Extended kalman filter for estimation of parameters in nonlinear state-space models of biochemical networks.

It is system dynamics that determines the function of cells, tissues and organisms. To develop mathematical models and estimate their parameters are an essential issue for studying dynamic behaviors of biological systems which include metabolic networks, genetic regulatory networks and signal transduction pathways, under perturbation of external stimuli. In general, biological dynamic systems are partially observed. Therefore, a natural way to model dynamic biological systems is to employ nonlinear state-space equations. Although statistical methods for parameter estimation of linear models in biological dynamic systems have been developed intensively in the recent years, the estimation of both states and parameters of nonlinear dynamic systems remains a challenging task. In this report, we apply extended Kalman Filter (EKF) to the estimation of both states and parameters of nonlinear state-space models. To evaluate the performance of the EKF for parameter estimation, we apply the EKF to a simulation dataset and two real datasets: JAK-STAT signal transduction pathway and Ras/Raf/MEK/ERK signaling transduction pathways datasets. The preliminary results show that EKF can accurately estimate the parameters and predict states in nonlinear state-space equations for modeling dynamic biochemical networks.

A categorical data analysis approach to estimation of demographic characteristics for Texas county populations

The need for timely population data for health planning and Indicators of need has Increased the demand for population estimates. The data required to produce estimates is difficult to obtain and the process is time consuming. Estimation methods that require less effort and fewer data are needed. The structure preserving estimator (SPREE) is a promising technique not previously used to estimate county population characteristics. This study first uses traditional regression estimation techniques to produce estimates of county population totals. Then the structure preserving estimator, using the results produced in the first phase as constraints, is evaluated.^ Regression methods are among the most frequently used demographic methods for estimating populations. These methods use symptomatic indicators to predict population change. This research evaluates three regression methods to determine which will produce the best estimates based on the 1970 to 1980 indicators of population change. Strategies for stratifying data to improve the ability of the methods to predict change were tested. Difference-correlation using PMSA strata produced the equation which fit the data the best. Regression diagnostics were used to evaluate the residuals.^ The second phase of this study is to evaluate use of the structure preserving estimator in making estimates of population characteristics. The SPREE estimation approach uses existing data (the association structure) to establish the relationship between the variable of interest and the associated variable(s) at the county level. Marginals at the state level (the allocation structure) supply the current relationship between the variables. The full allocation structure model uses current estimates of county population totals to limit the magnitude of county estimates. The limited full allocation structure model has no constraints on county size. The 1970 county census age - gender population provides the association structure, the allocation structure is the 1980 state age - gender distribution.^ The full allocation model produces good estimates of the 1980 county age - gender populations. An unanticipated finding of this research is that the limited full allocation model produces estimates of county population totals that are superior to those produced by the regression methods. The full allocation model is used to produce estimates of 1986 county population characteristics. ^

New methods for the estimation of Takagi-Sugeno model based extended Kalman filter and its applications to optimal control for nonlinear systems

This paper describes new approaches to improve the local and global approximation (matching) and modeling capability of Takagi–Sugeno (T-S) fuzzy model. The main aim is obtaining high function approximation accuracy and fast convergence. The main problem encountered is that T-S identification method cannot be applied when the membership functions are overlapped by pairs. This restricts the application of the T-S method because this type of membership function has been widely used during the last 2 decades in the stability, controller design of fuzzy systems and is popular in industrial control applications. The approach developed here can be considered as a generalized version of T-S identification method with optimized performance in approximating nonlinear functions. We propose a noniterative method through weighting of parameters approach and an iterative algorithm by applying the extended Kalman filter, based on the same idea of parameters’ weighting. We show that the Kalman filter is an effective tool in the identification of T-S fuzzy model. A fuzzy controller based linear quadratic regulator is proposed in order to show the effectiveness of the estimation method developed here in control applications. An illustrative example of an inverted pendulum is chosen to evaluate the robustness and remarkable performance of the proposed method locally and globally in comparison with the original T-S model. Simulation results indicate the potential, simplicity, and generality of the algorithm. An illustrative example is chosen to evaluate the robustness. In this paper, we prove that these algorithms converge very fast, thereby making them very practical to use.

