925 resultados para PARAMETER-ESTIMATION
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This thesis describes work completed on the application of H controller synthesis to the design of controllers for single axis high speed independent drive design examples. H controller synthesis was used in a single controller format and in a self-tuning regulator, a type of adaptive controller. Three types of industrial design examples were attempted using H controller synthesis, both in simulation and on a Drives Test Facility at Aston University. The results were benchmarked against a Proportional, Integral and Derivative (PID) with velocity feedforward controller (VFF), the industrial standard for this application. An analysis of the differences between a H and PID with VFF controller was completed. A direct-form H controller was determined for a limited class of weighting function and plants which shows the relationship between the weighting function, nominal plant and the controller parameters. The direct-form controller was utilised in two ways. Firstly it allowed the production of simple guidelines for the industrial design of H controllers. Secondly it was used as the controller modifier in a self-tuning regulator (STR). The STR had a controller modification time (including nominal model parameter estimation) of 8ms. A Set-Point Gain Scheduling (SPGS) controller was developed and applied to an industrial design example. The applicability of each control strategy, PID with VFF, H, SPGS and STR, was investigated and a set of general guidelines for their use was determined. All controllers developed were implemented using standard industrial equipment.
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A 10 cm diameter four-stage Scheibel column with dispersed phase wetted packing sections has been constructed to study the hydrodynamics and mass transfer using the system toluene-acetone-water. The literature pertaining to the above extractor has been examined and the important phenomena such as droplet break-up and coalescence, mass transfer and backmixing have been reviewed. A critical analysis of the backmixing or axial mixing models and the corresponding techniques for parameter estimation was applied and an optimization technique based on Marquardt's algorithm was implemented. A single phase sampling technique was developed to estimate the acetone concentration profile in both phases along the column. Column flooding characteristics were investigated under various operating conditions and it was found that, when the impellers were located at about DI/5cm from the upper surface of the pads, the limiting flow rates increased with impeller speed. This unusual behaviour was explained in terms of the pumping effect created by the turbine impellers. Correlations were developed to predict Sauter mean drop diameters. A five-cell with backflow model was used to estimate the column performance (stage efficiency) and phases non-ideality (backflow parameters). Overall mass transfer coefficients were computed using the above model and compared with those calculated using the correlations based on single drop mechanism.
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Optimal design for parameter estimation in Gaussian process regression models with input-dependent noise is examined. The motivation stems from the area of computer experiments, where computationally demanding simulators are approximated using Gaussian process emulators to act as statistical surrogates. In the case of stochastic simulators, which produce a random output for a given set of model inputs, repeated evaluations are useful, supporting the use of replicate observations in the experimental design. The findings are also applicable to the wider context of experimental design for Gaussian process regression and kriging. Designs are proposed with the aim of minimising the variance of the Gaussian process parameter estimates. A heteroscedastic Gaussian process model is presented which allows for an experimental design technique based on an extension of Fisher information to heteroscedastic models. It is empirically shown that the error of the approximation of the parameter variance by the inverse of the Fisher information is reduced as the number of replicated points is increased. Through a series of simulation experiments on both synthetic data and a systems biology stochastic simulator, optimal designs with replicate observations are shown to outperform space-filling designs both with and without replicate observations. Guidance is provided on best practice for optimal experimental design for stochastic response models. © 2013 Elsevier Inc. All rights reserved.
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In this paper, we demonstrate a fast switching dual polarization DDQPSK packet switched receiver with very short waiting times. The system employs mth power DDQPSK decoding for high frequency offset tolerance, and Stokes parameter estimation for robust polarization demultiplexing.
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This work introduces a Gaussian variational mean-field approximation for inference in dynamical systems which can be modeled by ordinary stochastic differential equations. This new approach allows one to express the variational free energy as a functional of the marginal moments of the approximating Gaussian process. A restriction of the moment equations to piecewise polynomial functions, over time, dramatically reduces the complexity of approximate inference for stochastic differential equation models and makes it comparable to that of discrete time hidden Markov models. The algorithm is demonstrated on state and parameter estimation for nonlinear problems with up to 1000 dimensional state vectors and compares the results empirically with various well-known inference methodologies.
