Developments of the total entropy utility function for the dual purpose of model discrimination and parameter estimation in Bayesian design

The total entropy utility function is considered for the dual purpose of Bayesian design for model discrimination and parameter estimation. A sequential design setting is proposed where it is shown how to efficiently estimate the total entropy utility for a wide variety of data types. Utility estimation relies on forming particle approximations to a number of intractable integrals which is afforded by the use of the sequential Monte Carlo algorithm for Bayesian inference. A number of motivating examples are considered for demonstrating the performance of total entropy in comparison to utilities for model discrimination and parameter estimation. The results suggest that the total entropy utility selects designs which are efficient under both experimental goals with little compromise in achieving either goal. As such, the total entropy utility is advocated as a general utility for Bayesian design in the presence of model uncertainty.

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.

Massive black-hole binary inspirals: results from the LISA parameter estimation taskforce

The LISA Parameter Estimation Taskforce was formed in September 2007 to provide the LISA Project with vetted codes, source distribution models and results related to parameter estimation. The Taskforce's goal is to be able to quickly calculate the impact of any mission design changes on LISA's science capabilities, based on reasonable estimates of the distribution of astrophysical sources in the universe. This paper describes our Taskforce's work on massive black-hole binaries (MBHBs). Given present uncertainties in the formation history of MBHBs, we adopt four different population models, based on (i) whether the initial black-hole seeds are small or large and (ii) whether accretion is efficient or inefficient at spinning up the holes. We compare four largely independent codes for calculating LISA's parameter-estimation capabilities. All codes are based on the Fisher-matrix approximation, but in the past they used somewhat different signal models, source parametrizations and noise curves. We show that once these differences are removed, the four codes give results in extremely close agreement with each other. Using a code that includes both spin precession and higher harmonics in the gravitational-wave signal, we carry out Monte Carlo simulations and determine the number of events that can be detected and accurately localized in our four population models.

Efficient parameter estimation in longitudinal data analysis using a hybrid GEE method

The method of generalized estimating equations (GEEs) provides consistent estimates of the regression parameters in a marginal regression model for longitudinal data, even when the working correlation model is misspecified (Liang and Zeger, 1986). However, the efficiency of a GEE estimate can be seriously affected by the choice of the working correlation model. This study addresses this problem by proposing a hybrid method that combines multiple GEEs based on different working correlation models, using the empirical likelihood method (Qin and Lawless, 1994). Analyses show that this hybrid method is more efficient than a GEE using a misspecified working correlation model. Furthermore, if one of the working correlation structures correctly models the within-subject correlations, then this hybrid method provides the most efficient parameter estimates. In simulations, the hybrid method's finite-sample performance is superior to a GEE under any of the commonly used working correlation models and is almost fully efficient in all scenarios studied. The hybrid method is illustrated using data from a longitudinal study of the respiratory infection rates in 275 Indonesian children.

Swarm intelligence-based solver for parameter estimation of laboratory through-diffusion transport of contaminants

Theoretical approaches are of fundamental importance to predict the potential impact of waste disposal facilities on ground water contamination. Appropriate design parameters are generally estimated be fitting theoretical models to data gathered from field monitoring or laboratory experiments. Transient through-diffusion tests are generally conducted in the laboratory to estimate the mass transport parameters of the proposed barrier material. Thes parameters are usually estimated either by approximate eye-fitting calibration or by combining the solution of the direct problem with any available gradient-based techniques. In this work, an automated, gradient-free solver is developed to estimate the mass transport parameters of a transient through-diffusion model. The proposed inverse model uses a particle swarm optimization (PSO) algorithm that is based on the social behavior of animals searching for food sources. The finite difference numerical solution of the forward model is integrated with the PSO algorithm to solve the inverse problem of parameter estimation. The working principle of the new solver is demonstrated and mass transport parameters are estimated from laboratory through-diffusion experimental data. An inverse model based on the standard gradient-based technique is formulated to compare with the proposed solver. A detailed comparative study is carried out between conventional methods and the proposed solver. The present automated technique is found to be very efficient and robust. The mass transport parameters are obtained with great precision.

