Bayesian nonlinear regression models with scale mixtures of skew-normal distributions: Estimation and case influence diagnostics

The purpose of this paper is to develop a Bayesian analysis for nonlinear regression models under scale mixtures of skew-normal distributions. This novel class of models provides a useful generalization of the symmetrical nonlinear regression models since the error distributions cover both skewness and heavy-tailed distributions such as the skew-t, skew-slash and the skew-contaminated normal distributions. The main advantage of these class of distributions is that they have a nice hierarchical representation that allows the implementation of Markov chain Monte Carlo (MCMC) methods to simulate samples from the joint posterior distribution. In order to examine the robust aspects of this flexible class, against outlying and influential observations, we present a Bayesian case deletion influence diagnostics based on the Kullback-Leibler divergence. Further, some discussions on the model selection criteria are given. The newly developed procedures are illustrated considering two simulations study, and a real data previously analyzed under normal and skew-normal nonlinear regression models. (C) 2010 Elsevier B.V. All rights reserved.

A neural network approach for robust nonlinear parameter estimation in presence of unknown-but-bounded errors

Systems based on artificial neural networks have high computational rates due to the use of a massive number of simple processing elements and the high degree of connectivity between these elements. This paper presents a novel approach to solve robust parameter estimation problem for nonlinear model with unknown-but-bounded errors and uncertainties. More specifically, a modified Hopfield network is developed and its internal parameters are computed using the valid-subspace technique. These parameters guarantee the network convergence to the equilibrium points. A solution for the robust estimation problem with unknown-but-bounded error corresponds to an equilibrium point of the network. Simulation results are presented as an illustration of the proposed approach. Copyright (C) 2000 IFAC.

Levenberg-Marquardt application to two-phase nonlinear parameter estimation for finned-tube coil evaporators

A procedure for calculation of refrigerant mass flow rate is implemented in the distributed numerical model to simulate the flow in finned-tube coil dry-expansion evaporators, usually found in refrigeration and air-conditioning systems. Two-phase refrigerant flow inside the tubes is assumed to be one-dimensional, unsteady, and homogeneous. In themodel the effects of refrigerant pressure drop and the moisture condensation from the air flowing over the external surface of the tubes are considered. The results obtained are the distributions of refrigerant velocity, temperature and void fraction, tube-wall temperature, air temperature, and absolute humidity. The finite volume method is used to discretize the governing equations. Additionally, given the operation conditions and the geometric parameters, the model allows the calculation of the refrigerant mass flow rate. The value of mass flow rate is computed using the process of parameter estimation with the minimization method of Levenberg-Marquardt minimization. In order to validate the developed model, the obtained results using HFC-134a as a refrigerant are compared with available data from the literature.

Nonlinear parameter estimation in laminar forced convection within a circular sector tube

In this article we examine an inverse heat convection problem of estimating unknown parameters of a parameterized variable boundary heat flux. The physical problem is a hydrodynamically developed, thermally developing, three-dimensional steady state laminar flow of a Newtonian fluid inside a circular sector duct, insulated in the flat walls and subject to unknown wall heat flux at the curved wall. Results are presented for polynomial and sinusoidal trial functions, and the unknown parameters as well as surface heat fluxes are determined. Depending on the nature of the flow, on the position of experimental points the inverse problem sometimes could not be solved. Therefore, an identification condition is defined to specify a condition under which the inverse problem can be solved. Once the parameters have been computed it is possible to obtain the statistical significance of the inverse problem solution. Therefore, approximate confidence bounds based on standard statistical linear procedure, for the estimated parameters, are analyzed and presented.