Maximum Likelihood Estimation of Modal Parameters in Structures Using the Expectation Maximization Algorithm

This paper presents a time-domain stochastic system identification method based on maximum likelihood estimation (MLE) with the expectation maximization (EM) algorithm. The effectiveness of this structural identification method is evaluated through numerical simulation in the context of the ASCE benchmark problem on structural health monitoring. The benchmark structure is a four-story, two-bay by two-bay steel-frame scale model structure built in the Earthquake Engineering Research Laboratory at the University of British Columbia, Canada. This paper focuses on Phase I of the analytical benchmark studies. A MATLAB-based finite element analysis code obtained from the IASC-ASCE SHM Task Group web site is used to calculate the dynamic response of the prototype structure. A number of 100 simulations have been made using this MATLAB-based finite element analysis code in order to evaluate the proposed identification method. There are several techniques to realize system identification. In this work, stochastic subspace identification (SSI)method has been used for comparison. SSI identification method is a well known method and computes accurate estimates of the modal parameters. The principles of the SSI identification method has been introduced in the paper and next the proposed MLE with EM algorithm has been explained in detail. The advantages of the proposed structural identification method can be summarized as follows: (i) the method is based on maximum likelihood, that implies minimum variance estimates; (ii) EM is a computational simpler estimation procedure than other optimization algorithms; (iii) estimate more parameters than SSI, and these estimates are accurate. On the contrary, the main disadvantages of the method are: (i) EM algorithm is an iterative procedure and it consumes time until convergence is reached; and (ii) this method needs starting values for the parameters. Modal parameters (eigenfrequencies, damping ratios and mode shapes) of the benchmark structure have been estimated using both the SSI method and the proposed MLE + EM method. The numerical results show that the proposed method identifies eigenfrequencies, damping ratios and mode shapes reasonably well even in the presence of 10% measurement noises. These modal parameters are more accurate than the SSI estimated modal parameters.

Simulation of academic performance rates, estimation of indicators of subjects and of a complete degree

The purpose of this paper is to present a program written in Matlab-Octave for the simulation of the time evolution of student curricula, i.e, how students pass their subjects along time until graduation. The program computes, from the simulations, the academic performance rates for the subjects of the study plan for each semester as well as the overall rates, which are a) the efficiency rate defined as the ratio of the number of students passing the exam to the number of students who registered for it and b) the success rate, defined as the ratio of the number of students passing the exam to the number of students who not only registered for it but also actually took it. Additionally, we compute the rates for the bachelor academic degree which are established for Spain by the National Quality Evaluation and Accreditation Agency (ANECA) and which are the graduation rate (measured as the percentage of students who finish as scheduled in the plan or taking an extra year) and the efficiency rate (measured as the percentage of credits which a student who graduated has really taken). The simulation is done in terms of the probabilities of passing all the subjects in their study plan. The application of the simulator to Polytech students in Madrid, where requirements for passing are specially stiff in first and second year subjects, is particularly relevant to analyze student cohorts and the probabilities of students finishing in the minimum of four years, or taking and extra year or two extra years, and so forth. It is a very useful tool when designing new study plans. The calculation of the probability distribution of the random variable "number of semesters a student has taken to complete the curricula and graduate" is difficult or even unfeasible to obtain analytically, and this is even truer when we incorporate uncertainty in parameter estimation. This is why we apply Monte Carlo simulation which not only provides illustration of the stochastic process but also a method for computation. The stochastic simulator is proving to be a useful tool for identification of the subjects most critical in the distribution of the number of semesters for curriculum vitae (CV) completion and subsequently for a decision making process in terms of CV planning and passing standards in the University. Simulations are performed through a graphical interface where also the results are presented in appropriate figures. The Project has been funded by the Call for Innovation in Education Projects of Universidad Politécnica de Madrid (UPM) through a Project of its school Escuela Técnica Superior de Ingenieros Industriales ETSII during the period September 2010-September 2011.

