Over the last decade, near-infrared spectroscopy, together with the use of chemometrics models, has been widely employed as an analytical tool in several industries. However, most chemical processes or analytes are multivariate and nonlinear in nature. To solve this problem, local errors regression method is presented in order to build an accurate calibration model in this paper, where a calibr...

We document the calibration of the local volatility in a framework similar to Coleman, Li and Verma. The quality of a surface is assessed through a functional to be optimized; the specificity of the approach is to separate the optimization (performed with any suitable optimization algorithm) from the computation of the functional where we use an adjoint (as in L. Jiang et. al.) to obtain an app...

We derive a direct link between local and implied volatilities in the form of a quasilinear degenerate parabolic partial differential equation. Using this equation we establish closed-form asymptotic formulae for the implied volatility near expiry as well as for deep inand out-of-the-money options. This in turn leads us to propose a new formulation near expiry of the calibration problem for the...

We prove the simultaneous (k, n − k)-systolic freedom, for a pair of adjacent integers k < n2 , of a simply connected n-manifold X . Our construction, related to recent results of I. Babenko, is concentrated in a neighborhood of suitable k-dimensional submanifolds of X . We employ calibration by differential forms supported in such neighborhoods, to provide lower bounds for the (n− k)-systoles....

In this paper, we present a GA (Genetic Algorithm) application for process model calibration. We propose a distributed GA-based calibration technique combined with the traditional local optimization algorithm, which reduces calibration time considerably. Experimental results on a PC cluster system (eight PCs) demonstrate that the calibration of 144 parameters can be completed within a few minut...

In a strapdown magnetic compass, heading angle is estimated using the Earth's magnetic field measured by Three-Axis Magnetometers (TAM). However, due to several inevitable errors in the magnetic system, such as sensitivity errors, non-orthogonal and misalignment errors, hard iron and soft iron errors, measurement noises and local magnetic fields, there are large error between the magnetometers'...

This paper investigates the use of genetic algorithm to optimize poses selection to improve kinematic calibration for manipulator. Genetic algorithm is used to determine the optimal poses while iterative least square algorithm is used to calibrate the kinematics model of the manipulator. Observability index are used to evaluate the optimality of the set of poses. The fitness function of genetic...

Environmental epidemiologic studies are often hierarchical in nature if they estimate individuals’ personal exposures using ambient metrics. Local samples are indirect surrogate measures of true local pollutant concentrations which estimate true personal exposures. These ambient metrics include classical-type nondifferential measurement error. The authors simulated subjects’ true exposures and ...

The purpose of camera calibration is to reconstruct the world coordinate system using two-dimensional images. A good calibration result depends on identifying the camera parameters successfully. The use of single two-dimensional calibration boards or three-dimensional calibration boxes for camera calibration results in a camera model which is suitable for local operation only. The objective of ...