Parameter estimation and sensitivity analysis of fat deposition models in beef steers using acslXtreme.

The Davis Growth Model (a dynamic steer growth model encompassing 4 fat deposition models) is currently being used by the phenotypic prediction program of the Cooperative Research Centre (CRC) for Beef Genetic Technologies to predict P8 fat (mm) in beef cattle to assist beef producers meet market specifications. The concepts of cellular hyperplasia and hypertrophy are integral components of the Davis Growth Model. The net synthesis of total body fat (kg) is calculated from the net energy available after accounting tor energy needs for maintenance and protein synthesis. Total body fat (kg) is then partitioned into 4 fat depots (intermuscular, intramuscular, subcutaneous, and visceral). This paper reports on the parameter estimation and sensitivity analysis of the DNA (deoxyribonucleic acid) logistic growth equations and the fat deposition first-order differential equations in the Davis Growth Model using acslXtreme (Hunstville, AL, USA, Xcellon). The DNA and fat deposition parameter coefficients were found to be important determinants of model function; the DNA parameter coefficients with days on feed >100 days and the fat deposition parameter coefficients for all days on feed. The generalized NL2SOL optimization algorithm had the fastest processing time and the minimum number of objective function evaluations when estimating the 4 fat deposition parameter coefficients with 2 observed values (initial and final fat). The subcutaneous fat parameter coefficient did indicate a metabolic difference for frame sizes. The results look promising and the prototype Davis Growth Model has the potential to assist the beef industry meet market specifications.

Accurate Parameter Estimation of Contaminant Transport Inverse Problem using Particle Swarm Optimization

Swarm Intelligence techniques such as particle swarm optimization (PSO) are shown to be incompetent for an accurate estimation of global solutions in several engineering applications. This problem is more severe in case of inverse optimization problems where fitness calculations are computationally expensive. In this work, a novel strategy is introduced to alleviate this problem. The proposed inverse model based on modified particle swarm optimization algorithm is applied for a contaminant transport inverse model. The inverse models based on standard-PSO and proposed-PSO are validated to estimate the accuracy of the models. The proposed model is shown to be out performing the standard one in terms of accuracy in parameter estimation. The preliminary results obtained using the proposed model is presented in this work.

Agents Based Algorithms for Design Parameter Estimation in Contaminant Transport Inverse Problems

A considerable amount of work has been dedicated on the development of analytical solutions for flow of chemical contaminants through soils. Most of the analytical solutions for complex transport problems are closed-form series solutions. The convergence of these solutions depends on the eigen values obtained from a corresponding transcendental equation. Thus, the difficulty in obtaining exact solutions from analytical models encourages the use of numerical solutions for the parameter estimation even though, the later models are computationally expensive. In this paper a combination of two swarm intelligence based algorithms are used for accurate estimation of design transport parameters from the closed-form analytical solutions. Estimation of eigen values from a transcendental equation is treated as a multimodal discontinuous function optimization problem. The eigen values are estimated using an algorithm derived based on glowworm swarm strategy. Parameter estimation of the inverse problem is handled using standard PSO algorithm. Integration of these two algorithms enables an accurate estimation of design parameters using closed-form analytical solutions. The present solver is applied to a real world inverse problem in environmental engineering. The inverse model based on swarm intelligence techniques is validated and the accuracy in parameter estimation is shown. The proposed solver quickly estimates the design parameters with a great precision.

Rotorcraft parameter estimation using radial basis function neural network

Increased emphasis on rotorcraft performance and perational capabilities has resulted in accurate computation of aerodynamic stability and control parameters. System identification is one such tool in which the model structure and parameters such as aerodynamic stability and control derivatives are derived. In the present work, the rotorcraft aerodynamic parameters are computed using radial basis function neural networks (RBFN) in the presence of both state and measurement noise. The effect of presence of outliers in the data is also considered. RBFN is found to give superior results compared to finite difference derivatives for noisy data. (C) 2010 Elsevier Inc. All rights reserved.

