Optimal simultaneous maximum a posterioriestimation of states, noise statistics and parameters I. Algorithm

The simultaneous state and parameter estimation problem for a linear discrete-time system with unknown noise statistics is treated as a large-scale optimization problem. The a posterioriprobability density function is maximized directly with respect to the states and parameters subject to the constraint of the system dynamics. The resulting optimization problem is too large for any of the standard non-linear programming techniques and hence an hierarchical optimization approach is proposed. It turns out that the states can be computed at the first levelfor given noise and system parameters. These, in turn, are to be modified at the second level.The states are to be computed from a large system of linear equations and two solution methods are considered for solving these equations, limiting the horizon to a suitable length. The resulting algorithm is a filter-smoother, suitable for off-line as well as on-line state estimation for given noise and system parameters. The second level problem is split up into two, one for modifying the noise statistics and the other for modifying the system parameters. An adaptive relaxation technique is proposed for modifying the noise statistics and a modified Gauss-Newton technique is used to adjust the system parameters.

Self-regularized pseudo time-marching schemes for structural system identification with static measurements

We explore the application of pseudo time marching schemes, involving either deterministic integration or stochastic filtering, to solve the inverse problem of parameter identification of large dimensional structural systems from partial and noisy measurements of strictly static response. Solutions of such non-linear inverse problems could provide useful local stiffness variations and do not have to confront modeling uncertainties in damping, an important, yet inadequately understood, aspect in dynamic system identification problems. The usual method of least-square solution is through a regularized Gauss-Newton method (GNM) whose results are known to be sensitively dependent on the regularization parameter and data noise intensity. Finite time,recursive integration of the pseudo-dynamical GNM (PD-GNM) update equation addresses the major numerical difficulty associated with the near-zero singular values of the linearized operator and gives results that are not sensitive to the time step of integration. Therefore, we also propose a pseudo-dynamic stochastic filtering approach for the same problem using a parsimonious representation of states and specifically solve the linearized filtering equations through a pseudo-dynamic ensemble Kalman filter (PD-EnKF). For multiple sets of measurements involving various load cases, we expedite the speed of thePD-EnKF by proposing an inner iteration within every time step. Results using the pseudo-dynamic strategy obtained through PD-EnKF and recursive integration are compared with those from the conventional GNM, which prove that the PD-EnKF is the best performer showing little sensitivity to process noise covariance and yielding reconstructions with less artifacts even when the ensemble size is small.

Self-regularized pseudo time-marching schemes for structural system identification with static measurements

We explore the application of pseudo time marching schemes, involving either deterministic integration or stochastic filtering, to solve the inverse problem of parameter identification of large dimensional structural systems from partial and noisy measurements of strictly static response. Solutions of such non-linear inverse problems could provide useful local stiffness variations and do not have to confront modeling uncertainties in damping, an important, yet inadequately understood, aspect in dynamic system identification problems. The usual method of least-square solution is through a regularized Gauss-Newton method (GNM) whose results are known to be sensitively dependent on the regularization parameter and data noise intensity. Finite time, recursive integration of the pseudo-dynamical GNM (PD-GNM) update equation addresses the major numerical difficulty associated with the near-zero singular values of the linearized operator and gives results that are not sensitive to the time step of integration. Therefore, we also propose a pseudo-dynamic stochastic filtering approach for the same problem using a parsimonious representation of states and specifically solve the linearized filtering equations through apseudo-dynamic ensemble Kalman filter (PD-EnKF). For multiple sets ofmeasurements involving various load cases, we expedite the speed of the PD-EnKF by proposing an inner iteration within every time step. Results using the pseudo-dynamic strategy obtained through PD-EnKF and recursive integration are compared with those from the conventional GNM, which prove that the PD-EnKF is the best performer showing little sensitivity to process noise covariance and yielding reconstructions with less artifacts even when the ensemble size is small. Copyright (C) 2009 John Wiley & Sons, Ltd.

