Monte-Carlo estimation of time-dependent statistical characteristics of random dynamical systems

The problem of estimating the time-dependent statistical characteristics of a random dynamical system is studied under two different settings. In the first, the system dynamics is governed by a differential equation parameterized by a random parameter, while in the second, this is governed by a differential equation with an underlying parameter sequence characterized by a continuous time Markov chain. We propose, for the first time in the literature, stochastic approximation algorithms for estimating various time-dependent process characteristics of the system. In particular, we provide efficient estimators for quantities such as the mean, variance and distribution of the process at any given time as well as the joint distribution and the autocorrelation coefficient at different times. A novel aspect of our approach is that we assume that information on the parameter model (i.e., its distribution in the first case and transition probabilities of the Markov chain in the second) is not available in either case. This is unlike most other work in the literature that assumes availability of such information. Also, most of the prior work in the literature is geared towards analyzing the steady-state system behavior of the random dynamical system while our focus is on analyzing the time-dependent statistical characteristics which are in general difficult to obtain. We prove the almost sure convergence of our stochastic approximation scheme in each case to the true value of the quantity being estimated. We provide a general class of strongly consistent estimators for the aforementioned statistical quantities with regular sample average estimators being a specific instance of these. We also present an application of the proposed scheme on a widely used model in population biology. Numerical experiments in this framework show that the time-dependent process characteristics as obtained using our algorithm in each case exhibit excellent agreement with exact results. (C) 2010 Elsevier Inc. All rights reserved.

A Rotor Flux Estimation During Zero and Active Vector Periods Using Current Error Space Vector From a Hysteresis Controller for a Sensorless Vector Control of IM Drive

This paper proposes a sensorless vector control scheme for general-purpose induction motor drives using the current error space phasor-based hysteresis controller. In this paper, a new technique for sensorless operation is developed to estimate rotor voltage and hence rotor flux position using the stator current error during zero-voltage space vectors. It gives a comparable performance with the vector control drive using sensors especially at a very low speed of operation (less than 1 Hz). Since no voltage sensing is made, the dead-time effect and loss of accuracy in voltage sensing at low speed are avoided here, with the inherent advantages of the current error space phasor-based hysteresis controller. However, appropriate device on-state drops are compensated to achieve a steady-state operation up to less than 1 Hz. Moreover, using a parabolic boundary for current error, the switching frequency of the inverter can be maintained constant for the entire operating speed range. Simple sigma L-s estimation is proposed, and the parameter sensitivity of the control scheme to changes in stator resistance, R-s is also investigated in this paper. Extensive experimental results are shown at speeds less than 1 Hz to verify the proposed concept. The same control scheme is further extended from less than 1 Hz to rated 50 Hz six-step operation of the inverter. Here, the magnetic saturation is ignored in the control scheme.

Estimation of surface free energy of pyrites by contact angle measurements

The surface properties of coal-pyrite play a major role in determining its separation from coal in processes such as flotation. The solution pH is an important parameter in determining the surface properties of both coal and coal-pyrite such as surface free energy and zeta-potential. In the present investigation, the effect of pH on the surface free energy of pyrites from different sources was studied. The surface free energy of solids is made up of two components, i.e. the dispersive surface free energy and the acid-base interaction energy. Various methods have been used by previous researchers to evaluate these two components for different solids. In the present study, a new approach was developed and used to study the surface free energy of pyrite surfaces. Results indicate that the dispersion surface free energy of various pyrites is independent of pH while the acid-base interaction energy is strongly dependent on the pH. The acid-base interaction energy is different for each pyrite sample and also the change with pH varies with the type of pyrite. Coal-pyrite was found to be more hydrophobic than ore-pyrite which may be attributed to the presence of carbon in coal-pyrites. The acid-base interaction energy varied little with pH for coal pyrites than ore-pyrite. Comparison of acid-base interaction energy with zeta-potential measurements shows a good correlation between the minimum in acid-base interaction energy and the pHpzc.

