimental data obtained from the PV modules’ datasheets, in order to evaluate the accuracy of the models. The simulation shows that the I-V characteristics obtained are matching to the experimental data. In order to validate the reliability of the two methods, both the Absolute Error (AE) and the Root Mean Square Error (RMSE) were calculated. The results suggest that the analytical method can be very useful for monocrystalline and multicrystalline modules, but for the thin film module, the iterative method is the most suitable.

  9. Reliability of surface electromyography timing parameters in gait in cervical spondylotic myelopathy.

    LENUS (Irish Health Repository)

    Malone, Ailish

    2012-02-01

    The aims of this study were to validate a computerised method to detect muscle activity from surface electromyography (SEMG) signals in gait in patients with cervical spondylotic myelopathy (CSM), and to evaluate the test-retest reliability of the activation times designated by this method. SEMG signals were recorded from rectus femoris (RF), biceps femoris (BF), tibialis anterior (TA), and medial gastrocnemius (MG), during gait in 12 participants with CSM on two separate test days. Four computerised activity detection methods, based on the Teager-Kaiser Energy Operator (TKEO), were applied to a subset of signals and compared to visual interpretation of muscle activation. The most accurate method was then applied to all signals for evaluation of test-retest reliability. A detection method based on a combined slope and amplitude threshold showed the highest agreement (87.5%) with visual interpretation. With respect to reliability, the standard error of measurement (SEM) of the timing of RF, TA and MG between test days was 5.5% stride duration or less, while the SEM of BF was 9.4%. The timing parameters of RF, TA and MG designated by this method were considered sufficiently reliable for use in clinical practice, however the reliability of BF was questionable.

  10. 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

  11. Bootstrap analysis of designed experiments for reliability improvement with a non-constant scale parameter

    International Nuclear Information System (INIS)

    Wang, Guodong; He, Zhen; Xue, Li; Cui, Qingan; Lv, Shanshan; Zhou, Panpan

    2017-01-01

    Factors which significantly affect product reliability are of great interest to reliability practitioners. This paper proposes a bootstrap-based methodology for identifying significant factors when both location and scale parameters of the smallest extreme value distribution vary over experimental factors. An industrial thermostat experiment is presented, analyzed, and discussed as an illustrative example. The analysis results show that 1) the misspecification of a constant scale parameter may lead to misidentify spurious effects; 2) the important factors identified by different bootstrap methods (i.e., percentile bootstrapping, bias-corrected percentile bootstrapping, and bias-corrected and accelerated percentile bootstrapping) are different; 3) the number of factors affecting 10th percentile lifetime significantly is less than the number of important factors identified at 63.21th percentile. - Highlights: • Product reliability is improved by design of experiments under both scale and location parameters of smallest extreme value distribution vary with experimental factors. • A bootstrap-based methodology is proposed to identify important factors which affect 100pth lifetime percentile significantly. • Bootstrapping confidence intervals associating experimental factors are obtained by using three bootstrap methods (i.e., percentile bootstrapping, bias-corrected percentile bootstrapping, and bias-corrected and accelerated percentile bootstrapping). • The important factors identified by different bootstrap methods are different. • The number of factors affecting 10th percentile significantly is less than the number of important factors identified at 63.21th percentile.

  12. 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

  13. 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)

  14. 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.

  15. 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.

  16. Nonparametric Estimation of Interval Reliability for Discrete-Time Semi-Markov Systems

    DEFF Research Database (Denmark)

    Georgiadis, Stylianos; Limnios, Nikolaos

    2016-01-01

    In this article, we consider a repairable discrete-time semi-Markov system with finite state space. The measure of the interval reliability is given as the probability of the system being operational over a given finite-length time interval. A nonparametric estimator is proposed for the interval...

  17. 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.

  18. 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

  19. 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.

  20. Fatigue Reliability Analysis of a Mono-Tower Platform

    DEFF Research Database (Denmark)

    Kirkegaard, Poul Henning; Sørensen, John Dalsgaard; Brincker, Rune

    1991-01-01

    In this paper, a fatigue reliability analysis of a Mono-tower platform is presented. The failure mode, fatigue failure in the butt welds, is investigated with two different models. The one with the fatigue strength expressed through SN relations, the other with the fatigue strength expressed thro...... of the natural period, damping ratio, current, stress spectrum and parameters describing the fatigue strength. Further, soil damping is shown to be significant for the Mono-tower.......In this paper, a fatigue reliability analysis of a Mono-tower platform is presented. The failure mode, fatigue failure in the butt welds, is investigated with two different models. The one with the fatigue strength expressed through SN relations, the other with the fatigue strength expressed...... through linear-elastic fracture mechanics (LEFM). In determining the cumulative fatigue damage, Palmgren-Miner's rule is applied. Element reliability, as well as systems reliability, is estimated using first-order reliability methods (FORM). The sensitivity of the systems reliability to various parameters...

  1. 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.

  2. 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.

  3. 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

  4. 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.

  5. 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.

  6. 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.

  7. 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.

  8. Generating human reliability estimates using expert judgment. Volume 1. Main report

    International Nuclear Information System (INIS)

    Comer, M.K.; Seaver, D.A.; Stillwell, W.G.; Gaddy, C.D.

    1984-11-01

    The US Nuclear Regulatory Commission is conducting a research program to determine the practicality, acceptability, and usefulness of several different methods for obtaining human reliability data and estimates that can be used in nuclear power plant probabilistic risk assessment (PRA). One method, investigated as part of this overall research program, uses expert judgment to generate human error probability (HEP) estimates and associated uncertainty bounds. The project described in this document evaluated two techniques for using expert judgment: paired comparisons and direct numerical estimation. Volume 1 of this report provides a brief overview of the background of the project, the procedure for using psychological scaling techniques to generate HEP estimates and conclusions from evaluation of the techniques. Results of the evaluation indicate that techniques using expert judgment should be given strong consideration for use in developing HEP estimates. In addition, HEP estimates for 35 tasks related to boiling water reactors (BMRs) were obtained as part of the evaluation. These HEP estimates are also included in the report

  9. Reliability analysis techniques for the design engineer

    International Nuclear Information System (INIS)

    Corran, E.R.; Witt, H.H.

    1980-01-01

    A fault tree analysis package is described that eliminates most of the housekeeping tasks involved in proceeding from the initial construction of a fault tree to the final stage of presenting a reliability analysis in a safety report. It is suitable for designers with relatively little training in reliability analysis and computer operation. Users can rapidly investigate the reliability implications of various options at the design stage, and evolve a system which meets specified reliability objectives. Later independent review is thus unlikely to reveal major shortcomings necessitating modification and projects delays. The package operates interactively allowing the user to concentrate on the creative task of developing the system fault tree, which may be modified and displayed graphically. For preliminary analysis system data can be derived automatically from a generic data bank. As the analysis procedes improved estimates of critical failure rates and test and maintenance schedules can be inserted. The computations are standard, - identification of minimal cut-sets, estimation of reliability parameters, and ranking of the effect of the individual component failure modes and system failure modes on these parameters. The user can vary the fault trees and data on-line, and print selected data for preferred systems in a form suitable for inclusion in safety reports. A case history is given - that of HIFAR containment isolation system. (author)

  10. 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.

  11. Effect of reference parameters and properties of materials for WWER-type fuel elements on their reliability

    Energy Technology Data Exchange (ETDEWEB)

    Bibilashvili, Yu K; Malachenko, L L; Medvedev, A V; Solyany, V I; Sukhanov, G I; Tonkov, V Yu

    1987-05-01

    Present approach to requirements for reference parameters and properties of materials for WWER-1000 fuel elements is presented as well as evaluation of their effects on fuel reliability. Some results of investigations with the aim of improving fuel element reliability in operational NPP conditions are discussed. 4 references, 7 figures, 3 tables.

  12. 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.

  13. 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.

  14. 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...

  15. 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

  16. Improved dose–volume histogram estimates for radiopharmaceutical therapy by optimizing quantitative SPECT reconstruction parameters

    International Nuclear Information System (INIS)

    Cheng Lishui; Hobbs, Robert F; Sgouros, George; Frey, Eric C; Segars, Paul W

    2013-01-01

    In radiopharmaceutical therapy, an understanding of the dose distribution in normal and target tissues is important for optimizing treatment. Three-dimensional (3D) dosimetry takes into account patient anatomy and the nonuniform uptake of radiopharmaceuticals in tissues. Dose–volume histograms (DVHs) provide a useful summary representation of the 3D dose distribution and have been widely used for external beam treatment planning. Reliable 3D dosimetry requires an accurate 3D radioactivity distribution as the input. However, activity distribution estimates from SPECT are corrupted by noise and partial volume effects (PVEs). In this work, we systematically investigated OS-EM based quantitative SPECT (QSPECT) image reconstruction in terms of its effect on DVHs estimates. A modified 3D NURBS-based Cardiac-Torso (NCAT) phantom that incorporated a non-uniform kidney model and clinically realistic organ activities and biokinetics was used. Projections were generated using a Monte Carlo (MC) simulation; noise effects were studied using 50 noise realizations with clinical count levels. Activity images were reconstructed using QSPECT with compensation for attenuation, scatter and collimator–detector response (CDR). Dose rate distributions were estimated by convolution of the activity image with a voxel S kernel. Cumulative DVHs were calculated from the phantom and QSPECT images and compared both qualitatively and quantitatively. We found that noise, PVEs, and ringing artifacts due to CDR compensation all degraded histogram estimates. Low-pass filtering and early termination of the iterative process were needed to reduce the effects of noise and ringing artifacts on DVHs, but resulted in increased degradations due to PVEs. Large objects with few features, such as the liver, had more accurate histogram estimates and required fewer iterations and more smoothing for optimal results. Smaller objects with fine details, such as the kidneys, required more iterations and less

  17. Improved dose-volume histogram estimates for radiopharmaceutical therapy by optimizing quantitative SPECT reconstruction parameters

    Science.gov (United States)

    Cheng, Lishui; Hobbs, Robert F.; Segars, Paul W.; Sgouros, George; Frey, Eric C.

    2013-06-01

    In radiopharmaceutical therapy, an understanding of the dose distribution in normal and target tissues is important for optimizing treatment. Three-dimensional (3D) dosimetry takes into account patient anatomy and the nonuniform uptake of radiopharmaceuticals in tissues. Dose-volume histograms (DVHs) provide a useful summary representation of the 3D dose distribution and have been widely used for external beam treatment planning. Reliable 3D dosimetry requires an accurate 3D radioactivity distribution as the input. However, activity distribution estimates from SPECT are corrupted by noise and partial volume effects (PVEs). In this work, we systematically investigated OS-EM based quantitative SPECT (QSPECT) image reconstruction in terms of its effect on DVHs estimates. A modified 3D NURBS-based Cardiac-Torso (NCAT) phantom that incorporated a non-uniform kidney model and clinically realistic organ activities and biokinetics was used. Projections were generated using a Monte Carlo (MC) simulation; noise effects were studied using 50 noise realizations with clinical count levels. Activity images were reconstructed using QSPECT with compensation for attenuation, scatter and collimator-detector response (CDR). Dose rate distributions were estimated by convolution of the activity image with a voxel S kernel. Cumulative DVHs were calculated from the phantom and QSPECT images and compared both qualitatively and quantitatively. We found that noise, PVEs, and ringing artifacts due to CDR compensation all degraded histogram estimates. Low-pass filtering and early termination of the iterative process were needed to reduce the effects of noise and ringing artifacts on DVHs, but resulted in increased degradations due to PVEs. Large objects with few features, such as the liver, had more accurate histogram estimates and required fewer iterations and more smoothing for optimal results. Smaller objects with fine details, such as the kidneys, required more iterations and less

  18. 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...