WLS method for parameter estimation in water distribution networks

The weighted-least-squares method based on the Gauss-Newton minimization technique is used for parameter estimation in water distribution networks. The parameters considered are: element resistances (single and/or group resistances, Hazen-Williams coefficients, pump specifications) and consumptions (for single or multiple loading conditions). The measurements considered are: nodal pressure heads, pipe flows, head loss in pipes, and consumptions/inflows. An important feature of the study is a detailed consideration of the influence of different choice of weights on parameter estimation, for error-free data, noisy data, and noisy data which include bad data. The method is applied to three different networks including a real-life problem.

Water quality parameter estimation in steady-state distribution system

The maintenance of chlorine residual is needed at all the points in the distribution system supplied with chlorine as a disinfectant. The propagation and level of chlorine in a distribution system is affected by both bulk and pipe wall reactions. It is well known that the field determination of wall reaction parameter is difficult. The source strength of chlorine to maintain a specified chlorine residual at a target node is also an important parameter. The inverse model presented in the paper determines these water quality parameters, which are associated with different reaction kinetics, either in single or in groups of pipes. The weighted-least-squares method based on the Gauss-Newton minimization technique is used for the estimation of these parameters. The validation and application of the inverse model is illustrated with an example pipe distribution system under steady state. A generalized procedure to handle noisy and bad (abnormal) data is suggested, which can be used to estimate these parameters more accurately. The developed inverse model is useful for water supply agencies to calibrate their water distribution system and to improve their operational strategies to maintain water quality.

A pseudo-time EnKF incorporating shape based reconstruction for diffuse optical tomography

Purpose: The authors aim at developing a pseudo-time, sub-optimal stochastic filtering approach based on a derivative free variant of the ensemble Kalman filter (EnKF) for solving the inverse problem of diffuse optical tomography (DOT) while making use of a shape based reconstruction strategy that enables representing a cross section of an inhomogeneous tumor boundary by a general closed curve. Methods: The optical parameter fields to be recovered are approximated via an expansion based on the circular harmonics (CH) (Fourier basis functions) and the EnKF is used to recover the coefficients in the expansion with both simulated and experimentally obtained photon fluence data on phantoms with inhomogeneous inclusions. The process and measurement equations in the pseudo-dynamic EnKF (PD-EnKF) presently yield a parsimonious representation of the filter variables, which consist of only the Fourier coefficients and the constant scalar parameter value within the inclusion. Using fictitious, low-intensity Wiener noise processes in suitably constructed ``measurement'' equations, the filter variables are treated as pseudo-stochastic processes so that their recovery within a stochastic filtering framework is made possible. Results: In our numerical simulations, we have considered both elliptical inclusions (two inhomogeneities) and those with more complex shapes (such as an annular ring and a dumbbell) in 2-D objects which are cross-sections of a cylinder with background absorption and (reduced) scattering coefficient chosen as mu(b)(a)=0.01mm(-1) and mu('b)(s)=1.0mm(-1), respectively. We also assume mu(a) = 0.02 mm(-1) within the inhomogeneity (for the single inhomogeneity case) and mu(a) = 0.02 and 0.03 mm(-1) (for the two inhomogeneities case). The reconstruction results by the PD-EnKF are shown to be consistently superior to those through a deterministic and explicitly regularized Gauss-Newton algorithm. We have also estimated the unknown mu(a) from experimentally gathered fluence data and verified the reconstruction by matching the experimental data with the computed one. Conclusions: The PD-EnKF, which exhibits little sensitivity against variations in the fictitiously introduced noise processes, is also proven to be accurate and robust in recovering a spatial map of the absorption coefficient from DOT data. With the help of shape based representation of the inhomogeneities and an appropriate scaling of the CH expansion coefficients representing the boundary, we have been able to recover inhomogeneities representative of the shape of malignancies in medical diagnostic imaging. (C) 2012 American Association of Physicists in Medicine. [DOI: 10.1118/1.3679855]

Practical fully three-dimensional reconstruction algorithms for diffuse optical tomography

