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At least 91 records · Page 5

Parameter estimation techniques based on optimizing goodness-of-fit statistics for structural reliability

New methods are presented that utilize the optimization of goodness-of-fit statistics in order to estimate Weibull parameters from failure data. It is assumed that the underlying population is characterized by a three-parameter Weibull distribution. Goodness-of-fit tests are based on the empirical distribution function (EDF). The EDF is a step function, calculated using failure data, and represents an approximation of the cumulative distribution function for the underlying population. Statistics (such as the Kolmogorov-Smirnov statistic and the Anderson-Darling statistic) measure the discrepancy between the EDF and the cumulative distribution function (CDF). These statistics are minimized with respect to the three Weibull parameters. Due to nonlinearities encountered in the minimization process, Powell's numerical optimization procedure is applied to obtain the optimum value of the EDF. Numerical examples show the applicability of these new estimation methods. The results are compared to the estimates obtained with Cooper's nonlinear regression algorithm.

Starlinger, Alois↗

Filtering and smoothing techniques for parameter estimation

In this paper filtering and smoothing criteria for maximum-likelihood parameter estimation are described and compared. It is shown that the parameter estimate using the smoothing criterion may be obtained independently of the smoothed state estimate. Monte Carlo test results are presented comparing the efficiency of the estimation procedures.

Bach, R. E., Jr.↗

The augmented Lagrangian method for parameter estimation in elliptic systems

In this paper a new technique for the estimation of parameters in elliptic partial differential equations is developed. It is a hybrid method combining the output-least-squares and the equation error method. The new method is realized by an augmented Lagrangian formulation, and convergence as well as rate of convergence proofs are provided. Technically the critical step is the verification of a coercivity estimate of an appropriately defined Lagrangian functional. To obtain this coercivity estimate a seminorm regularization technique is used.

Ito, Kazufumi↗

Joint state-parameter estimation for the reduced fracture model via the united filter

Here, in this paper, we introduce an effective United Filter method for jointly estimating the solution state and physical parameters in flow and transport problems within fractured porous media. Fluid flow and transport in fractured porous media are critical in subsurface hydrology, geophysics, and reservoir geomechanics. Reduced fracture models, which represent fractures as lower-dimensional interfaces, enable efficient multi-scale simulations. However, reduced fracture models also face accuracy challenges due to modeling errors and uncertainties in physical parameters such as permeability and fracture geometry. To address these challenges, we propose a United Filter method, which integrates the Ensemble Score Filter (EnSF) for state estimation with the Direct Filter for parameter estimation. EnSF, based on a score-based diffusion model framework, produces ensemble representations of the state distribution without deep learning. Meanwhile, the Direct Filter, a recursive Bayesian inference method, estimates parameters directly from state observations. The United Filter combines these methods iteratively: EnSF estimates are used to refine parameter values, which are then fed back to improve state estimation. Numerical experiments demonstrate that the United Filter method surpasses the state-of-the-art Augmented Ensemble Kalman Filter, delivering more accurate state and parameter estimation for reduced fracture models. This framework also provides a robust and efficient solution for PDE-constrained inverse problems with uncertainties and sparse observations.

Bayesian inference↗

Parameter estimation in astronomy through application of the likelihood ratio

Many problems in the experimental estimation of parameters for models can be solved through use of the likelihood ratio test. Applications of the likelihood ratio, with particular attention to photon counting experiments, are discussed. The procedures presented solve a greater range of problems than those currently in use, yet are no more difficult to apply. The procedures are proved analytically, and examples from current problems in astronomy are discussed.

Cash, W.↗

Parameter estimation in X-ray astronomy using maximum likelihood

Methods of estimation of parameter values and confidence regions by maximum likelihood and Fisher efficient scores starting from Poisson probabilities are developed for the nonlinear spectral functions commonly encountered in X-ray astronomy. It is argued that these methods offer significant advantages over the commonly used alternatives called minimum chi-squared because they rely on less pervasive statistical approximations and so may be expected to remain valid for data of poorer quality. Extensive numerical simulations of the maximum likelihood method are reported which verify that the best-fit parameter value and confidence region calculations are correct over a wide range of input spectra.

Wachter, K.↗

Parameter estimation of nonlinear nonautonomous distributed systems

We present an abstract approximation framework for estimation of parameters in nonlinear nonautonomous distributed systems. Specific examples involving linear spline approximations for retarded delay equations and cubic spline approximations for parabolic partial differential equations are discussed and shown to be included as special cases of our general framework.

