74 resultados para Estimation theory


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An understanding of the effect of specific solute-solvent interactions on the diffusion of a solute probe is a long standing problem of physical chemistry. In this paper a microscopic treatment of this effect is presented. The theory takes into account the modification of the solvent structure around the solute due to this specific interaction between them. It is found that for strong, attractive interaction, there is an enhanced coupling between the solute and the solvent dynamic modes (in particular, the density mode), which leads to a significant increase in the friction on the solute. The diffusion coefficient of the solute is found to depend strongly and nonlinearly on the magnitude of the attractive interaction. An interesting observation is that specific solute-solvent interaction can induce a crossover from a sliplike to a sticklike diffusion. In the limit of strong attractive interaction, we recover a dynamic version of the solvent-berg picture. On the other hand, for repulsive interaction, the diffusion coefficient of the solute increases. These results are in qualitative agreement with recent experimental observations.

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Using a multivalley effective mass theory, we obtain the binding energy of a D- ion in Si and Ge taking into account the spatial variation of the host dielectric function. We find that on comparison with experimental results the effect of spatial dispersion is important in the estimation of binding energy for the D- formed by As in Si and Ge. The effect is less significant for the case of D- formed by P and Sb donors.

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In routine industrial design, fatigue life estimation is largely based on S-N curves and ad hoc cycle counting algorithms used with Miner's rule for predicting life under complex loading. However, there are well known deficiencies of the conventional approach. Of the many cumulative damage rules that have been proposed, Manson's Double Linear Damage Rule (DLDR) has been the most successful. Here we follow up, through comparisons with experimental data from many sources, on a new approach to empirical fatigue life estimation (A Constructive Empirical Theory for Metal Fatigue Under Block Cyclic Loading', Proceedings of the Royal Society A, in press). The basic modeling approach is first described: it depends on enforcing mathematical consistency between predictions of simple empirical models that include indeterminate functional forms, and published fatigue data from handbooks. This consistency is enforced through setting up and (with luck) solving a functional equation with three independent variables and six unknown functions. The model, after eliminating or identifying various parameters, retains three fitted parameters; for the experimental data available, one of these may be set to zero. On comparison against data from several different sources, with two fitted parameters, we find that our model works about as well as the DLDR and much better than Miner's rule. We finally discuss some ways in which the model might be used, beyond the scope of the DLDR.

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A rapid, highly selective and simple method has been developed for the quantitative determination of pyro-, tri- and orthophosphates. The method is based on the formation of a solid complex of bis(ethylenediamine)cobalt(III) species with pyrophosphate at pH 4.2-4.3, with triphosphate at pH 2.0-2.1 and with orthophosphate at pH 8.2-8.6. The proposed method for pyro- and triphosphates differs from the available method, which is based on the formation of an adduct with tris(ethylenediamine)cobalt(III) species. The complexes have the composition [Co(en)(2)HP2O7]4H(2)O and [Co(en)(2)H2P3O10]2H(2)O, respectively. The precipitation is instantaneous and quantitative under the recommended optimum conditions giving 99.5% gravimetric yield in both cases. There is no interferences from orthophosphate, trimetaphosphate and pyrophosphate species in the triphosphate estimation up to 5% of each component. The efficacy of the method has been established by determining pyrophosphate and triphosphate contents in various matrices. In the case of orthophosphate, the proposed method differs from the available methods such as ammonium phosphomolybdate, vanadophosphomolybdate and quinoline phosphomolybdate, which are based on the formation of a precipitate, followed by either titrimetry or gravimetry. The precipitation is instantaneous and the method is simple. Under the recommended pH and other reaction conditions, gravimetric yields of 99.6-100% are obtainable. The method is applicable to orthophosphoric acid and a variety of phosphate salts.

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Enumeration of adhered cells of Thiobacillus ferrooxidans on sulphide minerals through protein assay poses problems due to interference from dissolved mineral constituents. The manner in which sulphide minerals such as pyrite, chalcopyrite, sphalerite, arsenopyrite and pyrrhotite interfere with bacterial protein estimation is demonstrated. Such interferences can be minimised either through dilution or addition of H2O2 to the filtrate after hot alkaline digestion of the biotreated mineral samples.

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Let a and s denote the inter arrival times and service times in a GI/GI/1 queue. Let a (n), s (n) be the r.v.s, with distributions as the estimated distributions of a and s from iid samples of a and s of sizes n. Let w be a r.v. with the stationary distribution lr of the waiting times of the queue with input (a, s). We consider the problem of estimating E [w~], tx > 0 and 7r via simulations when (a (n), s (n)) are used as input. Conditions for the accuracy of the asymptotic estimate, continuity of the asymptotic variance and uniformity in the rate of convergence to the estimate are obtained. We also obtain rates of convergence for sample moments, the empirical process and the quantile process for the regenerative processes. Robust estimates are also obtained when an outlier contaminated sample of a and s is provided. In the process we obtain consistency, continuity and asymptotic normality of M-estimators for stationary sequences. Some robustness results for Markov processes are included.

