Second-order parameter estimation

This work provides a general framework for the design of second-order blind estimators without adopting anyapproximation about the observation statistics or the a prioridistribution of the parameters. The proposed solution is obtainedminimizing the estimator variance subject to some constraints onthe estimator bias. The resulting optimal estimator is found todepend on the observation fourth-order moments that can be calculatedanalytically from the known signal model. Unfortunately,in most cases, the performance of this estimator is severely limitedby the residual bias inherent to nonlinear estimation problems.To overcome this limitation, the second-order minimum varianceunbiased estimator is deduced from the general solution by assumingaccurate prior information on the vector of parameters.This small-error approximation is adopted to design iterativeestimators or trackers. It is shown that the associated varianceconstitutes the lower bound for the variance of any unbiasedestimator based on the sample covariance matrix.The paper formulation is then applied to track the angle-of-arrival(AoA) of multiple digitally-modulated sources by means ofa uniform linear array. The optimal second-order tracker is comparedwith the classical maximum likelihood (ML) blind methodsthat are shown to be quadratic in the observed data as well. Simulationshave confirmed that the discrete nature of the transmittedsymbols can be exploited to improve considerably the discriminationof near sources in medium-to-high SNR scenarios.

Monte Carlo Methods in Parameter Estimation of Nonlinear Models

Yksi keskeisimmistä tehtävistä matemaattisten mallien tilastollisessa analyysissä on mallien tuntemattomien parametrien estimointi. Tässä diplomityössä ollaan kiinnostuneita tuntemattomien parametrien jakaumista ja niiden muodostamiseen sopivista numeerisista menetelmistä, etenkin tapauksissa, joissa malli on epälineaarinen parametrien suhteen. Erilaisten numeeristen menetelmien osalta pääpaino on Markovin ketju Monte Carlo -menetelmissä (MCMC). Nämä laskentaintensiiviset menetelmät ovat viime aikoina kasvattaneet suosiotaan lähinnä kasvaneen laskentatehon vuoksi. Sekä Markovin ketjujen että Monte Carlo -simuloinnin teoriaa on esitelty työssä siinä määrin, että menetelmien toimivuus saadaan perusteltua. Viime aikoina kehitetyistä menetelmistä tarkastellaan etenkin adaptiivisia MCMC menetelmiä. Työn lähestymistapa on käytännönläheinen ja erilaisia MCMC -menetelmien toteutukseen liittyviä asioita korostetaan. Työn empiirisessä osuudessa tarkastellaan viiden esimerkkimallin tuntemattomien parametrien jakaumaa käyttäen hyväksi teoriaosassa esitettyjä menetelmiä. Mallit kuvaavat kemiallisia reaktioita ja kuvataan tavallisina differentiaaliyhtälöryhminä. Mallit on kerätty kemisteiltä Lappeenrannan teknillisestä yliopistosta ja Åbo Akademista, Turusta.

Automated formulation of optimisation models for steel beam structures

Over 70% of the total costs of an end product are consequences of decisions that are made during the design process. A search for optimal cross-sections will often have only a marginal effect on the amount of material used if the geometry of a structure is fixed and if the cross-sectional characteristics of its elements are property designed by conventional methods. In recent years, optimalgeometry has become a central area of research in the automated design of structures. It is generally accepted that no single optimisation algorithm is suitable for all engineering design problems. An appropriate algorithm, therefore, mustbe selected individually for each optimisation situation. Modelling is the mosttime consuming phase in the optimisation of steel and metal structures. In thisresearch, the goal was to develop a method and computer program, which reduces the modelling and optimisation time for structural design. The program needed anoptimisation algorithm that is suitable for various engineering design problems. Because Finite Element modelling is commonly used in the design of steel and metal structures, the interaction between a finite element tool and optimisation tool needed a practical solution. The developed method and computer programs were tested with standard optimisation tests and practical design optimisation cases. Three generations of computer programs are developed. The programs combine anoptimisation problem modelling tool and FE-modelling program using three alternate methdos. The modelling and optimisation was demonstrated in the design of a new boom construction and steel structures of flat and ridge roofs. This thesis demonstrates that the most time consuming modelling time is significantly reduced. Modelling errors are reduced and the results are more reliable. A new selection rule for the evolution algorithm, which eliminates the need for constraint weight factors is tested with optimisation cases of the steel structures that include hundreds of constraints. It is seen that the tested algorithm can be used nearly as a black box without parameter settings and penalty factors of the constraints.

Discrepancy between Visual Acuity and Microperimetry in AMD Patients: Visual Acuity Appears as an Inadequate Parameter to Test Macular Function.

BACKGROUND: Best corrected visual acuity (BCVA) of 0.8 or above in AMD patients can sometimes correspond to poor macular function inducing a serious visual handicap. Microperimetry can be used to objectivize this difference. PATIENTS AND METHODS: A retrospective study was undertaken on 233 files of AMD patients of whom 82 had had a microperimetry. BCVA was compared with microperimetry performance. All examinations were performed in an identical setting by the same team of 3 persons. RESULTS: Among the 82 patients included, 32 (39.0%) had a BCVA equal to or above 0.8 even though their microperimetry performance was lower than 200/560 db. 10 of them (12.2% of total) had an even poorer microperimetry below 120/560 db indicating poor macular function. CONCLUSIONS: More than a third of the AMD patients had a bad or very bad microperimetry performance in parallel with a good visual acuity. Microperimetry is a valuable tool to assess and follow real macular function in AMD patients when visual acuity alone can be misleading.

