Faster parameter estimation using risk-sensitive filters

In this paper, we propose a risk-sensitive approach to parameter estimation for hidden Markov models (HMMs). The parameter estimation approach considered exploits estimation of various functions of the state, based on model estimates. We propose certain practical suboptimal risk-sensitive filters to estimate the various functions of the state during transients, rather than optimal risk-neutral filters as in earlier studies. The estimates are asymptotically optimal, if asymptotically risk neutral, and can give significantly improved transient performance, which is a very desirable objective for certain engineering applications. To demonstrate the improvement in estimation simulation studies are presented that compare parameter estimation based on risk-sensitive filters with estimation based on risk-neutral filters.

Short-data recursive HMM parameter estimation for rapid vision-based aircraft heading estimation

Rapid recursive estimation of hidden Markov Model (HMM) parameters is important in applications that place an emphasis on the early availability of reasonable estimates (e.g. for change detection) rather than the provision of longer-term asymptotic properties (such as convergence, convergence rate, and consistency). In the context of vision- based aircraft (image-plane) heading estimation, this paper suggests and evaluates the short-data estimation properties of 3 recursive HMM parameter estimation techniques (a recursive maximum likelihood estimator, an online EM HMM estimator, and a relative entropy based estimator). On both simulated and real data, our studies illustrate the feasibility of rapid recursive heading estimation, but also demonstrate the need for careful step-size design of HMM recursive estimation techniques when these techniques are intended for use in applications where short-data behaviour is paramount.

Comparison of the gate drive parameter space for driving power MOSFETs using conventional and cascode configurations

Conventional voltage driven gate drive circuits utilise a resistor to control the switching speed of power MOS-FETs. The gate resistance is adjusted to provide controlled rate of change of load current and voltage. The cascode gate drive configuration has been proposed as an alternative to the conventional resistor-fed gate drive circuit. While cascode drive is broadly understood in the literature the switching characteristics of this topology are not well documented. This paper explores, through both simulation and experimentation, the gate drive parameter space of the cascode gate drive configuration and provides a comparison to the switching characteristics of conventional gate drive.

Comprehensive contribution of filament thickness and crosslinker failure to the rheological property of F-actin cytoskeleton

Rheological property of F-actin cytoskeleton is significant to the restructuring of cytoskeleton under a variety of cell activities. This study numerically validates the rheological property of F-actin cytoskeleton is not only a result of kinetic energy dissipation of F-actin, but also greatly depends on the configuration remodeling of networks structure. Both filament geometry and crosslinker properties can affect the remodeling of F-actin cytoskeleton. The crosslinker unbinding is found to dissipate energy and induce prominent stress relaxation in the F-actin adjacent to cross-linkages. Coupled with F-actin elasticity, the energy dissipation and stress relaxation are more significant in bundled F-actin networks than in single F-actin networks.

Quantifying uncertainty in parameter estimates for stochastic models of collective cell spreading using approximate Bayesian computation

Wound healing and tumour growth involve collective cell spreading, which is driven by individual motility and proliferation events within a population of cells. Mathematical models are often used to interpret experimental data and to estimate the parameters so that predictions can be made. Existing methods for parameter estimation typically assume that these parameters are constants and often ignore any uncertainty in the estimated values. We use approximate Bayesian computation (ABC) to estimate the cell diffusivity, D, and the cell proliferation rate, λ, from a discrete model of collective cell spreading, and we quantify the uncertainty associated with these estimates using Bayesian inference. We use a detailed experimental data set describing the collective cell spreading of 3T3 fibroblast cells. The ABC analysis is conducted for different combinations of initial cell densities and experimental times in two separate scenarios: (i) where collective cell spreading is driven by cell motility alone, and (ii) where collective cell spreading is driven by combined cell motility and cell proliferation. We find that D can be estimated precisely, with a small coefficient of variation (CV) of 2–6%. Our results indicate that D appears to depend on the experimental time, which is a feature that has been previously overlooked. Assuming that the values of D are the same in both experimental scenarios, we use the information about D from the first experimental scenario to obtain reasonably precise estimates of λ, with a CV between 4 and 12%. Our estimates of D and λ are consistent with previously reported values; however, our method is based on a straightforward measurement of the position of the leading edge whereas previous approaches have involved expensive cell counting techniques. Additional insights gained using a fully Bayesian approach justify the computational cost, especially since it allows us to accommodate information from different experiments in a principled way.

