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Rozprawy doktorskie na temat "Optimal estimation of parameters"

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Cheung, Man-Fung. "On optimal algorithms for parameter set estimation." The Ohio State University, 1991. http://rave.ohiolink.edu/etdc/view?acc_num=osu1302628544.

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Iolov, Alexandre V. "Parameter Estimation, Optimal Control and Optimal Design in Stochastic Neural Models." Thesis, Université d'Ottawa / University of Ottawa, 2016. http://hdl.handle.net/10393/34866.

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This thesis solves estimation and control problems in computational neuroscience, mathematically dealing with the first-passage times of diffusion stochastic processes. We first derive estimation algorithms for model parameters from first-passage time observations, and then we derive algorithms for the control of first-passage times. Finally, we solve an optimal design problem which combines elements of the first two: we ask how to elicit first-passage times such as to facilitate model estimation based on said first-passage observations. The main mathematical tools used are the Fokker-Planck partial differential equation for evolution of probability densities, the Hamilton-Jacobi-Bellman equation of optimal control and the adjoint optimization principle from optimal control theory. The focus is on developing computational schemes for the solution of the problems. The schemes are implemented and are tested for a wide range of parameters.
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Agaba, Peter. "Optimal Control Theory and Estimation of Parameters in a Differential Equation Model for Patients with Lupus." TopSCHOLAR®, 2019. https://digitalcommons.wku.edu/theses/3118.

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System Lupus Erythematosus (SLE) is a chronic inflammatory autoimmune disorder that affects many parts of the body including skin, joints, kidneys, brains and other organs. Lupus Nephritis (LN) is a disease caused by SLE. Given the complexity of LN, we establish an optimal treatment strategy based on a previously developed mathematical model.For our thesis work, the model variables are: Immune Complexes (I), Pro-inflammatory mediators (P), Damaged tissue (D), and Anti-inflammatory mediators (A). The analysis in this research project focuses on analyzing therapeutic strategies to control damage using both parameter estimation techniques (integration of data to quantify any uncertainties associated with parameters) and optimal control with the goal of minimizing time spent on therapy for treating damaged tissue by LN.
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Alana, Jorge Enrique. "Optimal measurement locations for parameter estimation of distributed parameter systems." Thesis, University of Manchester, 2011. https://www.research.manchester.ac.uk/portal/en/theses/optimal-measurement-locations-for-parameter-estimation-of-distributed-parameter-systems(fffa31d8-2b19-434b-a2b6-7809e314bb55).html.

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Identifying the parameters with the largest influence on the predicted outputs of a model revealswhich parameters need to be known more precisely to reduce the overall uncertainty on themodel output. A large improvement of such models would result when uncertainties in the keymodel parameters are reduced. To achieve this, new experiments could be very helpful,especially if the measurements are taken at the spatio-temporal locations that allow estimate the parameters in an optimal way. After evaluating the methodologies available for optimal sensor location, a few observations were drawn. The method based on the Gram determinant evolution can report results not according to what should be expected. This method is strongly dependent of the sensitivity coefficients behaviour. The approach based on the maximum angle between subspaces, in some cases, produced more that one optimal solution. It was observed that this method depends on the magnitude of outputs values and report the measurement positions where the outputs reached their extrema values. The D-optimal design method produces number and locations of the optimal measurements and it depends strongly of the sensitivity coefficients, but mostly of their behaviours. In general it was observed that the measurements should be taken at the locations where the extrema values (sensitivity coefficients, POD modes and/or outputs values) are reached. Further improvements can be obtained when a reduced model of the system is employed. This is computationally less expensive and the best estimation of the parameter is obtained, even with experimental data contaminated with noise. A new approach to calculate the time coefficients belonging to an empirical approximator based on the POD-modes derived from experimental data is introduced. Additionally, an artificial neural network can be used to calculate the derivatives but only for systems without complex nonlinear behaviour. The latter two approximations are very valuable and useful especially if the model of the system is unknown.
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Chan, Chun-wang Aaron, and 陳俊弘. "Statistical estimation of haemodynamic parameters in optical coherence tomography." Thesis, The University of Hong Kong (Pokfulam, Hong Kong), 2014. http://hdl.handle.net/10722/206460.