Overeducation, skills and wage penalty: Evidence for Spain using PIAAC data

The literature on educational mismatches finds that overeducated workers suffer a wage penalty compared with properly educated workers with the same level of education. Recent literature also suggests that individuals’ skill heterogeneity could explain wage differences between overeducated and properly matched workers. The hypothesis is that overeducated workers earn less due to their lower competences and skills in relative terms. However, that hypothesis has been rarely tested due to data limitations on individuals’ skills. The aim of this paper is to test the individuals’ skill heterogeneity theory in Spain using microdata from PIAAC, because it is one of the developed countries supporting the highest overeducation rates and where its adult population holds the lowest level of skills among a set of developed countries. Our hypothesis is that the wage penalty of overeducation in Spain is explained by the lower skill level of overeducated workers. The obtained evidence confirms this hypothesis but only to a certain extent as skills only explain partially the wage penalty of overeducation.

Radiographic adenoid evaluation: proposal of an objective parameter

Objective The objective of the present study was to evaluate current radiographic parameters designed to investigate adenoid hypertrophy and nasopharyngeal obstruction, and to present an alternative radiographic assessment method. Materials and Methods In order to do so, children (4 to14 years old) who presented with nasal obstruction or oral breathing complaints were submitted to cavum radiographic examination. One hundred and twenty records were evaluated according to quantitative radiographic parameters, and data were correlated with a gold-standard videonasopharyngoscopic study, in relation to the percentage of choanal obstruction. Subsequently, a regression analysis was performed in order to create an original model so the percentage of the choanal obstruction could be predicted. Results The quantitative parameters demonstrated moderate, if not weak correlation with the real percentage of choanal obstruction. The regression model (110.119*A/N) demonstrated a satisfactory ability to “predict” the actual percentage of choanal obstruction. Conclusion Since current adenoid quantitative radiographic parameters present limitations, the model presented by the present study might be considered as an alternative assessment method in cases where videonasopharyngoscopic evaluation is unavailable.

Test Campaign Parameter Editor for a Graphical TTCN-3 Development Environment

This paper presents the design for a graphical parameter editor for Testing and Test Control Notation 3 (TTCN-3) test suites. This work was done in the context of OpenTTCN IDE, a TTCN-3 development environment built on top of the Eclipse platform. The design presented relies on an additional parameter editing tab added to the launch configurations for test campaigns. This parameter editing tab shows the list of editable parameters and allows opening editing components for the different parameters. Each TTCN-3 primitive type will have a specific editing component providing tools to ease modification of values of that type.

Differential Evolution approach and parameter estimation of chaotic

Parameter estimation still remains a challenge in many important applications. There is a need to develop methods that utilize achievements in modern computational systems with growing capabilities. Owing to this fact different kinds of Evolutionary Algorithms are becoming an especially perspective field of research. The main aim of this thesis is to explore theoretical aspects of a specific type of Evolutionary Algorithms class, the Differential Evolution (DE) method, and implement this algorithm as codes capable to solve a large range of problems. Matlab, a numerical computing environment provided by MathWorks inc., has been utilized for this purpose. Our implementation empirically demonstrates the benefits of a stochastic optimizers with respect to deterministic optimizers in case of stochastic and chaotic problems. Furthermore, the advanced features of Differential Evolution are discussed as well as taken into account in the Matlab realization. Test "toycase" examples are presented in order to show advantages and disadvantages caused by additional aspects involved in extensions of the basic algorithm. Another aim of this paper is to apply the DE approach to the parameter estimation problem of the system exhibiting chaotic behavior, where the well-known Lorenz system with specific set of parameter values is taken as an example. Finally, the DE approach for estimation of chaotic dynamics is compared to the Ensemble prediction and parameter estimation system (EPPES) approach which was recently proposed as a possible solution for similar problems.

Novel Methods for Error Modeling and Parameter Identification of a Redundant Serial-Parallel Hybrid Robot