A Nonlinear Voltage Regulator With One Tunable Parameter for Multimachine Power Systems

This paper proposes a nonlinear voltage regulator with one tunable parameter for multimachine power systems. Based on output feedback linearization, this regulator can achieve simultaneous voltage regulation and small-signal performance objectives. Conventionally output feedback linearization has been used for voltage regulator design by taking infinite bus voltage as reference. Unfortunately, this controller has poor small-signal performance and cannot be applied to multimachine systems without the estimation of the equivalent external reactance seen from the generator. This paper proposes a voltage regulator design by redefining the rotor angle at each generator with respect to the secondary voltage of the step-up transformer as reference instead of a common synchronously rotating reference frame. Using synchronizing and damping torques analysis, we show that the proposed voltage regulator achieves simultaneous voltage regulation and damping performance over a range of system and operating conditions by controlling the relative angle between the generator internal voltage angle delta and the secondary voltage of the step up transformer. The performance of the proposed voltage regulator is evaluated on a single machine infinite bus system and two widely used multimachine test systems.

Channel estimation relying on the minimum bit-error-ratio criterion for BPSK and QPSK signals

The authors consider the channel estimation problem in the context of a linear equaliser designed for a frequency selective channel, which relies on the minimum bit-error-ratio (MBER) optimisation framework. Previous literature has shown that the MBER-based signal detection may outperform its minimum-mean-square-error (MMSE) counterpart in the bit-error-ratio performance sense. In this study, they develop a framework for channel estimation by first discretising the parameter space and then posing it as a detection problem. Explicitly, the MBER cost function (CF) is derived and its performance studied, when transmitting binary phase shift keying (BPSK) and quadrature phase shift keying (QPSK) signals. It is demonstrated that the MBER based CF aided scheme is capable of outperforming existing MMSE, least square-based solutions.

Comparative evaluation of inversion approaches of the radiative transfer model for estimation of crop biophysical parameters

The inversion of canopy reflectance models is widely used for the retrieval of vegetation properties from remote sensing. This study evaluates the retrieval of soybean biophysical variables of leaf area index, leaf chlorophyll content, canopy chlorophyll content, and equivalent leaf water thickness from proximal reflectance data integrated broadbands corresponding to moderate resolution imaging spectroradiometer, thematic mapper, and linear imaging self scanning sensors through inversion of the canopy radiative transfer model, PROSAIL. Three different inversion approaches namely the look-up table, genetic algorithm, and artificial neural network were used and performances were evaluated. Application of the genetic algorithm for crop parameter retrieval is a new attempt among the variety of optimization problems in remote sensing which have been successfully demonstrated in the present study. Its performance was as good as that of the look-up table approach and the artificial neural network was a poor performer. The general order of estimation accuracy for para-meters irrespective of inversion approaches was leaf area index > canopy chlorophyll content > leaf chlorophyll content > equivalent leaf water thickness. Performance of inversion was comparable for broadband reflectances of all three sensors in the optical region with insignificant differences in estimation accuracy among them.

Influence of threshold stress on the estimation of the Weibull statistics

The influence of threshold stress on the estimation of the Weibull statistics is discussed in terms of the Akaike information criterion. Numerical simulations show that, if sample data are limited in number and threshold stress is not too large, the two-parameter Weibull distribution is still a preferred choice. For example, the fit of strength data of glass and ceramics to the two- and three-parameter Weibull distributions is compared.

A simple approach for the estimation of food consumption from growth rates at different environmental conditions and its application to juvenile cod (Gadus morhua L.) of a fjordic sea loch on the west coast of Scotland

