Joint statistical analysis of multiple measurement setups for the estimation of vibrational modes

Computing the modal parameters of large structures in Operational Modal Analysis often requires to process data from multiple non simultaneously recorded setups of sensors. These setups share some sensors in common, the so-called reference sensors that are fixed for all the measurements, while the other sensors are moved from one setup to the next. One possibility is to process the setups separately what result in different modal parameter estimates for each setup. Then the reference sensors are used to merge or glue the different parts of the mode shapes to obtain global modes, while the natural frequencies and damping ratios are usually averaged. In this paper we present a state space model that can be used to process all setups at once so the global mode shapes are obtained automatically and subsequently only a value for the natural frequency and damping ratio of each mode is computed. We also present how this model can be estimated using maximum likelihood and the Expectation Maximization algorithm. We apply this technique to real data measured at a footbridge.

Using the EM algorithm to estimate the state space model for OMAX

This paper presents a time-domain stochastic system identification method based on Maximum Likelihood Estimation and the Expectation Maximization algorithm that is applied to the estimation of modal parameters from system input and output data. The effectiveness of this structural identification method is evaluated through numerical simulation. Modal parameters (eigenfrequencies, damping ratios and mode shapes) of the simulated structure are estimated applying the proposed identification method to a set of 100 simulated cases. The numerical results show that the proposed method estimates the modal parameters with precision in the presence of 20% measurement noise even. Finally, advantages and disadvantages of the method have been discussed.

Analysis of advanced European nuclear fuel cycle scenarios including transmutation and economic estimates

Four European fuel cycle scenarios involving transmutation options (in coherence with PATEROS and CPESFR EU projects) have been addressed from a point of view of resources utilization and economic estimates. Scenarios include: (i) the current fleet using Light Water Reactor (LWR) technology and open fuel cycle, (ii) full replacement of the initial fleet with Fast Reactors (FR) burning U?Pu MOX fuel, (iii) closed fuel cycle with Minor Actinide (MA) transmutation in a fraction of the FR fleet, and (iv) closed fuel cycle with MA transmutation in dedicated Accelerator Driven Systems (ADS). All scenarios consider an intermediate period of GEN-III+ LWR deployment and they extend for 200 years, looking for long term equilibrium mass flow achievement. The simulations were made using the TR_EVOL code, capable to assess the management of the nuclear mass streams in the scenario as well as economics for the estimation of the levelized cost of electricity (LCOE) and other costs. Results reveal that all scenarios are feasible according to nuclear resources demand (natural and depleted U, and Pu). Additionally, we have found as expected that the FR scenario reduces considerably the Pu inventory in repositories compared to the reference scenario. The elimination of the LWR MA legacy requires a maximum of 55% fraction (i.e., a peak value of 44 FR units) of the FR fleet dedicated to transmutation (MA in MOX fuel, homogeneous transmutation) or an average of 28 units of ADS plants (i.e., a peak value of 51 ADS units). Regarding the economic analysis, the main usefulness of the provided economic results is for relative comparison of scenarios and breakdown of LCOE contributors rather than provision of absolute values, as technological readiness levels are low for most of the advanced fuel cycle stages. The obtained estimations show an increase of LCOE ? averaged over the whole period ? with respect to the reference open cycle scenario of 20% for Pu management scenario and around 35% for both transmutation scenarios. The main contribution to LCOE is the capital costs of new facilities, quantified between 60% and 69% depending on the scenario. An uncertainty analysis is provided around assumed low and high values of processes and technologies.

Ice volume estimates from ground-penetrating radar surveys, Wedel Jarlsberg Land glaciers, Svalbard

We present ground-penetrating radar (GPR)—based volume calculations, with associated error estimates, for eight glaciers on Wedel Jarlsberg Land, southwestern Spitsbergen, Svalbard, and compare them with those obtained from volume-area scaling relationships. The volume estimates are based upon GPR ice-thickness data collected during the period 2004–2013. The total area and volume of the ensemble are 502.91 ± 18.60 km2 and 91.91 ± 3.12 km3, respectively. The individual areas, volumes, and average ice thickness lie within 0.37–140.99 km2, 0.01–31.98 km3, and 28–227 m, respectively, with a maximum recorded ice thickness of 619 ± 13 m on Austre Torellbreen. To estimate the ice volume of unsurveyed tributary glaciers, we combine polynomial cross-sections with a function providing the best fit to the measured ice thickness along the center line of a collection of 22 surveyed tributaries. For the time-to-depth conversion of GPR data, we test the use of a glacierwide constant radio-wave velocity chosen on the basis of local or regional common midpoint measurements, versus the use of distinct velocities for the firn, cold ice, and temperate ice layers, concluding that the corresponding volume calculations agree with each other within their error bounds.

