Relevant bibliographies by topics / Performance estimation problems

Contents

  1. Journal articles
  2. Dissertations / Theses
  3. Books
  4. Book chapters
  5. Conference papers
  6. Reports

Academic literature on the topic 'Performance estimation problems'

Author: Grafiati
Published: 25 May 2024
Last updated: 31 July 2025

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Journal articles on the topic "Performance estimation problems"

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Murat, Baykal *1 Kenan Gençol 2. "PERFORMANCE EVALUATION OF SINGLE-TONE FREQUENCY ESTIMATORS UNDER NOISY AND IMPERFECT SIGNAL CONDITIONS." INTERNATIONAL JOURNAL OF ENGINEERING SCIENCES & RESEARCH TECHNOLOGY 6, no. 12 (2017): 37–42. https://doi.org/10.5281/zenodo.1084976.

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It is well known that estimation of the parameters, in particular frequency a complex sinusoid contaminated with noise is one of the crucial problems in the literature as the frequency estimation has been applied in many areas such as communications, instrumentation and radar. There are three significant issues which are accuracy, estimator variance and sensitivity to bias that must be taken into consideration while finding the frequency of a sinusoid. In this study, performances of various estimators in estimating the frequency of single-tone signals are evaluated. Estimators are tested again
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Qiu, Li, Zhiyuan Ren, and Jie Chen. "Fundamental performance limitations in estimation problems." Communications in Information and Systems 2, no. 4 (2002): 371–84. http://dx.doi.org/10.4310/cis.2002.v2.n4.a3.

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Chen, Zhenmin, and Feng Miao. "Interval and Point Estimators for the Location Parameter of the Three-Parameter Lognormal Distribution." International Journal of Quality, Statistics, and Reliability 2012 (August 8, 2012): 1–6. http://dx.doi.org/10.1155/2012/897106.

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The three-parameter lognormal distribution is the extension of the two-parameter lognormal distribution to meet the need of the biological, sociological, and other fields. Numerous research papers have been published for the parameter estimation problems for the lognormal distributions. The inclusion of the location parameter brings in some technical difficulties for the parameter estimation problems, especially for the interval estimation. This paper proposes a method for constructing exact confidence intervals and exact upper confidence limits for the location parameter of the three-paramete
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Liu, Yu-Sun, Shingchern You, and Yu-Chun Lai. "Machine Learning-Based Channel Estimation Techniques for ATSC 3.0." Information 15, no. 6 (2024): 350. http://dx.doi.org/10.3390/info15060350.

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Channel estimation accuracy significantly affects the performance of orthogonal frequency-division multiplexing (OFDM) systems. In the literature, there are quite a few channel estimation methods. However, the performances of these methods deteriorate considerably when the wireless channels suffer from nonlinear distortions and interferences. Machine learning (ML) shows great potential for solving nonparametric problems. This paper proposes ML-based channel estimation methods for systems with comb-type pilot patterns and random pilot symbols, such as ATSC 3.0. We compare their performances wit
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WALTHER, B. A., and S. MORAND. "Comparative performance of species richness estimation methods." Parasitology 116, no. 4 (1998): 395–405. http://dx.doi.org/10.1017/s0031182097002230.

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In most real-world contexts the sampling effort needed to attain an accurate estimate of total species richness is excessive. Therefore, methods to estimate total species richness from incomplete collections need to be developed and tested. Using real and computer-simulated parasite data sets, the performances of 9 species richness estimation methods were compared. For all data sets, each estimation method was used to calculate the projected species richness at increasing levels of sampling effort. The performance of each method was evaluated by calculating the bias and precision of its estima
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Gerstoft, Peter, and Ishan D. Khurjekar. "Uncertainty quantification for acoustical problems." Journal of the Acoustical Society of America 155, no. 3_Supplement (2024): A213. http://dx.doi.org/10.1121/10.0027342.