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2000 Mathematics Subject Classification: 62J05, 62J10, 62F35, 62H12, 62P30.
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2010 Mathematics Subject Classification: 94A17.
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Primary processing of natural gas platforms as Mexilhão Field (PMXL-1 ) in the Santos Basin, where monoethylene glycol (MEG) has been used to inhibit the formation of hydrates, present operational problems caused by salt scale in the recovery unit of MEG. Bibliographic search and data analysis of salt solubility in mixed solvents, namely water and MEG, indicate that experimental reports are available to a relatively restricted number of ionic species present in the produced water, such as NaCl and KCl. The aim of this study was to develop a method for calculating of salt solubilities in mixed solvent mixtures, in explantion, NaCl or KCl in aqueous mixtures of MEG. The method of calculating extend the Pitzer model, with the approach Lorimer, for aqueous systems containing a salt and another solvent (MEG). Python language in the Integrated Development Environment (IDE) Eclipse was used in the creation of the computational applications. The results indicate the feasibility of the proposed calculation method for a systematic series of salt (NaCl or KCl) solubility data in aqueous mixtures of MEG at various temperatures. Moreover, the application of the developed tool in Python has proven to be suitable for parameter estimation and simulation purposes
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The growing interest and applications of biotechnology products have increased the development of new processes for recovery and purification of proteins. The expanded bed adsorption (EBA) has emerged as a promising technique for this purpose. It combines into one operation the steps of clarification, concentration and purification of the target molecule. Hence, the method reduces the time and the cost of operation. In this context, this thesis aim was to evaluate the recovery and purification of 503 antigen of Leishmania i. chagasi expressed in E. coli M15 and endotoxin removal by EBA. In the first step of this study, batch experiments were carried out using two experimental designs to define the optimal adsorption and elution conditions of 503 antigen onto Streamline chelating resin. For adsorption assays, using expanded bed, it was used a column of 2.6 cm in diameter by 30.0 cm in height coupled to a peristaltic pump. In the second step of study, the removal of endotoxin during antigen recovery process was evaluated employing the non-ionic surfactant Triton X-114 in the washing step ALE. In the third step, we sought developing a mathematical model able to predict the 503 antigen breakthrough curves in expanded mode. The experimental design results to adsorption showed the pH 8.0 and the NaCl concentration of 2.4 M as the optimum adsorption condition. In the second design, the only significant factor for elution was the concentration of imidazole, which was taken at 600 mM. The adsorption isotherm of the 503 antigen showed a good fit to the Langmuir model (R = 0.98) and values for qmax (maximum adsorption capacity) and Kd (equilibrium constant) estimated were 1.95 mg/g and 0.34 mg/mL, respectively. Purification tests directly from unclarified feedstock showed a recovery of 59.2% of the target protein and a purification factor of 6.0. The addition of the non-ionic surfactant Triton X-114 to the washing step of EBA led to high levels (> 99%) of LPS removal initially present in the samples for all conditions tested. The mathematical model obtained to describe the 503 antigen breakthrough curves in Streamline Chelanting resin in expanded mode showed a good fit for both parameter estimation and validation steps. The validated model was used to optimize the efficiencies, achieving maximum values of the process and of the column efficiencies of 89.2% and 75.9%, respectively. Therefore, EBA is an efficient alternative for the recovery of the target protein and removal of endotoxin from an E. coli unclarified feedstock in just one step.
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This thesis reports on a novel method to build a 3-D model of the above-water portion of icebergs using surface imaging. The goal is to work towards the automation of iceberg surveys, allowing an Autonomous Surface Craft (ASC) to acquire shape and size information. After collecting data and images, the core software algorithm is made up of three parts: occluding contour finding, volume intersection, and parameter estimation. A software module is designed that could be used on the ASC to perform automatic and fast processing of above-water surface image data to determine iceberg shape and size measurement and determination. The resolution of the method is calculated using data from the iceberg database of the Program of Energy Research and Development (PERD). The method was investigated using data from field trials conducted through the summer of 2014 by surveying 8 icebergs during 3 expeditions. The results were analyzed to determine iceberg characteristics. Limitations of this method are addressed including its accuracy. Surface imaging system and LIDAR system are developed to profile the above-water iceberg in 2015.