A two phase flow nonlinear parameter estimation for capillary tube-suction line heat exchanger

Here we present two-phase flow nonlinear parameter estimation for HFC's flow through capillary tube-suction line heat exchangers, commonly used as expansion devices in small refrigeration systems. The simplifying assumptions adopted are: steady state, pure refrigerant, one-dimensional flow, negligible axial heat conduction in the fluid, capillary tube and suction line walls. Additionally, it is considered that the refrigerant is free from oil and both phases are assumed to be at the same pressure, that is, surface tension effects are neglected. Metastable flow effects are also disregarded, and the vapor is assumed to be saturated at the local pressure. The so-called homogeneous model, involving three, first order, ordinary differential equations is applied to analyze the two-phase flow region. Comparison is done with experimental measurements of the mass flow rate and temperature distribution along capillary tubes working with refrigerant HFC-134a in different operating conditions.

Nonlinear state estimation and control for chaos suppression in MEMS resonator

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

Nonlinear state estimation and control applied to a manipulator robotic including drive motor

A robotic control design considering all the inherent nonlinearities of the robot engine configuration is developed. The interactions between the robot and joint motor drive mechanism are considered. The proposed control combines two strategies, one feedforward control in order to maintain the system in the desired coordinate, and feedback control system to take the system into a desired coordinate. The feedback control is obtained using State Dependent Riccati Equation (SDRE). For link positioning two cases are considered. Case 1: For control positioning, it is only used motor voltage; Case 2: For control positioning, it is used both motor voltage and torque between the links. Simulation results, including parametric uncertainties in control shows the feasibility of the proposed control for the considered system.

Estimation and diagnostics for heteroscedastic nonlinear regression models based on scale mixtures of skew-normal distributions

An extension of some standard likelihood based procedures to heteroscedastic nonlinear regression models under scale mixtures of skew-normal (SMSN) distributions is developed. This novel class of models provides a useful generalization of the heteroscedastic symmetrical nonlinear regression models (Cysneiros et al., 2010), since the random term distributions cover both symmetric as well as asymmetric and heavy-tailed distributions such as skew-t, skew-slash, skew-contaminated normal, among others. A simple EM-type algorithm for iteratively computing maximum likelihood estimates of the parameters is presented and the observed information matrix is derived analytically. In order to examine the performance of the proposed methods, some simulation studies are presented to show the robust aspect of this flexible class against outlying and influential observations and that the maximum likelihood estimates based on the EM-type algorithm do provide good asymptotic properties. Furthermore, local influence measures and the one-step approximations of the estimates in the case-deletion model are obtained. Finally, an illustration of the methodology is given considering a data set previously analyzed under the homoscedastic skew-t nonlinear regression model. (C) 2012 Elsevier B.V. All rights reserved.

TYPE-ZERO SADDLE-NODE BIFURCATIONS AND STABILITY REGION ESTIMATION OF NONLINEAR AUTONOMOUS DYNAMICAL SYSTEMS

A complete characterization of the stability boundary of a class of nonlinear dynamical systems that admit energy functions is developed in this paper. This characterization generalizes the existing results by allowing the type-zero saddle-node nonhyperbolic equilibrium points on the stability boundary. Conceptual algorithms to obtain optimal estimates of the stability region (basin of attraction) in the form of level sets of a given family of energy functions are derived. The behavior of the stability region and the corresponding estimates are investigated for parameter variation in the neighborhood of a type-zero saddle-node bifurcation value.

Extended kalman filter for estimation of parameters in nonlinear state-space models of biochemical networks.

It is system dynamics that determines the function of cells, tissues and organisms. To develop mathematical models and estimate their parameters are an essential issue for studying dynamic behaviors of biological systems which include metabolic networks, genetic regulatory networks and signal transduction pathways, under perturbation of external stimuli. In general, biological dynamic systems are partially observed. Therefore, a natural way to model dynamic biological systems is to employ nonlinear state-space equations. Although statistical methods for parameter estimation of linear models in biological dynamic systems have been developed intensively in the recent years, the estimation of both states and parameters of nonlinear dynamic systems remains a challenging task. In this report, we apply extended Kalman Filter (EKF) to the estimation of both states and parameters of nonlinear state-space models. To evaluate the performance of the EKF for parameter estimation, we apply the EKF to a simulation dataset and two real datasets: JAK-STAT signal transduction pathway and Ras/Raf/MEK/ERK signaling transduction pathways datasets. The preliminary results show that EKF can accurately estimate the parameters and predict states in nonlinear state-space equations for modeling dynamic biochemical networks.

