scholarly journals Population Pharmacodynamic Parameter Estimation from Sparse Sampling: Effect of Sigmoidicity on Parameter Estimates

2009 ◽  
Vol 11 (3) ◽  
Author(s):  
Sudhakar M. Pai ◽  
Suzette Girgis ◽  
Vijay K. Batra ◽  
Ihab G. Girgis
Keyword(s):  
Parameter Estimation ◽  
Sparse Sampling ◽  
Parameter Estimates ◽  
Pharmacodynamic Parameter ◽  
Sampling Effect

Experimental Robot Identification: Advantages of Combining Internal and External Measurements and of Using Periodic Excitation

2001 ◽  
Vol 123 (4) ◽  
pp. 630-636 ◽  
Author(s):  
Walter Verdonck ◽  
Jan Swevers ◽  
Jean-Claude Samin
Keyword(s):  
Signal Processing ◽  
Parameter Estimation ◽  
Effective Means ◽  
Base Plate ◽  
Experimental Results ◽  
Parameter Estimates ◽  
Periodic Excitation ◽  
Identification Method ◽  
Reaction Forces ◽  
Improved Model

This paper discusses the advantages of using periodic excitation and of combining internal and external measurements in experimental robot identification. This discussion is based on the robot identification method developed by Swevers et al., a method that is recognized by industry as an effective means of robot identification that is frequently used, Hirzinger, G., Fischer, M., Brunner, B., Koeppe, R., Otter, M., Grebenstein, M., and Schafer, I, 1999, “Advances is Robotics: The DLR Experiment,” The International Journal of Robotics Research, Vol. 18, No. 11, pp. 1064–1087 [3]. Experimental results on a KUKA IR 361 show that the periodicity of the robot excitation is a key element of this method. Nonperiodic robot excitation complicates the signal processing preceding the parameter estimation, often yielding less accurate parameter estimates. An extension of this identification method combines internal and external measurements, Chenut, X., Samin, J. C., Swevers, J., and Ganseman, C., 2000, “Combining Internal and External robot Models for improved Model Parameter Estimation,” Mechanical Systems and Signal Processing. Vol. 14, No. 5, pp. 691–704 [4], yielding robot models that allow to accurately predict the actuator torques and the reaction forces/torques of the robot on its base plate, which are both important for the path planning. This paper presents and critically discusses the first experimental results obtained with this method.

Parameter Estimation in a Nonlinear Vibrating System Using an Observer for an Extended System

1999 ◽  
Author(s):  
Anindya Chatterjee ◽  
Joseph P. Cusumano
Keyword(s):  
Parameter Estimation ◽  
Time Scale ◽  
Asymptotic Methods ◽  
System Response ◽  
Parameter Estimates ◽  
Fast Time ◽  
State Variables ◽  
Slow Time ◽  
Unknown Parameters ◽  
Lipschitz Continuous

Abstract We present a new observer-based method for parameter estimation for nonlinear oscillatory mechanical systems where the unknown parameters appear linearly (they may each be multiplied by bounded and Lipschitz continuous but otherwise arbitrary, possibly nonlinear, functions of the oscillatory state variables and time). The oscillations in the system may be periodic, quasiperiodic or chaotic. The method is also applicable to systems where the parameters appear nonlinearly, provided a good initial estimate of the parameter is available. The observer requires measurements of displacements. It estimates velocities on a fast time scale, and the unknown parameters on a slow time scale. The fast and slow time scales are governed by a single small parameter ϵ. Using asymptotic methods including the method of averaging, it is shown that the observer’s estimates of the unknown parameters converge like e−ϵt where t is time, provided the system response is such that the coefficient-functions of the unknown parameters are not close to being linearly dependent. It is also shown that the method is robust in that small errors in the model cause small errors in the parameter estimates. A numerical example is provided to demonstrate the effectiveness of the method.