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In this thesis, research for tsunami remote sensing using the Global Navigation Satellite System-Reflectometry (GNSS-R) delay-Doppler maps (DDMs) is presented. Firstly, a process for simulating GNSS-R DDMs of a tsunami-dominated sea sur- face is described. In this method, the bistatic scattering Zavorotny-Voronovich (Z-V) model, the sea surface mean square slope model of Cox and Munk, and the tsunami- induced wind perturbation model are employed. The feasibility of the Cox and Munk model under a tsunami scenario is examined by comparing the Cox and Munk model- based scattering coefficient with the Jason-1 measurement. A good consistency be- tween these two results is obtained with a correlation coefficient of 0.93. After con- firming the applicability of the Cox and Munk model for a tsunami-dominated sea, this work provides the simulations of the scattering coefficient distribution and the corresponding DDMs of a fixed region of interest before and during the tsunami. Fur- thermore, by subtracting the simulation results that are free of tsunami from those with presence of tsunami, the tsunami-induced variations in scattering coefficients and DDMs can be clearly observed. Secondly, a scheme to detect tsunamis and estimate tsunami parameters from such tsunami-dominant sea surface DDMs is developed. As a first step, a procedure to de- termine tsunami-induced sea surface height anomalies (SSHAs) from DDMs is demon- strated and a tsunami detection precept is proposed. Subsequently, the tsunami parameters (wave amplitude, direction and speed of propagation, wavelength, and the tsunami source location) are estimated based upon the detected tsunami-induced SSHAs. In application, the sea surface scattering coefficients are unambiguously re- trieved by employing the spatial integration approach (SIA) and the dual-antenna technique. Next, the effective wind speed distribution can be restored from the scat- tering coefficients. Assuming all DDMs are of a tsunami-dominated sea surface, the tsunami-induced SSHAs can be derived with the knowledge of background wind speed distribution. In addition, the SSHA distribution resulting from the tsunami-free DDM (which is supposed to be zero) is considered as an error map introduced during the overall retrieving stage and is utilized to mitigate such errors from influencing sub- sequent SSHA results. In particular, a tsunami detection procedure is conducted to judge the SSHAs to be truly tsunami-induced or not through a fitting process, which makes it possible to decrease the false alarm. After this step, tsunami parameter estimation is proceeded based upon the fitted results in the former tsunami detec- tion procedure. Moreover, an additional method is proposed for estimating tsunami propagation velocity and is believed to be more desirable in real-world scenarios. The above-mentioned tsunami-dominated sea surface DDM simulation, tsunami detection precept and parameter estimation have been tested with simulated data based on the 2004 Sumatra-Andaman tsunami event.
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The standard difference model of two-alternative forced-choice (2AFC) tasks implies that performance should be the same when the target is presented in the first or the second interval. Empirical data often show “interval bias” in that percentage correct differs significantly when the signal is presented in the first or the second interval. We present an extension of the standard difference model that accounts for interval bias by incorporating an indifference zone around the null value of the decision variable. Analytical predictions are derived which reveal how interval bias may occur when data generated by the guessing model are analyzed as prescribed by the standard difference model. Parameter estimation methods and goodness-of-fit testing approaches for the guessing model are also developed and presented. A simulation study is included whose results show that the parameters of the guessing model can be estimated accurately. Finally, the guessing model is tested empirically in a 2AFC detection procedure in which guesses were explicitly recorded. The results support the guessing model and indicate that interval bias is not observed when guesses are separated out.