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Acoustical parameter estimation is a routine task in many domains and is typically done using signal processing methods. The performance of existing estimation methods is affected due to external uncertainty and yet the methods provide no measure of confidence in the outputs. Hence it is crucial to quantify uncertainty in the estimates before real-world deployment. Conformal prediction is a simple method to obtain statistically valid prediction intervals from an estimation model. In this work, conformal prediction is used for obtaining statistically valid uncertainty intervals for various acou
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Panić, Branislav, Jernej Klemenc, and Marko Nagode. "Improved Initialization of the EM Algorithm for Mixture Model Parameter Estimation." Mathematics 8, no. 3 (2020): 373. http://dx.doi.org/10.3390/math8030373.

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A commonly used tool for estimating the parameters of a mixture model is the Expectation–Maximization (EM) algorithm, which is an iterative procedure that can serve as a maximum-likelihood estimator. The EM algorithm has well-documented drawbacks, such as the need for good initial values and the possibility of being trapped in local optima. Nevertheless, because of its appealing properties, EM plays an important role in estimating the parameters of mixture models. To overcome these initialization problems with EM, in this paper, we propose the Rough-Enhanced-Bayes mixture estimation (REBMIX) a
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Mao, Zhi Jie, Zhi Jun Yan, Hong Wei Li, and Jin Meng. "Exact Cram’er–Rao Lower Bound for Interferometric Phase Estimator." Advanced Materials Research 1004-1005 (August 2014): 1419–26. http://dx.doi.org/10.4028/www.scientific.net/amr.1004-1005.1419.

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We are concerned with the problem of interferometric phase estimation using multiple baselines. Simple close-form efficient expressions for computing the Cramer-Rao lower bound (CRLB) for general phase estimation problems is derived. Performance analysis of the interferometric phase estimation is carried out based on Monte Carlo simulations and CRLB calculation. We show that by utilizing the Cramer-Rao lower bound we are able to determine the combination of baselines that will enable us to achieve the most accurate estimating performance.
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Guarino, Cassandra M., Mark D. Reckase, and Jeffrey M. Wooldridge. "Can Value-Added Measures of Teacher Performance Be Trusted?" Education Finance and Policy 10, no. 1 (2015): 117–56. http://dx.doi.org/10.1162/edfp_a_00153.

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We investigate whether commonly used value-added estimation strategies produce accurate estimates of teacher effects under a variety of scenarios. We estimate teacher effects in simulated student achievement data sets that mimic plausible types of student grouping and teacher assignment scenarios. We find that no one method accurately captures true teacher effects in all scenarios, and the potential for misclassifying teachers as high- or low-performing can be substantial. A dynamic ordinary least squares estimator is more robust across scenarios than other estimators. Misspecifying dynamic re
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Gao, Jing, Kehan Bai, and Wenhao Gui. "Statistical Inference for the Inverted Scale Family under General Progressive Type-II Censoring." Symmetry 12, no. 5 (2020): 731. http://dx.doi.org/10.3390/sym12050731.

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Two estimation problems are studied based on the general progressively censored samples, and the distributions from the inverted scale family (ISF) are considered as prospective life distributions. One is the exact interval estimation for the unknown parameter θ , which is achieved by constructing the pivotal quantity. Through Monte Carlo simulations, the average 90 % and 95 % confidence intervals are obtained, and the validity of the above interval estimation is illustrated with a numerical example. The other is the estimation of R = P ( Y < X ) in the case of ISF. The maximum likelihood e
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Dissertations / Theses on the topic "Performance estimation problems"

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Vallone, Michael. "Parameter Estimation of Fundamental Technical Aircraft Information Applied to Aircraft Performance." DigitalCommons@CalPoly, 2010. https://digitalcommons.calpoly.edu/theses/382.

