An adaptive trivariate dimension-reduction method for statistical moments assessment and reliability analysis

An adaptive trivariate dimension-reduction method is proposed for statistical moments evaluation and reliability analysis in this paper. First, the raw moments of the performance function can be estimated by means of the trivariate dimension-reduction method, where the trivariate, bivariate and univariate Gaussian-weighted integrals are involved. Since the trivariate and bivariate integrals control the efficiency and accuracy, delineating the existence of bivariate and trivariate cross terms is performed, which could significantly reduce the numbers of trivariate and bivariate integrals to be evaluated. When the cross terms exist, the trivariate and bivariate integrals are numerically evaluated directly by the high-order unscented transformation, where the involved free parameters are provided. When the cross terms don’t exist, the trivariate and bivariate integrals can be further decomposed to be the lower-dimensional integrals, where the high-order unscented transformation is again adopted for numerical integrations. In that regard, the first-four central moments can be computed accordingly and the performance function’s probability density function can be reconstructed by fitting the shifted generalized lognormal distribution model based on the first-four central moments. Then, the failure probability can be computed by a one-dimensional integral over the performance function’s probability density function in the failure domain. Three numerical examples, including both the explicit and implicit performance functions, are investigated, to demonstrate the efficacy of the proposed method for both the statistical moments assessment and reliability analysis.     

A computational framework of kinematic accuracy reliability analysis for industrial robots

A new computational method to evaluate comprehensively the positional accuracy reliability for single coordinate, single point, multipoint and trajectory accuracy of industrial robots is proposed using the sparse grid numerical integration method and the saddlepoint approximation method. A kinematic error model of end-effector is constructed in three coordinate directions using the sparse grid numerical integration method considering uncertain parameters. The first-four order moments and the covariance matrix for three coordinates of the end-effector are calculated by extended Gauss–Hermite integration nodes and corresponding weights. The eigen-decomposition is conducted to transform the interdependent coordinates into independent standard normal variables. An equivalent extreme value distribution of response is applied to assess the reliability of kinematic accuracy. The probability density function and probability of failure for extreme value distribution are then derived through the saddlepoint approximation method. Four examples are given to demonstrate the effectiveness of the proposed method.     

Method of Moments Using Monte Carlo Simulation

Abstract

We present a computational approach to the method of moments using Monte Carlo simulation. Simple algebraic identities are used so that all computations can be performed directly using simulation draws and computation of the derivative of the log-likelihood. We present a simple implementation using the Newton-Raphson algorithm with the understanding that other optimization methods may be used in more complicated problems. The method can be applied to families of distributions with unknown normalizing constants and can be extended to least squares fitting in the case that the number of moments observed exceeds the number of parameters in the model. The method can be further generalized to allow “moments” that are any function of data and parameters, including as a special case maximum likelihood for models with unknown normalizing constants or missing data. In addition to being used for estimation, our method may be useful for setting the parameters of a Bayes prior distribution by specifying moments of a distribution using prior information. We present two examples—specification of a multivariate prior distribution in a constrained-parameter family and estimation of parameters in an image model. The former example, used for an application in pharmacokinetics, motivated this work. This work is similar to Ruppert's method in stochastic approximation, combines Monte Carlo simulation and the Newton-Raphson algorithm as in Penttinen, uses computational ideas and importance sampling identities of Gelfand and Carlin, Geyer, and Geyer and Thompson developed for Monte Carlo maximum likelihood, and has some similarities to the maximum likelihood methods of Wei and Tanner.     

A new multi-threshold image segmentation approach using state transition algorithm

Thresholding plays an important role in image segmentation and image analysis. In this paper, the normalized histogram of an image is fitted by a linear combined normal distribution functions and each normal distribution function represents a class of pixels, whereas the parameters like the mean, the variance and the weights in the fitting function are undetermined. By transforming the fitting problem into a nonlinear and non-convex optimization problem, the state transition algorithm (STA) which is a new global optimization method is used to choose the optimal parameters of the fitting function. The effectiveness of proposed approach in multilevel thresholding problems is tested by several experimental results. By comparing with OTSU, particle swarm optimization (PSO), genetic algorithm (GA) and differential evolution (DE) algorithm, it has shown that STA has competitive performance in terms of both optimization results and thresholding segmentation.     

