Estimated parameters

Unfortunately, many commonly used methods for parameter estimation give only estimates for the parameters and no measures of their uncertainty. This is usually accomplished by calculation of the dependent variable at each experimental point, summation of the squared differences between the calculated and measured values, and adjustment of parameters to minimize this sum. Such methods routinely ignore errors in the measured independent variables. For example, in vapor-liquid equilibrium data reduction, errors in the liquid-phase mole fraction and temperature measurements are often assumed to be absent. The total pressure is calculated as a function of the estimated parameters, the measured temperature, and the measured liquid-phase mole fraction. 

Subroutine OUTDAT. OUTDAT prints the estimated parameters and other statistical results obtained during the regression. 

Let us consider that the niunber of echoes M and the incident wavelet (/) (e.g., a normalized comer echo) are known. Least Squares approach for estimating parameter vectors x and requires the solution to the nonlinear least squares problem ... 

We begin by calculating the estimated parameters using equations 14.6-14.9 and 14.11-14.14. 

In the context of chemometrics, optimization refers to the use of estimated parameters to control and optimize the outcome of experiments. Given a model that relates input variables to the output of a system, it is possible to find the set of inputs that optimizes the output. The system to be optimized may pertain to any type of analytical process, such as increasing resolution in hplc separations, increasing sensitivity in atomic emission spectrometry by controlling fuel and oxidant flow rates (14), or even in industrial processes, to optimize yield of a reaction as a function of input variables, temperature, pressure, and reactant concentration. The outputs ate the dependent variables, usually quantities such as instmment response, yield of a reaction, and resolution, and the input, or independent, variables are typically quantities like instmment settings, reaction conditions, or experimental media. 

Systematic Operating Errors Fifth, systematic operating errors may be unknown at the time of measurements. Wriile not intended as part of daily operations, leaky or open valves frequently result in bypasses, leaks, and alternative feeds that will add hidden bias. Consequently, constraints assumed to hold and used to reconcile the data, identify systematic errors, estimate parameters, and build models are in error. The constraint bias propagates to the resultant models. 

Verneuil et al. (Verneuil, V.S., P. Yan, and F. Madron, Banish Bad Plant Data, Chemical Engineering Progress, October 1992, 45-51) emphasize the importance of proper model development. Systematic errors result not only from the measurements but also from the model used to analyze the measurements. Advanced methods of measurement processing will not substitute for accurate measurements. If highly nonlinear models (e.g., Cropley s kinetic model or typical distillation models) are used to analyze unit measurements and estimate parameters, the Hkelihood for arriving at erroneous models increases. Consequently, resultant models should be treated as approximations. 

At this point, analysts have a set of adjusted measurements that may better represent the unit operation. These will ultimately be used to identify faults, develop a model, or estimate parameters. This automatic reconciliation is not a panacea. Incomplete data sets, unknown uncertainties and incorrec t constraints all compromise the accuracy of the adjustments. Consequently, preliminary adjustments by hand are still recommended. Even when automatic adjustments appear to be correct, the resiilts must be viewed with some skepticism. 

Overview Interpretation is the process for using the raw or adjusted unit measurements to troubleshoot, estimate parameters, detect faults, or develop a plant model. The interpretation of plant performance is defined as a discreet step but is often done simultaneously with the identification of hypotheses and suitable measurements and the treatment of those measurements. It is isolated here as a separate process for convenience of discussion. 

Parameter estimation is a procedure for taking the unit measurements and reducing them to a set of parameters for a physical (or, in some cases, relational) mathematical model of the unit. Statistical interpretation tempered with engineering judgment is required to arrive at realistic parameter estimates. Parameter estimation can be an integral part of fault detection and model discrimination. 

The weighted least-squares analysis is important for estimating parameter involving exponents. Examples are the eoneentration time data... 

Ideally, there should be >4 data points for each estimated parameter. Under this guideline, a 3 parameter logistic function should have 12 data points. At the least, the number of data points minus the number of parameters should be > 3. 

It is better to have more points at different x values than many replicates of x. This leads to higher precision in estimating parameters. 

