373 resultados para unknown-input estimation
Resumo:
Loop detectors are the oldest and widely used traffic data source. On urban arterials, they are mainly installed for signal control. Recently state of the art Bluetooth MAC Scanners (BMS) has significantly captured the interest of stakeholders for exploiting it for area wide traffic monitoring. Loop detectors provide flow- a fundamental traffic parameter; whereas BMS provides individual vehicle travel time between BMS stations. Hence, these two data sources complement each other, and if integrated should increase the accuracy and reliability of the traffic state estimation. This paper proposed a model that integrates loops and BMS data for seamless travel time and density estimation for urban signalised network. The proposed model is validated using both real and simulated data and the results indicate that the accuracy of the proposed model is over 90%.
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Quantitative determination of modification of primary sediment features, by the activity of organisms (i.e., bioturbation) is essential in geosciences. Some methods proposed since the 1960s are mainly based on visual or subjective determinations. The first semiquantitative evaluations of the Bioturbation Index, Ichnofabric Index, or the amount of bioturbation were attempted, in the best cases using a series of flashcards designed in different situations. Recently, more effective methods involve the use of analytical and computational methods such as X-rays, magnetic resonance imaging or computed tomography; these methods are complex and often expensive. This paper presents a compilation of different methods, using Adobe® Photoshop® software CS6, for digital estimation that are a part of the IDIAP (Ichnological Digital Analysis Images Package), which is an inexpensive alternative to recently proposed methods, easy to use, and especially recommended for core samples. The different methods — “Similar Pixel Selection Method (SPSM)”, “Magic Wand Method (MWM)” and the “Color Range Selection Method (CRSM)” — entail advantages and disadvantages depending on the sediment (e.g., composition, color, texture, porosity, etc.) and ichnological features (size of traces, infilling material, burrow wall, etc.). The IDIAP provides an estimation of the amount of trace fossils produced by a particular ichnotaxon, by a whole ichnocoenosis or even for a complete ichnofabric. We recommend the application of the complete IDIAP to a given case study, followed by selection of the most appropriate method. The IDIAP was applied to core material recovered from the IODP Expedition 339, enabling us, for the first time, to arrive at a quantitative estimation of the discrete trace fossil assemblage in core samples.
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Effective machine fault prognostic technologies can lead to elimination of unscheduled downtime and increase machine useful life and consequently lead to reduction of maintenance costs as well as prevention of human casualties in real engineering asset management. This paper presents a technique for accurate assessment of the remnant life of machines based on health state probability estimation technique and historical failure knowledge embedded in the closed loop diagnostic and prognostic system. To estimate a discrete machine degradation state which can represent the complex nature of machine degradation effectively, the proposed prognostic model employed a classification algorithm which can use a number of damage sensitive features compared to conventional time series analysis techniques for accurate long-term prediction. To validate the feasibility of the proposed model, the five different level data of typical four faults from High Pressure Liquefied Natural Gas (HP-LNG) pumps were used for the comparison of intelligent diagnostic test using five different classification algorithms. In addition, two sets of impeller-rub data were analysed and employed to predict the remnant life of pump based on estimation of health state probability using the Support Vector Machine (SVM) classifier. The results obtained were very encouraging and showed that the proposed prognostics system has the potential to be used as an estimation tool for machine remnant life prediction in real life industrial applications.
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In Chapters 1 through 9 of the book (with the exception of a brief discussion on observers and integral action in Section 5.5 of Chapter 5) we considered constrained optimal control problems for systems without uncertainty, that is, with no unmodelled dynamics or disturbances, and where the full state was available for measurement. More realistically, however, it is necessary to consider control problems for systems with uncertainty. This chapter addresses some of the issues that arise in this situation. As in Chapter 9, we adopt a stochastic description of uncertainty, which associates probability distributions to the uncertain elements, that is, disturbances and initial conditions. (See Section 12.6 for references to alternative approaches to model uncertainty.) When incomplete state information exists, a popular observer-based control strategy in the presence of stochastic disturbances is to use the certainty equivalence [CE] principle, introduced in Section 5.5 of Chapter 5 for deterministic systems. In the stochastic framework, CE consists of estimating the state and then using these estimates as if they were the true state in the control law that results if the problem were formulated as a deterministic problem (that is, without uncertainty). This strategy is motivated by the unconstrained problem with a quadratic objective function, for which CE is indeed the optimal solution (˚Astr¨om 1970, Bertsekas 1976). One of the aims of this chapter is to explore the issues that arise from the use of CE in RHC in the presence of constraints. We then turn to the obvious question about the optimality of the CE principle. We show that CE is, indeed, not optimal in general. We also analyse the possibility of obtaining truly optimal solutions for single input linear systems with input constraints and uncertainty related to output feedback and stochastic disturbances.We first find the optimal solution for the case of horizon N = 1, and then we indicate the complications that arise in the case of horizon N = 2. Our conclusion is that, for the case of linear constrained systems, the extra effort involved in the optimal feedback policy is probably not justified in practice. Indeed, we show by example that CE can give near optimal performance. We thus advocate this approach in real applications.