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Inverse problems can be applied to aircraft in many areas. One of the disciplines within the aerospace industry with the most openly published data is in the area of aircraft performance. Many aircraft manufacturers publish performance claims, flight manuals and Standard Aircraft Characteristics (SAC) charts without any mention of the more fundamental technical information of the drag and engine data. With accurate tools, generalized aircraft models and a few curve-fitting techniques, it is possible to evaluate vehicle performance and estimate the drag, thrust and fuel consumption (TSFC) with
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Barré, Mathieu. "Worst-case analysis of efficient first-order methods." Electronic Thesis or Diss., Université Paris sciences et lettres, 2021. http://www.theses.fr/2021UPSLE064.

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De nombreuses applications modernes reposent sur la résolution de problèmes d’optimisations (par exemple, en biologie numérique, en mécanique, en finance), faisant des méthodes d’optimisation des outils essentiels dans de nombreux domaines scientifiques. Apporter des garanties sur le comportement de ces méthodes constitue donc un axe de recherche important. Une façon classique d’analyser un algorithme d’optimisation consiste à étudier son comportement dans le pire cas. C'est-à-dire, donner des garanties sur son comportement (par exemple sa vitesse de convergence) qui soient indépendantes de la
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Cioaca, Alexandru George. "A Computational Framework for Assessing and Optimizing the Performance of Observational Networks in 4D-Var Data Assimilation." Diss., Virginia Tech, 2013. http://hdl.handle.net/10919/51795.

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A deep scientific understanding of complex physical systems, such as the atmosphere, can be achieved neither by direct measurements nor by numerical simulations alone. Data assimilation is a rigorous procedure to fuse information from a priori knowledge of the system state, the physical laws governing the evolution of the system, and real measurements, all with associated error statistics. Data assimilation produces best (a posteriori) estimates of model states and parameter values, and results in considerably improved computer simulations. The acquisition and use of observations in data ass
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Bréhard, Thomas Le Cadre Jean-Pierre. "Estimation séquentielle et analyse de performances pour un problème de filtrage non linéaire partiellement observé application à la trajectographie par mesure d'angles /." [S.l.] : [s.n.], 2005. ftp://ftp.irisa.fr/techreports/theses/2005/brehard.pdf.

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Gaudette, Darrell. "H-Infinity Performance Limitations for Problems with Sensor Time Delays." Thesis, 2008. http://hdl.handle.net/10012/3512.

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Motivated by ongoing research into automating radiotherapy, this thesis is concerned with linear feedback control and estimation problems where only a delayed output signal is measurable. Various discrete-time performance limitations are derived using tools from model-matching theory as well as the early $H_\infty$ literature. It is shown that there exist performance limitations for both one-degree-of-freedom control and estimation problems, but the nature of the limitations differs depending on whether the plant is stable or unstable. Some continuous-time performance limitations are also f
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Books on the topic "Performance estimation problems"

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Ontario. Esquisse de cours 12e année: Sciences de l'activité physique pse4u cours préuniversitaire. CFORP, 2002.

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Ontario. Esquisse de cours 12e année: Technologie de l'information en affaires btx4e cours préemploi. CFORP, 2002.

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Ontario. Esquisse de cours 12e année: Études informatiques ics4m cours préuniversitaire. CFORP, 2002.

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Ontario. Esquisse de cours 12e année: Mathématiques de la technologie au collège mct4c cours précollégial. CFORP, 2002.

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Ontario. Esquisse de cours 12e année: Sciences snc4m cours préuniversitaire. CFORP, 2002.

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Ontario. Esquisse de cours 12e année: English eae4e cours préemploi. CFORP, 2002.

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Ontario. Esquisse de cours 12e année: Le Canada et le monde: une analyse géographique cgw4u cours préuniversitaire. CFORP, 2002.

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Ontario. Esquisse de cours 12e année: Environnement et gestion des ressources cgr4e cours préemploi. CFORP, 2002.

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Ontario. Esquisse de cours 12e année: Histoire de l'Occident et du monde chy4c cours précollégial. CFORP, 2002.

