933 resultados para estimation of parameters


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The practicability of estimating directional wave spectra based on a vessel`s 1st order response has been recently addressed by several researchers. Different alternatives regarding statistical inference methods and possible drawbacks that could arise from their application have been extensively discussed, with an apparent preference for estimations based on Bayesian inference algorithms. Most of the results on this matter, however, rely exclusively on numerical simulations or at best on few and sparse full-scale measurements, comprising a questionable basis for validation purposes. This paper discusses several issues that have recently been debated regarding the advantages of Bayesian inference and different alternatives for its implementation. Among those are the definition of the best set of input motions, the number of parameters required for guaranteeing smoothness of the spectrum in frequency and direction and how to determine their optimum values. These subjects are addressed in the light of an extensive experimental campaign performed with a small-scale model of an FPSO platform (VLCC hull), which was conducted in an ocean basin in Brazil. Tests involved long and short crested seas with variable levels of directional spreading and also bimodal conditions. The calibration spectra measured in the tank by means of an array of wave probes configured the paradigm for estimations. Results showed that a wide range of sea conditions could be estimated with good precision, even those with somewhat low peak periods. Some possible drawbacks that have been pointed out in previous works concerning the viability of employing large vessels for such a task are then refuted. Also, it is shown that a second parameter for smoothing the spectrum in frequency may indeed increase the accuracy in some situations, although the criterion usually proposed for estimating the optimum values (ABIC) demands large computational effort and does not seem adequate for practical on-board systems, which require expeditious estimations. (C) 2009 Elsevier Ltd. All rights reserved.

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We consider in this paper the optimal stationary dynamic linear filtering problem for continuous-time linear systems subject to Markovian jumps in the parameters (LSMJP) and additive noise (Wiener process). It is assumed that only an output of the system is available and therefore the values of the jump parameter are not accessible. It is a well known fact that in this setting the optimal nonlinear filter is infinite dimensional, which makes the linear filtering a natural numerically, treatable choice. The goal is to design a dynamic linear filter such that the closed loop system is mean square stable and minimizes the stationary expected value of the mean square estimation error. It is shown that an explicit analytical solution to this optimal filtering problem is obtained from the stationary solution associated to a certain Riccati equation. It is also shown that the problem can be formulated using a linear matrix inequalities (LMI) approach, which can be extended to consider convex polytopic uncertainties on the parameters of the possible modes of operation of the system and on the transition rate matrix of the Markov process. As far as the authors are aware of this is the first time that this stationary filtering problem (exact and robust versions) for LSMJP with no knowledge of the Markov jump parameters is considered in the literature. Finally, we illustrate the results with an example.

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Second-order phase locked loops (PLLs) are devices that are able to provide synchronization between the nodes in a network even under severe quality restrictions in the signal propagation. Consequently, they are widely used in telecommunication and control. Conventional master-slave (M-S) clock-distribution systems are being, replaced by mutually connected (MC) ones due to their good potential to be used in new types of application such as wireless sensor networks, distributed computation and communication systems. Here, by using an analytical reasoning, a nonlinear algebraic system of equations is proposed to establish the existence conditions for the synchronous state in an MC PLL network. Numerical experiments confirm the analytical results and provide ideas about how the network parameters affect the reachability of the synchronous state. The phase-difference oscillation amplitudes are related to the node parameters helping to design PLL neural networks. Furthermore, estimation of the acquisition time depending on the node parameters allows the performance evaluation of time distribution systems and neural networks based on phase-locked techniques. (c) 2008 Elsevier GmbH. All rights reserved.

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This article presents an investigation of the potential of spray and spouted bed technology for the production of dried extracts of Rosmarinus officinalis Linne, popularly known as rosemary. The extractive solution was characterized by loss on drying, extractable matter and total phenolic and flavonoid compounds (chemical markers). The product was characterized by determination of loss on drying, size distribution, morphology, flow properties and thermal degradation and thermal behavior. The spray and spouted bed dryer performance were assessed through estimation of thermal efficiency, product accumulation and product recovery. The parameters studied were the inlet temperature of the spouting gas (80 and 150 degrees C) and the feed mass flow rate of concentrated extract relative to the evaporation capacity of the dryer, W-s/W-max (15 to 75%). The atomizing air flow rate was maintained at 20 l/min with a pressure of 196.1 kPa. The spouting gas flow rate used in the drying runs was 40% higher than the gas flow under the condition of minimum spouting. The spray drying gas flow rate was fixed at 0.0118 kg/s. Under the conditions studied, performance in the spray and spouted bed drying of rosemary extract was poor, causing high degradation of the marker compounds (mainly the phenolic compounds). Thus, process improvements are required before use on an industrial scale.