  19. 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.

  20. 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.

  1. Probabilistic confidence for decisions based on uncertain reliability estimates

    Science.gov (United States)

    Reid, Stuart G.

    2013-05-01

    Reliability assessments are commonly carried out to provide a rational basis for risk-informed decisions concerning the design or maintenance of engineering systems and structures. However, calculated reliabilities and associated probabilities of failure often have significant uncertainties associated with the possible estimation errors relative to the 'true' failure probabilities. For uncertain probabilities of failure, a measure of 'probabilistic confidence' has been proposed to reflect the concern that uncertainty about the true probability of failure could result in a system or structure that is unsafe and could subsequently fail. The paper describes how the concept of probabilistic confidence can be applied to evaluate and appropriately limit the probabilities of failure attributable to particular uncertainties such as design errors that may critically affect the dependability of risk-acceptance decisions. This approach is illustrated with regard to the dependability of structural design processes based on prototype testing with uncertainties attributable to sampling variability.

  2. Reliability of Semiautomated Computational Methods for Estimating Tibiofemoral Contact Stress in the Multicenter Osteoarthritis Study

    Directory of Open Access Journals (Sweden)

    Donald D. Anderson

    2012-01-01

    Full Text Available Recent findings suggest that contact stress is a potent predictor of subsequent symptomatic osteoarthritis development in the knee. However, much larger numbers of knees (likely on the order of hundreds, if not thousands need to be reliably analyzed to achieve the statistical power necessary to clarify this relationship. This study assessed the reliability of new semiautomated computational methods for estimating contact stress in knees from large population-based cohorts. Ten knees of subjects from the Multicenter Osteoarthritis Study were included. Bone surfaces were manually segmented from sequential 1.0 Tesla magnetic resonance imaging slices by three individuals on two nonconsecutive days. Four individuals then registered the resulting bone surfaces to corresponding bone edges on weight-bearing radiographs, using a semi-automated algorithm. Discrete element analysis methods were used to estimate contact stress distributions for each knee. Segmentation and registration reliabilities (day-to-day and interrater for peak and mean medial and lateral tibiofemoral contact stress were assessed with Shrout-Fleiss intraclass correlation coefficients (ICCs. The segmentation and registration steps of the modeling approach were found to have excellent day-to-day (ICC 0.93–0.99 and good inter-rater reliability (0.84–0.97. This approach for estimating compartment-specific tibiofemoral contact stress appears to be sufficiently reliable for use in large population-based cohorts.

  3. 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.

  4. 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

  5. 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.

  6. 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

  7. 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...

  8. 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.

  9. Reliability of radiographic parameters in adults with hip dysplasia

    Energy Technology Data Exchange (ETDEWEB)

    Terjesen, Terje [Oslo University Hospital, Rikshospitalet, Department of Orthopaedics, Oslo (Norway); Gunderson, Ragnhild B. [Oslo University Hospital, Rikshospitalet, Department of Radiology, Oslo (Norway)

    2012-07-15

    To assess the reliability of radiographic measurements in adults previously treated for developmental dysplasia of the hip (DDH) and to clarify whether these parameters differ according to position of the patient (supine versus standing). Fifty-one patients (41 females and 10 males) with 63 affected hips were included in the study. The mean follow-up period was 45 (44-49) years in the patients who had not undergone total hip replacement (THR). Anteroposterior radiographs of the pelvis were taken with the patient in the supine and in the standing position. Measurements used for residual hip dysplasia were center-edge (CE) angle and migration percentage (MP). The joint space width (JSW) was measured at three or four locations of the upper, weight-bearing part of the joint, and the shortest distance was termed the minimum joint space width (minJSW). One radiologist and one orthopaedic surgeon, each with more than 30 years of experience, independently measured the radiographic parameters. The limits of agreement (LOA) of the CE angle (mean interobserver difference {+-} 2SD) were within the range -8 to 7 . The LOA of the MP were in the range -8 to 8% and of the minJSW -0.6 to 1.1 mm. The mean differences in CE angle between supine and standing radiographs (supine - standing) ranged from -1.1 to 0.0 and the mean differences in MP between supine and standing positions were below 1%. The mean positional differences in minJSW were below 0.1 mm and were not statistically significant. The interobserver variations with regard to CE angle, MP, and minJSW were moderate, indicating that these are reliable measurements in clinical practice. Femoral head coverage and JSW did not significantly differ between supine and weight-bearing positions. (orig.)

  10. Application of Fault Tree Analysis for Estimating Temperature Alarm Circuit Reliability

    International Nuclear Information System (INIS)

    El-Shanshoury, A.I.; El-Shanshoury, G.I.

    2011-01-01

    Fault Tree Analysis (FTA) is one of the most widely-used methods in system reliability analysis. It is a graphical technique that provides a systematic description of the combinations of possible occurrences in a system, which can result in an undesirable outcome. The presented paper deals with the application of FTA method in analyzing temperature alarm circuit. The criticality failure of this circuit comes from failing to alarm when temperature exceeds a certain limit. In order for a circuit to be safe, a detailed analysis of the faults causing circuit failure is performed by configuring fault tree diagram (qualitative analysis). Calculations of circuit quantitative reliability parameters such as Failure Rate (FR) and Mean Time between Failures (MTBF) are also done by using Relex 2009 computer program. Benefits of FTA are assessing system reliability or safety during operation, improving understanding of the system, and identifying root causes of equipment failures

  11. Component aging and reliability trends in Loviisa Nuclear Power Plant

    International Nuclear Information System (INIS)

    Jankala, K.E.; Vaurio, J.K.

    1989-01-01

    A plant-specific reliability data collection and analysis system has been developed at the Loviisa Nuclear Power Plant to perform tests for component aging and analysis of reliability trends. The system yields both mean values an uncertainty distribution information for reliability parameters to be used in the PSA project underway and in living-PSA applications. Several different trend models are included in the reliability analysis system. Simple analytical expressions have been derived from the parameters of these models, and their variances have been obtained using the information matrix. This paper is focused on the details of the learning/aging models and the estimation of their parameters and statistical accuracies. Applications to the historical data of the Loviisa plant are presented. The results indicate both up- and down-trends in failure rates as well as individuality between nominally identical components

  12. 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

  13. Methods for estimating the reliability of the RBMK fuel assemblies and elements

    International Nuclear Information System (INIS)

    Klemin, A.I.; Sitkarev, A.G.

    1985-01-01

    Applied non-parametric methods for calculation of point and interval estimations for the basic nomenclature of reliability factors for the RBMK fuel assemblies and elements are described. As the fuel assembly and element reliability factors, the average lifetime is considered at a preset operating time up to unloading due to fuel burnout as well as the average lifetime at the reactor transient operation and at the steady-state fuel reloading mode of reactor operation. The formulae obtained are included into the special standardized engineering documentation

  14. 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.

  15. 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

  16. 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.

  17. Subset simulation for structural reliability sensitivity analysis

    International Nuclear Information System (INIS)

    Song Shufang; Lu Zhenzhou; Qiao Hongwei

    2009-01-01

    Based on two procedures for efficiently generating conditional samples, i.e. Markov chain Monte Carlo (MCMC) simulation and importance sampling (IS), two reliability sensitivity (RS) algorithms are presented. On the basis of reliability analysis of Subset simulation (Subsim), the RS of the failure probability with respect to the distribution parameter of the basic variable is transformed as a set of RS of conditional failure probabilities with respect to the distribution parameter of the basic variable. By use of the conditional samples generated by MCMC simulation and IS, procedures are established to estimate the RS of the conditional failure probabilities. The formulae of the RS estimator, its variance and its coefficient of variation are derived in detail. The results of the illustrations show high efficiency and high precision of the presented algorithms, and it is suitable for highly nonlinear limit state equation and structural system with single and multiple failure modes

  18. The effect of reference parameters and properties of materials for WWER-type fuel elements on their reliability

    International Nuclear Information System (INIS)

    Bibilashvili, Yu.K.; Malachenko, L.L.; Medvedev, A.V.; Solyany, V.I.; Sukhanov, G.I.; Tonkov, V.Yu.

    1987-01-01

    Present approach to requirements for reference parameters and properties of materials for WWER-1000 fuel elements is presented as well as evaluation of their effects on fuel reliability. Some results of investigations with the aim of improving fuel element reliability in operational NPP conditions are discussed. (author)

  19. 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…

  20. Model uncertainty and multimodel inference in reliability estimation within a longitudinal framework.

    Science.gov (United States)

    Alonso, Ariel; Laenen, Annouschka

    2013-05-01

    Laenen, Alonso, and Molenberghs (2007) and Laenen, Alonso, Molenberghs, and Vangeneugden (2009) proposed a method to assess the reliability of rating scales in a longitudinal context. The methodology is based on hierarchical linear models, and reliability coefficients are derived from the corresponding covariance matrices. However, finding a good parsimonious model to describe complex longitudinal data is a challenging task. Frequently, several models fit the data equally well, raising the problem of model selection uncertainty. When model uncertainty is high one may resort to model averaging, where inferences are based not on one but on an entire set of models. We explored the use of different model building strategies, including model averaging, in reliability estimation. We found that the approach introduced by Laenen et al. (2007, 2009) combined with some of these strategies may yield meaningful results in the presence of high model selection uncertainty and when all models are misspecified, in so far as some of them manage to capture the most salient features of the data. Nonetheless, when all models omit prominent regularities in the data, misleading results may be obtained. The main ideas are further illustrated on a case study in which the reliability of the Hamilton Anxiety Rating Scale is estimated. Importantly, the ambit of model selection uncertainty and model averaging transcends the specific setting studied in the paper and may be of interest in other areas of psychometrics. © 2012 The British Psychological Society.

  1. An iterative procedure for obtaining maximum-likelihood estimates of the parameters for a mixture of normal distributions

    Science.gov (United States)

    Peters, B. C., Jr.; Walker, H. F.

    1978-01-01

    This paper addresses the problem of obtaining numerically maximum-likelihood estimates of the parameters for a mixture of normal distributions. In recent literature, a certain successive-approximations procedure, based on the likelihood equations, was shown empirically to be effective in numerically approximating such maximum-likelihood estimates; however, the reliability of this procedure was not established theoretically. Here, we introduce a general iterative procedure, of the generalized steepest-ascent (deflected-gradient) type, which is just the procedure known in the literature when the step-size is taken to be 1. We show that, with probability 1 as the sample size grows large, this procedure converges locally to the strongly consistent maximum-likelihood estimate whenever the step-size lies between 0 and 2. We also show that the step-size which yields optimal local convergence rates for large samples is determined in a sense by the 'separation' of the component normal densities and is bounded below by a number between 1 and 2.

