A joint state and parameter estimation scheme for nonlinear dynamical systems

We present a novel algorithm for concurrent model state and parameter estimation in nonlinear dynamical systems. The new scheme uses ideas from three dimensional variational data assimilation (3D-Var) and the extended Kalman filter (EKF) together with the technique of state augmentation to estimate uncertain model parameters alongside the model state variables in a sequential filtering system. The method is relatively simple to implement and computationally inexpensive to run for large systems with relatively few parameters. We demonstrate the efficacy of the method via a series of identical twin experiments with three simple dynamical system models. The scheme is able to recover the parameter values to a good level of accuracy, even when observational data are noisy. We expect this new technique to be easily transferable to much larger models.

Surface Urban Energy and Water Balance Scheme (SUEWS): development and evaluation at two UK sites

The Surface Urban Energy and Water Balance Scheme (SUEWS) is evaluated at two locations in the UK: a dense urban site in the centre of London and a residential suburban site in Swindon. Eddy covariance observations of the turbulent fluxes are used to assess model performance over a twoyear period (2011-2013). The distinct characteristics of the sites mean their surface energy exchanges differ considerably. The model suggests the largest differences can be attributed to surface cover (notably the proportion of vegetated versus impervious area) and the additional energy supplied by human activities. SUEWS performs better in summer than winter, and better at the suburban site than the dense urban site. One reason for this is the bias towards suburban summer field campaigns in observational data used to parameterise this (and other) model(s). The suitability of model parameters (such as albedo, energy use and water use) for the UK sites is considered and, where appropriate, alternative values are suggested. An alternative parameterisation for the surface conductance is implemented, which permits greater soil moisture deficits before evaporation is restricted at non-irrigated sites. Accounting for seasonal variation in the estimation of storage heat flux is necessary to obtain realistic wintertime fluxes.

DENSITY PROFILE, VELOCITY ANISOTROPY, AND LINE-OF-SIGHT EXTERNAL CONVERGENCE OF SLACS GRAVITATIONAL LENSES

Data from 58 strong-lensing events surveyed by the Sloan Lens ACS Survey are used to estimate the projected galaxy mass inside their Einstein radii by two independent methods: stellar dynamics and strong gravitational lensing. We perform a joint analysis of these two estimates inside models with up to three degrees of freedom with respect to the lens density profile, stellar velocity anisotropy, and line-of-sight (LOS) external convergence, which incorporates the effect of the large-scale structure on strong lensing. A Bayesian analysis is employed to estimate the model parameters, evaluate their significance, and compare models. We find that the data favor Jaffe`s light profile over Hernquist`s, but that any particular choice between these two does not change the qualitative conclusions with respect to the features of the system that we investigate. The density profile is compatible with an isothermal, being sightly steeper and having an uncertainty in the logarithmic slope of the order of 5% in models that take into account a prior ignorance on anisotropy and external convergence. We identify a considerable degeneracy between the density profile slope and the anisotropy parameter, which largely increases the uncertainties in the estimates of these parameters, but we encounter no evidence in favor of an anisotropic velocity distribution on average for the whole sample. An LOS external convergence following a prior probability distribution given by cosmology has a small effect on the estimation of the lens density profile, but can increase the dispersion of its value by nearly 40%.

SIMULATIONS OF WINDS OF WEAK-LINED T TAURI STARS. II. THE EFFECTS OF A TILTED MAGNETOSPHERE AND PLANETARY INTERACTIONS

Based on our previous work, we investigate here the effects on the wind and magnetospheric structures of weak-lined T Tauri stars due to a misalignment between the axis of rotation of the star and its magnetic dipole moment vector. In such a configuration, the system loses the axisymmetry presented in the aligned case, requiring a fully three-dimensional (3D) approach. We perform 3D numerical magnetohydrodynamic simulations of stellar winds and study the effects caused by different model parameters, namely the misalignment angle theta(t), the stellar period of rotation, the plasma-beta, and the heating index.. Our simulations take into account the interplay between the wind and the stellar magnetic field during the time evolution. The system reaches a periodic behavior with the same rotational period of the star. We show that the magnetic field lines present an oscillatory pattern. Furthermore, we obtain that by increasing theta(t), the wind velocity increases, especially in the case of strong magnetic field and relatively rapid stellar rotation. Our 3D, time-dependent wind models allow us to study the interaction of a magnetized wind with a magnetized extrasolar planet. Such interaction gives rise to reconnection, generating electrons that propagate along the planet`s magnetic field lines and produce electron cyclotron radiation at radio wavelengths. The power released in the interaction depends on the planet`s magnetic field intensity, its orbital radius, and on the stellar wind local characteristics. We find that a close-in Jupiter-like planet orbiting at 0.05 AU presents a radio power that is similar to 5 orders of magnitude larger than the one observed in Jupiter, which suggests that the stellar wind from a young star has the potential to generate strong planetary radio emission that could be detected in the near future with LOFAR. This radio power varies according to the phase of rotation of the star. For three selected simulations, we find a variation of the radio power of a factor 1.3-3.7, depending on theta(t). Moreover, we extend the investigation done in Vidotto et al. and analyze whether winds from misaligned stellar magnetospheres could cause a significant effect on planetary migration. Compared to the aligned case, we show that the timescale tau(w) for an appreciable radial motion of the planet is shorter for larger misalignment angles. While for the aligned case tau(w) similar or equal to 100 Myr, for a stellar magnetosphere tilted by theta(t) = 30 degrees, tau(w) ranges from similar to 40 to 70 Myr for a planet located at a radius of 0.05 AU. Further reduction on tau(w) might occur for even larger misalignment angles and/or different wind parameters.

