Methods Studies on System Identification from Transient Rotor Tests

Some of the more important methods are discussed that have been used or proposed for aircraft parameter identification. The methods are classified into two groups: Equation error or regression estimates and Bayesian estimates and their derivatives that are based on probabilistic concepts. In both of these two groups the cost function can be optimized either globally over the entire time span of the transient, or sequentially, leading to the formulation of optimum filters. Identifiability problems and the validation of the estimates are briefly outlined, and applications to lifting rotors are discussed

Application of system identification to analytic rotor modeling from simulated and wind tunnel dynamic test data, part 2

An introduction to aircraft state and parameter identification methods is presented. A simplified form of the maximum likelihood method is selected to extract analytical aeroelastic rotor models from simulated and dynamic wind tunnel test results for accelerated cyclic pitch stirring excitation. The dynamic inflow characteristics for forward flight conditions from the blade flapping responses without direct inflow measurements were examined. The rotor blades are essentially rigid for inplane bending and for torsion within the frequency range of study, but flexible in out-of-plane bending. Reverse flow effects are considered for high rotor advance ratios. Two inflow models are studied; the first is based on an equivalent blade Lock number, the second is based on a time delayed momentum inflow. In addition to the inflow parameters, basic rotor parameters like the blade natural frequency and the actual blade Lock number are identified together with measurement bias values. The effect of the theoretical dynamic inflow on the rotor eigenvalues is evaluated

Bayesian analysis of exoplanet and binary orbits

We introduce BASE (Bayesian astrometric and spectroscopic exoplanet detection and characterisation tool), a novel program for the combined or separate Bayesian analysis of astrometric and radial-velocity measurements of potential exoplanet hosts and binary stars. The capabilities of BASE are demonstrated using all publicly available data of the binary Mizar A.Comment: Accepted for publication in Astronomy & Astrophysic

Importance Sampling: Intrinsic Dimension and Computational Cost

The basic idea of importance sampling is to use independent samples from a proposal measure in order to approximate expectations with respect to a target measure. It is key to understand how many samples are required in order to guarantee accurate approximations. Intuitively, some notion of distance between the target and the proposal should determine the computational cost of the method. A major challenge is to quantify this distance in terms of parameters or statistics that are pertinent for the practitioner. The subject has attracted substantial interest from within a variety of communities. The objective of this paper is to overview and unify the resulting literature by creating an overarching framework. A general theory is presented, with a focus on the use of importance sampling in Bayesian inverse problems and filtering.Comment: Statistical Scienc

Fitting models of multiple hypotheses to partial population data: investigating the causes of cycles in red grouse

There are two postulated causes for the observed periodic fluctuations (cycles) in red grouse (Lagopus lagopus scoticus). The first involves interaction with the parasitic nematode Trichostrongylus tenuis. The second invokes delayed regulation through the effect of male aggressiveness on territoriality. Empirical evidence exists to support both hypotheses, and each hypothesis has been modeled deterministically. However, little effort has gone into looking at the combined effects of the two mechanisms or formally fitting the corresponding models to field data. Here we present a model for red grouse dynamics that includes both parasites and territoriality. To explore the single and combined hypotheses, we specify three versions of this model and fit them to data using Bayesian state‐space modeling, a method that allows statistical inference to be performed on mechanistic models such as ours. Output from the three models is then examined to determine their goodness of fit and the biological plausibility of the parameter values required by each to fit the population data. While all three models are capable of emulating the observed cyclic dynamics, only the model including both aggression and parasites does so under consistently realistic parameter values, providing theoretical support for the idea that both mechanisms shape red grouse cycles

A Unified Framework of Constrained Regression

Generalized additive models (GAMs) play an important role in modeling and understanding complex relationships in modern applied statistics. They allow for flexible, data-driven estimation of covariate effects. Yet researchers often have a priori knowledge of certain effects, which might be monotonic or periodic (cyclic) or should fulfill boundary conditions. We propose a unified framework to incorporate these constraints for both univariate and bivariate effect estimates and for varying coefficients. As the framework is based on component-wise boosting methods, variables can be selected intrinsically, and effects can be estimated for a wide range of different distributional assumptions. Bootstrap confidence intervals for the effect estimates are derived to assess the models. We present three case studies from environmental sciences to illustrate the proposed seamless modeling framework. All discussed constrained effect estimates are implemented in the comprehensive R package mboost for model-based boosting.Comment: This is a preliminary version of the manuscript. The final publication is available at http://link.springer.com/article/10.1007/s11222-014-9520-