  2. 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.

  3. 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

  4. 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

  5. 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

  6. 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...

  7. 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.

  8. Competing risk models in reliability systems, a Weibull distribution model with Bayesian analysis approach

    International Nuclear Information System (INIS)

    Iskandar, Ismed; Gondokaryono, Yudi Satria

    2016-01-01

    In reliability theory, the most important problem is to determine the reliability of a complex system from the reliability of its components. The weakness of most reliability theories is that the systems are described and explained as simply functioning or failed. In many real situations, the failures may be from many causes depending upon the age and the environment of the system and its components. Another problem in reliability theory is one of estimating the parameters of the assumed failure models. The estimation may be based on data collected over censored or uncensored life tests. In many reliability problems, the failure data are simply quantitatively inadequate, especially in engineering design and maintenance system. The Bayesian analyses are more beneficial than the classical one in such cases. The Bayesian estimation analyses allow us to combine past knowledge or experience in the form of an apriori distribution with life test data to make inferences of the parameter of interest. In this paper, we have investigated the application of the Bayesian estimation analyses to competing risk systems. The cases are limited to the models with independent causes of failure by using the Weibull distribution as our model. A simulation is conducted for this distribution with the objectives of verifying the models and the estimators and investigating the performance of the estimators for varying sample size. The simulation data are analyzed by using Bayesian and the maximum likelihood analyses. The simulation results show that the change of the true of parameter relatively to another will change the value of standard deviation in an opposite direction. For a perfect information on the prior distribution, the estimation methods of the Bayesian analyses are better than those of the maximum likelihood. The sensitivity analyses show some amount of sensitivity over the shifts of the prior locations. They also show the robustness of the Bayesian analysis within the range

  9. 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.

  10. 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.

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

    Directory of Open Access Journals (Sweden)

    Shaolong Chen

    2016-01-01

    Full Text Available Parameter estimation is an important problem in nonlinear system modeling and control. Through constructing an appropriate fitness function, parameter estimation of system could be converted to a multidimensional parameter optimization problem. As a novel swarm intelligence algorithm, chicken swarm optimization (CSO has attracted much attention owing to its good global convergence and robustness. In this paper, a method based on improved boundary chicken swarm optimization (IBCSO is proposed for parameter estimation of nonlinear systems, demonstrated and tested by Lorenz system and a coupling motor system. Furthermore, we have analyzed the influence of time series on the estimation accuracy. Computer simulation results show it is feasible and with desirable performance for parameter estimation of nonlinear systems.

  12. Parameter estimation for chaotic systems using a hybrid adaptive cuckoo search with simulated annealing algorithm

    Energy Technology Data Exchange (ETDEWEB)

    Sheng, Zheng, E-mail: 19994035@sina.com [College of Meteorology and Oceanography, PLA University of Science and Technology, Nanjing 211101 (China); Wang, Jun; Zhou, Bihua [National Defense Key Laboratory on Lightning Protection and Electromagnetic Camouflage, PLA University of Science and Technology, Nanjing 210007 (China); Zhou, Shudao [College of Meteorology and Oceanography, PLA University of Science and Technology, Nanjing 211101 (China); Collaborative Innovation Center on Forecast and Evaluation of Meteorological Disasters, Nanjing University of Information Science and Technology, Nanjing 210044 (China)

    2014-03-15

    This paper introduces a novel hybrid optimization algorithm to establish the parameters of chaotic systems. In order to deal with the weaknesses of the traditional cuckoo search algorithm, the proposed adaptive cuckoo search with simulated annealing algorithm is presented, which incorporates the adaptive parameters adjusting operation and the simulated annealing operation in the cuckoo search algorithm. Normally, the parameters of the cuckoo search algorithm are kept constant that may result in decreasing the efficiency of the algorithm. For the purpose of balancing and enhancing the accuracy and convergence rate of the cuckoo search algorithm, the adaptive operation is presented to tune the parameters properly. Besides, the local search capability of cuckoo search algorithm is relatively weak that may decrease the quality of optimization. So the simulated annealing operation is merged into the cuckoo search algorithm to enhance the local search ability and improve the accuracy and reliability of the results. The functionality of the proposed hybrid algorithm is investigated through the Lorenz chaotic system under the noiseless and noise condition, respectively. The numerical results demonstrate that the method can estimate parameters efficiently and accurately in the noiseless and noise condition. Finally, the results are compared with the traditional cuckoo search algorithm, genetic algorithm, and particle swarm optimization algorithm. Simulation results demonstrate the effectiveness and superior performance of the proposed algorithm.

  13. Parameter estimation for chaotic systems using a hybrid adaptive cuckoo search with simulated annealing algorithm

    International Nuclear Information System (INIS)

    Sheng, Zheng; Wang, Jun; Zhou, Bihua; Zhou, Shudao

    2014-01-01

    This paper introduces a novel hybrid optimization algorithm to establish the parameters of chaotic systems. In order to deal with the weaknesses of the traditional cuckoo search algorithm, the proposed adaptive cuckoo search with simulated annealing algorithm is presented, which incorporates the adaptive parameters adjusting operation and the simulated annealing operation in the cuckoo search algorithm. Normally, the parameters of the cuckoo search algorithm are kept constant that may result in decreasing the efficiency of the algorithm. For the purpose of balancing and enhancing the accuracy and convergence rate of the cuckoo search algorithm, the adaptive operation is presented to tune the parameters properly. Besides, the local search capability of cuckoo search algorithm is relatively weak that may decrease the quality of optimization. So the simulated annealing operation is merged into the cuckoo search algorithm to enhance the local search ability and improve the accuracy and reliability of the results. The functionality of the proposed hybrid algorithm is investigated through the Lorenz chaotic system under the noiseless and noise condition, respectively. The numerical results demonstrate that the method can estimate parameters efficiently and accurately in the noiseless and noise condition. Finally, the results are compared with the traditional cuckoo search algorithm, genetic algorithm, and particle swarm optimization algorithm. Simulation results demonstrate the effectiveness and superior performance of the proposed algorithm

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

    International Nuclear Information System (INIS)

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

    2010-01-01

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

  15. Variational estimates of point-kinetics parameters

    International Nuclear Information System (INIS)

    Favorite, J.A.; Stacey, W.M. Jr.

    1995-01-01

    Variational estimates of the effect of flux shifts on the integral reactivity parameter of the point-kinetics equations and on regional power fractions were calculated for a variety of localized perturbations in two light water reactor (LWR) model problems representing a small, tightly coupled core and a large, loosely coupled core. For the small core, the flux shifts resulting from even relatively large localized reactivity changes (∼600 pcm) were small, and the standard point-kinetics approximation estimates of reactivity were in error by only ∼10% or less, while the variational estimates were accurate to within ∼1%. For the larger core, significant (>50%) flux shifts occurred in response to local perturbations, leading to errors of the same magnitude in the standard point-kinetics approximation of the reactivity worth. For positive reactivity, the error in the variational estimate of reactivity was only a few percent in the larger core, and the resulting transient power prediction was 1 to 2 orders of magnitude more accurate than with the standard point-kinetics approximation. For a large, local negative reactivity insertion resulting in a large flux shift, the accuracy of the variational estimate broke down. The variational estimate of the effect of flux shifts on reactivity in point-kinetics calculations of transients in LWR cores was found to generally result in greatly improved accuracy, relative to the standard point-kinetics approximation, the exception being for large negative reactivity insertions with large flux shifts in large, loosely coupled cores

  16. Parameter estimation in tree graph metabolic networks

    Directory of Open Access Journals (Sweden)

    Laura Astola

    2016-09-01

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

  17. Parameter estimation in tree graph metabolic networks.

    Science.gov (United States)

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

    2016-01-01

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

  18. MOV reliability evaluation and periodic verification scheduling

    Energy Technology Data Exchange (ETDEWEB)

    Bunte, B.D.

    1996-12-01

    The purpose of this paper is to establish a periodic verification testing schedule based on the expected long term reliability of gate or globe motor operated valves (MOVs). The methodology in this position paper determines the nominal (best estimate) design margin for any MOV based on the best available information pertaining to the MOVs design requirements, design parameters, existing hardware design, and present setup. The uncertainty in this margin is then determined using statistical means. By comparing the nominal margin to the uncertainty, the reliability of the MOV is estimated. The methodology is appropriate for evaluating the reliability of MOVs in the GL 89-10 program. It may be used following periodic testing to evaluate and trend MOV performance and reliability. It may also be used to evaluate the impact of proposed modifications and maintenance activities such as packing adjustments. In addition, it may be used to assess the impact of new information of a generic nature which impacts safety related MOVs.

  19. MOV reliability evaluation and periodic verification scheduling

    International Nuclear Information System (INIS)

    Bunte, B.D.

    1996-01-01

    The purpose of this paper is to establish a periodic verification testing schedule based on the expected long term reliability of gate or globe motor operated valves (MOVs). The methodology in this position paper determines the nominal (best estimate) design margin for any MOV based on the best available information pertaining to the MOVs design requirements, design parameters, existing hardware design, and present setup. The uncertainty in this margin is then determined using statistical means. By comparing the nominal margin to the uncertainty, the reliability of the MOV is estimated. The methodology is appropriate for evaluating the reliability of MOVs in the GL 89-10 program. It may be used following periodic testing to evaluate and trend MOV performance and reliability. It may also be used to evaluate the impact of proposed modifications and maintenance activities such as packing adjustments. In addition, it may be used to assess the impact of new information of a generic nature which impacts safety related MOVs

  20. Reliability analysis under epistemic uncertainty

    International Nuclear Information System (INIS)

    Nannapaneni, Saideep; Mahadevan, Sankaran

    2016-01-01

    This paper proposes a probabilistic framework to include both aleatory and epistemic uncertainty within model-based reliability estimation of engineering systems for individual limit states. Epistemic uncertainty is considered due to both data and model sources. Sparse point and/or interval data regarding the input random variables leads to uncertainty regarding their distribution types, distribution parameters, and correlations; this statistical uncertainty is included in the reliability analysis through a combination of likelihood-based representation, Bayesian hypothesis testing, and Bayesian model averaging techniques. Model errors, which include numerical solution errors and model form errors, are quantified through Gaussian process models and included in the reliability analysis. The probability integral transform is used to develop an auxiliary variable approach that facilitates a single-level representation of both aleatory and epistemic uncertainty. This strategy results in an efficient single-loop implementation of Monte Carlo simulation (MCS) and FORM/SORM techniques for reliability estimation under both aleatory and epistemic uncertainty. Two engineering examples are used to demonstrate the proposed methodology. - Highlights: • Epistemic uncertainty due to data and model included in reliability analysis. • A novel FORM-based approach proposed to include aleatory and epistemic uncertainty. • A single-loop Monte Carlo approach proposed to include both types of uncertainties. • Two engineering examples used for illustration.

  1. The Reliability Estimation for the Open Function of Cabin Door Affected by the Imprecise Judgment Corresponding to Distribution Hypothesis

    Science.gov (United States)

    Yu, Z. P.; Yue, Z. F.; Liu, W.