Accurate reconstruction of a known HIV-1 transmission history by phylogenetic tree analysis.

Phylogenetic analyses are increasingly used in attempts to clarify transmission patterns of human immunodeficiency virus type 1 (HIV-1), but there is a continuing discussion about their validity because convergent evolution and transmission of minor HIV variants may obscure epidemiological patterns. Here we have studied a unique HIV-1 transmission cluster consisting of nine infected individuals, for whom the time and direction of each virus transmission was exactly known. Most of the transmissions occurred between 1981 and 1983, and a total of 13 blood samples were obtained approximately 2-12 years later. The p17 gag and env V3 regions of the HIV-1 genome were directly sequenced from uncultured lymphocytes. A true phylogenetic tree was constructed based on the knowledge about when the transmissions had occurred and when the samples were obtained. This complex, known HIV-1 transmission history was compared with reconstructed molecular trees, which were calculated from the DNA sequences by several commonly used phylogenetic inference methods [Fitch-Margoliash, neighbor-joining, minimum-evolution, maximum-likelihood, maximum-parsimony, unweighted pair group method using arithmetic averages (UPGMA), and a Fitch-Margoliash method assuming a molecular clock (KITSCH)]. A majority of the reconstructed trees were good estimates of the true phylogeny; 12 of 13 taxa were correctly positioned in the most accurate trees. The choice of gene fragment was found to be more important than the choice of phylogenetic method and substitution model. However, methods that are sensitive to unequal rates of change performed more poorly (such as UPGMA and KITSCH, which assume a constant molecular clock). The rapidly evolving V3 fragment gave better reconstructions than p17, but a combined data set of both p17 and V3 performed best. The accuracy of the phylogenetic methods justifies their use in HIV-1 research and argues against convergent evolution and selective transmission of certain virus variants.

Half tetrad analysis in alfalfa using multiple restriction fragment length polymorphism markers.

A maximum likelihood approach of half tetrad analysis (HTA) based on multiple restriction fragment length polymorphism (RFLP) markers was developed. This procedure estimates the relative frequencies of 2n gametes produced by mechanisms genetically equivalent to first division restitution (FDR) or second division restitution and simultaneously locates the centromere within a linkage group of RFLP marker loci. The method was applied to the diploid alfalfa clone PG-F9 (2n = 2x = 16) previously selected because of its high frequency of 2n egg production. HTA was based on four RFLP loci for which PG-F9 was heterozygous with codominant alleles that were absent in the tetraploid tester. Models including three linked and one unlinked RFLP loci were developed and tested. Results of the HTA showed that PG-F9 produced 6% FDR and 94% second division restitution 2n eggs. Information from a marker locus belonging to one linkage group was used to more precisely locate the centromere on a different linkage group. HTA, together with previous cytological analysis, indicated that in PG-F9, FDR 2n eggs are likely produced by diplospory, a mechanism common among apomictic species. The occurrence of FDR 2n eggs in plant species and their importance for crop evolution and breeding is discussed together with the potential applicability of multilocus HTA in the study of reproductive mutants.

Portfolio efficiency tests with conditioning information using empirical likelihood estimation

We evaluate the use of Generalized Empirical Likelihood (GEL) estimators in portfolios efficiency tests for asset pricing models in the presence of conditional information. Estimators from GEL family presents some optimal statistical properties, such as robustness to misspecification and better properties in finite samples. Unlike GMM, the bias for GEL estimators do not increase as more moment conditions are included, which is expected in conditional efficiency analysis. We found some evidences that estimators from GEL class really performs differently in small samples, where efficiency tests using GEL generate lower estimates compared to tests using the standard approach with GMM. With Monte Carlo experiments we see that GEL has better performance when distortions are present in data, especially under heavy tails and Gaussian shocks.