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Optical coherence tomography (OCT) is an imaging modality analogous to ultrasound. By using the interference properties of light, one may image to micrometer resolutions using interferometric methods. Most modern systems can acquire A-scans at kHz to MHz speeds, and are capable of real-time 3D imaging. OCT has been used extensively in ophthalmology and has been used in angiography to quantify blood flow. The aim of this research has been to develop statistically optimal estimators for blood flow estimation to take advantage of these hardware advances. This is achieved through a deeper understanding of the noise characteristics of OCT. Through mathematical derivations and simulations, the noise characteristics of OCT Doppler and flow imaging were accurately modelled as additive white noise and multiplicative decorrelation noise. Decorrelation arises due to relative motion of tissue relative to the OCT region of interest and adversely affects Doppler estimation. From these models maximum likelihood estimators (MLEs) that statistically outperform the commonly used Kasai autocorrelation estimator were derived. The Cramer-Rao lower bound (CRLB), which gives the theoretical lowest estimator variance for an unbiased estimator was derived for different noise regimes. It is shown that the AWGN MLE achieves the CRLB for additive white noise dominant conditions, and the decorrelation noise MLE achieves the CRLB under more general noise conditions. The use of computational algorithms that enhance the capabilities of OCT are demonstrated. This shows that this approach for determining parametric estimators may be used in a more general medical imaging context. In addition, the use of decorrelation as a measure of speed is explored, as it is itself proportional to flow speed.<br>published_or_final_version<br>Electrical and Electronic Engineering<br>Doctoral<br>Doctor of Philosophy
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Helin, Mikael. "Inverse Parameter Estimation using Hamilton-Jacobi Equations." Thesis, KTH, Numerisk analys, NA, 2013. http://urn.kb.se/resolve?urn=urn:nbn:se:kth:diva-123092.

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Inthis degree project, a solution on a coarse grid is recovered by fitting apartial differential equation to a few known data points. The PDE to consideris the heat equation and the Dupire’s equation with their synthetic data,including synthetic data from the Black-Scholes formula. The approach to fit aPDE is by optimal control to derive discrete approximations to regularized Hamiltoncharacteristic equations to which discrete stepping schemes, and parameters forsmoothness, are examined. By non-parametric numerical implementation thedervied method is tested and then a few suggestions on possible improvementsare given<br>I detta examensarbete återskapas en lösning på ett glest rutnät genom att anpassa en partiell differentialekvation till några givna datapunkter. De partiella differentialekvationer med deras motsvarande syntetiska data som betraktas är värmeledningsekvationen och Dupires ekvation inklusive syntetiska data från Black-Scholes formel. Tillvägagångssättet att anpassa en PDE är att med hjälp av optimal styrning härleda diskreta approximationer på ett system av regulariserade Hamilton karakteristiska ekvationer till vilka olika diskreta stegmetoder och parametrar för släthet undersöks. Med en icke-parametrisk numerisk implementation prövas den härledda metoden och slutligen föreslås möjliga förbättringar till metoden.
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Fraleigh, Lisa Marie. "Optimal sensor selection and parameter estimation for real-time optimization." Thesis, National Library of Canada = Bibliothèque nationale du Canada, 1999. http://www.collectionscanada.ca/obj/s4/f2/dsk2/ftp01/MQ40050.pdf.

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Lee, Dong Jin. "Essays on optimal tests for parameter instability." Diss., Connect to a 24 p. preview or request complete full text in PDF format. Access restricted to UC campuses, 2008. http://wwwlib.umi.com/cr/ucsd/fullcit?p3304195.

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Thesis (Ph. D.)--University of California, San Diego, 2008.<br>Title from first page of PDF file (viewed June 16, 2008). Available via ProQuest Digital Dissertations. Vita. Includes bibliographical references (p. 158-164).
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Said, Munzir. "Computational optimal control modeling and smoothing for biomechanical systems." University of Western Australia. Dept. of Mathematics and Statistics, 2007. http://theses.library.uwa.edu.au/adt-WU2007.0082.