基于遗传算法的LuGre轮胎模型参数辨识研究

LuGre轮胎模型是一种动态轮胎摩擦力模型,该模型能够精确描述轮胎摩擦环节的动态特性,但由其高度非线性使得参数辨识非常困难.针对LuGre轮胎模型,提出一种基于遗传算法的模型参数两步辨识方法.首先由PD控制辨识出静态参数;然后由PID控制辨识出动态参数.在每一步辨识中,均采用遗传算法作为优化工具,从而避免了采用拟和辨识方法中误差较大,试验条件难以控制的缺点.该算法仅仅使用轮胎转速数据,而转速传感器是汽车防滑刹车控制系统(ABS)的基本组成部分,因此该算法可以与ABS结合工作,低成本的实现LuGre轮胎模型参数辨识.     

A distributionally robust optimization model for batch nonlinear switched time-delay system considering uncertain output measurements

In this paper, we consider a nonlinear switched time-delay (NSTD) system with unknown switching times and unknown system parameters, where the output measurement is uncertain. This system is the underling dynamical system for the batch process of glycerol bioconversion to 1,3-propanediol induced by Klebsiella pneumoniae. The uncertain output measurement is regarded as a stochastic vector (whose components are stochastic variables) and the only information about its distribution is the first-order moment. The objective of this paper is to identify the unknown quantities of the NSTD system. For this, a distributionally robust optimization problem (a bi-level optimization problem) governed by the NSTD system is proposed, where the relative error under the environment of uncertain output measurements is involved in the cost functional. The bi-level optimization problem is transformed into a single-level optimization problem with non-smooth term through the application of duality theory in probability space. By applying the smoothing technique, the non-smooth term is approximated by a smooth term and the convergence of the approximation is established. Then, the gradients of the cost functional with respect to switching times and system parameters are derived. A hybrid optimization algorithm is developed to solve the transformed problem. Finally, we verify the obtained switching times and system parameters, as well as the effectiveness of the proposed algorithm, by solving this distributionally robust optimization problem.     

Synchronization of different-order chaotic systems: Adaptive active vs. optimal control

In this paper, an adaptive algorithm is proposed for synchronization of chaotic systems with different orders. A modular adaptive control strategy is applied to make states of the slave system track those of the master, despite the unknown parameters. One of the most advantages of the modularity approach, which is applied for the first time in chaos synchronization, is its flexibility in choosing identification and control modules and designing them completely independently. In this paper, a modified recursive least square algorithm is used to identify the unknown parameters of the slave system, and the control module is designed by means of two different algorithms. First it is designed based on active control method, and then, in order to synchronize with a lower energy, we design an optimal controller. The two methods are applied on a practical case study, and the results are compared. Two different dimensional neuron models, the HR neuron model and the cable model of cylindrical cell, are considered as the master and slave systems, respectively. Simulation results confirm the effectiveness of the proposed method.     

刚性目标形状反演的一种非线性最优化方法

发展了从声散射场的远场分布的信息来再现声刚性目标形状反问题的一种非线性最优化方法,它是通过独立地求解一个不适定的线性系统和一个适定的非线性最小化问题来实现的。对反问题的非线性和不适定性的这种分离式数值处理,使所建立方法的数值实现是非常容易和快速的,因为在确定声刚性障碍物形状的非线性最优化步中,只需求解一个只有一个未知函数的小规模的最小平方问题。该方法的另一个特别的性质是,只需要远场分布的一个Fourier系数,即可对未知的刚性目标作物形设别。进而提出了数值实现该方法的一种两步调整迭代算法。对具有各种形状的二维刚性障碍物的数值试验保证了本算法是有效和实用的。     

Nonlinear system identification and control using a real-coded genetic algorithm

A real-coded genetic algorithm (GA) applied to the system identification and control for a class of nonlinear systems is proposed in this paper. It is well known that GA is a globally optimal method motivated from natural evolutionary concepts. For solving a given optimization problem, there are two different kinds of GA operations: binary coding and real coding. In general, a real-coded GA is more suitable and convenient to deal with most practical engineering applications. In this paper, in the beginning we attempt to utilize a real-coded GA to identify the unknown system which its structure is assumed to be known previously. Next, according to the estimated system model an optimal off-line PID controller is optimally solved by also using the real-coded GA. Two simulated examples are finally given to demonstrate the effectiveness of the proposed method.     

