971 resultados para PARAMETER ESTIMATION


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Fundação de Amparo à Pesquisa do Estado de São Paulo (FAPESP)

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The Numerical INJection Analysis (NINJA) project is a collaborative effort between members of the numerical relativity and gravitational-wave (GW) astrophysics communities. The purpose of NINJA is to study the ability to detect GWs emitted from merging binary black holes (BBH) and recover their parameters with next-generation GW observatories. We report here on the results of the second NINJA project, NINJA-2, which employs 60 complete BBH hybrid waveforms consisting of a numerical portion modelling the late inspiral, merger, and ringdown stitched to a post-Newtonian portion modelling the early inspiral. In a 'blind injection challenge' similar to that conducted in recent Laser Interferometer Gravitational Wave Observatory (LIGO) and Virgo science runs, we added seven hybrid waveforms to two months of data recoloured to predictions of Advanced LIGO (aLIGO) and Advanced Virgo (AdV) sensitivity curves during their first observing runs. The resulting data was analysed by GW detection algorithms and 6 of the waveforms were recovered with false alarm rates smaller than 1 in a thousand years. Parameter-estimation algorithms were run on each of these waveforms to explore the ability to constrain the masses, component angular momenta and sky position of these waveforms. We find that the strong degeneracy between the mass ratio and the BHs' angular momenta will make it difficult to precisely estimate these parameters with aLIGO and AdV. We also perform a large-scale Monte Carlo study to assess the ability to recover each of the 60 hybrid waveforms with early aLIGO and AdV sensitivity curves. Our results predict that early aLIGO and AdV will have a volume-weighted average sensitive distance of 300 Mpc (1 Gpc) for 10M circle dot + 10M circle dot (50M circle dot + 50M circle dot) BBH coalescences. We demonstrate that neglecting the component angular momenta in the waveform models used in matched-filtering will result in a reduction in sensitivity for systems with large component angular momenta. This reduction is estimated to be up to similar to 15% for 50M circle dot + 50M circle dot BBH coalescences with almost maximal angular momenta aligned with the orbit when using early aLIGO and AdV sensitivity curves.

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Conselho Nacional de Desenvolvimento Científico e Tecnológico (CNPq)

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Pós-graduação em Genética e Melhoramento Animal - FCAV

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This paper presents an investigation into some practical issues that may be present in a real experiment, when trying to validate the theoretical frequency response curve of a two degree-of-freedom nonlinear system consisting of coupled linear and nonlinear oscillators. Some specific features, such as detached resonance curves, have been theoretically predicted in multi degree-of-freedom nonlinear oscillators, when subject to harmonic excitation, and the system parameters have been shown to be fundamental in achieving such features. When based on a simplified model, approximate analytical expression for the frequency response curves may be derived, which may be validated by the numerical solutions. In a real experiment, however, the practical achievability of such features was previously shown to be greatly affected by small disturbances induced by gravity and inertia, which led to some solutions becoming unstable which had been predicted to be stable. In this work a practical system configuration is proposed where such effects are reduced so that the previous limitations are overcome. A virtual experiment is carried out where a detailed multi-body model of the oscillator is assembled and the effects on the system response are investigated.

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Coordenação de Aperfeiçoamento de Pessoal de Nível Superior (CAPES)

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Recent studies have shown that the X̄chart with variable parameters (Vp X̄ chart) detects process shifts faster than the traditional X̄ chart. This article extends these studies for processes that are monitored by both, X̄ and R charts. Basically, the X̄ and R values establish if the control should or should not be relaxed. When the X̄ and R values fall in the central region the control is relaxed because one will wait more to take the next sample and/or the next sample will be smaller than usual. When the X̄ or R values fall in the warning region the control is tightened because one will wait less to take the next sample and the next sample will be larger than usual. The action limits are also made variable. This paper proposes to draw the action limits (for both charts) wider than usual, when the control is relaxed and narrower than usual when the control is tightened. The Vp feature improves the joint X̄ and R control chart performance in terms of the speed with which the process mean and/or variance shifts are detected. © 1998 IIE.

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Pós-graduação em Genética e Melhoramento Animal - FCAV

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Despite their generality, conventional Volterra filters are inadequate for some applications, due to the huge number of parameters that may be needed for accurate modelling. When a state-space model of the target system is known, this can be assessed by computing its kernels, which also provides valuable information for choosing an adequate alternate Volterra filter structure, if necessary, and is useful for validating parameter estimation procedures. In this letter, we derive expressions for the kernels by using the Carleman bilinearization method, for which an efficient algorithm is given. Simulation results are presented, which confirm the usefulness of the proposed approach.