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Dynamic positioning of marine craft refers to the use of the propulsion system to regulate the vessel position and heading. This type of motion control is commonly used in the offshore industry for surface vessels, and it is also used for some underwater vehicles. In this paper, we use a port-Hamiltonian framework to design a novel nonlinear set-point-regulation controller with integral action. The controller handles input saturation and guarantees internal stability, rejection of unknown constant disturbances, and (integral-)input-to-state stability.
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We investigate the utility to computational Bayesian analyses of a particular family of recursive marginal likelihood estimators characterized by the (equivalent) algorithms known as "biased sampling" or "reverse logistic regression" in the statistics literature and "the density of states" in physics. Through a pair of numerical examples (including mixture modeling of the well-known galaxy dataset) we highlight the remarkable diversity of sampling schemes amenable to such recursive normalization, as well as the notable efficiency of the resulting pseudo-mixture distributions for gauging prior-sensitivity in the Bayesian model selection context. Our key theoretical contributions are to introduce a novel heuristic ("thermodynamic integration via importance sampling") for qualifying the role of the bridging sequence in this procedure, and to reveal various connections between these recursive estimators and the nested sampling technique.
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The exchange of physical forces in both cell-cell and cell-matrix interactions play a significant role in a variety of physiological and pathological processes, such as cell migration, cancer metastasis, inflammation and wound healing. Therefore, great interest exists in accurately quantifying the forces that cells exert on their substrate during migration. Traction Force Microscopy (TFM) is the most widely used method for measuring cell traction forces. Several mathematical techniques have been developed to estimate forces from TFM experiments. However, certain simplifications are commonly assumed, such as linear elasticity of the materials and/or free geometries, which in some cases may lead to inaccurate results. Here, cellular forces are numerically estimated by solving a minimization problem that combines multiple non-linear FEM solutions. Our simulations, free from constraints on the geometrical and the mechanical conditions, show that forces are predicted with higher accuracy than when using the standard approaches.
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This paper presents a method for the estimation of thrust model parameters of uninhabited airborne systems using specific flight tests. Particular tests are proposed to simplify the estimation. The proposed estimation method is based on three steps. The first step uses a regression model in which the thrust is assumed constant. This allows us to obtain biased initial estimates of the aerodynamic coeficients of the surge model. In the second step, a robust nonlinear state estimator is implemented using the initial parameter estimates, and the model is augmented by considering the thrust as random walk. In the third step, the estimate of the thrust obtained by the observer is used to fit a polynomial model in terms of the propeller advanced ratio. We consider a numerical example based on Monte-Carlo simulations to quantify the sampling properties of the proposed estimator given realistic flight conditions.
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Commodity price modeling is normally approached in terms of structural time-series models, in which the different components (states) have a financial interpretation. The parameters of these models can be estimated using maximum likelihood. This approach results in a non-linear parameter estimation problem and thus a key issue is how to obtain reliable initial estimates. In this paper, we focus on the initial parameter estimation problem for the Schwartz-Smith two-factor model commonly used in asset valuation. We propose the use of a two-step method. The first step considers a univariate model based only on the spot price and uses a transfer function model to obtain initial estimates of the fundamental parameters. The second step uses the estimates obtained in the first step to initialize a re-parameterized state-space-innovations based estimator, which includes information related to future prices. The second step refines the estimates obtained in the first step and also gives estimates of the remaining parameters in the model. This paper is part tutorial in nature and gives an introduction to aspects of commodity price modeling and the associated parameter estimation problem.