Transmuted lower record type inverse rayleigh distribution: estimation,characterizations and applications

This study introduces a new lifetime distribution called the transmuted lower record type inverse Rayleigh which extends the inverse Rayleigh distribution and has the potential to model the recovery times of Covid-19 patients.The new distribution is obtained using the distributions of the first two lower record statistics of the inverse Rayleigh distribution. We discuss some statistical inferences and mathematical properties of the suggested distribution. We examine some characteristics of the proposed distribution such as density shape, hazard function,moments, moment generating function, incomplete moments,Rényi entropy, order statistics, stochastic ordering. We consider five estimation methods such as maximum likelihood, least squares, weighted least squares, Anderson-Darling, Cramér-von Mises for the point estimation of the proposed distribution. Then, a comprehensive Monte Carlo simulation study is carried out to assess the risk behavior of the examined estimators. We provide two real data applications to illustrate the fitting ability of the proposed model, and compare its fit with competitor ones. Unlike many previously proposed distributions, the introduced distribution in this paper has modeled the recovery times of Covid-19 patients.

     

Parameter estimation for a price series model by solving a linear SDE with a Poisson component

A model of a series of price increments with jumps is constructed based on a linear stochastic differential equation with a Poisson component. Some estimates of unknown parameters of the model and SDE are obtained by using the method of moments. A statistical simulation algorithm for solving an SDE with a Poisson component in general form is proposed. Results of numerical experiments are given.     

On the Moments of Overflow and Freed Carried Traffic for the GI/M/C/0 System

In circuit-switched networks call streams are characterized by their mean and peakedness (two-moment method). The GI/M/C/0 system is used to model a single link, where the GI-stream is determined by fitting moments appropriately. For the moments of the overflow traffic of a GI/M/C/0 system there are efficient numerical algorithms available. However, for the moments of the freed carried traffic, defined as the moments of a virtual link of infinite capacity to which the process of calls accepted by the link (carried arrival process) is virtually directed and where the virtual calls get fresh exponential i.i.d. holding times, only complex numerical algorithms are available. This is the reason why the concept of the freed carried traffic is not used. The main result of this paper is a numerically stable and efficient algorithm for computing the moments of freed carried traffic, in particular an explicit formula for its peakedness. This result offers a unified handling of both overflow and carried traffics in networks. Furthermore, some refined characteristics for the overflow and freed carried streams are derived.     

A numerical method for minimum distance estimation problems

This paper introduces a general method for the numerical derivation of a minimum distance (MD) estimator for the parameters of an unknown distribution. The approach is based on an active sampling of the space in which the random sample takes values and on the optimization of the parameters of a suitable approximating model. This allows us to derive the MD estimator function for any given distribution, by which we can immediately obtain the MD estimate of the unknown parameters in correspondence to any observed random sample. Convergence of the method is proved when mild conditions on the sampling process and on the involved functions are satisfied, and it is shown that favorable rates can be obtained when suitable deterministic sequences are employed. Finally, simulation results are provided to show the effectiveness of the proposed algorithm on two case studies.     

Robust intelligent sliding model control using recurrent cerebellar model articulation controller for uncertain nonlinear chaotic systems

In this paper, a robust intelligent sliding model control (RISMC) scheme using an adaptive recurrent cerebellar model articulation controller (RCMAC) is developed for a class of uncertain nonlinear chaotic systems. This RISMC system offers a design approach to drive the state trajectory to track a desired trajectory, and it is comprised of an adaptive RCMAC and a robust controller. The adaptive RCMAC is used to mimic an ideal sliding mode control (SMC) due to unknown system dynamics, and a robust controller is designed to recover the residual approximation error for guaranteeing the stable characteristic. Moreover, the Taylor linearization technique is employed to derive the linearized model of the RCMAC. The all adaptation laws of the RISMC system are derived based on the Lyapunov stability analysis and projection algorithm, so that the stability of the system can be guaranteed. Finally, the proposed RISMC system is applied to control a Van der Pol oscillator, a Genesio chaotic system and a Chua’s chaotic circuit. The effectiveness of the proposed control scheme is verified by some simulation results with unknown system dynamics and existence of external disturbance. In addition, the advantages of the proposed RISMC are indicated in comparison with a SMC system.     

Generation of three-dimensional random rotations in fitting and matching problems

An algorithm is developed to generate random rotations in three-dimensional space that follow a probability distribution arising in fitting and matching problems. The rotation matrices are orthogonally transformed into an optimal basis and then parameterized using Euler angles. The conditional distributions of the three Euler angles have a very simple form: the two azimuthal angles can be decoupled by sampling their sum and difference from a von Mises distribution; the cosine of the polar angle is exponentially distributed and thus straighforward to generate. Simulation results are shown and demonstrate the effectiveness of the method. The algorithm is compared to other methods for generating random rotations such as a random walk Metropolis scheme and a Gibbs sampling algorithm recently introduced by Green and Mardia. Finally, the algorithm is applied to a probabilistic version of the Procrustes problem of fitting two point sets and applied in the context of protein structure superposition.     