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In this paper we propose a hybrid hazard regression model with threshold stress which includes the proportional hazards and the accelerated failure time models as particular cases. To express the behavior of lifetimes the generalized-gamma distribution is assumed and an inverse power law model with a threshold stress is considered. For parameter estimation we develop a sampling-based posterior inference procedure based on Markov Chain Monte Carlo techniques. We assume proper but vague priors for the parameters of interest. A simulation study investigates the frequentist properties of the proposed estimators obtained under the assumption of vague priors. Further, some discussions on model selection criteria are given. The methodology is illustrated on simulated and real lifetime data set.

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The brain's structural and functional systems, protein-protein interaction, and gene networks are examples of biological systems that share some features of complex networks, such as highly connected nodes, modularity, and small-world topology. Recent studies indicate that some pathologies present topological network alterations relative to norms seen in the general population. Therefore, methods to discriminate the processes that generate the different classes of networks (e. g., normal and disease) might be crucial for the diagnosis, prognosis, and treatment of the disease. It is known that several topological properties of a network (graph) can be described by the distribution of the spectrum of its adjacency matrix. Moreover, large networks generated by the same random process have the same spectrum distribution, allowing us to use it as a "fingerprint". Based on this relationship, we introduce and propose the entropy of a graph spectrum to measure the "uncertainty" of a random graph and the Kullback-Leibler and Jensen-Shannon divergences between graph spectra to compare networks. We also introduce general methods for model selection and network model parameter estimation, as well as a statistical procedure to test the nullity of divergence between two classes of complex networks. Finally, we demonstrate the usefulness of the proposed methods by applying them to (1) protein-protein interaction networks of different species and (2) on networks derived from children diagnosed with Attention Deficit Hyperactivity Disorder (ADHD) and typically developing children. We conclude that scale-free networks best describe all the protein-protein interactions. Also, we show that our proposed measures succeeded in the identification of topological changes in the network while other commonly used measures (number of edges, clustering coefficient, average path length) failed.

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In this paper, we propose a cure rate survival model by assuming the number of competing causes of the event of interest follows the Geometric distribution and the time to event follow a Birnbaum Saunders distribution. We consider a frequentist analysis for parameter estimation of a Geometric Birnbaum Saunders model with cure rate. Finally, to analyze a data set from the medical area. (C) 2011 Elsevier B.V. All rights reserved.

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In this paper, we proposed a new three-parameter long-term lifetime distribution induced by a latent complementary risk framework with decreasing, increasing and unimodal hazard function, the long-term complementary exponential geometric distribution. The new distribution arises from latent competing risk scenarios, where the lifetime associated scenario, with a particular risk, is not observable, rather we observe only the maximum lifetime value among all risks, and the presence of long-term survival. The properties of the proposed distribution are discussed, including its probability density function and explicit algebraic formulas for its reliability, hazard and quantile functions and order statistics. The parameter estimation is based on the usual maximum-likelihood approach. A simulation study assesses the performance of the estimation procedure. We compare the new distribution with its particular cases, as well as with the long-term Weibull distribution on three real data sets, observing its potential and competitiveness in comparison with some usual long-term lifetime distributions.

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The present work propounds an inverse method to estimate the heat sources in the transient two-dimensional heat conduction problem in a rectangular domain with convective bounders. The non homogeneous partial differential equation (PDE) is solved using the Integral Transform Method. The test function for the heat generation term is obtained by the chip geometry and thermomechanical cutting. Then the heat generation term is estimated by the conjugated gradient method (CGM) with adjoint problem for parameter estimation. The experimental trials were organized to perform six different conditions to provide heat sources of different intensities. This method was compared with others in the literature and advantages are discussed. (C) 2012 Elsevier Ltd. All rights reserved.

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A semi-autonomous unmanned underwater vehicle (UUV), named LAURS, is being developed at the Laboratory of Sensors and Actuators at the University of Sao Paulo. The vehicle has been designed to provide inspection and intervention capabilities in specific missions of deep water oil fields. In this work, a method of modeling and identification of yaw motion dynamic system model of an open-frame underwater vehicle is presented. Using an on-board low cost magnetic compass sensor the method is based on the utilization of an uncoupled 1-DOF (degree of freedom) dynamic system equation and the application of the integral method which is the classical least squares algorithm applied to the integral form of the dynamic system equations. Experimental trials with the actual vehicle have been performed in a test tank and diving pool. During these experiments, thrusters responsible for yaw motion are driven by sinusoidal voltage signal profiles. An assessment of the feasibility of the method reveals that estimated dynamic system models are more reliable when considering slow and small sinusoidal voltage signal profiles, i.e. with larger periods and with relatively small amplitude and offset.