• Title/Summary/Keyword: Nonlinear Least Squares

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Aspects of size effect on discrete element modeling of normal strength concrete

  • Gyurko, Zoltan;Nemes, Rita
    • Computers and Concrete
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    • v.28 no.5
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    • pp.521-532
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    • 2021
  • Present paper focuses on the modeling of size effect on the compressive strength of normal concrete with the application of Discrete Element Method (DEM). Test specimens with different size and shape were cast and uniaxial compressive strength test was performed on each sample. Five different concrete mixes were used, all belonging to a different normal strength concrete class (C20/25, C30/37, C35/45, C45/55, and C50/60). The numerical simulations were carried out by using the PFC 5 software, which applies rigid spheres and contacts between them to model the material. DEM modeling of size effect could be advantageous because the development of micro-cracks in the material can be observed and the failure mode can be visualized. The series of experiments were repeated with the model after calibration. The relationship of the parallel bond strength of the contacts and the laboratory compressive strength test was analyzed by aiming to determine a relation between the compressive strength and the bond strength of different sized models. An equation was derived based on Bazant's size effect law to estimate the parallel bond strength of differently sized specimens. The parameters of the equation were optimized based on measurement data using nonlinear least-squares method with SSE (sum of squared errors) objective function. The laboratory test results showed a good agreement with the literature data (compressive strength is decreasing with the increase of the size of the specimen regardless of the shape). The derived estimation models showed strong correlation with the measurement data. The results indicated that the size effect is stronger on concretes with lower strength class due to the higher level of inhomogeneity of the material. It was observed that size effect is more significant on cube specimens than on cylinder samples, which can be caused by the side ratios of the specimens and the size of the purely compressed zone. A limit value for the minimum size of DE model for cubes and cylinder was determined, above which the size effect on compressive strength can be neglected within the investigated size range. The relationship of model size (particle number) and computational time was analyzed and a method to decrease the computational time (number of iterations) of material genesis is proposed.

Threshold heterogeneous autoregressive modeling for realized volatility (임계 HAR 모형을 이용한 실현 변동성 분석)

  • Sein Moon;Minsu Park;Changryong Baek
    • The Korean Journal of Applied Statistics
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    • v.36 no.4
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    • pp.295-307
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    • 2023
  • The heterogeneous autoregressive (HAR) model is a simple linear model that is commonly used to explain long memory in the realized volatility. However, as realized volatility has more complicated features such as conditional heteroscedasticity, leverage effect, and volatility clustering, it is necessary to extend the simple HAR model. Therefore, to better incorporate the stylized facts, we propose a threshold HAR model with GARCH errors, namely the THAR-GARCH model. That is, the THAR-GARCH model is a nonlinear model whose coefficients vary according to a threshold value, and the conditional heteroscedasticity is explained through the GARCH errors. Model parameters are estimated using an iterative weighted least squares estimation method. Our simulation study supports the consistency of the iterative estimation method. In addition, we show that the proposed THAR-GARCH model has better forecasting power by applying to the realized volatility of major 21 stock indices around the world.

An improved extended Kalman filter for parameters and loads identification without collocated measurements

  • Jia He;Mengchen Qi;Zhuohui Tong;Xugang Hua;Zhengqing Chen
    • Smart Structures and Systems
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    • v.31 no.2
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    • pp.131-140
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    • 2023
  • As well-known, the extended Kalman filter (EKF) is a powerful tool for parameter identification with limited measurements. However, traditional EKF is not applicable when the external excitation is unknown. By using least-squares estimation (LSE) for force identification, an EKF with unknown input (EKF-UI) approach was recently proposed by the authors. In this approach, to ensure the influence matrix be of full column rank, the sensors have to be deployed at all the degrees-of-freedom (DOFs) corresponding to the unknown excitation, saying collocated measurements are required. However, it is not easy to guarantee that the sensors can be installed at all these locations. To circumvent this limitation, based on the idea of first-order-holder discretization (FOHD), an improved EKF with unknown input (IEKF-UI) approach is proposed in this study for the simultaneous identification of structural parameters and unknown excitation. By using projection matrix, an improved observation equation is obtained. Few displacement measurements are fused into the observation equation to avoid the so-called low-frequency drift. To avoid the ill-conditioning problem for force identification without collocated measurements, the idea of FOHD is employed. The recursive solution of the structural states and unknown loads is then analytically derived. The effectiveness of the proposed approach is validated via several numerical examples. Results show that the proposed approach is capable of satisfactorily identifying the parameters of linear and nonlinear structures and the unknown excitation applied to them.

