The accuracy of parameter estimation from noisy data, with application to resonance peak estimation in distributed Brillouin sensing

Distributed Brillouin sensing of strain and temperature works by making spatially resolved measurements of the position of the measurand-dependent extremum of the resonance curve associated with the scattering process in the weakly nonlinear regime. Typically, measurements of backscattered Stokes intensity (the dependent variable) are made at a number of predetermined fixed frequencies covering the design measurand range of the apparatus and combined to yield an estimate of the position of the extremum. The measurand can then be found because its relationship to the position of the extremum is assumed known. We present analytical expressions relating the relative error in the extremum position to experimental errors in the dependent variable. This is done for two cases: (i) a simple non-parametric estimate of the mean based on moments and (ii) the case in which a least squares technique is used to fit a Lorentzian to the data. The question of statistical bias in the estimates is discussed and in the second case we go further and present for the first time a general method by which the probability density function (PDF) of errors in the fitted parameters can be obtained in closed form in terms of the PDFs of the errors in the noisy data.

Realisation of an effective dual-parameter sensor employing a single fibre Bragg grating structure

A novel technology for simultaneous and independent measurement of dual parameters is proposed and experimented. The length of a single fibre Bragg grating (FBG) is divided into two parts. The temperature variation and another measurand can be measured independently and simultaneously, and the thermal effect can be erased with great ease.

Pathways utilized by heavy metal pollutants in urban stormwater runoff

The research concerned the assessment of the pathways utilized by heavy metal pollutants in urban stormwater runoff. A separately sewered urban residential catchment of approximately 107 hectares in Chelmsley Wood, north-east Birmingham was the subject of the field investigation. The catchment area, almost entirely residential, had no immediate industrial heavy metal input, however, industry was situated to the north of the catchment. The perimeter of the catchment was bounded by the M6 motorway on the northern and eastern sides and was believed to contribute to aerial deposition. Metal inputs to the ground surface were assumed to be confined to normal suburban activities, namely, aerial deposition, vehicular activity and anthropological activities. A programme of field work was undertaken over a 12 month period, from July 1983 to July 1984. Monthly deposition rates were monitored using a network of deposit cannisters and roadside sediment and soil samples were taken. Stormwater samples were obtained for 19 separate events. All samples were analysed for iron, lead, zinc, copper, chromium, nickel and cadmium content. Rainfall was recorded on site with additional meteorological data obtained from local Meteorological Offices. Use was made of a simple conceptual model designed for the catchment to substantiate hypotheses derived from site investigations and literature, to investigate the pathways utilized for the transportation of heavy metals throughout the catchment.

A three dimensional numerical investigation of hillslope flow processes

Physically based distributed models of catchment hydrology are likely to be made available as engineering tools in the near future. Although these models are based on theoretically acceptable equations of continuity, there are still limitations in the present modelling strategy. Of interest to this thesis are the current modelling assumptions made concerning the effects of soil spatial variability, including formations producing distinct zones of preferential flow. The thesis contains a review of current physically based modelling strategies and a field based assessment of soil spatial variability. In order to investigate the effects of soil nonuniformity a fully three dimensional model of variability saturated flow in porous media is developed. The model is based on a Galerkin finite element approximation to Richards equation. Accessibility to a vector processor permits numerical solutions on grids containing several thousand node points. The model is applied to a single hillslope segment under various degrees of soil spatial variability. Such variability is introduced by generating random fields of saturated hydraulic conductivity using the turning bands method. Similar experiments are performed under conditions of preferred soil moisture movement. The results show that the influence of soil variability on subsurface flow may be less significant than suggested in the literature, due to the integrating effects of three dimensional flow. Under conditions of widespread infiltration excess runoff, the results indicate a greater significance of soil nonuniformity. The recognition of zones of preferential flow is also shown to be an important factor in accurate rainfall-runoff modelling. Using the results of various fields of soil variability, experiments are carried out to assess the validity of the commonly used concept of `effective parameters'. The results of these experiments suggest that such a concept may be valid in modelling subsurface flow. However, the effective parameter is observed to be event dependent when the dominating mechanism is infiltration excess runoff.

An investigation into inductive parameter learning in complex hierarchical knowledge structures representing clinical expertise

This dissertation investigates the very important and current problem of modelling human expertise. This is an apparent issue in any computer system emulating human decision making. It is prominent in Clinical Decision Support Systems (CDSS) due to the complexity of the induction process and the vast number of parameters in most cases. Other issues such as human error and missing or incomplete data present further challenges. In this thesis, the Galatean Risk Screening Tool (GRiST) is used as an example of modelling clinical expertise and parameter elicitation. The tool is a mental health clinical record management system with a top layer of decision support capabilities. It is currently being deployed by several NHS mental health trusts across the UK. The aim of the research is to investigate the problem of parameter elicitation by inducing them from real clinical data rather than from the human experts who provided the decision model. The induced parameters provide an insight into both the data relationships and how experts make decisions themselves. The outcomes help further understand human decision making and, in particular, help GRiST provide more accurate emulations of risk judgements. Although the algorithms and methods presented in this dissertation are applied to GRiST, they can be adopted for other human knowledge engineering domains.