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The detection of seizure in the newborn is a critical aspect of neurological research. Current automatic detection techniques are difficult to assess due to the problems associated with acquiring and labelling newborn electroencephalogram (EEG) data. A realistic model for newborn EEG would allow confident development, assessment and comparison of these detection techniques. This paper presents a model for newborn EEG that accounts for its self-similar and non-stationary nature. The model consists of background and seizure sub-models. The newborn EEG background model is based on the short-time power spectrum with a time-varying power law. The relationship between the fractal dimension and the power law of a power spectrum is utilized for accurate estimation of the short-time power law exponent. The newborn EEG seizure model is based on a well-known time-frequency signal model. This model addresses all significant time-frequency characteristics of newborn EEG seizure which include; multiple components or harmonics, piecewise linear instantaneous frequency laws and harmonic amplitude modulation. Estimates of the parameters of both models are shown to be random and are modelled using the data from a total of 500 background epochs and 204 seizure epochs. The newborn EEG background and seizure models are validated against real newborn EEG data using the correlation coefficient. The results show that the output of the proposed models has a higher correlation with real newborn EEG than currently accepted models (a 10% and 38% improvement for background and seizure models, respectively).

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A two-component survival mixture model is proposed to analyse a set of ischaemic stroke-specific mortality data. The survival experience of stroke patients after index stroke may be described by a subpopulation of patients in the acute condition and another subpopulation of patients in the chronic phase. To adjust for the inherent correlation of observations due to random hospital effects, a mixture model of two survival functions with random effects is formulated. Assuming a Weibull hazard in both components, an EM algorithm is developed for the estimation of fixed effect parameters and variance components. A simulation study is conducted to assess the performance of the two-component survival mixture model estimators. Simulation results confirm the applicability of the proposed model in a small sample setting. Copyright (C) 2004 John Wiley Sons, Ltd.

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Seroprevalence data from a representative population were used to estimate the annual incidence of congenital toxoplasmosis in Sao Paulo Metropolitan Region (SPMR). Retrospective anti-toxoplasma IgG serological analysis was conducted to determine age-dependent seroprevalence, force of infection, average age of acquisition of infection and curve of decay of maternally derived antibodies. Seroprevalence was used to calculate the number of new infections. Toxoplasmosis in pregnant women was estimated by total number of deliveries in a given year as a proxy for the number of pregnancies per year. Toxoplasma seroprevalence was 64.9% in women of childbearing age. Average age of acquisition of toxoplasmosis was 10.74 years. The estimated annual incidence of congenital toxoplasmosis varied from 9.5 to 10.6/1000 births in the studied period. The toxoplasmosis seroprevalence model allowed a good incidence estimation of congenital disease in SPMR compared to other published data, indicating that this mathematical approach is useful in calculating the potential demand of congenital disease due to Toxoplasma gondii in a given community.

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The phase estimation algorithm is so named because it allows an estimation of the eigenvalues associated with an operator. However, it has been proposed that the algorithm can also be used to generate eigenstates. Here we extend this proposal for small quantum systems, identifying the conditions under which the phase-estimation algorithm can successfully generate eigenstates. We then propose an implementation scheme based on an ion trap quantum computer. This scheme allows us to illustrate two simple examples, one in which the algorithm effectively generates eigenstates, and one in which it does not.