Radiation Measurements at Fukushima Medical University over a Period of 12 Years Following the Nuclear Power Plant Accident

  • Ryo Ozawa
    • Journal of Radiation Protection and Research
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    • v.48 no.3
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    • pp.153-161
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    • 2023
  • Background: Fukushima Medical University (FMU) is located 57 km northwest of the Fukushima Daiichi Nuclear Power Plant. Our laboratory has been conducting environmental radiation measurements continuously before and after the nuclear accident. We aimed to report the observed behavior of radiation originating from the released radioactive materials due to the accident, predict future trends, and disseminate the results to the local residents. Materials and Methods: Measurements of the counting rate by a diameter of 76 mm and a length of 76 mm thallium-doped sodium iodide (NaI[Tl]) scintillation detector (S-1211-T; Teledyne Brown Engineering Environmental Services) in the central part of the laboratory, and the dose rate outward at the window by NaI(Tl) scintillation detector and digital processor (EMF211; EMF Japan Co. Ltd.) were conducted. Results and Discussion: Measurements by Teledyne S-1211-T showed that in the early stages, radiation from radioactive isotopes with short half-lives was dominant, while radiation from radioactive isotopes with longer half-lives became dominant as the measurement period became longer. Through nonlinear least squares regression, both short and long half-lives were successfully determined. It was also possible to predict how the radiation dose would decrease. The environmental radiation trends around FMU were measured by the EMF211. Both measurements were affected by rainfall and snow accumulation. Decontamination work on the FMU campus impacted measurements by the EMF211 especially. Conclusion: The results of two types of measurements, one at the center and the other at the window side of the laboratory, were presented. By applying a simplified model, radiation from radioactive isotopes with short and long half-lives was identified. Based on these results, future trends were predicted, and the information was used for public communication with the local residents.

A Proposed Algorithm and Sampling Conditions for Nonlinear Analysis of EEG (뇌파의 비선형 분석을 위한 신호추출조건 및 계산 알고리즘)

  • Shin, Chul-Jin;Lee, Kwang-Ho;Choi, Sung-Ku;Yoon, In-Young
    • Sleep Medicine and Psychophysiology
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    • v.6 no.1
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    • pp.52-60
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    • 1999
  • Objectives: With the object of finding the appropriate conditions and algorithms for dimensional analysis of human EEG, we calculated correlation dimensions in the various condition of sampling rate and data aquisition time and improved the computation algorithm by taking advantage of bit operation instead of log operation. Methods: EEG signals from 13 scalp lead of a man were digitized with A-D converter under the condition of 12 bit resolution and 1000 Hertz of sampling rate during 32 seconds. From the original data, we made 15 time series data which have different sampling rate of 62.5, 125, 250, 500, 1000 hertz and data acqusition time of 10, 20, 30 second, respectively. New algorithm to shorten the calculation time using bit operation and the Least Trimmed Squares(LTS) estimator to get the optimal slope was applied to these data. Results: The values of the correlation dimension showed the increasing pattern as the data acquisition time becomes longer. The data with sampling rate of 62.5 Hz showed the highest value of correlation dimension regardless of sampling time but the correlation dimension at other sampling rates revealed similar values. The computation with bit operation instead of log operation had a statistically significant effect of shortening of calculation time and LTS method estimated more stably the slope of correlation dimension than the Least Squares estimator. Conclusion: The bit operation and LTS methods were successfully utilized to time-saving and efficient calculation of correlation dimension. In addition, time series of 20-sec length with sampling rate of 125 Hz was adequate to estimate the dimensional complexity of human EEG.