Banks, H. T.↗

Model and simulation development for turbopump health monitoring by parameter estimation

The nonlinear equations describing the flow, pressure and temperature dynamics of the High Pressure Fuel Turbopump of the Space Shuttle Main Engine are summarized and implemented in a digital simulation. Some closed form approximations to the operating curves of the turbopump are made so that closed form derivatives exist. These equations and approximations are then used to develop an extended Kalman filter that estimates the dynamic states of the turbopump and a parameter that can reflect turbopump degradation. The filter is implemented as a digital computer program and applied to data generated by the digital simulation of the turbopump with substantial noise added to the output signals. The results indicate that the parameter estimate converges quickly and accurately. This suggests that the parameter estimate can be used to monitor for turbopump degradations affecting its value.

Walker, Bruce K.↗

A PDE-based methodology for modeling, parameter estimation and feedback control in structural and structural acoustic systems

A problem of continued interest concerns the control of vibrations in a flexible structure and the related problem of reducing structure-borne noise in structural acoustic systems. In both cases, piezoceramic patches bonded to the structures have been successfully used as control actuators. Through the application of a controlling voltage, the patches can be used to reduce structural vibrations which in turn lead to methods for reducing structure-borne noise. A PDE-based methodology for modeling, estimating physical parameters, and implementing a feedback control scheme for problems of this type is discussed. While the illustrating example is a circular plate, the methodology is sufficiently general so as to be applicable in a variety of structural and structural acoustic systems.

Banks, H. T.↗

Real-Time Aerodynamic Parameter Estimation without Air Flow Angle Measurements

A technique for estimating aerodynamic parameters in real time from flight data without air flow angle measurements is described and demonstrated. The method is applied to simulated F-16 data, and to flight data from a subscale jet transport aircraft. Modeling results obtained with the new approach using flight data without air flow angle measurements were compared to modeling results computed conventionally using flight data that included air flow angle measurements. Comparisons demonstrated that the new technique can provide accurate aerodynamic modeling results without air flow angle measurements, which are often difficult and expensive to obtain. Implications for efficient flight testing and flight safety are discussed.

Morelli, Eugene A.↗

Adaptive Thresholding and Parameter Estimation for PPM

A method of adaptive setting of a threshold level for the detection of pulses in a pulse-position modulation (PPM) free-space optical communication system has been developed. In simplified terms, it is desirable to set a threshold value high enough to greatly reduce the probability (PFA as defined below) of erroneously detecting noise as signal pulses but not so high as to greatly reduce the probability (PD as defined below) of detecting any signal pulses that may be present along with noise. In the present method, the threshold level is varied with time, in response to changing conditions in the optical-communication channel, in an effort to maintain a balance between the aforesaid competing requirements. An integral part of this adaptation scheme is a scheme for estimating key parameters of the optical-communication channel in particular, parameters that describe the fading and total attenuation in the channel, and parameters that characterize spreading of pulses by atmospheric and other effects. The method can be implemented by software processing of digitized optoelectronic-detector output, and has been tested by computational simulation. In the first stage of processing by this method, the digitized values of the detector output during noise-only time slots of received PPM symbols are averaged to obtain a background level. This background level is subtracted from the detector output in the hope of reducing or eliminating the noise component in the remaining signal. (This background level should not be confused with the detection threshold, which is computed in the last stage of processing.) Next, the remaining signal - in effect, a vector of pulse samples - is normalized by dividing it by its L1 norm (in general, the L1 norm of a vector is defined as the sum of absolute magnitudes of its orthogonal components).

Arabshahi, Payman↗

Gravitational Waves: Search Results, Data Analysis and Parameter Estimation. Amaldi 10 Parallel Session C2

The Amaldi 10 Parallel Session C2 on gravitational wave(GW) search results, data analysis and parameter estimation included three lively sessions of lectures by 13 presenters, and 34 posters. The talks and posters covered a huge range of material, including results and analysis techniques for ground-based GW detectors, targeting anticipated signals from different astrophysical sources: compact binary inspiral, merger and ringdown; GW bursts from intermediate mass binary black hole mergers, cosmic string cusps, core-collapse supernovae, and other unmodeled sources; continuous waves from spinning neutron stars; and a stochastic GW background. There was considerable emphasis on Bayesian techniques for estimating the parameters of coalescing compact binary systems from the gravitational waveforms extracted from the data from the advanced detector network. This included methods to distinguish deviations of the signals from what is expected in the context of General Relativity.