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Ontario. Esquisse de cours 12e année: Géographie mondiale: le milieu humain cgu4u cours préuniversitaire. CFORP, 2002.

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Book chapters on the topic "Performance estimation problems"

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Husmeier, Dirk. "Demonstration of the Model Performance on the Benchmark Problems." In Neural Networks for Conditional Probability Estimation. Springer London, 1999. http://dx.doi.org/10.1007/978-1-4471-0847-4_5.

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Zwingel, Maximilian, Christopher May, Sebastian Reitelshöfer, and Wolfgang Mauerer. "Optimization Problems in Production and Planning: Approaches and Limitations in View of Possible Quantum Superiority." In Annals of Scientific Society for Assembly, Handling and Industrial Robotics 2023. Springer Nature Switzerland, 2025. https://doi.org/10.1007/978-3-031-74010-7_23.

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Abstract Modern production and process planning is characterized by complex and diffuse interrelationships of parameters, properties and control values. New materials, innovative production technologies, differing degrees of automatability and application dependency form a multidimensional problem space for optimization, which cannot be efficiently solved by today’s technologies. Approximations in form of genetic algorithms, different heuristics and simplifications exist, but lack applicability due to high runtime and estimation errors. Quantum computers, quantum annealers and hybrid algorithm
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Stahlke, Maximilian, Tobias Feigl, Sebastian Kram, Jonathan Ott, Jochen Seitz, and Christopher Mutschler. "Data-driven Wireless Positioning." In Unlocking Artificial Intelligence. Springer Nature Switzerland, 2024. http://dx.doi.org/10.1007/978-3-031-64832-8_10.

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AbstractRadio-based indoor localization is a crucial enabler for various tasks like robot navigation or quality assurance in industrial assembly. However, especially industrial environments often present challenging propagation conditions, with reflections, diffraction obstruction, and blockage. While traditional, lateration-based positioning algorithms can provide high accuracies in line-of-sight (LOS) conditions, signal blockages cause non-line-of-sight (NLOS) propagation and degrade the performance dramatically. To overcome this problems, recently artificial intelligence (AI)-driven localiz
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Pillonetto, Gianluigi, Tianshi Chen, Alessandro Chiuso, Giuseppe De Nicolao, and Lennart Ljung. "Bias." In Regularized System Identification. Springer International Publishing, 2022. http://dx.doi.org/10.1007/978-3-030-95860-2_1.

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AbstractAdopting a quadratic loss, the performance of an estimator can be measured in terms of its mean squared error which decomposes into a variance and a bias component. This introductory chapter contains two linear regression examples which describe the importance of designing estimators able to well balance these two components. The first example will deal with estimation of the means of independent Gaussians. We will review the classical least squares approach which, at first sight, could appear the most appropriate solution to the problem. Remarkably, we will instead see that this unbia
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Qi, Jianjun, Shaojia Chen, Dongfeng Wang, Liqin Wang, and Rui Guo. "Research on Accelerated Degradation Test and Reliability Evaluation Method for Hydraulic Pumps Based on Parallel Energy Saving." In Lecture Notes in Mechanical Engineering. Springer Nature Singapore, 2024. http://dx.doi.org/10.1007/978-981-97-1876-4_42.

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AbstractHydraulic pump is a product with high reliability and long-life, there exist many urgent problems like long test period, high cost and a larger power consumption in the reliability evaluation method of pump. A new kind of reliability test bench is built combined with parallel power-saving design concept, which based on principles of energy saving and power recycle. Multi-pumps reliability accelerated degradation test is achieved by applying step stress on the pump under test. Volumetric efficiency is selected as performance degradation evaluating index, the degradation of whose is much
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Gnatowski, Andrzej, and Teodor Niżyński. "On Estimating LON-Based Measures in Cyclic Assignment Problem in Non-permutational Flow Shop Scheduling Problem." In Modelling and Performance Analysis of Cyclic Systems. Springer International Publishing, 2019. http://dx.doi.org/10.1007/978-3-030-27652-2_4.