    2018-05-01

    With the development of artificial intelligence, more and more reliability experts have noticed the roles of subjective information in the reliability design of complex system. Therefore, based on the certain numbers of experiment data and expert judgments, we have divided the reliability estimation based on distribution hypothesis into cognition process and reliability calculation. Consequently, for an illustration of this modification, we have taken the information fusion based on intuitional fuzzy belief functions as the diagnosis model of cognition process, and finished the reliability estimation for the open function of cabin door affected by the imprecise judgment corresponding to distribution hypothesis.

  2. Estimation of metallurgical parameters of flotation process from froth visual features

    Directory of Open Access Journals (Sweden)

    Mohammad Massinaei

    2015-06-01

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

  3. Expanding Reliability Generalization Methods with KR-21 Estimates: An RG Study of the Coopersmith Self-Esteem Inventory.

    Science.gov (United States)

    Lane, Ginny G.; White, Amy E.; Henson, Robin K.

    2002-01-01

    Conducted a reliability generalizability study on the Coopersmith Self-Esteem Inventory (CSEI; S. Coopersmith, 1967) to examine the variability of reliability estimates across studies and to identify study characteristics that may predict this variability. Results show that reliability for CSEI scores can vary considerably, especially at the…

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

    Science.gov (United States)

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

    2010-05-25

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

  5. Estimating Convection Parameters in the GFDL CM2.1 Model Using Ensemble Data Assimilation

    Science.gov (United States)

    Li, Shan; Zhang, Shaoqing; Liu, Zhengyu; Lu, Lv; Zhu, Jiang; Zhang, Xuefeng; Wu, Xinrong; Zhao, Ming; Vecchi, Gabriel A.; Zhang, Rong-Hua; Lin, Xiaopei

    2018-04-01

    Parametric uncertainty in convection parameterization is one major source of model errors that cause model climate drift. Convection parameter tuning has been widely studied in atmospheric models to help mitigate the problem. However, in a fully coupled general circulation model (CGCM), convection parameters which impact the ocean as well as the climate simulation may have different optimal values. This study explores the possibility of estimating convection parameters with an ensemble coupled data assimilation method in a CGCM. Impacts of the convection parameter estimation on climate analysis and forecast are analyzed. In a twin experiment framework, five convection parameters in the GFDL coupled model CM2.1 are estimated individually and simultaneously under both perfect and imperfect model regimes. Results show that the ensemble data assimilation method can help reduce the bias in convection parameters. With estimated convection parameters, the analyses and forecasts for both the atmosphere and the ocean are generally improved. It is also found that information in low latitudes is relatively more important for estimating convection parameters. This study further suggests that when important parameters in appropriate physical parameterizations are identified, incorporating their estimation into traditional ensemble data assimilation procedure could improve the final analysis and climate prediction.

  6. Model parameters estimation and sensitivity by genetic algorithms

    International Nuclear Information System (INIS)

    Marseguerra, Marzio; Zio, Enrico; Podofillini, Luca

    2003-01-01

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

  7. Methodology to estimate parameters of an excitation system based on experimental conditions

    Energy Technology Data Exchange (ETDEWEB)

    Saavedra-Montes, A.J. [Carrera 80 No 65-223, Bloque M8 oficina 113, Escuela de Mecatronica, Universidad Nacional de Colombia, Medellin (Colombia); Calle 13 No 100-00, Escuela de Ingenieria Electrica y Electronica, Universidad del Valle, Cali, Valle (Colombia); Ramirez-Scarpetta, J.M. [Calle 13 No 100-00, Escuela de Ingenieria Electrica y Electronica, Universidad del Valle, Cali, Valle (Colombia); Malik, O.P. [2500 University Drive N.W., Electrical and Computer Engineering Department, University of Calgary, Calgary, Alberta (Canada)

    2011-01-15

    A methodology to estimate the parameters of a potential-source controlled rectifier excitation system model is presented in this paper. The proposed parameter estimation methodology is based on the characteristics of the excitation system. A comparison of two pseudo random binary signals, two sampling periods for each one, and three estimation algorithms is also presented. Simulation results from an excitation control system model and experimental results from an excitation system of a power laboratory setup are obtained. To apply the proposed methodology, the excitation system parameters are identified at two different levels of the generator saturation curve. The results show that it is possible to estimate the parameters of the standard model of an excitation system, recording two signals and the system operating in closed loop with the generator. The normalized sum of squared error obtained with experimental data is below 10%, and with simulation data is below 5%. (author)

  8. Uncertainty analysis methods for estimation of reliability of passive system of VHTR

    International Nuclear Information System (INIS)

    Han, S.J.

    2012-01-01

    An estimation of reliability of passive system for the probabilistic safety assessment (PSA) of a very high temperature reactor (VHTR) is under development in Korea. The essential approach of this estimation is to measure the uncertainty of the system performance under a specific accident condition. The uncertainty propagation approach according to the simulation of phenomenological models (computer codes) is adopted as a typical method to estimate the uncertainty for this purpose. This presentation introduced the uncertainty propagation and discussed the related issues focusing on the propagation object and its surrogates. To achieve a sufficient level of depth of uncertainty results, the applicability of the propagation should be carefully reviewed. For an example study, Latin-hypercube sampling (LHS) method as a direct propagation was tested for a specific accident sequence of VHTR. The reactor cavity cooling system (RCCS) developed by KAERI was considered for this example study. This is an air-cooled type passive system that has no active components for its operation. The accident sequence is a low pressure conduction cooling (LPCC) accident that is considered as a design basis accident for the safety design of VHTR. This sequence is due to a large failure of the pressure boundary of the reactor system such as a guillotine break of coolant pipe lines. The presentation discussed the obtained insights (benefit and weakness) to apply an estimation of reliability of passive system

  9. Pattern statistics on Markov chains and sensitivity to parameter estimation

    Directory of Open Access Journals (Sweden)

    Nuel Grégory

    2006-10-01

    Full Text Available Abstract Background: In order to compute pattern statistics in computational biology a Markov model is commonly used to take into account the sequence composition. Usually its parameter must be estimated. The aim of this paper is to determine how sensitive these statistics are to parameter estimation, and what are the consequences of this variability on pattern studies (finding the most over-represented words in a genome, the most significant common words to a set of sequences,.... Results: In the particular case where pattern statistics (overlap counting only computed through binomial approximations we use the delta-method to give an explicit expression of σ, the standard deviation of a pattern statistic. This result is validated using simulations and a simple pattern study is also considered. Conclusion: We establish that the use of high order Markov model could easily lead to major mistakes due to the high sensitivity of pattern statistics to parameter estimation.

  10. Correlation and Reliability of Cervical Sagittal Alignment Parameters between Lateral Cervical Radiograph and Lateral Whole-Body EOS Stereoradiograph

    Science.gov (United States)

    Singhatanadgige, Weerasak; Kang, Daniel G.; Luksanapruksa, Panya; Peters, Colleen; Riew, K. Daniel

    2015-01-01

    Study Design  Retrospective analysis. Objective  To evaluate the correlation and reliability of cervical sagittal alignment parameters obtained from lateral cervical radiographs (XRs) compared with lateral whole-body stereoradiographs (SRs). Methods  We evaluated adults with cervical deformity using both lateral XRs and lateral SRs obtained within 1 week of each other between 2010 and 2014. XR and SR images were measured by two independent spine surgeons using the following sagittal alignment parameters: C2–C7 sagittal Cobb angle (SCA), C2–C7 sagittal vertical axis (SVA), C1–C7 translational distance (C1–7), T1 slope (T1-S), neck tilt (NT), and thoracic inlet angle (TIA). Pearson correlation and paired t test were used for statistical analysis, with intra- and interrater reliability analyzed using intraclass correlation coefficient (ICC). Results  A total of 35 patients were included in the study. We found excellent intrarater reliability for all sagittal alignment parameters in both the XR and SR groups with ICC ranging from 0.799 to 0.994 for XR and 0.791 to 0.995 for SR. Interrater reliability was also excellent for all parameters except NT and TIA, which had fair reliability. We also found excellent correlations between XR and SR measurements for most sagittal alignment parameters; SCA, SVA, and C1–C7 had r > 0.90, and only NT had r < 0.70. There was a significant difference between groups, with SR having lower measurements compared with XR for both SVA (0.68 cm lower, p < 0.001) and C1–C7 (1.02 cm lower, p < 0.001). There were no differences between groups for SCA, T1-S, NT, and TIA. Conclusion  Whole-body stereoradiography appears to be a viable alternative for measuring cervical sagittal alignment parameters compared with standard radiography. XR and SR demonstrated excellent correlation for most sagittal alignment parameters except NT. However, SR had significantly lower average SVA and C1–C7 measurements than XR

  11. Methodology for uranium resource estimates and reliability

    International Nuclear Information System (INIS)

    Blanchfield, D.M.

    1980-01-01

    The NURE uranium assessment method has evolved from a small group of geologists estimating resources on a few lease blocks, to a national survey involving an interdisciplinary system consisting of the following: (1) geology and geologic analogs; (2) engineering and cost modeling; (3) mathematics and probability theory, psychology and elicitation of subjective judgments; and (4) computerized calculations, computer graphics, and data base management. The evolution has been spurred primarily by two objectives; (1) quantification of uncertainty, and (2) elimination of simplifying assumptions. This has resulted in a tremendous data-gathering effort and the involvement of hundreds of technical experts, many in uranium geology, but many from other fields as well. The rationality of the methods is still largely based on the concept of an analog and the observation that the results are reasonable. The reliability, or repeatability, of the assessments is reasonably guaranteed by the series of peer and superior technical reviews which has been formalized under the current methodology. The optimism or pessimism of individual geologists who make the initial assessments is tempered by the review process, resulting in a series of assessments which are a consistent, unbiased reflection of the facts. Despite the many improvements over past methods, several objectives for future development remain, primarily to reduce subjectively in utilizing factual information in the estimation of endowment, and to improve the recognition of cost uncertainties in the assessment of economic potential. The 1980 NURE assessment methodology will undoubtly be improved, but the reader is reminded that resource estimates are and always will be a forecast for the future

  12. Hierarchical parameter estimation of DFIG and drive train system in a wind turbine generator

    Institute of Scientific and Technical Information of China (English)

    Xueping PAN; Ping JU; Feng WU; Yuqing JIN

    2017-01-01

    A new hierarchical parameter estimation method for doubly fed induction generator (DFIG) and drive train system in a wind turbine generator (WTG) is proposed in this paper.Firstly,the parameters of the DFIG and the drive train are estimated locally under different types of disturbances.Secondly,a coordination estimation method is further applied to identify the parameters of the DFIG and the drive train simultaneously with the purpose of attaining the global optimal estimation results.The main benefit of the proposed scheme is the improved estimation accuracy.Estimation results confirm the applicability of the proposed estimation technique.

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

    Science.gov (United States)

    Heidari, M.; Ranjithan, S.R.

    1998-01-01

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

  14. PSA applications and piping reliability analysis: where do we stand?

    International Nuclear Information System (INIS)

    Lydell, B.O.Y.