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[Truncated abstract] The study of biomechanical system dynamics consists of research to obtain an accurate model of biomechanical systems and to find appropriate torques or forces that reproduce motions of a biomechanical subject. In the first part of this study, specific computational models are developed to maintain relative angle constraints for 2-dimensional segmented bodies. This is motivated by the fact that there is a possibility of models of segmented bodies, moving under gravitational acceleration and joint torques, for its segments to move past the natural relative angle limits. Three models to maintain angle constraints between segments are proposed and compared. These models are: all-time angle constraints, a restoring torque in the state equations and an exponential penalty model. The models are applied to a 2-D three segment body to test the behaviour of each model when optimizing torques to minimize an objective. The optimization is run to find torques so that the end effector of the body follows the trajectory of a half circle. The result shows the behavior of each model in maintaining the angle constraints. The all-time constraints case exhibits a behaviour of not allowing torques (at a solution) which make segments move past the constraints, while the other two show a flexibility in handling the angle constraints more similar to a real biomechanical system. With three computational methods to represent the angle contraint, a workable set of initial torques for the motion of a segmented body can be obtained without causing integration failure in the ordinary differential equation (ODE) solver and without the need to use the “blind man method” that restarts the optimal control many times. ... With one layer of penalty weight balancing between trajectory compliance penalty and other optimal control objectives (minimizing torque/smoothing torque) already difficult to obtain (as explained by the L-curve phenomena), adding the second layer penalty weight for the closeness of fit for each of the body segments will further complicate the weight balancing and too much trial and error computation may be needed to get a reasonably good set of weighting values. Second order regularization is also added to the optimal control objective and the optimization has managed to obtain smoother torques for all body joints. To make the current approach more competitive with the inverse dynamic, an algorithm to speed up the computation of the optimal control is required as a potential future work.
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Hendriko, ? "Advanced virtual simulation for optimal cutting parameters control in five axis milling." Thesis, Clermont-Ferrand 2, 2014. http://www.theses.fr/2014CLF22464/document.

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La thèse concerne l’usinage à 5 axes de formes complexes. Le but est d’estimer le plus précisément possible les efforts induits par la coupe pour ajuster la vitesse d’avance et gagner en performance. Pour cela, il est nécessaire d’estimer les engagements radial et axial de la fraise à chaque instant. Ce calcul est rendu particulièrement complexe à cause de la forme de la pièce, de la forme du brut et de la complexité de la géométrie de l’outil. Les méthodes usuelles par Zbuffer sont particulièrement couteuses en temps de calcul. Dans ces travaux nous proposons une méthode de calcul rapide à partir d’une modélisation du contact dans toutes les situations envisageables. Différentes simulations et expérimentations ont permis de valider la précision expérimentalement<br>This study presents a simple method to define the Cutter Workpiece Engagement (CWE) during sculptured surface machining in five-axis milling. The instantaneous CWE was defined by determining two engagement points, lowermost engagement (LE)-point and uppermost engagement (UE)-point. LE-point was calculated using a method called grazing method. Meanwhile the UE-point was calculated using a combination of discretization and analytical method. During rough milling and semi-finish milling, the workpiece surface was represented by vertical vector. The method called Toroidal–boundary was employed to obtain the UE-point when it was located on cutting tool at toroidal side. On the other hand, the method called Cylindrical-boundary was used to calculate the UE-point for flat-end cutter and cylindrical side of toroidal cutter. For a free-form workpiece surface, a hybrid method, which is a combination of analytical method and discrete method, was used. All the CWE models proposed in this study were verified and the results proved that the proposed method were accurate. The efficiency of the proposed model in generating CWE was also compared with Z-mapping method. The result confirmed that the proposed model was more efficient in term of computational time. The CWE model was also applied for supporting the method to predict cutting forces. The test results showed that the predicted cutting force has a good agreement with the cutting force generated from the experimental work
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