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Despite great advances in very large scale integrated-circuit design and manufacturing, performance of even the best available high-speed, high-resolution analog-to-digital converter (ADC) is known to deteriorate while acquiring fast-rising, high-frequency, and nonrepetitive waveforms. Waveform digitizers (ADCs) used in high-voltage impulse recordings and measurements are invariably subjected to such waveforms. Errors resulting from a lowered ADC performance can be unacceptably high, especially when higher accuracies have to be achieved (e.g., when part of a reference measuring system). Static and dynamic nonlinearities (estimated independently) are vital indices for evaluating performance and suitability of ADCs to be used in such environments. Typically, the estimation of static nonlinearity involves 10-12 h of time or more (for a 12-b ADC) and the acquisition of millions of samples at high input frequencies for dynamic characterization. ADCs with even higher resolution and faster sampling speeds will soon become available. So, there is a need to reduce testing time for evaluating these parameters. This paper proposes a novel and time-efficient method for the simultaneous estimation of static and dynamic nonlinearity from a single test. This is achieved by conceiving a test signal, comprised of a high-frequency sinusoid (which addresses dynamic assessment) modulated by a low-frequency ramp (relevant to the static part). Details of implementation and results on two digitizers are presented and compared with nonlinearities determined by the existing standardized approaches. Good agreement in results and time savings achievable indicates its suitability.

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This paper presents a novel algebraic formulation of the central problem of screw theory, namely the determination of the principal screws of a given system. Using the algebra of dual numbers, it shows that the principal screws can be determined via the solution of a generalised eigenproblem of two real, symmetric matrices. This approach allows the study of the principal screws of the general two-, three-systems associated with a manipulator of arbitrary geometry in terms of closed-form expressions of its architecture and configuration parameters. We also present novel methods for the determination of the principal screws for four-, five-systems which do not require the explicit computation of the reciprocal systems. Principal screws of the systems of different orders are identified from one uniform criterion, namely that the pitches of the principal screws are the extreme values of the pitch.The classical results of screw theory, namely the equations for the cylindroid and the pitch-hyperboloid associated with the two-and three-systems, respectively have been derived within the proposed framework. Algebraic conditions have been derived for some of the special screw systems. The formulation is also illustrated with several examples including two spatial manipulators of serial and parallel architecture, respectively.

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An alternative derivation of the dispersion relation for the transverse vibration of a circular cylindrical shell is presented. The use of the shallow shell theory model leads to a simpler derivation of the same result. Further, the applicability of the dispersion relation is extended to the axisymmetric mode and the high frequency beam mode.

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KIRCHHOFF’S theory [1] and the first-order shear deformation theory (FSDT) [2] of plates in bending are simple theories and continuously used to obtain design information. Within the classical small deformation theory of elasticity, the problem consists of determining three displacements, u, v, and w, that satisfy three equilibrium equations in the interior of the plate and three specified surface conditions. FSDT is a sixth-order theory with a provision to satisfy three edge conditions and maintains, unlike in Kirchhoff’s theory, independent linear thicknesswise distribution of tangential displacement even if the lateral deflection, w, is zero along a supported edge. However, each of the in-plane distributions of the transverse shear stresses that are of a lower order is expressed as a sum of higher-order displacement terms. Kirchhoff’s assumption of zero transverse shear strains is, however, not a limitation of the theory as a first approximation to the exact 3-D solution.

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Computation of the dependency basis is the fundamental step in solving the membership problem for functional dependencies (FDs) and multivalued dependencies (MVDs) in relational database theory. We examine this problem from an algebraic perspective. We introduce the notion of the inference basis of a set M of MVDs and show that it contains the maximum information about the logical consequences of M. We propose the notion of a dependency-lattice and develop an algebraic characterization of inference basis using simple notions from lattice theory. We also establish several interesting properties of dependency-lattices related to the implication problem. Founded on our characterization, we synthesize efficient algorithms for (a): computing the inference basis of a given set M of MVDs; (b): computing the dependency basis of a given attribute set w.r.t. M; and (c): solving the membership problem for MVDs. We also show that our results naturally extend to incorporate FDs also in a way that enables the solution of the membership problem for both FDs and MVDs put together. We finally show that our algorithms are more efficient than existing ones, when used to solve what we term the ‘generalized membership problem’.

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

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Doppler weather radars with fast scanning rates must estimate spectral moments based on a small number of echo samples. This paper concerns the estimation of mean Doppler velocity in a coherent radar using a short complex time series. Specific results are presented based on 16 samples. A wide range of signal-to-noise ratios are considered, and attention is given to ease of implementation. It is shown that FFT estimators fare poorly in low SNR and/or high spectrum-width situations. Several variants of a vector pulse-pair processor are postulated and an algorithm is developed for the resolution of phase angle ambiguity. This processor is found to be better than conventional processors at very low SNR values. A feasible approximation to the maximum entropy estimator is derived as well as a technique utilizing the maximization of the periodogram. It is found that a vector pulse-pair processor operating with four lags for clear air observation and a single lag (pulse-pair mode) for storm observation may be a good way to estimate Doppler velocities over the entire gamut of weather phenomena.

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A novel method is proposed to treat the problem of the random resistance of a strictly one-dimensional conductor with static disorder. It is suggested, for the probability distribution of the transfer matrix of the conductor, the distribution of maximum information-entropy, constrained by the following physical requirements: 1) flux conservation, 2) time-reversal invariance and 3) scaling, with the length of the conductor, of the two lowest cumulants of ζ, where = sh2ζ. The preliminary results discussed in the text are in qualitative agreement with those obtained by sophisticated microscopic theories.

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Timoshenko's shear deformation theory is widely used for the dynamical analysis of shear-flexible beams. This paper presents a comparative study of the shear deformation theory with a higher order model, of which Timoshenko's shear deformation model is a special case. Results indicate that while Timoshenko's shear deformation theory gives reasonably accurate information regarding the set of bending natural frequencies, there are considerable discrepancies in the information it gives regarding the mode shapes and dynamic response, and so there is a need to consider higher order models for the dynamical analysis of flexure of beams.