To obtain the desirable accuracy of a robot, there are two techniques available. The first option would be to make the robot match the nominal mathematic model. In other words, the manufacturing and assembling tolerances of every part would be extremely tight so that all of the various parameters would match the “design” or “nominal” values as closely as possible. This method can satisfy most of the accuracy requirements， but the cost would increase dramatically as the accuracy requirement increases. Alternatively, a more cost-effective solution is to build a manipulator with relaxed manufacturing and assembling tolerances. By modifying the mathematical model in the controller, the actual errors of the robot can be compensated. This is the essence of robot calibration. Simply put, robot calibration is the process of defining an appropriate error model and then identifying the various parameter errors that make the error model match the robot as closely as possible. This work focuses on kinematic calibration of a 10 degree-of-freedom (DOF) redundant serial-parallel hybrid robot. The robot consists of a 4-DOF serial mechanism and a 6-DOF hexapod parallel manipulator. The redundant 4-DOF serial structure is used to enlarge workspace and the 6-DOF hexapod manipulator is used to provide high load capabilities and stiffness for the whole structure. The main objective of the study is to develop a suitable calibration method to improve the accuracy of the redundant serial-parallel hybrid robot. To this end, a Denavit–Hartenberg (DH) hybrid error model and a Product-of-Exponential (POE) error model are developed for error modeling of the proposed robot. Furthermore, two kinds of global optimization methods, i.e. the differential-evolution (DE) algorithm and the Markov Chain Monte Carlo (MCMC) algorithm, are employed to identify the parameter errors of the derived error model. A measurement method based on a 3-2-1 wire-based pose estimation system is proposed and implemented in a Solidworks environment to simulate the real experimental validations. Numerical simulations and Solidworks prototype-model validations are carried out on the hybrid robot to verify the effectiveness, accuracy and robustness of the calibration algorithms.

Parameter estimation and use of gamma interferon assay for the diagnosis of bovine tuberculosis in Brazil

This study aimed to evaluate the interference of tuberculin test on the gamma-interferon (INFg) assay, to estimate the sensitivity and specificity of the INFg assay in Brazilian conditions, and to simulate multiple testing using the comparative tuberculin test and the INFg assay. Three hundred-fifty cattle from two TB-free and two TB-infected herds were submitted to the comparative tuberculin test and the INFg assay. The comparative tuberculin test was performed using avian and bovine PPD. The INFg assay was performed by the BovigamTM kit (CSL Veterinary, Australia), according to the manufacturer's specifications. Sensitivity and specificity of the INFg assay were assessed by a Bayesian latent class model. These diagnostic parameters were also estimate for multiple testing. The results of INFg assay on D0 and D3 after the comparative tuberculin test were compared by the McNemar's test and kappa statistics. Results of mean optical density from INFg assay on both days were similar. Sensitivity and specificity of the INFg assay showed results varying (95% confidence intervals) from 72 to 100% and 74 to 100% respectively. Sensitivity of parallel testing was over 97.5%, while specificity of serial testing was over 99.7%. The INFg assay proved to be a very useful diagnostic method.

Parameter optimization of AC rectangular wave outputs for aluminum cold wire GTAW

The objective of this work was to optimize the parameter setup for GTAW of aluminum using an AC rectangular wave output and continuous feeding. A series of welds was carried-out in an industrial joint, with variation of the negative and positive current amplitude, the negative and positive duration time, the travel speed and the feeding speed. Another series was carried out to investigate the isolate effect of the negative duration time and travel speed. Bead geometry aspects were assessed, such as reinforcement, penetration, incomplete fusion and joint wall bridging. The results showed that currents at both polarities are remarkably more significant than the respective duration times. It was also shown that there is a straight relationship between welding speed and feeding speed and this relationship must be followed for obtaining sound beads. A very short positive duration time is enough for arc stability achievement and when the negative duration time is longer than 5 ms its effect on geometry appears. The possibility of optimizing the parameter selection, despite the high inter-correlation amongst them, was demonstrate through a computer program. An approach to reduce the number of variables in this process is also presented.

On state and parameter estimation in chaotic systems

State-of-the-art predictions of atmospheric states rely on large-scale numerical models of chaotic systems. This dissertation studies numerical methods for state and parameter estimation in such systems. The motivation comes from weather and climate models and a methodological perspective is adopted. The dissertation comprises three sections: state estimation, parameter estimation and chemical data assimilation with real atmospheric satellite data. In the state estimation part of this dissertation, a new filtering technique based on a combination of ensemble and variational Kalman filtering approaches, is presented, experimented and discussed. This new filter is developed for large-scale Kalman filtering applications. In the parameter estimation part, three different techniques for parameter estimation in chaotic systems are considered. The methods are studied using the parameterized Lorenz 95 system, which is a benchmark model for data assimilation. In addition, a dilemma related to the uniqueness of weather and climate model closure parameters is discussed. In the data-oriented part of this dissertation, data from the Global Ozone Monitoring by Occultation of Stars (GOMOS) satellite instrument are considered and an alternative algorithm to retrieve atmospheric parameters from the measurements is presented. The validation study presents first global comparisons between two unique satellite-borne datasets of vertical profiles of nitrogen trioxide (NO3), retrieved using GOMOS and Stratospheric Aerosol and Gas Experiment III (SAGE III) satellite instruments. The GOMOS NO3 observations are also considered in a chemical state estimation study in order to retrieve stratospheric temperature profiles. The main result of this dissertation is the consideration of likelihood calculations via Kalman filtering outputs. The concept has previously been used together with stochastic differential equations and in time series analysis. In this work, the concept is applied to chaotic dynamical systems and used together with Markov chain Monte Carlo (MCMC) methods for statistical analysis. In particular, this methodology is advocated for use in numerical weather prediction (NWP) and climate model applications. In addition, the concept is shown to be useful in estimating the filter-specific parameters related, e.g., to model error covariance matrix parameters.