Abstract Growth and condition of fish are functions of available food and environmental conditions. This led to the idea of using fish as a “consumption sensor” for the measurement of food intake over a defined period of time. A bio-physical model for the estimation of food consumption was developed based on the von Bertalanffy model. Whereas some of the input variables of the model, the initial and final lengths and masses of a fish and the temperature within the time period considered can easily be measured, internal characteristics of the species have to be determined indirectly. Three internal parameters are used in the model: the maintenance consumption at 0°C, the temperature dependence of this consumption and the food efficiency, the percentage of the ingested food utilized. Estimates of the parameters for a given species can be determined by feeding experiments. Here, data from published feeding experiments on juvenile cod, Gadus morhua L., were used to validate the model. The average of the relative error for the food intake predicted by the model for individual fish was about 24 %, indicating that fish used the food with different efficiencies. However, grouping the fish according to size classes and temperature lowered the relative error of the predicted food intake for the group to typically 5 %. For a group containing all fish of the feeding experiment the relative prediction error was about 2 %. Zusammenfassung Wachstum und Kondition der Fische sind von der verfügbaren Nahrung und von Umweltbedingungen abhängig. Dies führte zur Idee, Fisch als „Konsum-Sensor“ für die Messung der Nahrungsaufnahme über einen definierten Zeitraum zu verwenden. Auf Grundlage des von Bertalanffy-Modells wurde ein bio-physikalisches Modell zur Schätzung der Futteraufnahme entwickelt. Während einige der Eingangsgrößen des Modells leicht gemessen werden können (Anfangs- und Endlänge und -körpermasse der Fische und die Temperatur innerhalb des betrachteten Zeitraum), können interne Parameter der betrachteten Art nur indirekt bestimmt werden. Drei interne Parameter werden in dem Modell verwendet: Die Erhaltungskonsumtion bei 0° C, die Temperaturabhängigkeit dieser Rate und der Wirkungsgrad der Nahrung (der Anteil der Nahrung ,der aufgenommen und verwendet und nicht ungenutzt wieder ausgeschieden wird). Die Modellparameter für eine bestimmte Art können durch Fütterungsversuche bestimmt werden. Um das Modell zu validieren wurden Daten aus veröffentlichten Fütterungsversuchen mit juvenilen Kabeljau (Gadus morhua L.) verwendet. Modell und Wirklichkeit weichen in der Regel voneinander ab. Der durchschnittliche relative Fehler der durch das Modell vorhergesagten Nahrungsaufnahme betrug für Einzelfische etwa 24%, was darauf hinweist, dass einzelne Fisch die Nahrung mit unterschiedlichen Wirkungsgraden verwerten. Allerdings senkte die Gruppierung der Fische nach Größenklassen und Temperatur den relativen Vorhersagefehler für die Nahrungsaufnahme der Gruppe auf etwa 5%. Für alle Fische im Fütterungsversuch ist der relative Vorhersagefehler etwa 2%.

Maximum likelihood estimation of mortality and growth with individual variability from multiple length-frequency data

We consider estimation of mortality rates and growth parameters from length-frequency data of a fish stock and derive the underlying length distribution of the population and the catch when there is individual variability in the von Bertalanffy growth parameter L∞. The model is flexible enough to accommodate 1) any recruitment pattern as a function of both time and length, 2) length-specific selectivity, and 3) varying fishing effort over time. The maximum likelihood method gives consistent estimates, provided the underlying distribution for individual variation in growth is correctly specified. Simulation results indicate that our method is reasonably robust to violations in the assumptions. The method is applied to tiger prawn data (Penaeus semisulcatus) to obtain estimates of natural and fishing mortality.

Single event molecular signalling for estimation and control

Cell biology is characterised by low molecule numbers and coupled stochastic chemical reactions with intrinsic noise permeating and dominating the interactions between molecules. Recent work [9] has shown that in such environments there are hard limits on the accuracy with which molecular populations can be controlled and estimated. These limits are predicated on a continuous diffusion approximation of the target molecule (although the remainder of the system is non-linear and discrete). The principal result of [9] assumes that the birth rate of the signalling species is linearly dependent on the target molecule population size. In this paper, we investigate the situation when the entire system is kept discrete, and arbitrary non-linear coupling is allowed between the target molecule and downstream signalling molecules. In this case it is possible, by relying solely on the event triggered nature of control and signalling reactions, to define non-linear reaction rate modulation schemes that achieve improved performance in certain parameter regimes. These schemes would not appear to be biologically relevant, raising the question of what are an appropriate set of assumptions for obtaining biologically meaningful results. © 2013 EUCA.

Estimation thermal expansion coefficient from lattice energy for inorganic crystals

By using the study of the lattice energy and the structural parameters of binary inorganic crystals, a new parameter reflecting the thermal expansion property has been found, the relation between the linear expansion coefficient and new parameter has been established. A semiempirical method for evaluation of linear expansion coefficient from the lattice energy is presented, and developed to the complex crystals. The estimated values of the linear expansion coefficients of both simple and complex crystals are in good agreement with the experimental values.