The spectra of Pu3+ LaCl3 (29) and isostructural PUCI3 (30) have been examined and the energy-level analysis has been refined using extensive crystal-field data. Consequently, the results included in Table IV are well established. As already indicated, they serve as one basis for estimating parameters for higher-valent species. 

Rather than attempting to focus on all aspects of wavefront sensing in this chapter we will focus on the problem of estimating parameters from the measurements. This is a problem that underlies all wavefront sensors, and indeed most instruments. 

Maximum likelihood methods are commonly used to estimate parameters from noisy data. Such methods can be applied to image restoration, possibly with additional constraints (e.g., positivity). Maximum likelihood methods are however not appropriate for solving ill-conditioned inverse problems as will be shown in this section. 

The central difficulty in applying Equations (11.42) and (11.43) is the usual one of estimating parameters. Order-of-magnitude values for the liquid holdup and kiA are given for packed beds in Table 11.3. Empirical correlations are unusually difficult for trickle beds. Vaporization of the liquid phase is common. From a formal viewpoint, this effect can be accounted for through the mass transfer term in Equation (11.42) and (11.43). In practice, results are specific to a particular chemical system and operating mode. Most models are proprietary. 

Using known and estimated parameters, calculations have been performed with regard to the decrease of isocyanate and the carbon dioxide concentration in the paint film. 

The method for estimating parameters from Monte Carlo simulation, described in mathematical detail by Reilly and Duever (in preparation), uses a Bayesian approach to establish the posterior distribution for the parameters based on a Monte Carlo model. The numerical nature of the solution requires that the posterior distribution be handled in discretised form as an array in computer storage using the method of Reilly 2). The stochastic nature of Monte Carlo methods implies that output responses are predicted by the model with some amount of uncertainty for which the term "shimmer" as suggested by Andres (D.B. Chambers, SENES Consultants Limited, personal communication, 1985) has been adopted. The model for the uth of n experiments can be expressed by... 

Table 1. Estimated parameters of proton-binding model...

Based on surface science and methods such as TPD, most of the kinetic parameters of the elementary steps that constitute a catalytic process can be obtained. However, short-lived intermediates cannot be studied spectroscopically, and then one has to rely on either computational chemistry or estimated parameters. Alternatively, one can try to derive kinetic parameters by fitting kinetic models to overall rates, as demonstrated below. 

An important property of a Kalman filter is that during the measurement and estimation process, regions of the measurement range can be identified where the model is invalid. This allows us to take steps to avoid these measurements affecting the accuracy of the estimated parameters. Such a filter is called the adaptive Kalman fdter. An increasing number of applications of the Kalman filter... 

By way of illustration, the regression parameters of a straight line with slope = 1 and intercept = 0 are recursively estimated. The results are presented in Table 41.1. For each step of the estimation cycle, we included the values of the innovation, variance-covariance matrix, gain vector and estimated parameters. The variance of the experimental error of all observations y is 25 10 absorbance units, which corresponds to r = 25 10 au for all j. The recursive estimation is started with a high value (10 ) on the diagonal elements of P and a low value (1) on its off-diagonal elements. 

The sequence of the innovation, gain vector, variance-covariance matrix and estimated parameters of the calibration lines is shown in Figs. 41.1-41.4. We can clearly see that after four measurements the innovation is stabilized at the measurement error, which is 0.005 absorbance units. The gain vector decreases monotonously and the estimates of the two parameters stabilize after four measurements. It should be remarked that the design of the measurements fully defines the variance-covariance matrix and the gain vector in eqs. (41.3) and (41.4), as is the case in ordinary regression. Thus, once the design of the experiments is chosen... 

If basic assumptions concerning the error structure are incorrect (e.g., non-Gaussian distribution) or cannot be specified, more robust estimation techniques may be necessary. In addition to the above considerations, it is often important to introduce constraints on the estimated parameters (e.g., the parameters can only be positive). Such constraints are included in the simulation and parameter estimation package SIMUSOLV. Beeause of numerical inaccuracy, scaling of parameters and data may be necessary if the numerical values are of greatly differing order. Plots of the residuals, difference between model and measurement value, are very useful in identifying systematic or model errors. 

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