Estimation of Symmetric Channels for Discrete Cosine Transform Type-I Multicarrier Systems: A Compressed Sensing Approach

The problem of channel estimation for multicarrier communications is addressed. We focus on systems employing the Discrete Cosine Transform Type-I (DCT1) even at both the transmitter and the receiver, presenting an algorithm which achieves an accurate estimation of symmetric channel filters using only a small number of training symbols. The solution is obtained by using either matrix inversion or compressed sensing algorithms. We provide the theoretical results which guarantee the validity of the proposed technique for the DCT1. Numerical simulations illustrate the good behaviour of the proposed algorithm.

The estimation of statistical parameters for local alignment score distributions

The distribution of optimal local alignment scores of random sequences plays a vital role in evaluating the statistical significance of sequence alignments. These scores can be well described by an extreme-value distribution. The distribution’s parameters depend upon the scoring system employed and the random letter frequencies; in general they cannot be derived analytically, but must be estimated by curve fitting. For obtaining accurate parameter estimates, a form of the recently described ‘island’ method has several advantages. We describe this method in detail, and use it to investigate the functional dependence of these parameters on finite-length edge effects.

Global color estimation of special-effect coatings from measurements by commercially available portable multiangle spectrophotometers

Colors of special-effect coatings have strong dependence on illumination/viewing geometry and an appealing appearance. An open question is to ask about the minimum number of measurement geometries required to completely characterize their observed color shift. A recently published principal components analysis (PCA)-based procedure to estimate the color of special-effect coatings at any geometry from measurements at a reduced set of geometries was tested in this work by using the measurement geometries of commercial portable multiangle spectrophotometers X-Rite MA98, Datacolor FX10, and BYK-mac as reduced sets. The performance of the proposed PCA procedure for the color-shift estimation for these commercial geometries has been examined for 15 special-effect coatings. Our results suggest that for rendering the color appearance of 3D objects covered with special-effect coatings, the color accuracy obtained with this procedure may be sufficient. This is the case especially if geometries of X-Rite MA98 or Datacolor FX10 are used.

New Approach for Correction of Error Associated With Keratometric Estimation of Corneal Power in Keratoconus

The aim of this study was to obtain the exact value of the keratometric index (nkexact) and to clinically validate a variable keratometric index (nkadj) that minimizes this error. Methods: The nkexact value was determined by obtaining differences (DPc) between keratometric corneal power (Pk) and Gaussian corneal power (PGauss c ) equal to 0. The nkexact was defined as the value associated with an equivalent difference in the magnitude of DPc for extreme values of posterior corneal radius (r2c) for each anterior corneal radius value (r1c). This nkadj was considered for the calculation of the adjusted corneal power (Pkadj). Values of r1c ∈ (4.2, 8.5) mm and r2c ∈ (3.1, 8.2) mm were considered. Differences of True Net Power with PGauss c , Pkadj, and Pk(1.3375) were calculated in a clinical sample of 44 eyes with keratoconus. Results: nkexact ranged from 1.3153 to 1.3396 and nkadj from 1.3190 to 1.3339 depending on the eye model analyzed. All the nkadj values adjusted perfectly to 8 linear algorithms. Differences between Pkadj and PGauss c did not exceed 60.7 D (Diopter). Clinically, nk = 1.3375 was not valid in any case. Pkadj and True Net Power and Pk(1.3375) and Pkadj were statistically different (P , 0.01), whereas no differences were found between PGauss c and Pkadj (P . 0.01). Conclusions: The use of a single value of nk for the calculation of the total corneal power in keratoconus has been shown to be imprecise, leading to inaccuracies in the detection and classification of this corneal condition. Furthermore, our study shows the relevance of corneal thickness in corneal power calculations in keratoconus.