Parameter estimation in water-distribution systems by least squares

The weighted-least-squares method using sensitivity-analysis technique is proposed for the estimation of parameters in water-distribution systems. The parameters considered are the Hazen-Williams coefficients for the pipes. The objective function used is the sum of the weighted squares of the differences between the computed and the observed values of the variables. The weighted-least-squares method can elegantly handle multiple loading conditions with mixed types of measurements such as heads and consumptions, different sets and number of measurements for each loading condition, and modifications in the network configuration due to inclusion or exclusion of some pipes affected by valve operations in each loading condition. Uncertainty in parameter estimates can also be obtained. The method is applied for the estimation of parameters in a metropolitan urban water-distribution system in India.

Field evaluation of unsaturated hydraulic conductivity models and parameter estimation from retention data

Predictions of two popular closed-form models for unsaturated hydraulic conductivity (K) are compared with in situ measurements made in a sandy loam field soil. Whereas the Van Genuchten model estimates were very close to field measured values, the Brooks-Corey model predictions were higher by about one order of magnitude in the wetter range. Estimation of parameters of the Van Genuchten soil moisture characteristic (SMC) equation, however, involves the use of non-linear regression techniques. The Brooks-Corey SMC equation has the advantage of being amenable to application of linear regression techniques for estimation of its parameters from retention data. A conversion technique, whereby known Brooks-Corey model parameters may be converted into Van Genuchten model parameters, is formulated. The proposed conversion algorithm may be used to obtain the parameters of the preferred Van Genuchten model from in situ retention data, without the use of non-linear regression techniques.

WLS method for parameter estimation in water distribution networks

The weighted-least-squares method based on the Gauss-Newton minimization technique is used for parameter estimation in water distribution networks. The parameters considered are: element resistances (single and/or group resistances, Hazen-Williams coefficients, pump specifications) and consumptions (for single or multiple loading conditions). The measurements considered are: nodal pressure heads, pipe flows, head loss in pipes, and consumptions/inflows. An important feature of the study is a detailed consideration of the influence of different choice of weights on parameter estimation, for error-free data, noisy data, and noisy data which include bad data. The method is applied to three different networks including a real-life problem.

Water quality parameter estimation in steady-state distribution system

The maintenance of chlorine residual is needed at all the points in the distribution system supplied with chlorine as a disinfectant. The propagation and level of chlorine in a distribution system is affected by both bulk and pipe wall reactions. It is well known that the field determination of wall reaction parameter is difficult. The source strength of chlorine to maintain a specified chlorine residual at a target node is also an important parameter. The inverse model presented in the paper determines these water quality parameters, which are associated with different reaction kinetics, either in single or in groups of pipes. The weighted-least-squares method based on the Gauss-Newton minimization technique is used for the estimation of these parameters. The validation and application of the inverse model is illustrated with an example pipe distribution system under steady state. A generalized procedure to handle noisy and bad (abnormal) data is suggested, which can be used to estimate these parameters more accurately. The developed inverse model is useful for water supply agencies to calibrate their water distribution system and to improve their operational strategies to maintain water quality.

Lamb wave based identification and parameter estimation of corrosion in metallic plate structure using a circular PWAS array

A circular array of Piezoelectric Wafer Active Sensor (PWAS) has been employed to detect surface damages like corrosion using lamb waves. The array consists of a number of small PWASs of 10 mm diameter and 1 mm thickness. The advantage of a circular array is its compact arrangement and large area of coverage for monitoring with small area of physical access. Growth of corrosion is monitored in a laboratory-scale set-up using the PWAS array and the nature of reflected and transmitted Lamb wave patterns due to corrosion is investigated. The wavelet time-frequency maps of the sensor signals are employed and a damage index is plotted against the damage parameters and varying frequency of the actuation signal (a windowed sine signal). The variation of wavelet coefficient for different growth of corrosion is studied. Wavelet coefficient as function of time gives an insight into the effect of corrosion in time-frequency scale. We present here a method to eliminate the time scale effect which helps in identifying easily the signature of damage in the measured signals. The proposed method becomes useful in determining the approximate location of the corrosion with respect to the location of three neighboring sensors in the circular array. A cumulative damage index is computed for varying damage sizes and the results appear promising.