Prediction of GMA welding characteristic parameter by artificial neural network system

Nowadays, demand for automated Gas metal arc welding (GMAW) is growing and consequently need for intelligent systems is increased to ensure the accuracy of the procedure. To date, welding pool geometry has been the most used factor in quality assessment of intelligent welding systems. But, it has recently been found that Mahalanobis Distance (MD) not only can be used for this purpose but also is more efficient. In the present paper, Artificial Neural Networks (ANN) has been used for prediction of MD parameter. However, advantages and disadvantages of other methods have been discussed. The Levenberg–Marquardt algorithm was found to be the most effective algorithm for GMAW process. It is known that the number of neurons plays an important role in optimal network design. In this work, using trial and error method, it has been found that 30 is the optimal number of neurons. The model has been investigated with different number of layers in Multilayer Perceptron (MLP) architecture and has been shown that for the aim of this work the optimal result is obtained when using MLP with one layer. Robustness of the system has been evaluated by adding noise into the input data and studying the effect of the noise in prediction capability of the network. The experiments for this study were conducted in an automated GMAW setup that was integrated with data acquisition system and prepared in a laboratory for welding of steel plate with 12 mm in thickness. The accuracy of the network was evaluated by Root Mean Squared (RMS) error between the measured and the estimated values. The low error value (about 0.008) reflects the good accuracy of the model. Also the comparison of the predicted results by ANN and the test data set showed very good agreement that reveals the predictive power of the model. Therefore, the ANN model offered in here for GMA welding process can be used effectively for prediction goals.

Towards strongly consistent online HMM parameter estimation using one-step Kerridge inaccuracy

In this paper, we propose a novel online hidden Markov model (HMM) parameter estimator based on the new information-theoretic concept of one-step Kerridge inaccuracy (OKI). Under several regulatory conditions, we establish a convergence result (and some limited strong consistency results) for our proposed online OKI-based parameter estimator. In simulation studies, we illustrate the global convergence behaviour of our proposed estimator and provide a counter-example illustrating the local convergence of other popular HMM parameter estimators.

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.

Populations of models, experimental designs and coverage of parameter space by Latin Hypercube and Orthogonal Sampling

In this paper we have used simulations to make a conjecture about the coverage of a t-dimensional subspace of a d-dimensional parameter space of size n when performing k trials of Latin Hypercube sampling. This takes the form P(k,n,d,t) = 1 - e^(-k/n^(t-1)). We suggest that this coverage formula is independent of d and this allows us to make connections between building Populations of Models and Experimental Designs. We also show that Orthogonal sampling is superior to Latin Hypercube sampling in terms of allowing a more uniform coverage of the t-dimensional subspace at the sub-block size level. These ideas have particular relevance when attempting to perform uncertainty quantification and sensitivity analyses.

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.

Estimates on the coverage of parameter space using populations of models

In this paper we provide estimates for the coverage of parameter space when using Latin Hypercube Sampling, which forms the basis of building so-called populations of models. The estimates are obtained using combinatorial counting arguments to determine how many trials, k, are needed in order to obtain specified parameter space coverage for a given value of the discretisation size n. In the case of two dimensions, we show that if the ratio (Ø) of trials to discretisation size is greater than 1, then as n becomes moderately large the fractional coverage behaves as 1-exp-ø. We compare these estimates with simulation results obtained from an implementation of Latin Hypercube Sampling using MATLAB.

Analysis of parameter uncertainty and sensitivity in PCPF-1 modeling for predicting concentrations of rice herbicides

This paper demonstrates the procedures for probabilistic assessment of a pesticide fate and transport model, PCPF-1, to elucidate the modeling uncertainty using the Monte Carlo technique. Sensitivity analyses are performed to investigate the influence of herbicide characteristics and related soil properties on model outputs using four popular rice herbicides: mefenacet, pretilachlor, bensulfuron-methyl and imazosulfuron. Uncertainty quantification showed that the simulated concentrations in paddy water varied more than those of paddy soil. This tendency decreased as the simulation proceeded to a later period but remained important for herbicides having either high solubility or a high 1st-order dissolution rate. The sensitivity analysis indicated that PCPF-1 parameters requiring careful determination are primarily those involve with herbicide adsorption (the organic carbon content, the bulk density and the volumetric saturated water content), secondary parameters related with herbicide mass distribution between paddy water and soil (1st-order desorption and dissolution rates) and lastly, those involving herbicide degradations. © Pesticide Science Society of Japan.

Structure and Rheology of Cationic Molecular Hydrogels of Quinuclidine Grafted Bile Salts. Influence of the Ionic Strength and Counter-Ion type

Quinuclidine grafted cationic bile salts are forming salted hydrogels. An extensive investigation of the effect of the electrolyte and counterions on the gelation has been envisaged. The special interest of the quinuclidine grafted bile salt is due to its broader experimental range of gelation to study the effect of electrolyte. Rheological features of the hydrogels are typical of enthalpic networks exhibiting a scaling law of the elastic shear modulus with the concentration (scaling exponent 2.2) modeling cellular solids in which the bending modulus is the dominant parameter. The addition of monovalent salt (NaCl) favors the formation of gels in a first range (0.00117 g cm-3 (0.02 M) < TNaCl < 0.04675 g cm-3 (0.8 M)). At larger salt concentrations, the gels become more heterogeneous with nodal zones in the micron scale. Small-angle neutron scattering experiments have been used to characterize the rigid fibers ( ≈ 68 Å) and the nodal zones. Stress sweep and creeprecovery measurements are used to relate the lack of linear viscoelastic domain to a mechanism of disentanglement of the fibers from their associations into fagots. The electrostatic interactions can be screened by addition of salt to induce a progressive evolution toward flocculation. SEM, UV absorbance, and SAXS study of the Bragg peak at large Q-values complete the investigation.