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For the improvement of genetic material suitable for on farm use under low-input conditions, participatory and formal plant breeding strategies are frequently presented as competing options. A common frame of reference to phrase mechanisms and purposes related to breeding strategies will facilitate clearer descriptions of similarities and differences between participatory plant breeding and formal plant breeding. In this paper an attempt is made to develop such a common framework by means of a statistically inspired language that acknowledges the importance of both on farm trials and research centre trials as sources of information for on farm genetic improvement. Key concepts are the genetic correlation between environments, and the heterogeneity of phenotypic and genetic variance over environments. Classic selection response theory is taken as the starting point for the comparison of selection trials (on farm and research centre) with respect to the expected genetic improvement in a target environment (low-input farms). The variance-covariance parameters that form the input for selection response comparisons traditionally come from a mixed model fit to multi-environment trial data. In this paper we propose a recently developed class of mixed models, namely multiplicative mixed models, also called factor-analytic models, for modelling genetic variances and covariances (correlations). Mixed multiplicative models allow genetic variances and covariances to be dependent on quantitative descriptors of the environment, and confer a high flexibility in the choice of variance-covariance structure, without requiring the estimation of a prohibitively high number of parameters. As a result detailed considerations regarding selection response comparisons are facilitated. ne statistical machinery involved is illustrated on an example data set consisting of barley trials from the International Center for Agricultural Research in the Dry Areas (ICARDA). Analysis of the example data showed that participatory plant breeding and formal plant breeding are better interpreted as providing complementary rather than competing information.

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A major challenge faced by today's white clover breeder is how to manage resources within a breeding program. It is essential to utilise these resources with sufficient flexibility to build on past progress from conventional breeding strategies, but also take advantage of emerging opportunities from molecular breeding tools such as molecular markers and transformation. It is timely to review white clover breeding strategies. This background can then be used as a foundation for considering how to continue conventional plant improvement activities and complement them with molecular breeding opportunities. In this review, conventional white clover breeding strategies relevant to the Australian dryland target population environments are considered. Attention is given to: (i) availability of genetic variation, (ii) characterisation of germplasm collections, (iii) quantitative models for estimation of heritability, (iv) the role of multi-environment trials to accommodate genotype-by-environment interactions, (v) interdisciplinary research to understand adaptation to dryland environments, (vi) breeding and selection strategies, and (vii) cultivar structure. Current achievements in biotechnology with specific reference to white clover breeding in Australia are considered, and computer modelling of breeding programs is discussed as a useful integrative tool for the joint evaluation of conventional and molecular breeding strategies and optimisation of resource use in breeding programs. Four areas are identified as future research priorities: (i) capturing the potential genetic diversity among introduced accessions and ecotypes that are adapted to key constraints such as summer moisture stress and the use of molecular markers to assess the genetic diversity, (ii) understanding the underlying physiological/morphological root and shoot mechanisms involved in water use efficiency of white clover, with the objective of identifying appropriate selection criteria, (iii) estimation of quantitative genetic parameters of important morphological/physiological attributes to enable prediction of response to selection in target environments, and (iv) modelling white clover breeding strategies to evaluate the opportunities for integration of molecular breeding strategies with conventional breeding programs.

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We consider a mixture model approach to the regression analysis of competing-risks data. Attention is focused on inference concerning the effects of factors on both the probability of occurrence and the hazard rate conditional on each of the failure types. These two quantities are specified in the mixture model using the logistic model and the proportional hazards model, respectively. We propose a semi-parametric mixture method to estimate the logistic and regression coefficients jointly, whereby the component-baseline hazard functions are completely unspecified. Estimation is based on maximum likelihood on the basis of the full likelihood, implemented via an expectation-conditional maximization (ECM) algorithm. Simulation studies are performed to compare the performance of the proposed semi-parametric method with a fully parametric mixture approach. The results show that when the component-baseline hazard is monotonic increasing, the semi-parametric and fully parametric mixture approaches are comparable for mildly and moderately censored samples. When the component-baseline hazard is not monotonic increasing, the semi-parametric method consistently provides less biased estimates than a fully parametric approach and is comparable in efficiency in the estimation of the parameters for all levels of censoring. The methods are illustrated using a real data set of prostate cancer patients treated with different dosages of the drug diethylstilbestrol. Copyright (C) 2003 John Wiley Sons, Ltd.