New methods for the estimation of Takagi-Sugeno model based extended Kalman filter and its applications to optimal control for nonlinear systems

This paper describes new approaches to improve the local and global approximation (matching) and modeling capability of Takagi–Sugeno (T-S) fuzzy model. The main aim is obtaining high function approximation accuracy and fast convergence. The main problem encountered is that T-S identification method cannot be applied when the membership functions are overlapped by pairs. This restricts the application of the T-S method because this type of membership function has been widely used during the last 2 decades in the stability, controller design of fuzzy systems and is popular in industrial control applications. The approach developed here can be considered as a generalized version of T-S identification method with optimized performance in approximating nonlinear functions. We propose a noniterative method through weighting of parameters approach and an iterative algorithm by applying the extended Kalman filter, based on the same idea of parameters’ weighting. We show that the Kalman filter is an effective tool in the identification of T-S fuzzy model. A fuzzy controller based linear quadratic regulator is proposed in order to show the effectiveness of the estimation method developed here in control applications. An illustrative example of an inverted pendulum is chosen to evaluate the robustness and remarkable performance of the proposed method locally and globally in comparison with the original T-S model. Simulation results indicate the potential, simplicity, and generality of the algorithm. An illustrative example is chosen to evaluate the robustness. In this paper, we prove that these algorithms converge very fast, thereby making them very practical to use.

A new approach to fuzzy estimation of Takagi-Sugeno model and its applications to optimal control for nonlinear systems

An efficient approach is presented to improve the local and global approximation and modelling capability of Takagi-Sugeno (T-S) fuzzy model. The main aim is obtaining high function approximation accuracy. The main problem is that T-S identification method cannot be applied when the membership functions are overlapped by pairs. This restricts the use of the T-S method because this type of membership function has been widely used during the last two decades in the stability, controller design and are popular in industrial control applications. The approach developed here can be considered as a generalized version of T-S method with optimized performance in approximating nonlinear functions. A simple approach with few computational effort, based on the well known parameters' weighting method is suggested for tuning T-S parameters to improve the choice of the performance index and minimize it. A global fuzzy controller (FC) based Linear Quadratic Regulator (LQR) is proposed in order to show the effectiveness of the estimation method developed here in control applications. Illustrative examples of an inverted pendulum and Van der Pol system are chosen to evaluate the robustness and remarkable performance of the proposed method and the high accuracy obtained in approximating nonlinear and unstable systems locally and globally in comparison with the original T-S model. Simulation results indicate the potential, simplicity and generality of the algorithm.

Algebraic derivative estimation applied to nonlinear control of magnetic levitation.

The subject of this thesis is the real-time implementation of algebraic derivative estimators as observers in nonlinear control of magnetic levitation systems. These estimators are based on operational calculus and implemented as FIR filters, resulting on a feasible real-time implementation. The algebraic method provide a fast, non-asymptotic state estimation. For the magnetic levitation systems, the algebraic estimators may replace the standard asymptotic observers assuring very good performance and robustness. To validate the estimators as observers in closed-loop control, several nonlinear controllers are proposed and implemented in a experimental magnetic levitation prototype. The results show an excellent performance of the proposed control laws together with the algebraic estimators.

Q parameter estimation using numerical simulations for linear and nonlinear transmission systems

We compare the Q parameter obtained from scalar, semi-analytical and full vector models for realistic transmission systems. One set of systems is operated in the linear regime, while another is using solitons at high peak power. We report in detail on the different results obtained for the same system using different models. Polarisation mode dispersion is also taken into account and a novel method to average Q parameters over several independent simulation runs is described. © 2006 Elsevier B.V. All rights reserved.