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Compensation of Light Scattering Method for Real-Time Monitoring of Particulate Matters in Subway Stations (지하역사 내 미세먼지 실시간 모니터링을 위한 광산란법 보정)

  • Kim, Seo-Jin;Kang, Ho-Seong;Son, Youn-Suk;Yoon, Sang-Lyeor;Kim, Jo-Chun;Kim, Gyu-Sik;Kim, In-Won
    • Journal of Korean Society for Atmospheric Environment
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    • v.26 no.5
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    • pp.533-542
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    • 2010
  • The $PM_{10}$ concentrations in the underground should be monitored for the health of commuters on the underground subway system. Seoul Metro and Seoul Metropolitan Rapid Transit Corporation are measuring several air pollutants regularly. As for the measurement of $PM_{10}$ concentrations, instruments based on $\beta$-ray absorption method and gravimetric methods are being used. But the instruments using gravimetric method give us 20-hour-average data and the $\beta$-ray instruments can measure the $PM_{10}$ concentration every one hour. In order to keep the $PM_{10}$ concentrations under a healthy condition, the air quality of the underground platform and tunnels should be monitored and controlled continuously. The $PM_{10}$ instruments using light scattering method can measure the $PM_{10}$ concentrations every less than one minute. However, the reliability of the instruments using light scattering method is still not proved. The purpose of this work is to study the reliability of the instruments using light scattering method to measure the $PM_{10}$ concentrations continuously in the underground platforms. One instrument using $\beta$-ray absorption method and two different instruments using light scattering method (LSM1, LSM2) were placed at the platform of the Jegi station of Seoul metro line Number 1 for 10 days. The correlation between the $\beta$-ray instrument and the LSM2 ($r^2$=0.732) was higher than that between the $\beta$-ray instrument and the LSM1 ($r^2$=0.393). Thus the LSM2 was chosen for further analysis. Three different regression analysis methods were tested: Linear regression analysis, Nonlinear regression analysis and Orthogonal regression analysis. When the instruments using light scattering method were used, the data measured these instruments have to be converted to actual $PM_{10}$ concentrations using some factors. With these analyses, the factors could be calculated successfully as linear and nonlinear forms with respect to the data. And the orthogonal regression analysis was performed better than the ordinary least squares method by 28.45% reduction of RMSE. These findings propose that the instruments using light scattering method light scattering method can be used to measure and control the $PM_{10}$ concentrations of the underground subway stations.

Multiple Linear Analysis for Generating Parametric Images of Irreversible Radiotracer (비가역 방사성추적자 파라메터 영상을 위한 다중선형분석법)

  • Kim, Su-Jin;Lee, Jae-Sung;Lee, Won-Woo;Kim, Yu-Kyeong;Jang, Sung-June;Son, Kyu-Ri;Kim, Hyo-Cheol;Chung, Jin-Wook;Lee, Dong-Soo
    • Nuclear Medicine and Molecular Imaging
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    • v.41 no.4
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    • pp.317-325
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    • 2007
  • Purpose: Biological parameters can be quantified using dynamic PET data with compartment modeling and Nonlinear Least Square (NLS) estimation. However, the generation of parametric images using the NLS is not appropriate because of the initial value problem and excessive computation time. In irreversible model, Patlak graphical analysis (PGA) has been commonly used as an alternative to the NLS method. In PGA, however, the start time ($t^*$, time where linear phase starts) has to be determined. In this study, we suggest a new Multiple Linear Analysis for irreversible radiotracer (MLAIR) to estimate fluoride bone influx rate (Ki). Methods: $[^{18}F]Fluoride$ dynamic PET scans was acquired for 60 min in three normal mini-pigs. The plasma input curve was derived using blood sampling from the femoral artery. Tissue time-activity curves were measured by drawing region of interests (ROls) on the femur head, vertebra, and muscle. Parametric images of Ki were generated using MLAIR and PGA methods. Result: In ROI analysis, estimated Ki values using MLAIR and PGA method was slightly higher than those of NLS, but the results of MLAIR and PGA were equivalent. Patlak slopes (Ki) were changed with different $t^*$ in low uptake region. Compared with PGA, the quality of parametric image was considerably improved using new method. Conclusion: The results showed that the MLAIR was efficient and robust method for the generation of Ki parametric image from $[^{18}F]Fluoride$ PET. It will be also a good alternative to PGA for the radiotracers with irreversible three compartment model.