Cross-entropy optimizer: a new tool to study precession in astrophysical jets

Evidence of jet precession in many galactic and extragalactic sources has been reported in the literature. Much of this evidence is based on studies of the kinematics of the jet knots, which depends on the correct identification of the components to determine their respective proper motions and position angles on the plane of the sky. Identification problems related to fitting procedures, as well as observations poorly sampled in time, may influence the follow-up of the components in time, which consequently might contribute to a misinterpretation of the data. In order to deal with these limitations, we introduce a very powerful statistical tool to analyse jet precession: the cross-entropy method for continuous multi-extremal optimization. Only based on the raw data of the jet components (right ascension and declination offsets from the core), the cross-entropy method searches for the precession model parameters that better represent the data. In this work we present a large number of tests to validate this technique, using synthetic precessing jets built from a given set of precession parameters. With the aim of recovering these parameters, we applied the cross-entropy method to our precession model, varying exhaustively the quantities associated with the method. Our results have shown that even in the most challenging tests, the cross-entropy method was able to find the correct parameters within a 1 per cent level. Even for a non-precessing jet, our optimization method could point out successfully the lack of precession.

Transformed symmetric models

For the first time, we introduce a class of transformed symmetric models to extend the Box and Cox models to more general symmetric models. The new class of models includes all symmetric continuous distributions with a possible non-linear structure for the mean and enables the fitting of a wide range of models to several data types. The proposed methods offer more flexible alternatives to Box-Cox or other existing procedures. We derive a very simple iterative process for fitting these models by maximum likelihood, whereas a direct unconditional maximization would be more difficult. We give simple formulae to estimate the parameter that indexes the transformation of the response variable and the moments of the original dependent variable which generalize previous published results. We discuss inference on the model parameters. The usefulness of the new class of models is illustrated in one application to a real dataset.

alpha-Spectroscopic factor of (16)O(gs) from the (12)C((16)O,(12)C)(16)O reaction

Elastic scattering angular distributions of (16)O + (12)C in the center of mass energy range from 8.55 MeV to 56.57 MeV have been analyzed considering the effect of the exchange of an alpha particle between projectile and target leading to the same nuclei of the entrance channel (elastic-transfer). An alpha particle spectroscopic factor for the ground state of the (16)O was determined. (C) 2011 Elsevier B.V. All rights reserved.

Total reaction cross-sections for light weakly bound systems

We have measured the elastic scattering cross-section for (8)Li + (9)Be and (8)Li + (51)V systems at 19.6 MeV and 18.5 MeV, respectively. We have also extracted total reaction cross sections from the elastic scattering analysis for several light weakly bound systems using the optical model with Woods-Saxon and double-folding-type potentials. Different reduction methods for the total reaction cross-sections have been applied to analyze and compare simultaneously all the systems.

A novel MAP-MRF approach for multispectral image contextual classification using combination of suboptimal iterative algorithms

In this paper we present a novel approach for multispectral image contextual classification by combining iterative combinatorial optimization algorithms. The pixel-wise decision rule is defined using a Bayesian approach to combine two MRF models: a Gaussian Markov Random Field (GMRF) for the observations (likelihood) and a Potts model for the a priori knowledge, to regularize the solution in the presence of noisy data. Hence, the classification problem is stated according to a Maximum a Posteriori (MAP) framework. In order to approximate the MAP solution we apply several combinatorial optimization methods using multiple simultaneous initializations, making the solution less sensitive to the initial conditions and reducing both computational cost and time in comparison to Simulated Annealing, often unfeasible in many real image processing applications. Markov Random Field model parameters are estimated by Maximum Pseudo-Likelihood (MPL) approach, avoiding manual adjustments in the choice of the regularization parameters. Asymptotic evaluations assess the accuracy of the proposed parameter estimation procedure. To test and evaluate the proposed classification method, we adopt metrics for quantitative performance assessment (Cohen`s Kappa coefficient), allowing a robust and accurate statistical analysis. The obtained results clearly show that combining sub-optimal contextual algorithms significantly improves the classification performance, indicating the effectiveness of the proposed methodology. (C) 2010 Elsevier B.V. All rights reserved.

The exponentiated generalized inverse Gaussian distribution

The modeling and analysis of lifetime data is an important aspect of statistical work in a wide variety of scientific and technological fields. Good (1953) introduced a probability distribution which is commonly used in the analysis of lifetime data. For the first time, based on this distribution, we propose the so-called exponentiated generalized inverse Gaussian distribution, which extends the exponentiated standard gamma distribution (Nadarajah and Kotz, 2006). Various structural properties of the new distribution are derived, including expansions for its moments, moment generating function, moments of the order statistics, and so forth. We discuss maximum likelihood estimation of the model parameters. The usefulness of the new model is illustrated by means of a real data set. (c) 2010 Elsevier B.V. All rights reserved.