Tests of general relativity↗

Simulation-based inference for parameter estimation of complex watershed simulators

High-resolution, spatially distributed process-based (PB) simulators are widely employed in the study of complex catchment processes and their responses to a changing climate. However, calibrating these PB simulators using observed data remains a significant challenge due to several persistent issues, including the following: (1) intractability stemming from the computational demands and complex responses of simulators, which renders infeasible calculation of the conditional probability of parameters and data, and (2) uncertainty stemming from the choice of simplified representations of complex natural hydrologic processes. Here, we demonstrate how simulation-based inference (SBI) can help address both of these challenges with respect to parameter estimation. SBI uses a learned mapping between the parameter space and observed data to estimate parameters for the generation of calibrated simulations. To demonstrate the potential of SBI in hydrologic modeling, we conduct a set of synthetic experiments to infer two common physical parameters – Manning's coefficient and hydraulic conductivity – using a representation of a snowmelt-dominated catchment in Colorado, USA. We introduce novel deep-learning (DL) components to the SBI approach, including an “emulator” as a surrogate for the PB simulator to rapidly explore parameter responses. We also employ a density-based neural network to represent the joint probability of parameters and data without strong assumptions about its functional form. While addressing intractability, we also show that, if the simulator does not represent the system under study well enough, SBI can yield unreliable parameter estimates. Approaches to adopting the SBI framework for cases in which multiple simulator(s) may be adequate are introduced using a performance-weighting approach. The synthetic experiments presented here test the performance of SBI, using the relationship between the surrogate and PB simulators as a proxy for the real case.

54 ENVIRONMENTAL SCIENCES↗

Aerodynamic parameter estimation via Fourier modulating function techniques

Parameter estimation algorithms are developed in the frequency domain for systems modeled by input/output ordinary differential equations. The approach is based on Shinbrot's method of moment functionals utilizing Fourier based modulating functions. Assuming white measurement noises for linear multivariable system models, an adaptive weighted least squares algorithm is developed which approximates a maximum likelihood estimate and cannot be biased by unknown initial or boundary conditions in the data owing to a special property attending Shinbrot-type modulating functions. Application is made to perturbation equation modeling of the longitudinal and lateral dynamics of a high performance aircraft using flight-test data. Comparative studies are included which demonstrate potential advantages of the algorithm relative to some well established techniques for parameter identification. Deterministic least squares extensions of the approach are made to the frequency transfer function identification problem for linear systems and to the parameter identification problem for a class of nonlinear-time-varying differential system models.

Pearson, A. E.↗

Markov Chain Monte Carlo Parameter Estimation of Deflagration Losses in a Rotating Detonation Engine

One of the practical challenges of the studies of rotating detonation engines (RDEs) is the direct estimation of losses from experimental measurements. This study attempts at resolving this limitation by combining a reduced order model (ROM) of the detonation wave characteristics with a Markov chain Monte Carlo parameter estimation framework. The model considers simple deflagration losses and the overall impact of deflagration on RDE performance. To evaluate this model, a Markov Chain Monte Carlo (MCMC) sampling technique was applied to estimate the loss parameters within the model for a set of conditions operated in hydrogen-air over a range of mass flow rates and equivalence ratios. The MCMC parameter estimation framework allowed for the determination of a posterior distribution of the loss parameters for each test condition, an examination of the correlation between the loss parameters and measured performance metrics of the RDE, and an uncertainty propagation of these parameters. The predicted model loss parameters were then compared to indirect experimental measurements of the deflagration combustion fractions to evaluating the validity of the approach, and shed light on the benefits and drawbacks of the model, measurement techniques, and the estimation framework.

33 ADVANCED PROPULSION SYSTEMS↗

Parameter estimation technique for boundary value problems by spline collocation method

A parameter-estimation technique for boundary-integral equations of the second kind is developed. The output least-squares identification technique using the spline collocation method is considered. The convergence analysis for the numerical method is discussed. The results are applied to boundary parameter estimations for two-dimensional Laplace and Helmholtz equations.

Kojima, Fumio↗

A survey of AFFDL parameter estimation efforts and future plans

An overview is presented of the applications of parameter estimation methods to the following areas of interest at the Air Force Flight Dynamics Laboratory (AFFDL): (1) conventional stability and control parameter estimation of rigid aircraft; (2) extension to elastic aircraft; (3) extension to stall/spin aerodynamics of rigid aircraft with a nonlinear model; (4) application to the pilot model identification; and (5) correlation of wind tunnel, drop model and flight test data. Only well-documented algorithms are used with modification to the model as required for the specific application. The genesis of each problem and other background information are discussed which enumerate the algorithms and explain how this information is used to improve existing operational aircraft characteristics as well as specify design criteria for future USAF aerospace vehicles.

Eckholdt, D. C.↗