    1997-01-01

    This reviews a recently proposed framework for piping reliability analysis. The framework was developed to promote critical interpretations of operational data on pipe failures, and to support application-specific-parameter estimation

  15. Validity and reliability of central blood pressure estimated by upper arm oscillometric cuff pressure.

    Science.gov (United States)

    Climie, Rachel E D; Schultz, Martin G; Nikolic, Sonja B; Ahuja, Kiran D K; Fell, James W; Sharman, James E

    2012-04-01

    Noninvasive central blood pressure (BP) independently predicts mortality, but current methods are operator-dependent, requiring skill to obtain quality recordings. The aims of this study were first, to determine the validity of an automatic, upper arm oscillometric cuff method for estimating central BP (O(CBP)) by comparison with the noninvasive reference standard of radial tonometry (T(CBP)). Second, we determined the intratest and intertest reliability of O(CBP). To assess validity, central BP was estimated by O(CBP) (Pulsecor R6.5B monitor) and compared with T(CBP) (SphygmoCor) in 47 participants free from cardiovascular disease (aged 57 ± 9 years) in supine, seated, and standing positions. Brachial mean arterial pressure (MAP) and diastolic BP (DBP) from the O(CBP) device were used to calibrate in both devices. Duplicate measures were recorded in each position on the same day to assess intratest reliability, and participants returned within 10 ± 7 days for repeat measurements to assess intertest reliability. There was a strong intraclass correlation (ICC = 0.987, P difference (1.2 ± 2.2 mm Hg) for central systolic BP (SBP) determined by O(CBP) compared with T(CBP). Ninety-six percent of all comparisons (n = 495 acceptable recordings) were within 5 mm Hg. With respect to reliability, there were strong correlations but higher limits of agreement for the intratest (ICC = 0.975, P difference 0.6 ± 4.5 mm Hg) and intertest (ICC = 0.895, P difference 4.3 ± 8.0 mm Hg) comparisons. Estimation of central SBP using cuff oscillometry is comparable to radial tonometry and has good reproducibility. As a noninvasive, relatively operator-independent method, O(CBP) may be as useful as T(CBP) for estimating central BP in clinical practice.

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

    Science.gov (United States)

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

    2009-01-01

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

  17. Reliability measurement for mixed mode failures of 33/11 kilovolt electric power distribution stations.

    Directory of Open Access Journals (Sweden)

    Faris M Alwan

    Full Text Available The reliability of the electrical distribution system is a contemporary research field due to diverse applications of electricity in everyday life and diverse industries. However a few research papers exist in literature. This paper proposes a methodology for assessing the reliability of 33/11 Kilovolt high-power stations based on average time between failures. The objective of this paper is to find the optimal fit for the failure data via time between failures. We determine the parameter estimation for all components of the station. We also estimate the reliability value of each component and the reliability value of the system as a whole. The best fitting distribution for the time between failures is a three parameter Dagum distribution with a scale parameter [Formula: see text] and shape parameters [Formula: see text] and [Formula: see text]. Our analysis reveals that the reliability value decreased by 38.2% in each 30 days. We believe that the current paper is the first to address this issue and its analysis. Thus, the results obtained in this research reflect its originality. We also suggest the practicality of using these results for power systems for both the maintenance of power systems models and preventive maintenance models.

  18. A Note On the Estimation of the Poisson Parameter

    Directory of Open Access Journals (Sweden)

    S. S. Chitgopekar

    1985-01-01

    distribution when there are errors in observing the zeros and ones and obtains both the maximum likelihood and moments estimates of the Poisson mean and the error probabilities. It is interesting to note that either method fails to give unique estimates of these parameters unless the error probabilities are functionally related. However, it is equally interesting to observe that the estimate of the Poisson mean does not depend on the functional relationship between the error probabilities.

  19. Reliability of different sampling densities for estimating and mapping lichen diversity in biomonitoring studies

    International Nuclear Information System (INIS)

    Ferretti, M.; Brambilla, E.; Brunialti, G.; Fornasier, F.; Mazzali, C.; Giordani, P.; Nimis, P.L.

    2004-01-01

    Sampling requirements related to lichen biomonitoring include optimal sampling density for obtaining precise and unbiased estimates of population parameters and maps of known reliability. Two available datasets on a sub-national scale in Italy were used to determine a cost-effective sampling density to be adopted in medium-to-large-scale biomonitoring studies. As expected, the relative error in the mean Lichen Biodiversity (Italian acronym: BL) values and the error associated with the interpolation of BL values for (unmeasured) grid cells increased as the sampling density decreased. However, the increase in size of the error was not linear and even a considerable reduction (up to 50%) in the original sampling effort led to a far smaller increase in errors in the mean estimates (<6%) and in mapping (<18%) as compared with the original sampling densities. A reduction in the sampling effort can result in considerable savings of resources, which can then be used for a more detailed investigation of potentially problematic areas. It is, however, necessary to decide the acceptable level of precision at the design stage of the investigation, so as to select the proper sampling density. - An acceptable level of precision must be decided before determining a sampling design

  20. Intra-observer reproducibility and interobserver reliability of the radiographic parameters in the Spinal Deformity Study Group's AIS Radiographic Measurement Manual.

    Science.gov (United States)

    Dang, Natasha Radhika; Moreau, Marc J; Hill, Douglas L; Mahood, James K; Raso, James

    2005-05-01

    Retrospective cross-sectional assessment of the reproducibility and reliability of radiographic parameters. To measure the intra-examiner and interexaminer reproducibility and reliability of salient radiographic features. The management and treatment of adolescent idiopathic scoliosis (AIS) depends on accurate and reproducible radiographic measurements of the deformity. Ten sets of radiographs were randomly selected from a sample of patients with AIS, with initial curves between 20 degrees and 45 degrees. Fourteen measures of the deformity were measured from posteroanterior and lateral radiographs by 2 examiners, and were repeated 5 times at intervals of 3-5 days. Intra-examiner and interexaminer differences were examined. The parameters include measures of curve size, spinal imbalance, sagittal kyphosis and alignment, maximum apical vertebral rotation, T1 tilt, spondylolysis/spondylolisthesis, and skeletal age. Intra-examiner reproducibility was generally excellent for parameters measured from the posteroanterior radiographs but only fair to good for parameters from the lateral radiographs, in which some landmarks were not clearly visible. Of the 13 parameters observed, 7 had excellent interobserver reliability. The measurements from the lateral radiograph were less reproducible and reliable and, thus, may not add value to the assessment of AIS. Taking additional measures encourages a systematic and comprehensive assessment of spinal radiographs.

  1. Reduced uncertainty of regional scale CLM predictions of net carbon fluxes and leaf area indices with estimated plant-specific parameters

    Science.gov (United States)

    Post, Hanna; Hendricks Franssen, Harrie-Jan; Han, Xujun; Baatz, Roland; Montzka, Carsten; Schmidt, Marius; Vereecken, Harry

    2016-04-01

    Reliable estimates of carbon fluxes and states at regional scales are required to reduce uncertainties in regional carbon balance estimates and to support decision making in environmental politics. In this work the Community Land Model version 4.5 (CLM4.5-BGC) was applied at a high spatial resolution (1 km2) for the Rur catchment in western Germany. In order to improve the model-data consistency of net ecosystem exchange (NEE) and leaf area index (LAI) for this study area, five plant functional type (PFT)-specific CLM4.5-BGC parameters were estimated with time series of half-hourly NEE data for one year in 2011/2012, using the DiffeRential Evolution Adaptive Metropolis (DREAM) algorithm, a Markov Chain Monte Carlo (MCMC) approach. The parameters were estimated separately for four different plant functional types (needleleaf evergreen temperate tree, broadleaf deciduous temperate tree, C3-grass and C3-crop) at four different sites. The four sites are located inside or close to the Rur catchment. We evaluated modeled NEE for one year in 2012/2013 with NEE measured at seven eddy covariance sites in the catchment, including the four parameter estimation sites. Modeled LAI was evaluated by means of LAI derived from remotely sensed RapidEye images of about 18 days in 2011/2012. Performance indices were based on a comparison between measurements and (i) a reference run with CLM default parameters, and (ii) a 60 instance CLM ensemble with parameters sampled from the DREAM posterior probability density functions (pdfs). The difference between the observed and simulated NEE sum reduced 23% if estimated parameters instead of default parameters were used as input. The mean absolute difference between modeled and measured LAI was reduced by 59% on average. Simulated LAI was not only improved in terms of the absolute value but in some cases also in terms of the timing (beginning of vegetation onset), which was directly related to a substantial improvement of the NEE estimates in

  2. PARAMETER ESTIMATION IN BREAD BAKING MODEL

    Directory of Open Access Journals (Sweden)

    Hadiyanto Hadiyanto

    2012-05-01

    Full Text Available Bread product quality is highly dependent to the baking process. A model for the development of product quality, which was obtained by using quantitative and qualitative relationships, was calibrated by experiments at a fixed baking temperature of 200°C alone and in combination with 100 W microwave powers. The model parameters were estimated in a stepwise procedure i.e. first, heat and mass transfer related parameters, then the parameters related to product transformations and finally product quality parameters. There was a fair agreement between the calibrated model results and the experimental data. The results showed that the applied simple qualitative relationships for quality performed above expectation. Furthermore, it was confirmed that the microwave input is most meaningful for the internal product properties and not for the surface properties as crispness and color. The model with adjusted parameters was applied in a quality driven food process design procedure to derive a dynamic operation pattern, which was subsequently tested experimentally to calibrate the model. Despite the limited calibration with fixed operation settings, the model predicted well on the behavior under dynamic convective operation and on combined convective and microwave operation. It was expected that the suitability between model and baking system could be improved further by performing calibration experiments at higher temperature and various microwave power levels.  Abstrak  PERKIRAAN PARAMETER DALAM MODEL UNTUK PROSES BAKING ROTI. Kualitas produk roti sangat tergantung pada proses baking yang digunakan. Suatu model yang telah dikembangkan dengan metode kualitatif dan kuantitaif telah dikalibrasi dengan percobaan pada temperatur 200oC dan dengan kombinasi dengan mikrowave pada 100 Watt. Parameter-parameter model diestimasi dengan prosedur bertahap yaitu pertama, parameter pada model perpindahan masa dan panas, parameter pada model transformasi, dan

  3. Improved Differential Evolution Algorithm for Parameter Estimation to Improve the Production of Biochemical Pathway

    Directory of Open Access Journals (Sweden)

    Chuii Khim Chong

    2012-06-01

    Full Text Available This paper introduces an improved Differential Evolution algorithm (IDE which aims at improving its performance in estimating the relevant parameters for metabolic pathway data to simulate glycolysis pathway for yeast. Metabolic pathway data are expected to be of significant help in the development of efficient tools in kinetic modeling and parameter estimation platforms. Many computation algorithms face obstacles due to the noisy data and difficulty of the system in estimating myriad of parameters, and require longer computational time to estimate the relevant parameters. The proposed algorithm (IDE in this paper is a hybrid of a Differential Evolution algorithm (DE and a Kalman Filter (KF. The outcome of IDE is proven to be superior than Genetic Algorithm (GA and DE. The results of IDE from experiments show estimated optimal kinetic parameters values, shorter computation time and increased accuracy for simulated results compared with other estimation algorithms

  4. 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.

