122 resultados para estimation of distribution algorithms


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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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This paper develops a semiparametric estimation approach for mixed count regression models based on series expansion for the unknown density of the unobserved heterogeneity. We use the generalized Laguerre series expansion around a gamma baseline density to model unobserved heterogeneity in a Poisson mixture model. We establish the consistency of the estimator and present a computational strategy to implement the proposed estimation techniques in the standard count model as well as in truncated, censored, and zero-inflated count regression models. Monte Carlo evidence shows that the finite sample behavior of the estimator is quite good. The paper applies the method to a model of individual shopping behavior. © 1999 Elsevier Science S.A. All rights reserved.

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A mine site water balance is important for communicating information to interested stakeholders, for reporting on water performance, and for anticipating and mitigating water-related risks through water use/demand forecasting. Gaining accuracy over the water balance is therefore crucial for sites to achieve best practice water management and to maintain their social license to operate. For sites that are located in high rainfall environments the water received to storage dams through runoff can represent a large proportion of the overall inputs to site; inaccuracies in these flows can therefore lead to inaccuracies in the overall site water balance. Hydrological models that estimate runoff flows are often incorporated into simulation models used for water use/demand forecasting. The Australian Water Balance Model (AWBM) is one example that has been widely applied in the Australian context. However, the calibration of AWBM in a mining context can be challenging. Through a detailed case study, we outline an approach that was used to calibrate and validate AWBM at a mine site. Commencing with a dataset of monitored dam levels, a mass balance approach was used to generate an observed runoff sequence. By incorporating a portion of this observed dataset into the calibration routine, we achieved a closer fit between the observed vs. simulated dataset compared with the base case. We conclude by highlighting opportunities for future research to improve the calibration fit through improving the quality of the input dataset. This will ultimately lead to better models for runoff prediction and thereby improve the accuracy of mine site water balances.

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Utilising computed tomography scans to allow a virtual analysis of three-dimensional reconstructions of the femur, this project confirms that the traditional 1952 Trotter and Gleser stature estimation equations are inapplicable for a contemporary Queensland population. Therefore, this study introduces modern stature estimation equations for femoral length and fragmentary femoral remains using Bayesian statistics for application in forensic anthropological casework. In addition, it was found that caution needs to be applied when comparing estimated stature to reported stature on the missing persons database due to inaccuracy in Queensland drivers' licences.

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A new online method is presented for estimation of the angular randomwalk and rate randomwalk coefficients of inertial measurement unit gyros and accelerometers. In the online method, a state-space model is proposed, and recursive parameter estimators are proposed for quantities previously measured from offline data techniques such as the Allan variance method. The Allan variance method has large offline computational effort and data storage requirements. The technique proposed here requires no data storage and computational effort of approximately 100 calculations per data sample.

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This paper presents new schemes for recursive estimation of the state transition probabilities for hidden Markov models (HMM's) via extended least squares (ELS) and recursive state prediction error (RSPE) methods. Local convergence analysis for the proposed RSPE algorithm is shown using the ordinary differential equation (ODE) approach developed for the more familiar recursive output prediction error (RPE) methods. The presented scheme converges and is relatively well conditioned compared with the ...

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This paper develops maximum likelihood (ML) estimation schemes for finite-state semi-Markov chains in white Gaussian noise. We assume that the semi-Markov chain is characterised by transition probabilities of known parametric from with unknown parameters. We reformulate this hidden semi-Markov model (HSM) problem in the scalar case as a two-vector homogeneous hidden Markov model (HMM) problem in which the state consist of the signal augmented by the time to last transition. With this reformulation we apply the expectation Maximumisation (EM ) algorithm to obtain ML estimates of the transition probabilities parameters, Markov state levels and noise variance. To demonstrate our proposed schemes, motivated by neuro-biological applications, we use a damped sinusoidal parameterised function for the transition probabilities.

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A new online method is presented for estimation of the angular random walk and rate random walk coefficients of IMU (inertial measurement unit) gyros and accelerometers. The online method proposes a state space model and proposes parameter estimators for quantities previously measured from off-line data techniques such as the Allan variance graph. Allan variance graphs have large off-line computational effort and data storage requirements. The technique proposed here requires no data storage and computational effort of O(100) calculations per data sample.

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We describe an investigation into how Massey University's Pollen Classifynder can accelerate the understanding of pollen and its role in nature. The Classifynder is an imaging microscopy system that can locate, image and classify slide based pollen samples. Given the laboriousness of purely manual image acquisition and identification it is vital to exploit assistive technologies like the Classifynder to enable acquisition and analysis of pollen samples. It is also vital that we understand the strengths and limitations of automated systems so that they can be used (and improved) to compliment the strengths and weaknesses of human analysts to the greatest extent possible. This article reviews some of our experiences with the Classifynder system and our exploration of alternative classifier models to enhance both accuracy and interpretability. Our experiments in the pollen analysis problem domain have been based on samples from the Australian National University's pollen reference collection (2890 grains, 15 species) and images bundled with the Classifynder system (400 grains, 4 species). These samples have been represented using the Classifynder image feature set. In addition to the Classifynder's native neural network classifier, we have evaluated linear discriminant, support vector machine, decision tree and random forest classifiers on these data with encouraging results. Our hope is that our findings will help enhance the performance of future releases of the Classifynder and other systems for accelerating the acquisition and analysis of pollen samples. © 2013 AIP Publishing LLC.

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There is considerable scientific interest in personal exposure to ultrafine particles. Owing to their small size, these particles are able to penetrate deep into the lungs, where they may cause adverse respiratory, pulmonary and cardiovascular health effects. This article presents Bayesian hierarchical models for estimating and comparing inhaled particle surface area in the lung.