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Cronin, Neil, Ari Lehtiö, and Jussi Talaskivi. "Research for JYU: An AI-Driven, Fully Remote Mobile Application for Functional Exercise Testing." In Communications in Computer and Information Science. Springer Nature Switzerland, 2024. http://dx.doi.org/10.1007/978-3-031-59091-7_18.

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AbstractAs people live longer, the incidence and severity of health problems increases, placing strain on healthcare systems. There is an urgent need for resource-wise approaches to healthcare. We present a system built using open-source tools that allows health and functional capacity data to be collected remotely. The app records performance on functional tests using the phone’s built-in camera and provides users with immediate feedback. Pose estimation is used to detect the user in the video. The x, y coordinates of key body landmarks are then used to compute further metrics such as joint a
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Klingner, Marvin, and Tim Fingscheidt. "Improved DNN Robustness by Multi-task Training with an Auxiliary Self-Supervised Task." In Deep Neural Networks and Data for Automated Driving. Springer International Publishing, 2022. http://dx.doi.org/10.1007/978-3-031-01233-4_5.

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AbstractWhile deep neural networks for environment perception tasks in autonomous driving systems often achieve impressive performance on clean and well-prepared images, their robustness under real conditions, i.e., on images being perturbed with noise patterns or adversarial attacks, is often subject to a significantly decreased performance. In this chapter, we address this problem for the task of semantic segmentation by proposing multi-task training with the additional task of depth estimation with the goal to improve the DNN robustness. This method has a very wide potential applicability a
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Irnanda, Cut Riska, Isfenti Sadalia, and Nazaruddin. "Contract Analysis for Design and Build Lump Sum Price." In Proceedings of the 19th International Symposium on Management (INSYMA 2022). Atlantis Press International BV, 2022. http://dx.doi.org/10.2991/978-94-6463-008-4_143.

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AbstractA toll road is one of the National Strategic Projects with complete problems and needs highspeed performance during construction. So, contract construction that is usually applied to these projects is design and build contract. Furthermore, best practice for Design and Build is combined with Lump Sum as an estimation cost aspect, so the type of contract used is Design and Build Lump Sum Price. This study aims to review the implementation of the Design and Build Lup Sum Price Contract based on the terms and conditions in the Indonesian Legislation and FIDIC on the Trans Sumatra Toll Pro
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Montesinos López, Osval Antonio, Abelardo Montesinos López, and Jose Crossa. "Overfitting, Model Tuning, and Evaluation of Prediction Performance." In Multivariate Statistical Machine Learning Methods for Genomic Prediction. Springer International Publishing, 2022. http://dx.doi.org/10.1007/978-3-030-89010-0_4.

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AbstractThe overfitting phenomenon happens when a statistical machine learning model learns very well about the noise as well as the signal that is present in the training data. On the other hand, an underfitted phenomenon occurs when only a few predictors are included in the statistical machine learning model that represents the complete structure of the data pattern poorly. This problem also arises when the training data set is too small and thus an underfitted model does a poor job of fitting the training data and unsatisfactorily predicts new data points. This chapter describes the importa
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Conference papers on the topic "Performance estimation problems"

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Yeo, Derrick, John Gerdes, Elena Shrestha, Jean-Paul Reddinger, and Matthew Floros. "A Data-Driven Approach to Onboard Aerodynamic Sensing and Estimation for Tailsitter UAVs." In Vertical Flight Society 80th Annual Forum & Technology Display. The Vertical Flight Society, 2024. http://dx.doi.org/10.4050/f-0080-2024-1334.

