Accurate Parameter Estimation of Contaminant Transport Inverse Problem using Paartaicle Swarm Optimization

Swarm Intelligence techniques such as particle swarm optimization (PSO) are shown to be incompetent for an accurate estimation of global solutions in several engineering applications. This problem is more severe in case of inverse optimization problems where fitness calculations are computationally expensive. In this work, a novel strategy is introduced to alleviate this problem. The proposed inverse model based on modified particle swarm optimization algorithm is applied for a contaminant transport inverse model. The inverse models based on standard-PSO and proposed-PSO are validated to estimate the accuracy of the models. The proposed model is shown to be out performing the standard one in terms of accuracy in parameter estimation. The preliminary results obtained using the proposed model is presented in this work.

Parameter estimation of a two-horizon soil profile by combining crop canopy and surface soil moisture observations using GLUE

Estimation of soil parameters by inverse modeling using observations on either surface soil moisture or crop variables has been successfully attempted in many studies, but difficulties to estimate root zone properties arise when heterogeneous layered soils are considered. The objective of this study was to explore the potential of combining observations on surface soil moisture and crop variables - leaf area index (LAI) and above-ground biomass for estimating soil parameters (water holding capacity and soil depth) in a two-layered soil system using inversion of the crop model STICS. This was performed using GLUE method on a synthetic data set on varying soil types and on a data set from a field experiment carried out in two maize plots in South India. The main results were (i) combination of surface soil moisture and above-ground biomass provided consistently good estimates with small uncertainity of soil properties for the two soil layers, for a wide range of soil paramater values, both in the synthetic and the field experiment, (ii) above-ground biomass was found to give relatively better estimates and lower uncertainty than LAI when combined with surface soil moisture, especially for estimation of soil depth, (iii) surface soil moisture data, either alone or combined with crop variables, provided a very good estimate of the water holding capacity of the upper soil layer with very small uncertainty whereas using the surface soil moisture alone gave very poor estimates of the soil properties of the deeper layer, and (iv) using crop variables alone (else above-ground biomass or LAI) provided reasonable estimates of the deeper layer properties depending on the soil type but provided poor estimates of the first layer properties. The robustness of combining observations of the surface soil moisture and the above-ground biomass for estimating two layer soil properties, which was demonstrated using both synthetic and field experiments in this study, needs now to be tested for a broader range of climatic conditions and crop types, to assess its potential for spatial applications. (C) 2012 Elsevier B.V. All rights reserved.

Parameter Estimation for Hidden Markov Models with Intractable Likelihoods

Approximate Bayesian computation (ABC) is a popular technique for analysing data for complex models where the likelihood function is intractable. It involves using simulation from the model to approximate the likelihood, with this approximate likelihood then being used to construct an approximate posterior. In this paper, we consider methods that estimate the parameters by maximizing the approximate likelihood used in ABC. We give a theoretical analysis of the asymptotic properties of the resulting estimator. In particular, we derive results analogous to those of consistency and asymptotic normality for standard maximum likelihood estimation. We also discuss how sequential Monte Carlo methods provide a natural method for implementing our likelihood-based ABC procedures.

An overview of sequential Monte Carlo methods for parameter estimation in general state-space models

Nonlinear non-Gaussian state-space models arise in numerous applications in control and signal processing. Sequential Monte Carlo (SMC) methods, also known as Particle Filters, are numerical techniques based on Importance Sampling for solving the optimal state estimation problem. The task of calibrating the state-space model is an important problem frequently faced by practitioners and the observed data may be used to estimate the parameters of the model. The aim of this paper is to present a comprehensive overview of SMC methods that have been proposed for this task accompanied with a discussion of their advantages and limitations.

Sequential Monte Carlo computation of the score and observed information matrix in state-space models with application to parameter estimation

Sequential Monte Carlo (SMC) methods are popular computational tools for Bayesian inference in non-linear non-Gaussian state-space models. For this class of models, we propose SMC algorithms to compute the score vector and observed information matrix recursively in time. We propose two different SMC implementations, one with computational complexity $\mathcal{O}(N)$ and the other with complexity $\mathcal{O}(N^{2})$ where $N$ is the number of importance sampling draws. Although cheaper, the performance of the $\mathcal{O}(N)$ method degrades quickly in time as it inherently relies on the SMC approximation of a sequence of probability distributions whose dimension is increasing linearly with time. In particular, even under strong \textit{mixing} assumptions, the variance of the estimates computed with the $\mathcal{O}(N)$ method increases at least quadratically in time. The $\mathcal{O}(N^{2})$ is a non-standard SMC implementation that does not suffer from this rapid degrade. We then show how both methods can be used to perform batch and recursive parameter estimation.

Parameter-estimation of a spherical top inductively-coupled plasma source with global-model

Using spatially averaged global model, we succeed in obtaining some plasma parameters for a low pressure inductively coupled plasma source of our laboratory. As far as the global balance is concerned, the models can give reasonable results of the parameters, such as the global electron temperature and the ion impacting energy, etc. It is found that the ion flow is hardly affected by the neutral gas pressure. Finally, the magnetic effects are calculated by means of the method. The magnetic field can play an important role to increase plasma density and ion current.