Parameter Estimation in Marketing Models in the Presence of Influential Response Data: Robust Regression and Applications

1984 ◽  
Vol 21 (3) ◽  
pp. 268-277 ◽  
Author(s):  
Vijay Mahajan ◽  
Subhash Sharma ◽  
Yoram Wind
Keyword(s):  
Parameter Estimation ◽  
Regression Analysis ◽  
Least Squares ◽  
Robust Regression ◽  
Ordinary Least Squares ◽  
Regression Coefficients ◽  
Parameter Estimates ◽  
Response Data ◽  
Marketing Models ◽  
Marketing Data

In marketing models, the presence of aberrant response values or outliers in data can distort the parameter estimates or regression coefficients obtained by means of ordinary least squares. The authors demonstrate the potential usefulness of the robust regression analysis in treating influential response values in marketing data.

Integrating Parameter Estimation Solutions From the Time and Time-Scale Domains

2009 ◽  
Author(s):  
James R. McCusker ◽  
Kourosh Danai
Keyword(s):  
Parameter Estimation ◽  
Least Squares ◽  
Time Scale ◽  
Prediction Error ◽  
Nonlinear Least Squares ◽  
Integrated Approach ◽  
Parameter Estimates ◽  
Model Parameters ◽  
Single Model ◽  
Iterative Estimation

A method of parameter estimation was recently introduced that separately estimates each parameter of the dynamic model [1]. In this method, regions coined as parameter signatures, are identified in the time-scale domain wherein the prediction error can be attributed to the error of a single model parameter. Based on these single-parameter associations, individual model parameters can then be estimated for iterative estimation. Relative to nonlinear least squares, the proposed Parameter Signature Isolation Method (PARSIM) has two distinct attributes. One attribute of PARSIM is to leave the estimation of a parameter dormant when a parameter signature cannot be extracted for it. Another attribute is independence from the contour of the prediction error. The first attribute could cause erroneous parameter estimates, when the parameters are not adapted continually. The second attribute, on the other hand, can provide a safeguard against local minima entrapments. These attributes motivate integrating PARSIM with a method, like nonlinear least-squares, that is less prone to dormancy of parameter estimates. The paper demonstrates the merit of the proposed integrated approach in application to a difficult estimation problem.

A Comparison of the Internal Validity of Alternative Parameter Estimation Methods in Decompositional Multiattribute Preference Models

1979 ◽  
Vol 16 (3) ◽  
pp. 313-322 ◽  
Author(s):  
Arun K. Jain ◽  
Franklin Acito ◽  
Naresh K. Malhotra ◽  
Vijay Mahajan
Keyword(s):  
Parameter Estimation ◽  
Data Collection ◽  
Data Base ◽  
Internal Validity ◽  
Detailed Comparison ◽  
Estimation Methods ◽  
Parameter Estimates ◽  
Alternative Approaches ◽  
Preference Models ◽  
Parameter Estimation Methods

Since 1971, interest in the use of decompositional multiattribute preference models in marketing has been increasing. The applications have varied in terms of the type of data used, behavior predicted, and methods used for estimating parameters. The authors examine the effect of different data collection and estimation procedures on parameter estimates and their stability and validity. An actual data base is used. A detailed comparison is made of the alternative approaches of parameter estimation and suggestions are given for the potential users of decompositional multiattribute preference models.

scholarly journals A QUASI-LIKELIHOOD APPROACH TO PARAMETER ESTIMATION FOR SIMULATABLE STATISTICAL MODELS

2014 ◽  
Vol 33 (2) ◽  
pp. 107 ◽  
Author(s):  
Markus Baaske ◽  
Felix Ballani ◽  
Karl Gerald Van den Boogaart
Keyword(s):  
Parameter Estimation ◽  
Statistical Models ◽  
Estimation Method ◽  
Score Function ◽  
Boolean Model ◽  
Parameter Estimates ◽  
Random Errors ◽  
Likelihood Functions ◽  
Simulation Based ◽  
Likelihood Approach