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Uncertainty quantification (UQ) is both an old and new concept. The current novelty lies in the interactions and synthesis of mathematical models, computer experiments, statistics, field/real experiments, and probability theory, with a particular emphasize on the large-scale simulations by computer models. The challenges not only come from the complication of scientific questions, but also from the size of the information. It is the focus in this thesis to provide statistical models that are scalable to massive data produced in computer experiments and real experiments, through fast and robust statistical inference.
Chapter 2 provides a practical approach for simultaneously emulating/approximating massive number of functions, with the application on hazard quantification of Soufri\`{e}re Hills volcano in Montserrate island. Chapter 3 discusses another problem with massive data, in which the number of observations of a function is large. An exact algorithm that is linear in time is developed for the problem of interpolation of Methylation levels. Chapter 4 and Chapter 5 are both about the robust inference of the models. Chapter 4 provides a new criteria robustness parameter estimation criteria and several ways of inference have been shown to satisfy such criteria. Chapter 5 develops a new prior that satisfies some more criteria and is thus proposed to use in practice.
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Fitting statistical models is computationally challenging when the sample size or the dimension of the dataset is huge. An attractive approach for down-scaling the problem size is to first partition the dataset into subsets and then fit using distributed algorithms. The dataset can be partitioned either horizontally (in the sample space) or vertically (in the feature space), and the challenge arise in defining an algorithm with low communication, theoretical guarantees and excellent practical performance in general settings. For sample space partitioning, I propose a MEdian Selection Subset AGgregation Estimator ({\em message}) algorithm for solving these issues. The algorithm applies feature selection in parallel for each subset using regularized regression or Bayesian variable selection method, calculates the `median' feature inclusion index, estimates coefficients for the selected features in parallel for each subset, and then averages these estimates. The algorithm is simple, involves very minimal communication, scales efficiently in sample size, and has theoretical guarantees. I provide extensive experiments to show excellent performance in feature selection, estimation, prediction, and computation time relative to usual competitors.
While sample space partitioning is useful in handling datasets with large sample size, feature space partitioning is more effective when the data dimension is high. Existing methods for partitioning features, however, are either vulnerable to high correlations or inefficient in reducing the model dimension. In the thesis, I propose a new embarrassingly parallel framework named {\em DECO} for distributed variable selection and parameter estimation. In {\em DECO}, variables are first partitioned and allocated to m distributed workers. The decorrelated subset data within each worker are then fitted via any algorithm designed for high-dimensional problems. We show that by incorporating the decorrelation step, DECO can achieve consistent variable selection and parameter estimation on each subset with (almost) no assumptions. In addition, the convergence rate is nearly minimax optimal for both sparse and weakly sparse models and does NOT depend on the partition number m. Extensive numerical experiments are provided to illustrate the performance of the new framework.
For datasets with both large sample sizes and high dimensionality, I propose a new "divided-and-conquer" framework {\em DEME} (DECO-message) by leveraging both the {\em DECO} and the {\em message} algorithm. The new framework first partitions the dataset in the sample space into row cubes using {\em message} and then partition the feature space of the cubes using {\em DECO}. This procedure is equivalent to partitioning the original data matrix into multiple small blocks, each with a feasible size that can be stored and fitted in a computer in parallel. The results are then synthezied via the {\em DECO} and {\em message} algorithm in a reverse order to produce the final output. The whole framework is extremely scalable.