Theoretical estimation of thermodynamic properties of the system PS/PPO on the basis of modified combining rule of Sanchez-Lacombe lattice fluid model

The three scaling parameters described in Sanchez-Lacombe lattice fluid theory (SLLFT), T*, P* and rho* of pure polystyrene (PS), pure poly(2,6-dimethyl-1,4-phenylene oxide) (PPO) and their mixtures are obtained by fitting corresponding experimental pressure volume-temperature data with equation-of-state of SLLFT. A modified combining rule in SLLFT used to match the volume per mer, v* of the PS/PPO mixtures was advanced and the enthalpy of mixing and Flory-Huggins (FH) interaction parameter were calculated using the new rule. It is found that the difference between the new rule and the old one presented by Sanchez and Lacombe is quite small in the calculation of the enthalpy of mixing and FH interaction parameter and the effect of volume-combining rule on the calculation of thermodynamic properties is much smaller than that of energy-combining rule. But the relative value of interaction parameter changes much due to the new volume-based combining rule. This effect can affect the position of phase diagram very much, which is reported elsewhere [Macromolecules 34 (2001) 6291]

Estimation of long-run parameters in unbalanced cointegration

This paper analyses the asymptotic properties of nonlinear least squares estimators of the long run parameters in a bivariate unbalanced cointegration framework. Unbalanced cointegration refers to the situation where the integration orders of the observables are different, but their corresponding balanced versions (with equal integration orders after filtering) are cointegrated in the usual sense. Within this setting, the long run linkage between the observables is driven by both the cointegrating parameter and the difference between the integration orders of the observables, which we consider to be unknown. Our results reveal three noticeable features. First, superconsistent (faster than √ n-consistent) estimators of the difference between memory parameters are achievable. Next, the joint limiting distribution of the estimators of both parameters is singular, and, finally, a modified version of the ‘‘Type II’’ fractional Brownian motion arises in the limiting theory. A Monte Carlo experiment and the discussion of an economic example are included.

Multiplicative Kernels: Object Detection, Segmentation and Pose Estimation

Object detection is challenging when the object class exhibits large within-class variations. In this work, we show that foreground-background classification (detection) and within-class classification of the foreground class (pose estimation) can be jointly learned in a multiplicative form of two kernel functions. One kernel measures similarity for foreground-background classification. The other kernel accounts for latent factors that control within-class variation and implicitly enables feature sharing among foreground training samples. Detector training can be accomplished via standard SVM learning. The resulting detectors are tuned to specific variations in the foreground class. They also serve to evaluate hypotheses of the foreground state. When the foreground parameters are provided in training, the detectors can also produce parameter estimate. When the foreground object masks are provided in training, the detectors can also produce object segmentation. The advantages of our method over past methods are demonstrated on data sets of human hands and vehicles.

Unbiased Linear Property Estimation For Spheres From Sections Exhibiting Overprojection And Truncation

In the biological sciences, stereological techniques are frequently used to infer changes in structural parameters (volume fraction, for example) between samples from different populations or subject to differing treatment regimes. Non-homogeneity of these parameters is virtually guaranteed, both between experimental animals and within the organ under consideration. A two-stage strategy is then desirable, the first stage involving unbiased estimation of the required parameter, separately for each experimental unit, the latter being defined as a subset of the organ for which homogeneity can reasonably be assumed. In the second stage, these point estimates are used as data inputs to a hierarchical analysis of variance, to distinguish treatment effects from variability between animals, for example. Techniques are therefore required for unbiased estimation of parameters from potentially small numbers of sample profiles. This paper derives unbiased estimates of linear properties in one special case—the sampling of spherical particles by transmission microscopy, when the section thickness is not negligible and the resulting circular profiles are subject to lower truncation. The derivation uses the general integral equation formulation of Nicholson (1970); the resulting formulae are simplified, algebraically, and their efficient computation discussed. Bias arising from variability in slice thickness is shown to be negligible in typical cases. The strategy is illustrated for data examining the effects, on the secondary lysosomes in the digestive cells, of exposure of the common mussel to hydrocarbons. Prolonged exposure, at 30 μg 1−1 total oil-derived hydrocarbons, is seen to increase the average volume of a lysosome, and the volume fraction that lysosomes occupy, but to reduce their number.