Non-Fickian Diffusion of Organic Solvents in Fluoropolymeys (불소고분자내 유기용매의 비-픽 확산)

  • 이상화
    • Polymer(Korea)
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    • v.28 no.1
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    • pp.24-34
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    • 2004
  • Transient sorption experiments were conducted among several combinations of fluoropolymers and various organic solvents. Fully fluorinated polymer tended to exhibit ideal sorption behavior, while partially fluorinated polymers showed anomalous sorption behaviors with a drastic acceleration at the final stage of uptake. Minimization of least-squares of the measured and predicted fractional uptake, which indicated the increasing degree of deviation from Fickian diffusion, gave values of 3.0${\times}$10$\^$-4/, 1.75${\times}$10$\^$-3/, 8.68${\times}$10/sup-3/, 1.75${\times}$10$\^$-2/, respectively, for perfluoroalkoxy copolymer, poly(ethylene-co-tetrafluoroethylene), poly(vinylidene fluoride), poly(ethylene-co-chlorotrifluoroethylene). From stress-strain tests, it was confirmed that non-Fickian diffusion is closely related to the significant variation of mechanical properties (such as modulus and tensile strength) of swollen polymer. Anomalous sorption behavior stemmed from non-Fickian diffusion caused by nonlinear disruption of polar inter-segmental bonds due to solvent-induced plasticization. Thus, it is imperative to investigate the diffusion behavior of swelling solvents in partially fluorinated polymers, especially for the application to barrier materials or perm-selective membranes.

Characteristics of Individual Growth Curve by Porcine LEPR-derived Microsatellite Polymorphisms (돼지의 Leptin receptor 유전자내 초위성체 다형성에 따른 개체별 성장곡선 특성)

  • Cho, Y.M.;Choi, B.H.;Kim, T.H.;Lee, J.W.;Cheong, I.C.
    • Journal of Animal Science and Technology
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    • v.45 no.6
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    • pp.885-890
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    • 2003
  • This study was conducted to estimate the growth curve parameters of 253 heads of F2 population produced by inter-crossing F1 from Korean Native boars and Landrace sows, and to estimate the effects of Leptin receptor gene(LEPR) on their growth characteristics. Growth curve parameters were estimated from nonlinear regression using Gompertz model individually. Average mature weight and average maturing rate estimated were 179.69${\pm}$4.40kg and 0.3103${\pm}$0.0043, respectively. The effect of sex was insignificant for all the parameters estimated from Gempertz model(p〉.05), and the effect of calving group was significant for mature weight and maximum growth rate at inflection point (p〈.05). The effect of LEPR genotype were significant for all the growth curve parameters(p〈.05). According from the results of the least squares means of growth curve parameters by LEPR genotypes, mature weight and point of inflection were highest in genotype AA in which the maturing rate was the lowest, and were lowest in genotype DD in which maturing rate was the highest, reversely.

Robust 3-D Motion Estimation Based on Stereo Vision and Kalman Filtering (스테레오 시각과 Kalman 필터링을 이용한 강인한 3차원 운동추정)

  • 계영철
    • Journal of Broadcast Engineering
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    • v.1 no.2
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    • pp.176-187
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    • 1996
  • This paper deals with the accurate estimation of 3- D pose (position and orientation) of a moving object with reference to the world frame (or robot base frame), based on a sequence of stereo images taken by cameras mounted on the end - effector of a robot manipulator. This work is an extension of the previous work[1]. Emphasis is given to the 3-D pose estimation relative to the world (or robot base) frame under the presence of not only the measurement noise in 2 - D images[ 1] but also the camera position errors due to the random noise involved in joint angles of a robot manipulator. To this end, a new set of discrete linear Kalman filter equations is derived, based on the following: 1) the orientation error of the object frame due to measurement noise in 2 - D images is modeled with reference to the camera frame by analyzing the noise propagation through 3- D reconstruction; 2) an extended Jacobian matrix is formulated by combining the result of 1) and the orientation error of the end-effector frame due to joint angle errors through robot differential kinematics; and 3) the rotational motion of an object, which is nonlinear in nature, is linearized based on quaternions. Motion parameters are computed from the estimated quaternions based on the iterated least-squares method. Simulation results show the significant reduction of estimation errors and also demonstrate an accurate convergence of the actual motion parameters to the true values.

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