Sparse Approximation of Data-Driven Polynomial Chaos Expansions: An Induced Sampling Approach

One of the open problems in the field of forward uncertainty quantification(UQ) is the ability to form accurate assessments of uncertainty having only incomplete information about the distribution of random inputs. Another challenge is to efficiently make use of limited training data for UQ predictions of complex engineering problems, particularly with high dimensional random parameters. We address these challenges by combining data-driven polynomial chaos expansions with a recently developed preconditioned sparse approximation approach for UQ problems. The first task in this two-step process is to employ the procedure developed in [1] to construct an "arbitrary" polynomial chaos expansion basis using a finite number of statistical moments of the random inputs. The second step is a novel procedure to effect sparse approximation via l1 minimization in order to quantify the forward uncertainty. To enhance the performance of the preconditioned l1 minimization problem, we sample from the so-called induced distribution, instead of using Monte Carlo (MC) sampling from the original, unknown probability measure. We demonstrate on test problems that induced sampling is a competitive and often better choice compared with sampling from asymptotically optimal measures(such as the equilibrium measure) when we have incomplete information about the distribution. We demonstrate the capacity of the proposed induced sampling algorithm via sparse representation with limited data on test functions, and on a Kirchoff plating bending problem with random Young's modulus.     

Fraction-order total variation blind image restoration based on L1-norm

A fraction-order total variation blind image restoration algorithm based on L1-norm was proposed for restoring the images blurred by unknown point spread function (PSF) during imaging. According to the form of total variation, this paper introduced an arithmetic operator of fraction-order total variation and generated a mathematical model of cost. Semi-quadratic regularization was used to solve the model iteratively so that the solution of this algorithm became easier. This paper also analyzed the convergence of this algorithm and then testified its feasibility in theory. The experimental results showed the proposed algorithm can increase the PSNR of the restored image by 1 dB in relation to the first order total variation blind restoration method and Bayesian blind restoration method. The details in real blurred image were also pretty well restored. The effectiveness of the proposed algorithm revealed that it was practical in the blind image restoration.     

On size-biased Consul distribution

In this paper, a size-biased Consul distribution (SBCOND) is defined. Recurrence relations for central moments and the moments about origin are obtained. Different estimation methods for the parameters of the model are discussed. A comparative analysis is done among the three different estimation methods and the proposed model is compared with the generalized logarithmic series distribution (GLSD) and simple Consul distribution.     

The Finite Element Method for Computing the Stationary Distribution of an SRBM in a Hypercube with Applications to Finite Buffer Queueing Networks

This paper proposes an algorithm, referred to as BNAfm (Brownian network analyzer with finite element method), for computing the stationary distribution of a semimartingale reflecting Brownian motion (SRBM) in a hypercube. The SRBM serves as an approximate model of queueing networks with finite buffers. Our BNAfm algorithm is based on the finite element method and an extension of a generic algorithm developed by Dai and Harrison [14]. It uses piecewise polynomials to form an approximate subspace of an infinite-dimensional functional space. The BNAfm algorithm is shown to produce good estimates for stationary probabilities, in addition to stationary moments. This is in contrast to the BNAsm algorithm (Brownian network analyzer with spectral method) of Dai and Harrison [14], which uses global polynomials to form the approximate subspace and which sometimes fails to produce meaningful estimates of these stationary probabilities. Extensive computational experiences from our implementation are reported, which may be useful for future numerical research on SRBMs. A three-station tandem network with finite buffers is presented to illustrate the effectiveness of the Brownian approximation model and our BNAfm algorithm.     

A computational determination of the Cowper–Symonds parameters from a single Taylor test

A novel technique for the dynamic characterization of metals from a single Taylor impact test is proposed. This computational characterization procedure is based on the formulation and solution of a first class inverse problem, in which the silhouette of the Taylor specimen’s final shape is expressed as a vector of its geometrical moments and used as input parameter. The inverse characterization problem is reduced to an optimization problem where the optimum material parameters for the Cowper–Symonds material model are determined. The optimization process is performed by a range adaptation real-coded genetic algorithm. Numerical example for the characterisation of 1018 steel is implemented and presented to validate the methodology presented in this paper. The effectiveness and simplicity of the proposed characterization procedure makes it an appropriate tool for the characterization of metals at high strain rates.