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

    Science.gov (United States)

    Wang, Zijun; Zhao, Boming

    2018-01-01

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

  6. Reliability of measuring abductor hallucis muscle parameters using two different diagnostic ultrasound machines

    Directory of Open Access Journals (Sweden)

    Cameron Alyse FM

    2009-11-01

    Full Text Available Abstract Background Diagnostic ultrasound provides a method of analysing soft tissue structures of the musculoskeletal system effectively and reliably. The aim of this study was to evaluate within and between session reliability of measuring muscle dorso-plantar thickness, medio-lateral length and cross-sectional area, of the abductor hallucis muscle using two different ultrasound machines, a higher end Philips HD11 Ultrasound machine and clinically orientated Chison 8300 Deluxe Digital Portable Ultrasound System. Methods The abductor hallucis muscle of both the left and right feet of thirty asymptomatic participants was imaged and then measured using both ultrasound machines. Interclass correlation coefficients (ICC with 95% confidence intervals (CI were used to calculate both within and between session intra-tester reliability. Standard error of the measurement (SEM calculations were undertaken to assess difference between the actual measured score across trials and the smallest real difference (SRD was calculated from the SEM to indicate the degree of change that would exceed the expected trial to trial variability. Results The ICCs, SEM and SRD for dorso-plantar thickness and medial-lateral length were shown to have excellent to high within and between-session reliability for both ultrasound machines. The between-session reliability indices for cross-sectional area were acceptable for both ultrasound machines. Conclusion The results of the current study suggest that regardless of the type ultrasound machine, intra-tester reliability for the measurement the abductor hallucis muscle parameters is very high.

  7. Assessing the impact of uncertainty on flood risk estimates with reliability analysis using 1-D and 2-D hydraulic models

    Directory of Open Access Journals (Sweden)

    L. Altarejos-García

    2012-07-01

    Full Text Available This paper addresses the use of reliability techniques such as Rosenblueth's Point-Estimate Method (PEM as a practical alternative to more precise Monte Carlo approaches to get estimates of the mean and variance of uncertain flood parameters water depth and velocity. These parameters define the flood severity, which is a concept used for decision-making in the context of flood risk assessment. The method proposed is particularly useful when the degree of complexity of the hydraulic models makes Monte Carlo inapplicable in terms of computing time, but when a measure of the variability of these parameters is still needed. The capacity of PEM, which is a special case of numerical quadrature based on orthogonal polynomials, to evaluate the first two moments of performance functions such as the water depth and velocity is demonstrated in the case of a single river reach using a 1-D HEC-RAS model. It is shown that in some cases, using a simple variable transformation, statistical distributions of both water depth and velocity approximate the lognormal. As this distribution is fully defined by its mean and variance, PEM can be used to define the full probability distribution function of these flood parameters and so allowing for probability estimations of flood severity. Then, an application of the method to the same river reach using a 2-D Shallow Water Equations (SWE model is performed. Flood maps of mean and standard deviation of water depth and velocity are obtained, and uncertainty in the extension of flooded areas with different severity levels is assessed. It is recognized, though, that whenever application of Monte Carlo method is practically feasible, it is a preferred approach.

  8. Estimation of power feedback parameters of pulse reactor IBR-2M on transients

    International Nuclear Information System (INIS)

    Pepyolyshev, Yu.N.; Popov, A.K.

    2013-01-01

    Parameters of the IBR-2M reactor power feedback (PFB) on a model of the reactor dynamics by mathematical treatment of two registered transients are estimated. Frequency characteristics and the pulse transient characteristics corresponding to these PFB parameters are calculated. PFB parameters received thus can be considered as their express tentative estimation as real measurements in this case occupy no more than 30 minutes. Total PFB is negative at 1 and 2 MW. At the received estimations of PFB parameters in a self-regulation mode it is possible to consider the stability margins of the IBR-2M reactor satisfactory

  9. Perceptual and Acoustic Reliability Estimates for the Speech Disorders Classification System (SDCS)

    Science.gov (United States)

    Shriberg, Lawrence D.; Fourakis, Marios; Hall, Sheryl D.; Karlsson, Heather B.; Lohmeier, Heather L.; McSweeny, Jane L.; Potter, Nancy L.; Scheer-Cohen, Alison R.; Strand, Edythe A.; Tilkens, Christie M.; Wilson, David L.

    2010-01-01

    A companion paper describes three extensions to a classification system for paediatric speech sound disorders termed the Speech Disorders Classification System (SDCS). The SDCS uses perceptual and acoustic data reduction methods to obtain information on a speaker's speech, prosody, and voice. The present paper provides reliability estimates for…

  10. 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.

  11. Choice of the parameters of the cusum algorithms for parameter estimation in the markov modulated poisson process

    OpenAIRE

    Burkatovskaya, Yuliya Borisovna; Kabanova, T.; Khaustov, Pavel Aleksandrovich

    2016-01-01

    CUSUM algorithm for controlling chain state switching in the Markov modulated Poissonprocess was investigated via simulation. Recommendations concerning the parameter choice were givensubject to characteristics of the process. Procedure of the process parameter estimation was described.

  12. On the Reliability of Source Time Functions Estimated Using Empirical Green's Function Methods

    Science.gov (United States)

    Gallegos, A. C.; Xie, J.; Suarez Salas, L.

    2017-12-01

    The Empirical Green's Function (EGF) method (Hartzell, 1978) has been widely used to extract source time functions (STFs). In this method, seismograms generated by collocated events with different magnitudes are deconvolved. Under a fundamental assumption that the STF of the small event is a delta function, the deconvolved Relative Source Time Function (RSTF) yields the large event's STF. While this assumption can be empirically justified by examination of differences in event size and frequency content of the seismograms, there can be a lack of rigorous justification of the assumption. In practice, a small event might have a finite duration when the RSTF is retrieved and interpreted as the large event STF with a bias. In this study, we rigorously analyze this bias using synthetic waveforms generated by convolving a realistic Green's function waveform with pairs of finite-duration triangular or parabolic STFs. The RSTFs are found using a time-domain based matrix deconvolution. We find when the STFs of smaller events are finite, the RSTFs are a series of narrow non-physical spikes. Interpreting these RSTFs as a series of high-frequency source radiations would be very misleading. The only reliable and unambiguous information we can retrieve from these RSTFs is the difference in durations and the moment ratio of the two STFs. We can apply a Tikhonov smoothing to obtain a single-pulse RSTF, but its duration is dependent on the choice of weighting, which may be subjective. We then test the Multi-Channel Deconvolution (MCD) method (Plourde & Bostock, 2017) which assumes that both STFs have finite durations to be solved for. A concern about the MCD method is that the number of unknown parameters is larger, which would tend to make the problem rank-deficient. Because the kernel matrix is dependent on the STFs to be solved for under a positivity constraint, we can only estimate the rank-deficiency with a semi-empirical approach. Based on the results so far, we find that the

  13. An approach of parameter estimation for non-synchronous systems

    International Nuclear Information System (INIS)

    Xu Daolin; Lu Fangfang

    2005-01-01

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

  14. Numerical Model based Reliability Estimation of Selective Laser Melting Process

    DEFF Research Database (Denmark)

    Mohanty, Sankhya; Hattel, Jesper Henri

    2014-01-01

    Selective laser melting is developing into a standard manufacturing technology with applications in various sectors. However, the process is still far from being at par with conventional processes such as welding and casting, the primary reason of which is the unreliability of the process. While...... of the selective laser melting process. A validated 3D finite-volume alternating-direction-implicit numerical technique is used to model the selective laser melting process, and is calibrated against results from single track formation experiments. Correlation coefficients are determined for process input...... parameters such as laser power, speed, beam profile, etc. Subsequently, uncertainties in the processing parameters are utilized to predict a range for the various outputs, using a Monte Carlo method based uncertainty analysis methodology, and the reliability of the process is established....

  15. Probabilistic parameter estimation of activated sludge processes using Markov Chain Monte Carlo.

    Science.gov (United States)

    Sharifi, Soroosh; Murthy, Sudhir; Takács, Imre; Massoudieh, Arash

    2014-03-01

    One of the most important challenges in making activated sludge models (ASMs) applicable to design problems is identifying the values of its many stoichiometric and kinetic parameters. When wastewater characteristics data from full-scale biological treatment systems are used for parameter estimation, several sources of uncertainty, including uncertainty in measured data, external forcing (e.g. influent characteristics), and model structural errors influence the value of the estimated parameters. This paper presents a Bayesian hierarchical modeling framework for the probabilistic estimation of activated sludge process parameters. The method provides the joint probability density functions (JPDFs) of stoichiometric and kinetic parameters by updating prior information regarding the parameters obtained from expert knowledge and literature. The method also provides the posterior correlations between the parameters, as well as a measure of sensitivity of the different constituents with respect to the parameters. This information can be used to design experiments to provide higher information content regarding certain parameters. The method is illustrated using the ASM1 model to describe synthetically generated data from a hypothetical biological treatment system. The results indicate that data from full-scale systems can narrow down the ranges of some parameters substantially whereas the amount of information they provide regarding other parameters is small, due to either large correlations between some of the parameters or a lack of sensitivity with respect to the parameters. Copyright © 2013 Elsevier Ltd. All rights reserved.

  16. An iterative procedure for obtaining maximum-likelihood estimates of the parameters for a mixture of normal distributions, 2

    Science.gov (United States)

    Peters, B. C., Jr.; Walker, H. F.

    1976-01-01

    The problem of obtaining numerically maximum likelihood estimates of the parameters for a mixture of normal distributions is addressed. In recent literature, a certain successive approximations procedure, based on the likelihood equations, is shown empirically to be effective in numerically approximating such maximum-likelihood estimates; however, the reliability of this procedure was not established theoretically. Here, a general iterative procedure is introduced, of the generalized steepest-ascent (deflected-gradient) type, which is just the procedure known in the literature when the step-size is taken to be 1. With probability 1 as the sample size grows large, it is shown that this procedure converges locally to the strongly consistent maximum-likelihood estimate whenever the step-size lies between 0 and 2. The step-size which yields optimal local convergence rates for large samples is determined in a sense by the separation of the component normal densities and is bounded below by a number between 1 and 2.

  17. On Modal Parameter Estimates from Ambient Vibration Tests

    DEFF Research Database (Denmark)

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

    2004-01-01

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

  18. Errors and parameter estimation in precipitation-runoff modeling: 1. Theory

    Science.gov (United States)

    Troutman, Brent M.

    1985-01-01

    Errors in complex conceptual precipitation-runoff models may be analyzed by placing them into a statistical framework. This amounts to treating the errors as random variables and defining the probabilistic structure of the errors. By using such a framework, a large array of techniques, many of which have been presented in the statistical literature, becomes available to the modeler for quantifying and analyzing the various sources of error. A number of these techniques are reviewed in this paper, with special attention to the peculiarities of hydrologic models. Known methodologies for parameter estimation (calibration) are particularly applicable for obtaining physically meaningful estimates and for explaining how bias in runoff prediction caused by model error and input error may contribute to bias in parameter estimation.