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La diminution des doses administrées ou même la cessation complète d'un traitement chimiothérapeutique est souvent la conséquence de la réduction du nombre de neutrophiles, qui sont les globules blancs les plus fréquents dans le sang. Cette réduction dans le nombre absolu des neutrophiles, aussi connue sous le nom de myélosuppression, est précipitée par les effets létaux non spécifiques des médicaments anti-cancéreux, qui, parallèlement à leur effet thérapeutique, produisent aussi des effets toxiques sur les cellules saines. Dans le but d'atténuer cet impact myélosuppresseur, on administre aux patients un facteur de stimulation des colonies de granulocytes recombinant humain (rhG-CSF), une forme exogène du G-CSF, l'hormone responsable de la stimulation de la production des neutrophiles et de leurs libération dans la circulation sanguine. Bien que les bienfaits d'un traitement prophylactique avec le G-CSF pendant la chimiothérapie soient bien établis, les protocoles d'administration demeurent mal définis et sont fréquemment déterminés ad libitum par les cliniciens. Avec l'optique d'améliorer le dosage thérapeutique et rationaliser l'utilisation du rhG-CSF pendant le traitement chimiothérapeutique, nous avons développé un modèle physiologique du processus de granulopoïèse, qui incorpore les connaissances actuelles de pointe relatives à la production des neutrophiles des cellules souches hématopoïétiques dans la moelle osseuse. À ce modèle physiologique, nous avons intégré des modèles pharmacocinétiques/pharmacodynamiques (PK/PD) de deux médicaments: le PM00104 (Zalypsis®), un médicament anti-cancéreux, et le rhG-CSF (filgrastim). En se servant des principes fondamentaux sous-jacents à la physiologie, nous avons estimé les paramètres de manière exhaustive sans devoir recourir à l'ajustement des données, ce qui nous a permis de prédire des données cliniques provenant de 172 patients soumis au protocol CHOP14 (6 cycles de chimiothérapie avec une période de 14 jours où l'administration du rhG-CSF se fait du jour 4 au jour 13 post-chimiothérapie). En utilisant ce modèle physio-PK/PD, nous avons démontré que le nombre d'administrations du rhG-CSF pourrait être réduit de dix (pratique actuelle) à quatre ou même trois administrations, à condition de retarder le début du traitement prophylactique par le rhG-CSF. Dans un souci d'applicabilité clinique de notre approche de modélisation, nous avons investigué l'impact de la variabilité PK présente dans une population de patients, sur les prédictions du modèle, en intégrant des modèles PK de population (Pop-PK) des deux médicaments. En considérant des cohortes de 500 patients in silico pour chacun des cinq scénarios de variabilité plausibles et en utilisant trois marqueurs cliniques, soient le temps au nadir des neutrophiles, la valeur du nadir, ainsi que l'aire sous la courbe concentration-effet, nous avons établi qu'il n'y avait aucune différence significative dans les prédictions du modèle entre le patient-type et la population. Ceci démontre la robustesse de l'approche que nous avons développée et qui s'apparente à une approche de pharmacologie quantitative des systèmes (QSP). Motivés par l'utilisation du rhG-CSF dans le traitement d'autres maladies, comme des pathologies périodiques telles que la neutropénie cyclique, nous avons ensuite soumis l'étude du modèle au contexte des maladies dynamiques. En mettant en évidence la non validité du paradigme de la rétroaction des cytokines pour l'administration exogène des mimétiques du G-CSF, nous avons développé un modèle physiologique PK/PD novateur comprenant les concentrations libres et liées du G-CSF. Ce nouveau modèle PK a aussi nécessité des changements dans le modèle PD puisqu’il nous a permis de retracer les concentrations du G-CSF lié aux neutrophiles. Nous avons démontré que l'hypothèse sous-jacente de l'équilibre entre la concentration libre et liée, selon la loi d'action de masse, n'est plus valide pour le G-CSF aux concentrations endogènes et mènerait en fait à la surestimation de la clairance rénale du médicament. En procédant ainsi, nous avons réussi à reproduire des données cliniques obtenues dans diverses conditions (l'administration exogène du G-CSF, l'administration du PM00104, CHOP14). Nous avons aussi fourni une explication logique des mécanismes responsables de la réponse physiologique aux deux médicaments. Finalement, afin de mettre en exergue l’approche intégrative en pharmacologie adoptée dans cette thèse, nous avons démontré sa valeur inestimable pour la mise en lumière et la reconstruction des systèmes vivants complexes, en faisant le parallèle avec d’autres disciplines scientifiques telles que la paléontologie et la forensique, où une approche semblable a largement fait ses preuves. Nous avons aussi discuté du potentiel de la pharmacologie quantitative des systèmes appliquées au développement du médicament et à la médecine translationnelle, en se servant du modèle physio-PK/PD que nous avons mis au point.