This paper introduces a parameter estimation method for a general class of statistical models. The method exclusively relies on the possibility to conduct simulations for the construction of interpolation-based metamodels of informative empirical characteristics and some subjectively chosen correlation structure of the underlying spatial random process. In the absence of likelihood functions for such statistical models, which is often the case in stochastic geometric modelling, the idea is to follow a quasi-likelihood (QL) approach to construct an optimal estimating function surrogate based on a set of interpolated summary statistics. Solving these estimating equations one can account for both the random errors due to simulations and the uncertainty about the meta-models. Thus, putting the QL approach to parameter estimation into a stochastic simulation setting the proposed method essentially consists of finding roots to a sequence of approximating quasiscore functions. As a simple demonstrating example, the proposed method is applied to a special parameter estimation problem of a planar Boolean model with discs. Here, the quasi-score function has a half-analytical, numerically tractable representation and allows for the comparison of the model parameter estimates found by the simulation-based method and obtained from solving the exact quasi-score equations.

scholarly journals Least-Squares Parameter Estimation Algorithm for a Class of Input Nonlinear Systems

2012 ◽  
Vol 2012 ◽  
pp. 1-14 ◽  
Author(s):  
Weili Xiong ◽  
Wei Fan ◽  
Rui Ding
Keyword(s):  
Parameter Estimation ◽  
Nonlinear Systems ◽  
Least Squares ◽  
Moving Average ◽  
Estimation Algorithm ◽  
Autoregressive Moving Average ◽  
Parameter Estimates ◽  
Persistent Excitation ◽  
Estimation Algorithms ◽  
Parameter Estimation Algorithm

This paper studies least-squares parameter estimation algorithms for input nonlinear systems, including the input nonlinear controlled autoregressive (IN-CAR) model and the input nonlinear controlled autoregressive autoregressive moving average (IN-CARARMA) model. The basic idea is to obtain linear-in-parameters models by overparameterizing such nonlinear systems and to use the least-squares algorithm to estimate the unknown parameter vectors. It is proved that the parameter estimates consistently converge to their true values under the persistent excitation condition. A simulation example is provided.

scholarly journals SNP genotyping and parameter estimation in polyploids using low-coverage sequencing data

2017 ◽  
Author(s):  
Paul D. Blischak ◽  
Laura S. Kubatko ◽  
Andrea D. Wolfe
Keyword(s):  
Parameter Estimation ◽  
High Throughput Sequencing ◽  
Estimation Error ◽  
Parameter Estimates ◽  
Data Sets ◽  
Mixed Mating ◽  
Sequencing Data ◽  
Ploidy Levels ◽  
Sequencing Coverage ◽  
High Throughput Sequencing Data

AbstractMotivation:Genotyping and parameter estimation using high throughput sequencing data are everyday tasks for population geneticists, but methods developed for diploids are typically not applicable to polyploid taxa. This is due to their duplicated chromosomes, as well as the complex patterns of allelic exchange that often accompany whole genome duplication (WGD) events. For WGDs within a single lineage (auto polyploids), inbreeding can result from mixed mating and/or double reduction. For WGDs that involve hybridization (allopolyploids), alleles are typically inherited through independently segregating subgenomes.Results:We present two new models for estimating genotypes and population genetic parameters from genotype likelihoods for auto- and allopolyploids. We then use simulations to compare these models to existing approaches at varying depths of sequencing coverage and ploidy levels. These simulations show that our models typically have lower levels of estimation error for genotype and parameter estimates, especially when sequencing coverage is low. Finally, we also apply these models to two empirical data sets from the literature. Overall, we show that the use of genotype likelihoods to model non-standard inheritance patterns is a promising approach for conducting population genomic inferences in polyploids.Availability:A C++ program, EBG, is provided to perform inference using the models we describe. It is available under the GNU GPLv3 on GitHub:https://github.com/pblischak/polyploid-genotyping.Contact: [email protected].

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