  19. Research on Control Method Based on Real-Time Operational Reliability Evaluation for Space Manipulator

    Directory of Open Access Journals (Sweden)

    Yifan Wang

    2014-05-01

    Full Text Available A control method based on real-time operational reliability evaluation for space manipulator is presented for improving the success rate of a manipulator during the execution of a task. In this paper, a method for quantitative analysis of operational reliability is given when manipulator is executing a specified task; then a control model which could control the quantitative operational reliability is built. First, the control process is described by using a state space equation. Second, process parameters are estimated in real time using Bayesian method. Third, the expression of the system's real-time operational reliability is deduced based on the state space equation and process parameters which are estimated using Bayesian method. Finally, a control variable regulation strategy which considers the cost of control is given based on the Theory of Statistical Process Control. It is shown via simulations that this method effectively improves the operational reliability of space manipulator control system.

  20. Basic Earth's Parameters as estimated from VLBI observations

    Directory of Open Access Journals (Sweden)

    Ping Zhu

    2017-11-01

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

  1. Revisiting Boltzmann learning: parameter estimation in Markov random fields

    DEFF Research Database (Denmark)

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

    1996-01-01

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

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

    Science.gov (United States)

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

    2018-02-01

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

  3. Asymptotic analysis of the role of spatial sampling for covariance parameter estimation of Gaussian processes

    International Nuclear Information System (INIS)

    Bachoc, Francois

    2014-01-01

    Covariance parameter estimation of Gaussian processes is analyzed in an asymptotic framework. The spatial sampling is a randomly perturbed regular grid and its deviation from the perfect regular grid is controlled by a single scalar regularity parameter. Consistency and asymptotic normality are proved for the Maximum Likelihood and Cross Validation estimators of the covariance parameters. The asymptotic covariance matrices of the covariance parameter estimators are deterministic functions of the regularity parameter. By means of an exhaustive study of the asymptotic covariance matrices, it is shown that the estimation is improved when the regular grid is strongly perturbed. Hence, an asymptotic confirmation is given to the commonly admitted fact that using groups of observation points with small spacing is beneficial to covariance function estimation. Finally, the prediction error, using a consistent estimator of the covariance parameters, is analyzed in detail. (authors)

  4. An Energy-Based Limit State Function for Estimation of Structural Reliability in Shock Environments

    Directory of Open Access Journals (Sweden)

    Michael A. Guthrie

    2013-01-01

    Full Text Available limit state function is developed for the estimation of structural reliability in shock environments. This limit state function uses peak modal strain energies to characterize environmental severity and modal strain energies at failure to characterize the structural capacity. The Hasofer-Lind reliability index is briefly reviewed and its computation for the energy-based limit state function is discussed. Applications to two degree of freedom mass-spring systems and to a simple finite element model are considered. For these examples, computation of the reliability index requires little effort beyond a modal analysis, but still accounts for relevant uncertainties in both the structure and environment. For both examples, the reliability index is observed to agree well with the results of Monte Carlo analysis. In situations where fast, qualitative comparison of several candidate designs is required, the reliability index based on the proposed limit state function provides an attractive metric which can be used to compare and control reliability.

  5. Impact of relativistic effects on cosmological parameter estimation

    Science.gov (United States)

    Lorenz, Christiane S.; Alonso, David; Ferreira, Pedro G.

    2018-01-01

    Future surveys will access large volumes of space and hence very long wavelength fluctuations of the matter density and gravitational field. It has been argued that the set of secondary effects that affect the galaxy distribution, relativistic in nature, will bring new, complementary cosmological constraints. We study this claim in detail by focusing on a subset of wide-area future surveys: Stage-4 cosmic microwave background experiments and photometric redshift surveys. In particular, we look at the magnification lensing contribution to galaxy clustering and general-relativistic corrections to all observables. We quantify the amount of information encoded in these effects in terms of the tightening of the final cosmological constraints as well as the potential bias in inferred parameters associated with neglecting them. We do so for a wide range of cosmological parameters, covering neutrino masses, standard dark-energy parametrizations and scalar-tensor gravity theories. Our results show that, while the effect of lensing magnification to number counts does not contain a significant amount of information when galaxy clustering is combined with cosmic shear measurements, this contribution does play a significant role in biasing estimates on a host of parameter families if unaccounted for. Since the amplitude of the magnification term is controlled by the slope of the source number counts with apparent magnitude, s (z ), we also estimate the accuracy to which this quantity must be known to avoid systematic parameter biases, finding that future surveys will need to determine s (z ) to the ˜5 %- 10 % level. On the contrary, large-scale general-relativistic corrections are irrelevant both in terms of information content and parameter bias for most cosmological parameters but significant for the level of primordial non-Gaussianity.

  6. Nonlinear Adaptive Descriptor Observer for the Joint States and Parameters Estimation

    KAUST Repository

    2016-08-29

    In this note, the joint state and parameters estimation problem for nonlinear multi-input multi-output descriptor systems is considered. Asymptotic convergence of the adaptive descriptor observer is established by a sufficient set of linear matrix inequalities for the noise-free systems. The noise corrupted systems are also considered and it is shown that the state and parameters estimation errors are bounded for bounded noises. In addition, if the noises are bounded and have zero mean, then the estimation errors asymptotically converge to zero in the mean. The performance of the proposed adaptive observer is illustrated by a numerical example.

  7. Nonlinear Adaptive Descriptor Observer for the Joint States and Parameters Estimation

    KAUST Repository

    Unknown author

    2016-01-01

    In this note, the joint state and parameters estimation problem for nonlinear multi-input multi-output descriptor systems is considered. Asymptotic convergence of the adaptive descriptor observer is established by a sufficient set of linear matrix inequalities for the noise-free systems. The noise corrupted systems are also considered and it is shown that the state and parameters estimation errors are bounded for bounded noises. In addition, if the noises are bounded and have zero mean, then the estimation errors asymptotically converge to zero in the mean. The performance of the proposed adaptive observer is illustrated by a numerical example.

  8. Bayesian Parameter Estimation via Filtering and Functional Approximations

    KAUST Repository

    Matthies, Hermann G.

    2016-11-25

    The inverse problem of determining parameters in a model by comparing some output of the model with observations is addressed. This is a description for what hat to be done to use the Gauss-Markov-Kalman filter for the Bayesian estimation and updating of parameters in a computational model. This is a filter acting on random variables, and while its Monte Carlo variant --- the Ensemble Kalman Filter (EnKF) --- is fairly straightforward, we subsequently only sketch its implementation with the help of functional representations.

  9. Bayesian Parameter Estimation via Filtering and Functional Approximations

    KAUST Repository

    Matthies, Hermann G.; Litvinenko, Alexander; Rosic, Bojana V.; Zander, Elmar

    2016-01-01

    The inverse problem of determining parameters in a model by comparing some output of the model with observations is addressed. This is a description for what hat to be done to use the Gauss-Markov-Kalman filter for the Bayesian estimation and updating of parameters in a computational model. This is a filter acting on random variables, and while its Monte Carlo variant --- the Ensemble Kalman Filter (EnKF) --- is fairly straightforward, we subsequently only sketch its implementation with the help of functional representations.

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

    Directory of Open Access Journals (Sweden)

    V. B. Goryainov

    2017-01-01

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

  11. 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...

  12. A Simplified Procedure for Reliability Estimation of Underground Concrete Barriers against Normal Missile Impact

    Directory of Open Access Journals (Sweden)

    N. A. Siddiqui

    2011-06-01

    Full Text Available Underground concrete barriers are frequently used to protect strategic structures like Nuclear power plants (NPP, deep under the soil against any possible high velocity missile impact. For a given range and type of missile (or projectile it is of paramount importance to examine the reliability of underground concrete barriers under expected uncertainties involved in the missile, concrete, and soil parameters. In this paper, a simple procedure for the reliability assessment of underground concrete barriers against normal missile impact has been presented using the First Order Reliability Method (FORM. The presented procedure is illustrated by applying it to a concrete barrier that lies at a certain depth in the soil. Some parametric studies are also conducted to obtain the design values which make the barrier as reliable as desired.

  13. Reliability assessment for metallized film pulse capacitors with accelerated degradation test

    International Nuclear Information System (INIS)

    Zhao Jianyin; Liu Fang; Xi Wenjun; He Shaobo; Wei Xiaofeng

    2011-01-01

    The high energy density self-healing metallized film pulse capacitor has been applied to all kinds of laser facilities for their power conditioning systems, whose reliability is straightforward affected by the reliability level of capacitors. Reliability analysis of highly reliable devices, such as metallized film capacitors, is a challenge due to cost and time restriction. Accelerated degradation test provides a way to predict its life cost and time effectively. A model and analyses for accelerated degradation data of metallized film capacitors are described. Also described is a method for estimating the distribution of failure time. The estimation values of the unknown parameters in this model are 9.066 9 x 10 -8 and 0.022 1. Both the failure probability density function (PDF) and the cumulative distribution function (CDF) can be presented by this degradation failure model. Based on these estimation values and the PDF/CDF, the reliability model of the metallized film capacitors is obtained. According to the reliability model, the probability of the capacitors surviving to 20 000 shot is 0.972 4. (authors)

  14. Preliminary Estimation of Kappa Parameter in Croatia

    Science.gov (United States)

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

    2017-12-01

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

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

    KAUST Repository

    Kuwahara, Hiroyuki

    2013-06-21

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

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

    KAUST Repository

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

    2013-01-01

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

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

    International Nuclear Information System (INIS)

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

    2016-01-01

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

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

    International Nuclear Information System (INIS)

    Choi, Sung Hoon; Shim, Hyung Jin

    2013-01-01

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

  19. ADAPTIVE PARAMETER ESTIMATION OF PERSON RECOGNITION MODEL IN A STOCHASTIC HUMAN TRACKING PROCESS

    OpenAIRE

    W. Nakanishi; T. Fuse; T. Ishikawa

    2015-01-01

    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 ...

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

    Energy Technology Data Exchange (ETDEWEB)

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

    2013-02-15

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

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

    International Nuclear Information System (INIS)

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

    2013-01-01

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

  2. Identification of critical parameters for PEMFC stack performance characterization and control strategies for reliable and comparable stack benchmarking

    DEFF Research Database (Denmark)

    Mitzel, Jens; Gülzow, Erich; Kabza, Alexander

    2016-01-01

    This paper is focused on the identification of critical parameters and on the development of reliable methodologies to achieve comparable benchmark results. Possibilities for control sensor positioning and for parameter variation in sensitivity tests are discussed and recommended options for the ...

  3. Statistical methods of parameter estimation for deterministically chaotic time series

    Science.gov (United States)

    Pisarenko, V. F.; Sornette, D.