Positional accommodative intraocular lens power error induced by the estimation of the corneal power and the effective lens position

Purpose: To evaluate the predictability of the refractive correction achieved with a positional accommodating intraocular lenses (IOL) and to develop a potential optimization of it by minimizing the error associated with the keratometric estimation of the corneal power and by developing a predictive formula for the effective lens position (ELP). Materials and Methods: Clinical data from 25 eyes of 14 patients (age range, 52–77 years) and undergoing cataract surgery with implantation of the accommodating IOL Crystalens HD (Bausch and Lomb) were retrospectively reviewed. In all cases, the calculation of an adjusted IOL power (PIOLadj) based on Gaussian optics considering the residual refractive error was done using a variable keratometric index value (nkadj) for corneal power estimation with and without using an estimation algorithm for ELP obtained by multiple regression analysis (ELPadj). PIOLadj was compared to the real IOL power implanted (PIOLReal, calculated with the SRK-T formula) and also to the values estimated by the Haigis, HofferQ, and Holladay I formulas. Results: No statistically significant differences were found between PIOLReal and PIOLadj when ELPadj was used (P = 0.10), with a range of agreement between calculations of 1.23 D. In contrast, PIOLReal was significantly higher when compared to PIOLadj without using ELPadj and also compared to the values estimated by the other formulas. Conclusions: Predictable refractive outcomes can be obtained with the accommodating IOL Crystalens HD using a variable keratometric index for corneal power estimation and by estimating ELP with an algorithm dependent on anatomical factors and age.

Estimation of the Proportion of Underachieving Students in Compulsory Secondary Education in Spain: An Application of the Rasch Model

There are very few studies in Spain that treat underachievement rigorously, and those that do are typically related to gifted students. The present study examined the proportion of underachieving students using the Rasch measurement model. A sample of 643 first-year high school students (mean age = 12.09; SD = 0.47) from 8 schools in the province of Alicante (Spain) completed the Battery of Differential and General Skills (Badyg), and these students' General Points Average (GPAs) were recovered by teachers. Dichotomous and Partial credit Rasch models were performed. After adjusting the measurement instruments, the individual underachievement index provided a total sample of 181 underachieving students, or 28.14% of the total sample across the ability levels. This study confirms that the Rasch measurement model can accurately estimate the construct validity of both the intelligence test and the academic grades for the calculation of underachieving students. Furthermore, the present study constitutes a pioneer framework for the estimation of the prevalence of underachievement in Spain.

Biogenic opal estimation of deep-sea sediment cores from the Scotia Sea

We present biogenic opal flux records from two deep-sea sites in the Scotia Sea (MD07-3133 and MD07-3134) at decadal-scale resolution, covering the last glacial cycle. Besides conventional and time-consuming biogenic opal measuring methods, we introduce new biogenic opal estimation methods derived from sediment colour b*, wet bulk density, Si/Ti-count ratio, and Fourier transform infrared spectroscopy (FTIRS). All methods capture the biogenic opal amplitude, however, FTIRS - a novel method for marine sediment - yields the most reliable results. 230Th normalization data show strong differences in sediment focusing with intensified sediment focusing during glacial times. At MD07-3134 230Th normalized biogenic opal fluxes vary between 0.2 and 2.5 g/cm2/kyr. Our biogenic opal flux records indicate bioproductivity changes in the Southern Ocean, strongly influenced by sea ice distribution and also summer sea surface temperature changes. South of the Antarctic Polar Front, lowest bioproductivity occurred during the Last Glacial Maximum when upwelling of mid-depth water was reduced and sea ice cover intensified. Around 17 ka, bioproductivity increased abruptly, corresponding to rising atmospheric CO2 contents and decreasing seasonal sea ice coverage.

Estimation of natural streamflow in the Jemez River at the boundaries of Indian lands, central New Mexico /

Bibliography: p. 24-25.

Nonparametric Identication and Structural Estimation of Auction Models

Thesis (Ph.D.)--University of Washington, 2016-06

Successive nonparametric estimation of conditional distributions

Spatial characterization of non-Gaussian attributes in earth sciences and engineering commonly requires the estimation of their conditional distribution. The indicator and probability kriging approaches of current nonparametric geostatistics provide approximations for estimating conditional distributions. They do not, however, provide results similar to those in the cumbersome implementation of simultaneous cokriging of indicators. This paper presents a new formulation termed successive cokriging of indicators that avoids the classic simultaneous solution and related computational problems, while obtaining equivalent results to the impractical simultaneous solution of cokriging of indicators. A successive minimization of the estimation variance of probability estimates is performed, as additional data are successively included into the estimation process. In addition, the approach leads to an efficient nonparametric simulation algorithm for non-Gaussian random functions based on residual probabilities.