Stochastic Inverse Problem with Noisy Simulator. Application to aeronautical model

Nabil Rachdi[1]; Jean-Claude Fort[2]; Thierry Klein[3]

  • [1] Institut de Mathématiques de Toulouse - EADS Innovation Works, 12 rue Pasteur, 92152 Suresnes
  • [2] MAP5, Université Paris Descartes SPC, 45 rue des saints pères, 75006 Paris
  • [3] Institut de Mathématiques de Toulouse, 118 route de Narbonne F-31062 Toulouse

Annales de la faculté des sciences de Toulouse Mathématiques (2012)

  • Volume: 21, Issue: 3, page 593-622
  • ISSN: 0240-2963

Abstract

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Inverse problem is a current practice in engineering where the goal is to identify parameters from observed data through numerical models. These numerical models, also called Simulators, are built to represent the phenomenon making possible the inference. However, such representation can include some part of variability or commonly called uncertainty (see [4]), arising from some variables of the model. The phenomenon we study is the fuel mass needed to link two given countries with a commercial aircraft, where we only consider the Cruise phase.From a data base of fuel mass consumptions during the cruise phase, we aim at identifying the Specific Fuel Consumption ( S F C ) in a robust way, given the uncertainty of the cruise speed V and the lift-to-drag ratio F .In this paper, we present an estimation procedure based on Maximum-Likelihood estimation, taking into account this uncertainty.

How to cite

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Rachdi, Nabil, Fort, Jean-Claude, and Klein, Thierry. "Stochastic Inverse Problem with Noisy Simulator. Application to aeronautical model." Annales de la faculté des sciences de Toulouse Mathématiques 21.3 (2012): 593-622. <http://eudml.org/doc/251013>.

@article{Rachdi2012,
abstract = {Inverse problem is a current practice in engineering where the goal is to identify parameters from observed data through numerical models. These numerical models, also called Simulators, are built to represent the phenomenon making possible the inference. However, such representation can include some part of variability or commonly called uncertainty (see [4]), arising from some variables of the model. The phenomenon we study is the fuel mass needed to link two given countries with a commercial aircraft, where we only consider the Cruise phase.From a data base of fuel mass consumptions during the cruise phase, we aim at identifying the Specific Fuel Consumption ($SFC$) in a robust way, given the uncertainty of the cruise speed$V$ and the lift-to-drag ratio$F$.In this paper, we present an estimation procedure based on Maximum-Likelihood estimation, taking into account this uncertainty.},
affiliation = {Institut de Mathématiques de Toulouse - EADS Innovation Works, 12 rue Pasteur, 92152 Suresnes; MAP5, Université Paris Descartes SPC, 45 rue des saints pères, 75006 Paris; Institut de Mathématiques de Toulouse, 118 route de Narbonne F-31062 Toulouse},
author = {Rachdi, Nabil, Fort, Jean-Claude, Klein, Thierry},
journal = {Annales de la faculté des sciences de Toulouse Mathématiques},
keywords = {inverse problem; parameter identification from observed data; numerical models; maximum-likelihood estimation},
language = {eng},
month = {4},
number = {3},
pages = {593-622},
publisher = {Université Paul Sabatier, Toulouse},
title = {Stochastic Inverse Problem with Noisy Simulator. Application to aeronautical model},
url = {http://eudml.org/doc/251013},
volume = {21},
year = {2012},
}

TY - JOUR
AU - Rachdi, Nabil
AU - Fort, Jean-Claude
AU - Klein, Thierry
TI - Stochastic Inverse Problem with Noisy Simulator. Application to aeronautical model
JO - Annales de la faculté des sciences de Toulouse Mathématiques
DA - 2012/4//
PB - Université Paul Sabatier, Toulouse
VL - 21
IS - 3
SP - 593
EP - 622
AB - Inverse problem is a current practice in engineering where the goal is to identify parameters from observed data through numerical models. These numerical models, also called Simulators, are built to represent the phenomenon making possible the inference. However, such representation can include some part of variability or commonly called uncertainty (see [4]), arising from some variables of the model. The phenomenon we study is the fuel mass needed to link two given countries with a commercial aircraft, where we only consider the Cruise phase.From a data base of fuel mass consumptions during the cruise phase, we aim at identifying the Specific Fuel Consumption ($SFC$) in a robust way, given the uncertainty of the cruise speed$V$ and the lift-to-drag ratio$F$.In this paper, we present an estimation procedure based on Maximum-Likelihood estimation, taking into account this uncertainty.
LA - eng
KW - inverse problem; parameter identification from observed data; numerical models; maximum-likelihood estimation
UR - http://eudml.org/doc/251013
ER -

References

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  6. Ledoux (N.).— The concentration of measure phenomenon. AMS (2001). Zbl0995.60002
  7. Rachdi (N.), Fort (J.C.) and Klein (T.).— Risk bounds for new M-estimation problems. http://hal.archives-ouvertes.fr/hal-00537236_v2/ (submitted) (2012). 
  8. Talagrand (M.).— Sharper bounds for Gaussian and empirical processes. The Annals of Probability, 22(1), p. 28-76 (1994). Zbl0798.60051MR1258865
  9. van der Vaart (A.W.).— Asymptotic statistics. Cambridge University Press (2000). Zbl0910.62001
  10. van der Vaart (A.W.) and Wellner (J.A.).— Weak Convergence and Empirical Processes. Springer Series in Statistics (1996). Zbl0862.60002MR1385671
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