    2004-03-01

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

  4. Data Based Parameter Estimation Method for Circular-scanning SAR Imaging

    Directory of Open Access Journals (Sweden)

    Chen Gong-bo

    2013-06-01

    Full Text Available The circular-scanning Synthetic Aperture Radar (SAR is a novel working mode and its image quality is closely related to the accuracy of the imaging parameters, especially considering the inaccuracy of the real speed of the motion. According to the characteristics of the circular-scanning mode, a new data based method for estimating the velocities of the radar platform and the scanning-angle of the radar antenna is proposed in this paper. By referring to the basic conception of the Doppler navigation technique, the mathematic model and formulations for the parameter estimation are firstly improved. The optimal parameter approximation based on the least square criterion is then realized in solving those equations derived from the data processing. The simulation results verified the validity of the proposed scheme.

  5. On Using Exponential Parameter Estimators with an Adaptive Controller

    Science.gov (United States)

    Patre, Parag; Joshi, Suresh M.

    2011-01-01

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

  6. An integrated model for reliability estimation of digital nuclear protection system based on fault tree and software control flow methodologies

    International Nuclear Information System (INIS)

    Kim, Man Cheol; Seong, Poong Hyun

    2000-01-01

    In the nuclear industry, the difficulty of proving the reliabilities of digital systems prohibits the widespread use of digital systems in various nuclear application such as plant protection system. Even though there exist a few models which are used to estimate the reliabilities of digital systems, we develop a new integrated model which is more realistic than the existing models. We divide the process of estimating the reliability of a digital system into two phases, a high-level phase and a low-level phase, and the boundary of two phases is the reliabilities of subsystems. We apply software control flow method to the low-level phase and fault tree analysis to the high-level phase. The application of the model to Dynamic Safety System(DDS) shows that the estimated reliability of the system is quite reasonable and realistic

  7. An integrated model for reliability estimation of digital nuclear protection system based on fault tree and software control flow methodologies

    International Nuclear Information System (INIS)

    Kim, Man Cheol; Seong, Poong Hyun

    2000-01-01

    In nuclear industry, the difficulty of proving the reliabilities of digital systems prohibits the widespread use of digital systems in various nuclear application such as plant protection system. Even though there exist a few models which are used to estimate the reliabilities of digital systems, we develop a new integrated model which is more realistic than the existing models. We divide the process of estimating the reliability of a digital system into two phases, a high-level phase and a low-level phase, and the boundary of two phases is the reliabilities of subsystems. We apply software control flow method to the low-level phase and fault tree analysis to the high-level phase. The application of the model of dynamic safety system (DSS) shows that the estimated reliability of the system is quite reasonable and realistic. (author)

  8. Estimation of riverbank soil erodibility parameters using genetic ...

    Indian Academy of Sciences (India)

    Tapas Karmaker

    2017-11-07

    Nov 7, 2017 ... process. Therefore, this is a study to verify the applicability of inverse parameter ... successful modelling of the riverbank erosion, precise estimation of ..... For this simulation, about 40 iterations are found to attain the convergence. ..... rithm for function optimization: a Matlab implementation. NCSU-IE TR ...

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

    Science.gov (United States)

    Kolluru, Lakshmi

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

  10. Stable Parameter Estimation for Autoregressive Equations with Random Coefficients

    Directory of Open Access Journals (Sweden)

    V. B. Goryainov

    2014-01-01

    Full Text Available In recent yearsthere has been a growing interest in non-linear time series models. They are more flexible than traditional linear models and allow more adequate description of real data. Among these models a autoregressive model with random coefficients plays an important role. It is widely used in various fields of science and technology, for example, in physics, biology, economics and finance. The model parameters are the mean values of autoregressive coefficients. Their evaluation is the main task of model identification. The basic method of estimation is still the least squares method, which gives good results for Gaussian time series, but it is quite sensitive to even small disturbancesin the assumption of Gaussian observations. In this paper we propose estimates, which generalize the least squares estimate in the sense that the quadratic objective function is replaced by an arbitrary convex and even function. Reasonable choice of objective function allows you to keep the benefits of the least squares estimate and eliminate its shortcomings. In particular, you can make it so that they will be almost as effective as the least squares estimate in the Gaussian case, but almost never loose in accuracy with small deviations of the probability distribution of the observations from the Gaussian distribution.The main result is the proof of consistency and asymptotic normality of the proposed estimates in the particular case of the one-parameter model describing the stationary process with finite variance. Another important result is the finding of the asymptotic relative efficiency of the proposed estimates in relation to the least squares estimate. This allows you to compare the two estimates, depending on the probability distribution of innovation process and of autoregressive coefficients. The results can be used to identify an autoregressive process, especially with nonGaussian nature, and/or of autoregressive processes observed with gross

  11. Application of genetic algorithms for parameter estimation in liquid chromatography

    International Nuclear Information System (INIS)

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

    2012-01-01

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

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

    Science.gov (United States)

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

    2012-01-01

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

  13. Parameter estimation and hypothesis testing in linear models

    CERN Document Server

    Koch, Karl-Rudolf

    1999-01-01

    The necessity to publish the second edition of this book arose when its third German edition had just been published. This second English edition is there­ fore a translation of the third German edition of Parameter Estimation and Hypothesis Testing in Linear Models, published in 1997. It differs from the first English edition by the addition of a new chapter on robust estimation of parameters and the deletion of the section on discriminant analysis, which has been more completely dealt with by the author in the book Bayesian In­ ference with Geodetic Applications, Springer-Verlag, Berlin Heidelberg New York, 1990. Smaller additions and deletions have been incorporated, to im­ prove the text, to point out new developments or to eliminate errors which became apparent. A few examples have been also added. I thank Springer-Verlag for publishing this second edition and for the assistance in checking the translation, although the responsibility of errors remains with the author. I also want to express my thanks...

  14. Reliability Analysis of Free Jet Scour Below Dams

    Directory of Open Access Journals (Sweden)

    Chuanqi Li

    2012-12-01

    Full Text Available Current formulas for calculating scour depth below of a free over fall are mostly deterministic in nature and do not adequately consider the uncertainties of various scouring parameters. A reliability-based assessment of scour, taking into account uncertainties of parameters and coefficients involved, should be performed. This paper studies the reliability of a dam foundation under the threat of scour. A model for calculating the reliability of scour and estimating the probability of failure of the dam foundation subjected to scour is presented. The Maximum Entropy Method is applied to construct the probability density function (PDF of the performance function subject to the moment constraints. Monte Carlo simulation (MCS is applied for uncertainty analysis. An example is considered, and there liability of its scour is computed, the influence of various random variables on the probability failure is analyzed.

  15. Fitting the Generic Multi-Parameter Crossover Model: Towards Realistic Scaling Estimates

    NARCIS (Netherlands)

    Z.R. Struzik; E.H. Dooijes; F.C.A. Groen; M.M. Novak; T. G. Dewey

    1997-01-01

    textabstractThe primary concern of fractal metrology is providing a means of reliable estimation of scaling exponents such as fractal dimension, in order to prove the null hypothesis that a particular object can be regarded as fractal. In the particular context to be discussed in this contribution,

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

    Directory of Open Access Journals (Sweden)

    Sergei Kosakovsky Pond

    2010-07-01

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

  17. METAHEURISTIC OPTIMIZATION METHODS FOR PARAMETERS ESTIMATION OF DYNAMIC SYSTEMS

    Directory of Open Access Journals (Sweden)

    V. Panteleev Andrei

    2017-01-01

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

  18. An improved method to estimate reflectance parameters for high dynamic range imaging

    Science.gov (United States)

    Li, Shiying; Deguchi, Koichiro; Li, Renfa; Manabe, Yoshitsugu; Chihara, Kunihiro

    2008-01-01

    Two methods are described to accurately estimate diffuse and specular reflectance parameters for colors, gloss intensity and surface roughness, over the dynamic range of the camera used to capture input images. Neither method needs to segment color areas on an image, or to reconstruct a high dynamic range (HDR) image. The second method improves on the first, bypassing the requirement for specific separation of diffuse and specular reflection components. For the latter method, diffuse and specular reflectance parameters are estimated separately, using the least squares method. Reflection values are initially assumed to be diffuse-only reflection components, and are subjected to the least squares method to estimate diffuse reflectance parameters. Specular reflection components, obtained by subtracting the computed diffuse reflection components from reflection values, are then subjected to a logarithmically transformed equation of the Torrance-Sparrow reflection model, and specular reflectance parameters for gloss intensity and surface roughness are finally estimated using the least squares method. Experiments were carried out using both methods, with simulation data at different saturation levels, generated according to the Lambert and Torrance-Sparrow reflection models, and the second method, with spectral images captured by an imaging spectrograph and a moving light source. Our results show that the second method can estimate the diffuse and specular reflectance parameters for colors, gloss intensity and surface roughness more accurately and faster than the first one, so that colors and gloss can be reproduced more efficiently for HDR imaging.

  19. NONLINEAR PLANT PIECEWISE-CONTINUOUS MODEL MATRIX PARAMETERS ESTIMATION

    Directory of Open Access Journals (Sweden)

    Roman L. Leibov

    2017-09-01

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

  20. Reliability of blood pressure parameters for dry weight estimation in hemodialysis patients.

    Science.gov (United States)

    Susantitaphong, Paweena; Laowaloet, Suthanit; Tiranathanagul, Khajohn; Chulakadabba, Adhisabandh; Katavetin, Pisut; Praditpornsilpa, Kearkiat; Tungsanga, Kriang; Eiam-Ong, Somchai

    2013-02-01

    Chronic volume overload resulting from interdialytic weight gain and inadequate fluid removal plays a significant role in poorly controlled high blood pressure. Although bioimpedance has been introduced as an accurate method for assessing hydration status, the instrument is not available in general hemodialysis (HEMO) centers. This study was conducted to explore the correlation between hydration status measured by bioimpedance and blood pressure parameters in chronic HEMO patients. Multifrequency bioimpedance analysis was used to determine pre- and post-dialysis hydration status in 32 stable HEMO patients. Extracellular water/total body water (ECW/TBW) determined by sum of segments from bioimpedance analysis was used as an index of hydration status. The mean age was 57.9 ± 16.4 years. The mean dry weight and body mass index were 57.7 ± 14.5 kg and 22.3 ± 4.7 kg/m(2), respectively. Pre-dialysis ECW/TBW was significantly correlated with only pulse pressure (r = 0.5, P = 0.003) whereas post-dialysis ECW/TBW had significant correlations with pulse pressure, systolic blood pressure, and diastolic blood pressure (r = 0.6, P = 0.001, r = 0.4, P = 0.04, r = -0.4, and P = 0.02, respectively). After dialysis, the mean values of ECW/TBW, systolic blood pressure, mean arterial pressure, and pulse pressure were significantly decreased. ECW/TBW was used to classify the patients into normohydration (≤ 0.4) and overhydration (>0.4) groups. Systolic blood pressure, mean arterial pressure, and pulse pressure significantly reduced after dialysis in the normohydration group but did not significantly change in the overhydration group. Pre-dialysis pulse pressure, post-dialysis pulse pressure, and post-dialysis systolic blood pressure in the overhydration group were significantly higher than normohydration group. Due to the simplicity and cost, blood pressure parameters, especially pulse pressure, might be a simple reference for clinicians to determine hydration status in HEMO