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Blast fragmentation can have a significant impact on the profitability of a mine. An optimum run of mine (ROM) size distribution is required to maximise the performance of downstream processes. If this fragmentation size distribution can be modelled and controlled, the operation will have made a significant advancement towards improving its performance. Blast fragmentation modelling is an important step in Mine to Mill™ optimisation. It allows the estimation of blast fragmentation distributions for a number of different rock mass, blast geometry, and explosive parameters. These distributions can then be modelled in downstream mining and milling processes to determine the optimum blast design. When a blast hole is detonated rock breakage occurs in two different stress regions - compressive and tensile. In the-first region, compressive stress waves form a 'crushed zone' directly adjacent to the blast hole. The second region, termed the 'cracked zone', occurs outside the crush one. The widely used Kuz-Ram model does not recognise these two blast regions. In the Kuz-Ram model the mean fragment size from the blast is approximated and is then used to estimate the remaining size distribution. Experience has shown that this model predicts the coarse end reasonably accurately, but it can significantly underestimate the amount of fines generated. As part of the Australian Mineral Industries Research Association (AMIRA) P483A Mine to Mill™ project, the Two-Component Model (TCM) and Crush Zone Model (CZM), developed by the Julius Kruttschnitt Mineral Research Centre (JKMRC), were compared and evaluated to measured ROM fragmentation distributions. An important criteria for this comparison was the variation of model results from measured ROM in the-fine to intermediate section (1-100 mm) of the fragmentation curve. This region of the distribution is important for Mine to Mill™ optimisation. The comparison of modelled and Split ROM fragmentation distributions has been conducted in harder ores (UCS greater than 80 MPa). Further work involves modelling softer ores. The comparisons will be continued with future site surveys to increase confidence in the comparison of the CZM and TCM to Split results. Stochastic fragmentation modelling will then be conducted to take into account variation of input parameters. A window of possible fragmentation distributions can be compared to those obtained by Split . Following this work, an improved fragmentation model will be developed in response to these findings.

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This paper deals with an n-fold Weibull competing risk model. A characterisation of the WPP plot is given along with estimation of model parameters when modelling a given data set. These are illustrated through two examples. A study of the different possible shapes for the density and failure rate functions is also presented. (C) 2003 Elsevier Ltd. All rights reserved.

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Based on the hypothesis that limited receptor solubility of lipophilic compounds may result in lower observed permeability parameters, the aim of this study was to determine the in vitro human epidermal permeability coefficients and membrane retention of a series of aliphatic alcohols (C1-C10, log p -0.72 to 4.06) using two different receptor solutions (water and 4% bovine serum albumin in phosphate-buffered saline). Aqueous solutions of radiolabeled alcohols were dosed into the stratum corneum side of membranes mounted in side-by-side glass diffusion cells. Appearance of alcohol in the receptor compartment filled with either of the two solutions was monitored over a 7 h period when both stratum corneum (assessed by tape stripping) and the remaining epidermis levels of radioactivity were determined. In a separate study the degree of binding of alcohols to 4% bovine serum albumin was determined. The data showed increased receptor phase solubility in the bovine serum albumin solution and higher permeability coefficients for the more lipophilic alcohols in the series. No changes were seen in the partitioning of the alcohols from the vehicle into either the stratum corneum or tape-stripped epidermis with the two receptor phases; however, a decrease in the amount of the more lipophilic alcohols partitioning into the water receptor phase from the tape-stripped epidermis was observed. We conclude that bovine serum albumin receptor phase allows better estimation of real permeability parameters for lipophilic compounds due to its increased solubility capacity and we question whether permeability parameters for lipophilic solutes from older data sets based on aqueous receptor phases are completely reliable.

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The use of a fitted parameter watershed model to address water quantity and quality management issues requires that it be calibrated under a wide range of hydrologic conditions. However, rarely does model calibration result in a unique parameter set. Parameter nonuniqueness can lead to predictive nonuniqueness. The extent of model predictive uncertainty should be investigated if management decisions are to be based on model projections. Using models built for four neighboring watersheds in the Neuse River Basin of North Carolina, the application of the automated parameter optimization software PEST in conjunction with the Hydrologic Simulation Program Fortran (HSPF) is demonstrated. Parameter nonuniqueness is illustrated, and a method is presented for calculating many different sets of parameters, all of which acceptably calibrate a watershed model. A regularization methodology is discussed in which models for similar watersheds can be calibrated simultaneously. Using this method, parameter differences between watershed models can be minimized while maintaining fit between model outputs and field observations. In recognition of the fact that parameter nonuniqueness and predictive uncertainty are inherent to the modeling process, PEST's nonlinear predictive analysis functionality is then used to explore the extent of model predictive uncertainty.