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Tailsitter configurations that operate in both fixed and rotary wing flight modes are typically capable of generating large control forces and moments, making them inherently capable of rapid transitions and aggressive maneuvers. However, harnessing these capabilities requires feedback control strategies that can effectively estimate the non-linear aerodynamics loads involved to successfully exploit them. This paper describes initial steps in combining an onboard flow sensing strategy with a data-driven approach to estimating inflight air loads. A neural network is trained to use measurements
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Gro¨nstedt, Tomas U. J. "Identifiability in Multi-Point Gas Turbine Parameter Estimation Problems." In ASME Turbo Expo 2002: Power for Land, Sea, and Air. ASMEDC, 2002. http://dx.doi.org/10.1115/gt2002-30020.

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A method for estimating performance parameters in jet engines with limited instrumentation has been developed. The technique is applied on a nonlinear steady state performance code by making simultaneous use of a number of off-design operating points. A hybridized optimization tool using a genetic algorithm to obtain an initial estimate of the performance parameters, and a gradient method to refine this estimate, has been implemented. The method is tested on a set of simulated data that would be available during performance testing of a PW100 engine. The simulated data is generated assuming re
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Rubbens, Anne, Nizar Bousselmi, Sébastien Colla, and Julien M. Hendrickx. "Interpolation Constraints for Computing Worst-Case Bounds in Performance Estimation Problems." In 2023 62nd IEEE Conference on Decision and Control (CDC). IEEE, 2023. http://dx.doi.org/10.1109/cdc49753.2023.10384170.

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Colla, Sebastien, and Julien M. Hendrickx. "Automated Performance Estimation for Decentralized Optimization via Network Size Independent Problems." In 2022 IEEE 61st Conference on Decision and Control (CDC). IEEE, 2022. http://dx.doi.org/10.1109/cdc51059.2022.9993346.

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Hakkaki-Fard, Ali, Hosein Molavi, and Ramin K. Rahmani. "A Novel Methodology for Combined Parameter and Function Estimation Problems." In ASME 2009 Heat Transfer Summer Conference collocated with the InterPACK09 and 3rd Energy Sustainability Conferences. ASMEDC, 2009. http://dx.doi.org/10.1115/ht2009-88400.

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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 u
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Van der Linde, S. G., M. Dukalski, M. Möller, N. M. P. Neumann, F. Phillipson, and D. Rovetta. "HPC01 - Hybrid Classical-Quantum Computing in Geophysical Inverse Problems: The Case of Quantum Annealing for Residual Statics Estimation." In Sixth EAGE High Performance Computing Workshop. European Association of Geoscientists & Engineers, 2022. http://dx.doi.org/10.3997/2214-4609.2022615002.

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Annaswamy, A. M., C. Thanomsat, N. R. Mehta, and A. P. Loh. "A New Approach to Estimation of Nonlinear Parametrization in Dynamic Systems." In ASME 1997 International Mechanical Engineering Congress and Exposition. American Society of Mechanical Engineers, 1997. http://dx.doi.org/10.1115/imece1997-0398.

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Abstract Nonlinear parametrizations occur in dynamic models of several complex engineering problems. The theory of adaptive estimation and control has been applicable, by and large, to problems where parameters appear linearly. We have recently developed an adaptive controller that is capable of estimating parameters that appear nonlinearly in dynamic systems in a stable manner. In this paper, we present this algorithm and its applicability to the problem of temperature regulation in chemical reactors. It is shown in that the proposed controller leads to a significantly better performance than
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Martins, Marcella S. R., Mohamed El Yafrani, Roberto Santana, Myriam Delgado, Ricardo Luders, and Belaid Ahiod. "On the Performance of Multi-Objective Estimation of Distribution Algorithms for Combinatorial Problems." In 2018 IEEE Congress on Evolutionary Computation (CEC). IEEE, 2018. http://dx.doi.org/10.1109/cec.2018.8477970.

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Vasylyshyn, Volodymyr, Oleksandr Barsukov, Maksym Kasianenko, Pavlo Open'ko, and Oleksandr Kuznietsov. "Improving the Performance of DOA Estimation with Spatial Smoothing via Noise Reduction." In 2020 IEEE International Conference on Problems of Infocommunications. Science and Technology (PIC S&T). IEEE, 2020. http://dx.doi.org/10.1109/picst51311.2020.9467996.

