Parameter estimation for a phenomenological model of the cardiac action potential

The action potential (ap) of a cardiac cell is made up of a complex balance of ionic currents which flow across the cell membrane in response to electrical excitation of the cell. Biophysically detailed mathematical models of the ap have grown larger in terms of the variables and parameters required to model new findings in subcellular ionic mechanisms. The fitting of parameters to such models has seen a large degree of parameter and module re-use from earlier models. An alternative method for modelling electrically exciteable cardiac tissue is a phenomenological model, which reconstructs tissue level ap wave behaviour without subcellular details. A new parameter estimation technique to fit the morphology of the ap in a four variable phenomenological model is presented. An approximation of a nonlinear ordinary differential equation model is established that corresponds to the given phenomenological model of the cardiac ap. The parameter estimation problem is converted into a minimisation problem for the unknown parameters. A modified hybrid Nelder–Mead simplex search and particle swarm optimization is then used to solve the minimisation problem for the unknown parameters. The successful fitting of data generated from a well known biophysically detailed model is demonstrated. A successful fit to an experimental ap recording that contains both noise and experimental artefacts is also produced. The parameter estimation method’s ability to fit a complex morphology to a model with substantially more parameters than previously used is established.

Consistent HMM parameter estimation using Kerridge inaccuracy rates

In this paper, we propose a novel online hidden Markov model (HMM) parameter estimator based on Kerridge inaccuracy rate (KIR) concepts. Under mild identifiability conditions, we prove that our online KIR-based estimator is strongly consistent. In simulation studies, we illustrate the convergence behaviour of our proposed online KIR-based estimator and provide a counter-example illustrating the local convergence properties of the well known recursive maximum likelihood estimator (arguably the best existing solution).

Parameter estimation of thrust models of uninhabited airborne systems

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.

Parameter estimation of structural commodity price models

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.

Faster parameter estimation using risk-sensitive filters

In this paper, we propose a risk-sensitive approach to parameter estimation for hidden Markov models (HMMs). The parameter estimation approach considered exploits estimation of various functions of the state, based on model estimates. We propose certain practical suboptimal risk-sensitive filters to estimate the various functions of the state during transients, rather than optimal risk-neutral filters as in earlier studies. The estimates are asymptotically optimal, if asymptotically risk neutral, and can give significantly improved transient performance, which is a very desirable objective for certain engineering applications. To demonstrate the improvement in estimation simulation studies are presented that compare parameter estimation based on risk-sensitive filters with estimation based on risk-neutral filters.

Short-data recursive HMM parameter estimation for rapid vision-based aircraft heading estimation

Rapid recursive estimation of hidden Markov Model (HMM) parameters is important in applications that place an emphasis on the early availability of reasonable estimates (e.g. for change detection) rather than the provision of longer-term asymptotic properties (such as convergence, convergence rate, and consistency). In the context of vision- based aircraft (image-plane) heading estimation, this paper suggests and evaluates the short-data estimation properties of 3 recursive HMM parameter estimation techniques (a recursive maximum likelihood estimator, an online EM HMM estimator, and a relative entropy based estimator). On both simulated and real data, our studies illustrate the feasibility of rapid recursive heading estimation, but also demonstrate the need for careful step-size design of HMM recursive estimation techniques when these techniques are intended for use in applications where short-data behaviour is paramount.

Comparison of the gate drive parameter space for driving power MOSFETs using conventional and cascode configurations

Conventional voltage driven gate drive circuits utilise a resistor to control the switching speed of power MOS-FETs. The gate resistance is adjusted to provide controlled rate of change of load current and voltage. The cascode gate drive configuration has been proposed as an alternative to the conventional resistor-fed gate drive circuit. While cascode drive is broadly understood in the literature the switching characteristics of this topology are not well documented. This paper explores, through both simulation and experimentation, the gate drive parameter space of the cascode gate drive configuration and provides a comparison to the switching characteristics of conventional gate drive.

Towards strongly consistent online HMM parameter estimation using one-step Kerridge inaccuracy

In this paper, we propose a novel online hidden Markov model (HMM) parameter estimator based on the new information-theoretic concept of one-step Kerridge inaccuracy (OKI). Under several regulatory conditions, we establish a convergence result (and some limited strong consistency results) for our proposed online OKI-based parameter estimator. In simulation studies, we illustrate the global convergence behaviour of our proposed estimator and provide a counter-example illustrating the local convergence of other popular HMM parameter estimators.

Online hidden Markov model parameter estimation and minimax robust quickest change detection in uncertain stochastic processes

Stochastic (or random) processes are inherent to numerous fields of human endeavour including engineering, science, and business and finance. This thesis presents multiple novel methods for quickly detecting and estimating uncertainties in several important classes of stochastic processes. The significance of these novel methods is demonstrated by employing them to detect aircraft manoeuvres in video signals in the important application of autonomous mid-air collision avoidance.

A novel approach to 6-DOF adaptive trajectory tracking control of an AUV in the presence of parameter uncertainties

In this paper, the trajectory tracking control of an autonomous underwater vehicle (AUVs) in six-degrees-of-freedom (6-DOFs) is addressed. It is assumed that the system parameters are unknown and the vehicle is underactuated. An adaptive controller is proposed, based on Lyapunov׳s direct method and the back-stepping technique, which interestingly guarantees robustness against parameter uncertainties. The desired trajectory can be any sufficiently smooth bounded curve parameterized by time even if consist of straight line. In contrast with the majority of research in this field, the likelihood of actuators׳ saturation is considered and another adaptive controller is designed to overcome this problem, in which control signals are bounded using saturation functions. The nonlinear adaptive control scheme yields asymptotic convergence of the vehicle to the reference trajectory, in the presence of parametric uncertainties. The stability of the presented control laws is proved in the sense of Lyapunov theory and Barbalat׳s lemma. Efficiency of presented controller using saturation functions is verified through comparing numerical simulations of both controllers.