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Both tyrosine hydroxylase-positive fibres from the mesolimbic dopamine system and amygdala projection fibres from the basolateral nucleus are known to terminate heavily in the nucleus accumbens. Caudal amygdala fibres travelling dorsally via the stria terminalis project densely to the nucleus accumbens shell, especially in the dopamine rich septal hook. The amygdala has been associated with the recognition of emotionally relevant stimuli while the mesolimbic dopamine system is implicated with reward mechanisms. There is behavioural and electrophysiological evidence that the amygdala input to the nucleus accumbens is modulated by the mesolimbic dopamine input, but it is not known how these pathways interact anatomically within the nucleus accumbens. Using a variety of neuroanatomical techniques including anterograde and retrograde tracing, immunocytochemistry and intracellular filling, we have demonstrated convergence of these inputs on to medium-sized spiny neurons. The terminals of the basolateral amygdala projection make asymmetrical synapses predominantly on the heads of spines which also receive on their necks or adjacent dendrites, symmetrical synaptic input from the mesolimbic dopamine system. Some of these neurons have also been identified as projection neurons, possibly to the ventral pallidum. We have shown a synaptic level how dopamine is positioned to modulate excitatory limbic input in the nucleus accumbens.
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The capacity to identify an unknown organism using the DNA sequence from a single gene has many applications. These include the development of biodiversity inventories (Janzen et al. 2005), forensics (Meiklejohn et al. 2011), biosecurity (Armstrong and Ball 2005), and the identification of cryptic species (Smith et al. 2006). The popularity and widespread use (Teletchea 2010) of the DNA barcoding approach (Hebert et al. 2003), despite broad misgivings (e.g., Smith 2005; Will et al. 2005; Rubinoff et al. 2006), attest to this. However, one major shortcoming to the standard barcoding approach is that it assumes that gene trees and species trees are synonymous, an assumption that is known not to hold in many cases (Pamilo and Nei 1988; Funk and Omland 2003). Biological processes that violate this assumption include incomplete lineage sorting and interspecific hybridization (Funk and Omland 2003). Indeed, simulation studies indicate that the concatenation approach (in which these two processes are ignored) can lead to statistically inconsistent estimation of the species tree (Kubatko and Degnan 2007)...
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This paper considers two problems that frequently arise in dynamic discrete choice problems but have not received much attention with regard to simulation methods. The first problem is how to simulate unbiased simulators of probabilities conditional on past history. The second is simulating a discrete transition probability model when the underlying dependent variable is really continuous. Both methods work well relative to reasonable alternatives in the application discussed. However, in both cases, for this application, simpler methods also provide reasonably good results.
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In this paper, I present a number of leading examples in the empirical literature that use simulation-based estimation methods. For each example, I describe the model, why simulation is needed, and how to simulate the relevant object. There is a section on simulation methods and another on simulations-based estimation methods. The paper concludes by considering the significance of each of the examples discussed a commenting on potential future areas of interest.
Semiparametric estimates of the supply and demand effects of disability on labor force participation
Resumo:
This paper modifies and uses the semiparametric methods of Ichimura and Lee (1991) on standard cross-section data to decompose the effect of disability on labor force participation into a demand and a supply effect. It shows that straightforward use of Ichimura and Lee leads to meaningless results while imposing monotonicity on the unknown function leads to substantial results. The paper finds that supply effects dominate the demand effects of disability.
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We report on the application low-temperature plasmas for roughening Si surfaces which is becoming increasingly important for a number of applications ranging from Si quantum dots to cell and protein attachment for devices such as "laboratory on a chip" and sensors. It is a requirement that Si surface roughening is scalable and is a single-step process. It is shown that the removal of naturally forming SiO2 can be used to assist in the roughening of the surface using a low-temperature plasma-based etching approach, similar to the commonly used in semiconductor micromanufacturing. It is demonstrated that the selectivity of SiO2 /Si etching can be easily controlled by tuning the plasma power, working gas pressure, and other discharge parameters. The achieved selectivity ranges from 0.4 to 25.2 thus providing an effective means for the control of surface roughness of Si during the oxide layer removal, which is required for many advance applications in bio- and nanotechnology.