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Olshevska, Tatyana, Volodymir Baliar, and Roman Vasilchenko. "Estimation of DVB-S2 ACM Mode Performance for Broadband Satellite Infocommunication Applications." In 2018 International Scientific-Practical Conference Problems of Infocommunications. Science and Technology (PIC S&T). IEEE, 2018. http://dx.doi.org/10.1109/infocommst.2018.8632159.

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Reports on the topic "Performance estimation problems"

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Muñoz, Juan Sebastián. Re-estimating the Gender Gap in Colombian Academic Performance. Inter-American Development Bank, 2014. http://dx.doi.org/10.18235/0011529.

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This paper presents evidence of the relationship between the disparity in the academic performance of boys and girls in Colombia and the country's excessively high school dropout rates. By using the OLS and trimming for bounds techniques, and based on data derived from the PISA 2009 database, the presented findings show that the vast majority of this gender-related performance gap is explained by selection problems in the group of low-skilled and poor male students. In particular, the high dropout rate overestimates male performance means, creating a selection bias in the regular OLS estimatio
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Meidani, Hadi, and Amir Kazemi. Data-Driven Computational Fluid Dynamics Model for Predicting Drag Forces on Truck Platoons. Illinois Center for Transportation, 2021. http://dx.doi.org/10.36501/0197-9191/21-036.

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Fuel-consumption reduction in the truck industry is significantly beneficial to both energy economy and the environment. Although estimation of drag forces is required to quantify fuel consumption of trucks, computational fluid dynamics (CFD) to meet this need is expensive. Data-driven surrogate models are developed to mitigate this concern and are promising for capturing the dynamics of large systems such as truck platoons. In this work, we aim to develop a surrogate-based fluid dynamics model that can be used to optimize the configuration of trucks in a robust way, considering various uncert
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Nobile, F., Q. Ayoul-Guilmard, S. Ganesh, et al. D6.5 Report on stochastic optimisation for wind engineering. Scipedia, 2022. http://dx.doi.org/10.23967/exaqute.2022.3.04.

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This report presents the latest methods of optimisation under uncertainties investigated in the ExaQUte project, and their applications to problems related to civil and wind engineering. The measure of risk throughout the report is the conditional value at risk. First, the reference method is presented: the derivation of sensitivities of the risk measure; their accurate computation; and lastly, a practical optimisation algorithm with adaptive statistical estimation. Second, this method is directly applied to a nonlinear relaxation oscillator (FitzHugh–Nagumo model) with numerical experiments t
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Carrasco, Marine, and N'golo Koné. Test for Trading Costs Effect in a Portfolio Selection Problem with Recursive Utility. CIRANO, 2023. http://dx.doi.org/10.54932/bjce8546.

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This paper addresses a portfolio selection problem with trading costs on stock market. More precisely, we develop a simple GMM-based test procedure to test the significance of rading costs effect in the economy with a áexible form of transaction costs. We also propose a two-step procedure to test overidentifying restrictions in our GMM estimation. In an empirical analysis, we apply our test procedures to the class of anomalies used in Novy-Marx and Velikov (2016). We show that transaction costs have a significant effect on investors behavior for many anomalies. In that case, investors signific
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Tosi, R., R. Codina, J. Principe, R. Rossi, and C. Soriano. D3.3 Report of ensemble based parallelism for turbulent flows and release of solvers. Scipedia, 2022. http://dx.doi.org/10.23967/exaqute.2022.3.06.

