A Novel Methodology for Combined Parameter and Function Estimation Problems

2010 ◽  
Vol 132 (12) ◽  
Author(s):  
Hosein Molavi ◽  
Ali Hakkaki-Fard ◽  
Ramin K. Rahmani ◽  
Anahita Ayasoufi ◽  
Mehdi Molavi

This article presents a novel methodology, which is highly efficient and simple to implement, for simultaneous retrieval of a complete set of thermal coefficients in combined parameter and function estimation problems. Moreover, the effect of correlated unknown variables on convergence performance is examined. The present methodology is a combination of two different classical methods: The conjugate gradient method with adjoint problem (CGMAP) and Box–Kanemasu method (BKM). The methodology uses the benefit of CGMAP in handling function estimation problems and BKM for parameter estimation problems. One of the unique features about the present method is that the correlation among the separate unknowns does not disrupt the convergence of the problem. Numerical experiments using measurement errors are performed to verify the efficiency of the proposed method in solving the combined parameter and function estimation problems. The results obtained by the present approach show that the combined procedure can efficiently and reliably estimate the values of the unknown thermal coefficients.

Author(s):  
Ali Hakkaki-Fard ◽  
Hosein Molavi ◽  
Ramin K. Rahmani

This article presents a novel methodology, which is highly efficient and simple to implement, for simultaneous retrieval of a complete set of thermal coefficients in combined parameter and function estimation problems. Moreover, the effect of correlated parameters on convergence performance is examined. The present methodology is a combination of two different methods: The Conjugate Gradient Method with Adjoint Problem (CGMAP) and Box-Kanemasu method (BKM). The methodology uses the benefit of CGMAP in handling function estimation problems and BKM for parameter estimation problems. One of the unique features about the present method is that the correlation among the separate unknowns does not behave as a limiting factor to the convergence of the problem. Numerical experiments using measurement errors are performed to verify the proposed method in solving the combined parameter and function estimation problems. The obtained results show that the combined procedure can efficiently and reliably estimate the values of the thermal coefficients.


2014 ◽  
Vol 12 (1) ◽  
pp. 271-283
Author(s):  
Cheng-Hung Huang ◽  
Bo-Yi Li

Abstract The conjugate gradient method, or iterative regularization method, based inverse algorithm is utilized in this work to predict the unknown concentration-dependent reaction rate function for an annular-bed reactor (ABR) using interior measurements of concentration distributions. Since no prior information on the functional form of unknown reaction rate is available, it can be classified as function estimation for the inverse calculation. The validity and accuracy of this inverse ABR problem are examined using the simulated exact and inexact concentration measurements in the numerical experiments. Results show that the estimation of the concentration-dependent reaction rate function can be obtained within a very short CPU time on an Intel Xeon Core 2 2.00 GHz personal computer, and reliable estimations can still be obtained when measurement errors are considered.


Automatica ◽  
2014 ◽  
Vol 50 (3) ◽  
pp. 657-682 ◽  
Author(s):  
Gianluigi Pillonetto ◽  
Francesco Dinuzzo ◽  
Tianshi Chen ◽  
Giuseppe De Nicolao ◽  
Lennart Ljung

2021 ◽  
Vol 11 (16) ◽  
pp. 7260
Author(s):  
Yang Jun Kang

Determination of blood viscosity requires consistent measurement of blood flow rates, which leads to measurement errors and presents several issues when there are continuous changes in hematocrit changes. Instead of blood viscosity, a coflowing channel as a pressure sensor is adopted to quantify the dynamic flow of blood. Information on blood (i.e., hematocrit, flow rate, and viscosity) is not provided in advance. Using a discrete circuit model for the coflowing streams, the analytical expressions for four properties (i.e., pressure, shear stress, and two types of work) are then derived to quantify the flow of the test fluid. The analytical expressions are validated through numerical simulations. To demonstrate the method, the four properties are obtained using the present method by varying the flow patterns (i.e., constant flow rate or sinusoidal flow rate) as well as test fluids (i.e., glycerin solutions and blood). Thereafter, the present method is applied to quantify the dynamic flows of RBC aggregation-enhanced blood with a peristaltic pump, where any information regarding the blood is not specific. The experimental results indicate that the present method can quantify dynamic blood flow consistently, where hematocrit changes continuously over time.


Author(s):  
Yining Wang ◽  
Yi Wu ◽  
Simon S. Du

Summary of Contribution: Big data analytics has become essential for modern operations research and operations management applications. Statistics methods, such as nonparametric density and function estimation, play important roles in predictive and exploratory data analysis for economics and operations management problems. In this paper, we concentrate on efficiently computing local polynomial regression estimates. We significantly accelerate the computation of such local polynomial estimates by novel applications of multidimensional binary indexed trees ( Fenwick 1994 ) and lazy memory allocation via hashing. Both time and space complexity of our proposed algorithm are nearly linear in the number of inputs. Simulation results confirm the efficiency and effectiveness of our proposed methods.


2017 ◽  
Vol 24 (4) ◽  
pp. 701-712 ◽  
Author(s):  
Nozomi Sugiura

Abstract. When taking the model error into account in data assimilation, one needs to evaluate the prior distribution represented by the Onsager–Machlup functional. Through numerical experiments, this study clarifies how the prior distribution should be incorporated into cost functions for discrete-time estimation problems. Consistent with previous theoretical studies, the divergence of the drift term is essential in weak-constraint 4D-Var (w4D-Var), but it is not necessary in Markov chain Monte Carlo with the Euler scheme. Although the former property may cause difficulties when implementing w4D-Var in large systems, this paper proposes a new technique for estimating the divergence term and its derivative.


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