We have developed an efficient fully three-dimensional (3D) reconstruction algorithm for diffuse optical tomography (DOT). The 3D DOT, a severely ill-posed problem, is tackled through a pseudodynamic (PD) approach wherein an ordinary differential equation representing the evolution of the solution on pseudotime is integrated that bypasses an explicit inversion of the associated, ill-conditioned system matrix. One of the most computationally expensive parts of the iterative DOT algorithm, the reevaluation of the Jacobian in each of the iterations, is avoided by using the adjoint-Broyden update formula to provide low rank updates to the Jacobian. In addition, wherever feasible, we have also made the algorithm efficient by integrating along the quadratic path provided by the perturbation equation containing the Hessian. These algorithms are then proven by reconstruction, using simulated and experimental data and verifying the PD results with those from the popular Gauss-Newton scheme. The major findings of this work are as follows: (i) the PD reconstructions are comparatively artifact free, providing superior absorption coefficient maps in terms of quantitative accuracy and contrast recovery; (ii) the scaling of computation time with the dimension of the measurement set is much less steep with the Jacobian update formula in place than without it; and (iii) an increase in the data dimension, even though it renders the reconstruction problem less ill conditioned and thus provides relatively artifact-free reconstructions, does not necessarily provide better contrast property recovery. For the latter, one should also take care to uniformly distribute the measurement points, avoiding regions close to the source so that the relative strength of the derivatives for measurements away from the source does not become insignificant. (c) 2012 Optical Society of America

A numerical approach to determine the sufficiency of given boundary data sets for uniquely estimating interior elastic properties

We consider an inverse elasticity problem in which forces and displacements are known on the boundary and the material property distribution inside the body is to be found. In other words, we need to estimate the distribution of constitutive properties using the finite boundary data sets. Uniqueness of the solution to this problem is proved in the literature only under certain assumptions for a given complete Dirichlet-to-Neumann map. Another complication in the numerical solution of this problem is that the number of boundary data sets needed to establish uniqueness is not known even under the restricted cases where uniqueness is proved theoretically. In this paper, we present a numerical technique that can assess the sufficiency of given boundary data sets by computing the rank of a sensitivity matrix that arises in the Gauss-Newton method used to solve the problem. Numerical experiments are presented to illustrate the method.

Diffraction tomography from intensity measurements: an evolutionary stochastic search to invert experimental data

We develop iterative diffraction tomography algorithms, which are similar to the distorted Born algorithms, for inverting scattered intensity data. Within the Born approximation, the unknown scattered field is expressed as a multiplicative perturbation to the incident field. With this, the forward equation becomes stable, which helps us compute nearly oscillation-free solutions that have immediate bearing on the accuracy of the Jacobian computed for use in a deterministic Gauss-Newton (GN) reconstruction. However, since the data are inherently noisy and the sensitivity of measurement to refractive index away from the detectors is poor, we report a derivative-free evolutionary stochastic scheme, providing strictly additive updates in order to bridge the measurement-prediction misfit, to arrive at the refractive index distribution from intensity transport data. The superiority of the stochastic algorithm over the GN scheme for similar settings is demonstrated by the reconstruction of the refractive index profile from simulated and experimentally acquired intensity data. (C) 2014 Optical Society of America

Ultrasound-modulated optical tomography: direct recovery of elasticity distribution from experimentally measured intensity autocorrelation

Based on an ultrasound-modulated optical tomography experiment, a direct, quantitative recovery of Young's modulus (E) is achieved from the modulation depth (M) in the intensity autocorrelation. The number of detector locations is limited to two in orthogonal directions, reducing the complexity of the data gathering step whilst ensuring against an impoverishment of the measurement, by employing ultrasound frequency as a parameter to vary during data collection. The M and E are related via two partial differential equations. The first one connects M to the amplitude of vibration of the scattering centers in the focal volume and the other, this amplitude to E. A (composite) sensitivity matrix is arrived at mapping the variation of M with that of E and used in a (barely regularized) Gauss-Newton algorithm to iteratively recover E. The reconstruction results showing the variation of E are presented. (C) 2015 Optical Society of America