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In this work we focus on reducing the wall clock time required to compute statistical estimators of highly chaotic incompressible flows on high performance computing systems. Our approach consists of replacing a single long-term simulation by an ensemble of multiple independent realizations, which are run in parallel with different initial conditions. A failure probability convergence criteria must be satisfied by the statistical estimator of interest to assess convergence. Its error analysis leads to the identification of two error contributions: the initialization bias and the statistical er
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Ayoul-Guilmard, Q., F. Nobile, S. Ganesh, et al. D5.5 Report on the application of multi-level Monte Carlo to wind engineering. Scipedia, 2022. http://dx.doi.org/10.23967/exaqute.2022.3.03.

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We study the use of multi-level Monte Carlo methods for wind engineering. This report brings together methodological research on uncertainty quantification and work on target applications of the ExaQUte project in wind and civil engineering. First, a multi-level Monte Carlo for the estimation of the conditional value at risk and an adaptive algorithm are presented. Their reliability and performance are shown on the time-average of a non-linear oscillator and on the lift coefficient of an airfoil, with both preset and adaptively refined meshes. Then, we propose an adaptive multi-fidelity Monte
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Finkelstain, Israel, Steven Buccola, and Ziv Bar-Shira. Pooling and Pricing Schemes for Marketing Agricultural Products. United States Department of Agriculture, 1993. http://dx.doi.org/10.32747/1993.7568099.bard.

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In recent years there has been a growing concern over the performance of Israel and U.S. agricultural marketing organizations. In Israel, poor performance of some marketing institutions has led to radical reforms. Examples are the two leading export industries - citrus and flowers. In the U.S., growth of local market power is eliminating competitive row product prices which served as the basis for farmer cooperative payment plans. This research studies, theoretically, several aspects of the above problem and develops empirical methods to assess their relative importance. The theoretical part d
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Koduru, Smitha, and Jason Skow. PR-244-153719-R01 Quantification of ILI Sizing Uncertainties and Improving Correction Factors. Pipeline Research Council International, Inc. (PRCI), 2018. http://dx.doi.org/10.55274/r0011518.

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Operators routinely perform verification digs to assess whether an inline inspection (ILI) tool meets the performance specified by the ILI vendors. Characterizing the actual ILI tool performance using available field and ILI data is a difficult problem due to uncertainties associated with measurements and geometric classification of features. The focus of this project is to use existing ILI and excavation data to develop better approaches for assessing ILI tool performance. For corrosion features, operators are primarily interested in quantifying magnetic flux leakage (MFL) ILI tool sizing err
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Gunay, Selim, Fan Hu, Khalid Mosalam, et al. Blind Prediction of Shaking Table Tests of a New Bridge Bent Design. Pacific Earthquake Engineering Research Center, University of California, Berkeley, CA, 2020. http://dx.doi.org/10.55461/svks9397.

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Considering the importance of the transportation network and bridge structures, the associated seismic design philosophy is shifting from the basic collapse prevention objective to maintaining functionality on the community scale in the aftermath of moderate to strong earthquakes (i.e., resiliency). In addition to performance, the associated construction philosophy is also being modernized, with the utilization of accelerated bridge construction (ABC) techniques to reduce impacts of construction work on traffic, society, economy, and on-site safety during construction. Recent years have seen s
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Meloche, Jean-Philippe, Jérôme Dupras, Andrew Gonzales, Justin Leroux, and François Vaillancourt. Étude sur la mise en œuvre d’outils d’écofiscalité au service de la conservation et de l’adaptation aux changements climatiques dans les basses-terres du Saint-Laurent. CIRANO, 2023. http://dx.doi.org/10.54932/kgdx2810.

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Ce rapport s’interroge sur la contribution des mesures d’écofiscalité à la protection des espaces naturels sur le territoire des basses-terres du Saint-Laurent dans le but d’améliorer la résilience aux changements climatiques et la préservation des habitats des espèces fauniques et floristiques à statut précaire. Deux mesures écofiscales novatrices basées sur l’empreinte écologique de l’usage du sol sont proposées : une mesure de taxation et une mesure de subvention. L’objectif de ce rapport est de valider la faisabilité de ces outils et d’en mesurer les effets à l’échelle du Québec. L’assiett
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