The beta Laplace distribution

The Laplace distribution is one of the earliest distributions in probability theory. For the first time, based on this distribution, we propose the so-called beta Laplace distribution, which extends the Laplace distribution. Various structural properties of the new distribution are derived, including expansions for its moments, moment generating function, moments of the order statistics, and so forth. We discuss maximum likelihood estimation of the model parameters and derive the observed information matrix. The usefulness of the new model is illustrated by means of a real data set. (C) 2011 Elsevier B.V. All rights reserved.

Electrostatic and Hydrophobic Interactions Involved in CNT Biofunctionalization with Short ss-DNA

This work is aimed at studying the adsorption mechanism of short chain 20-mer pyrimidinic homoss-DNA (oligodeoxyribonucleotide, ODN: polyC(20) and polyT(20)) onto CNT by reflectometry. To analyze the experimental data, the effective-medium theory using the Bruggemann approximation represents a Suitable optical model to account for the surface properties (roughness, thickness, and optical constants) and the size of the adsorbate. Systematic information about the involved interactions is obtained by changing the physicochemical properties of the system. Hydrophobic and electrostatic interactions are evaluated by comparing the adsorption oil hydrophobic CNT and oil hydrophilic silica and by Modulating the ionic Strength With and without Mg(2+). The ODN adsorption process oil CNT is driven by hydrophobic interactions only when the electrostatic repulsion is Suppressed. The adsorption mode results in ODN molecules in a side-on orientation with the bases (nonpolar region) toward the surface. This unfavorable orientation is partially reverse by adding Mg(2+). On the other hand, the adsorption oil silica is dominated by the strong repulsive electrostatic interaction that is screened at high ionic strength or mediated by Mg(2+). The cation-mediated process induces the interaction of the phosphate backbone (polar region) with the surface, leaving the bases free for hybridization. Although the general adsorption behavior of the pyrimidine bases is the same, polyC(20) presents higher affinity for the CNT Surface due to its acid-base properties.

Approximate solution of the autocatalytic hydrolysis of cellulose

Depolymerization of cellulose in homogeneous acidic medium is analyzed on the basis of autocatalytic model of hydrolysis with a positive feedback of acid production from the degraded biopolymer. The normalized number of scissions per cellulose chain, S(t)/nA degrees A = 1 - C(t)/C(0), follows a sigmoid behavior with reaction time t, and the cellulose concentration C(t) decreases exponentially with a linear and cubic time dependence, C(t) = C(0)exp[-at - bt (3)], where a and b are model parameters easier determined from data analysis.

A tool for standardized collector performance calculations including PVT

A tool for standardized calculation of solar collector performance has been developed in cooperation between SP Technical Research Institute of Sweden, DTU Denmark and SERC Dalarna University. The tool is designed to calculate the annual performance of solar collectors at representative locations in Europe. The collector parameters used as input in the tool are compiled from tests according to EN12975, without any intermediate conversions. The main target group for this tool is test institutes and certification bodies that are intended to use it for conversion of collector model parameters (derived from performance tests) into a more user friendly quantity: the annual energy output. The energy output presented in the tool is expressed as kWh per collector module. A simplified treatment of performance for PVT collectors is added based on the assumption that the thermal part of the PVT collector can be tested and modeled as a thermal collector, when the PV electric part is active with an MPP tracker in operation. The thermal collector parameters from this operation mode are used for the PVT calculations. © 2012 The Authors.

Parameterization Of Turbulence Models Using 3DVAR Data Assimilation

In this research the 3DVAR data assimilation scheme is implemented in the numerical model DIVAST in order to optimize the performance of the numerical model by selecting an appropriate turbulence scheme and tuning its parameters. Two turbulence closure schemes: the Prandtl mixing length model and the two-equation k-ε model were incorporated into DIVAST and examined with respect to their universality of application, complexity of solutions, computational efficiency and numerical stability. A square harbour with one symmetrical entrance subject to tide-induced flows was selected to investigate the structure of turbulent flows. The experimental part of the research was conducted in a tidal basin. A significant advantage of such laboratory experiment is a fully controlled environment where domain setup and forcing are user-defined. The research shows that the Prandtl mixing length model and the two-equation k-ε model, with default parameterization predefined according to literature recommendations, overestimate eddy viscosity which in turn results in a significant underestimation of velocity magnitudes in the harbour. The data assimilation of the model-predicted velocity and laboratory observations significantly improves model predictions for both turbulence models by adjusting modelled flows in the harbour to match de-errored observations. 3DVAR allows also to identify and quantify shortcomings of the numerical model. Such comprehensive analysis gives an optimal solution based on which numerical model parameters can be estimated. The process of turbulence model optimization by reparameterization and tuning towards optimal state led to new constants that may be potentially applied to complex turbulent flows, such as rapidly developing flows or recirculating flows.