Early marketing matters:a time-varying parameter approach to persistence modeling

Are persistent marketing effects most likely to appear right after the introduction of a product? The authors give an affirmative answer to this question by developing a model that explicitly reports how persistent and transient marketing effects evolve over time. The proposed model provides managers with a valuable tool to evaluate their allocation of marketing expenditures over time. An application of the model to many pharmaceutical products, estimated through (exact initial) Kalman filtering, indicates that both persistent and transient effects occur predominantly immediately after a brand's introduction. Subsequently, the size of the effects declines. The authors theoretically and empirically compare their methodology with methodology based on unit root testing and demonstrate that the need for unit root tests creates difficulties in applying conventional persistence modeling. The authors recommend that marketing models should either accommodate persistent effects that change over time or be applied to mature brands or limited time windows only.

The accuracy of parameter estimation from noisy data, with application to resonance peak estimation in distributed Brillouin sensing

Distributed Brillouin sensing of strain and temperature works by making spatially resolved measurements of the position of the measurand-dependent extremum of the resonance curve associated with the scattering process in the weakly nonlinear regime. Typically, measurements of backscattered Stokes intensity (the dependent variable) are made at a number of predetermined fixed frequencies covering the design measurand range of the apparatus and combined to yield an estimate of the position of the extremum. The measurand can then be found because its relationship to the position of the extremum is assumed known. We present analytical expressions relating the relative error in the extremum position to experimental errors in the dependent variable. This is done for two cases: (i) a simple non-parametric estimate of the mean based on moments and (ii) the case in which a least squares technique is used to fit a Lorentzian to the data. The question of statistical bias in the estimates is discussed and in the second case we go further and present for the first time a general method by which the probability density function (PDF) of errors in the fitted parameters can be obtained in closed form in terms of the PDFs of the errors in the noisy data.

Realisation of an effective dual-parameter sensor employing a single fibre Bragg grating structure

A novel technology for simultaneous and independent measurement of dual parameters is proposed and experimented. The length of a single fibre Bragg grating (FBG) is divided into two parts. The temperature variation and another measurand can be measured independently and simultaneously, and the thermal effect can be erased with great ease. © 2005 Elsevier Ltd. All rights reserved.

Microfiber-based inline Mach-Zehnder interferometer for dual-parameter measurement

An approach to realizing simultaneous measurement of refractive index (RI) and temperature based on a microfiber-based dual inline Mach-Zehnder interferometer (MZI) is proposed and demonstrated. Due to different interference mechanisms, as one interference between the core mode and the lower order cladding mode in the sensing single-mode fiber and the other interference between the fundamental mode and the high-order mode in the multimode microfiber, the former interferometer achieves RI sensitivity of -23.67 nm/RIU and temperature sensitivity of 81.2 pm/oC, whereas those of the latter are 3820.23 nm/RIU, and -465.7 pm/oC, respectively. The large sensitivity differences can provide a more accurate demodulation of RI and temperature. The sensor is featured with multiparameters measurement, compact structure, high sensitivity, low cost, and easy fabrication.

Nonlinear Variational Inequalities Depending on a Parameter

This paper develops the results announced in the Note [14]. Using an eigenvalue problem governed by a variational inequality, we try to unify the theory concerning the post-critical equilibrium state of a thin elastic plate subjected to unilateral conditions.

Parameter Identification of a Fed-Batch Cultivation of S. Cerevisiae using Genetic Algorithms

Fermentation processes as objects of modelling and high-quality control are characterized with interdependence and time-varying of process variables that lead to non-linear models with a very complex structure. This is why the conventional optimization methods cannot lead to a satisfied solution. As an alternative, genetic algorithms, like the stochastic global optimization method, can be applied to overcome these limitations. The application of genetic algorithms is a precondition for robustness and reaching of a global minimum that makes them eligible and more workable for parameter identification of fermentation models. Different types of genetic algorithms, namely simple, modified and multi-population ones, have been applied and compared for estimation of nonlinear dynamic model parameters of fed-batch cultivation of S. cerevisiae.

One-Parameter Bifurcation Analysis of Dynamical Systems using Maple

This paper presents two algorithms for one-parameter local bifurcations of equilibrium points of dynamical systems. The algorithms are implemented in the computer algebra system Maple 13 © and designed as a package. Some examples are reported to demonstrate the package’s facilities.

A lumped parameter model for the analysis of the motion of the muscles of the lower limbs under whole-body vibration

Through a lumped parameter modelling approach, a dynamical model, which can reproduce the motion of the muscles of a human body standing in different postures during Whole Body Vibrations (WBVs) treatment, has been developed. The key parameters, associated to the dynamics of the motion of the muscles of the lower limbs, have been identified starting from accelerometer measurements. The developed model can be usefully applied to the optimization of WBVs treatments which can effectively enhance muscle activation. © 2013 IEEE.

Theorem for Series in Three-Parameter Mittag-Leffler Function

Mathematics Subject Classification 2010: 26A33, 33E12.