HTHPv38n2p137 151knupp
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Wagner F. Sacco
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137
1 INTRODUCTION
Direct and inverse radiative transfer problems have several relevant appli-
cations such as optical tomography [1], computerized tomography [2],
hydrologic optics [3], and radiative properties estimation [4, 5], among many
others. A lot of effort has been devoted to the estimation of the optical thick-
ness, phase function of anisotropic scattering, and the absorption and scattering
coefficients [6–12].
When formulated implicitly [13, 14], inverse problems are usually written
as optimization problems, and the main focus becomes the minimization of
a cost function, for example the one given by the summation of the squared
residues between a calculated and a measured quantity.
In recent years we have used a number of deterministic, stochastic and
hybrid (combined) methods for the solution of inverse radiative transfer prob-
lems with particular emphasis on: (i) Levenberg-Marquardt method (LM);
(ii) Simulated Annealing (SA); (iii) Genetic Algorithms (GA); (iv) Artifi-
cial Neural Networks (ANN); (v) Ant Colony System (ACS); (vi) Particle
Swarm Optimization (PSO); (vii) Generalized Extremal Optimization (GEO);
(vii) Interior Points Method (IPM); and (ix) combinations of the previous
methods.
Sacco and co-workers proposed a novel stochastic optimization method
[15], the so called Particle Collision Algorithm (PCA), which is inspired by the
physics of the interaction of nuclear particles inside nuclear reactors. Knupp
et al. [16] applied PCA for the estimation of the optical thickness, single
scattering albedo and diffuse reflectivities at the inner surface of the boundaries
of one-dimensional participating media.
The great advantage of PCA in relation to other optimization algorithms
such as the genetic algorithm, simulated annealing or particle swarm opti-
mization is that, other than the number of iterations, it does not require any
additional parameters.
The PCA can be applied to continuous or discrete optimization problems
by just changing the perturbation function, while in genetic algorithms, for
example, it is necessary to apply special operators for discrete optimization
problems [17]. Results from the literature show that the PCA outperforms
other metaheuristics with less computational effort [18]. Last but not least, the
PCA is extremely easy to implement.
The purpose of hybridizing stochastic and deterministic methods is that,
while the former promotes a thorough exploration of the search space, the latter
exploits its most promising areas. We do believe that the future in optimization
lies in hybrid algorithms. In fact, there have been many recent efforts in this
research field [19–21].
Regarding the PCA, Sacco et al. [22] hybridized this algorithm with the
well-known Nelder-Mead Simplex [23], outperforming the canonical algo-
rithm, the genetic algorithm and particle swarm optimization in a challenging
In the inverse radiative transfer problem considered in the present work, from
the measured experimental data on the intensity of the exit radiation we want
to obtain estimates for the optical thickness, single scattering albedo, and the
boundary diffuse reflectivities of one-dimensional homogeneous participating
media. That is, we are interested in the following radiative properties, which
are considered unknowns
= {τ0 , ω, ρ1 , ρ2 }T
Z (2)
As mentioned above, measured data on the intensity of the exit radiation
at the boundaries τ = 0 and τ = τ0 , i.e., Yi , i = 1, 2, . . . , Nd , are considered
available, where Nd represents the total number of experimental data. Because
the number of measured data, Nd , is usually much larger than the number of
estimated parameters, the inverse problem is formulated as a finite dimensional
optimization problem in which the following cost function is minimized (also
referred to as the objective function)
Nd
=
Q(Z) − Yi ]2
[Icalci (Z) (3)
i=1
where Icalci represents the calculated value of the radiation intensity (using
estimates for the unknown radiative properties Z) at the same boundary, and
at the same polar angle, for which the experimental value Yi is obtained.
For the solution of the inverse problem we have used a variant of a stochastic
method recently developed, the Particle Collision Algorithm [15], in which
the exploitation step of the algorithm, instead of consisting in a random search
in the vicinity of a promising solution, is replaced by the deterministic gradient
based Levenberg-Marquardt method [24, 25].
The PCA resembles in its structure that of simulated annealing [29]: first an ini-
tial configuration is chosen; then there is a modification of the old configuration
FIGURE 1
Pseudo code for PCA.
into a new one. The qualities of the two configurations are compared. A deci-
sion then is made on whether the new configuration is “acceptable”. If it is,
it serves as the old configuration for the next step. If it is not acceptable, the
algorithm proceeds with a new change of the old configuration. PCA can also
be considered a Metropolis [30] algorithm, as a trial solution can be accepted
with a certain probability. This acceptance may avoid the convergence to local
optima.
The pseudo code description of the PCA is shown in Fig. 1. The algorithm’s
default is for maximization problems. For minimization, just multiply the
objective function by −1 and invert the ratio in pscattering.
The “stochastic perturbations” in the beginning of the loop are random vari-
ations in each variable’s values within their ranges. We based this mechanism
on that used in the Simulated Annealing algorithm. For details, see function
“Perturbation” in Fig. 2.
If the quality or fitness of the new configuration is better than the fit-
ness of the old configuration, then the “particle” is “absorbed”, there is an
exploitation of the boundaries searching for an even better solution. Function
FIGURE 2
Function “Perturbation”.
FIGURE 3
Function “Small_Perturbation”.
FIGURE 4
Flow diagram of the developed methodology for the estimation of radiative properties based on
a sensitivity analysis. Dτ0 , Dω , Dρ1 and Dρ2 represent the sets of experimental data with higher
sensitivity for each unknown.
The sensitivity analysis plays a major role in several aspects related to the
formulation and solution of inverse problems [31]. Here we use the modified
or scaled sensitivity coefficients
∂Icalci Z
XZj = Zj , i = 1, 2, . . . , Nd and j = 1, 2, . . . , N (4)
∂Zj
Ndω
=
Qω (Z) − Y i ]2
[Icalci (Z) (5b)
i=1
Ndρ1
=
Qρ1 (Z) − Y i ]2
[Icalci (Z) (5c)
i=1
Ndρ2
=
Qρ2 (Z) − Y i ]2
[Icalci (Z) (5d)
i=1
so that when the properties τ0 , ω, ρ1 and ρ2 are estimated the respective cost
functions Qτ0 , Qω , Qρ1 and Qρ2 are used. Ndτ0 , Ndω , Ndρ1 and Ndρ2 are the
number of experimental data related to Dτ0 , Dω , Dρ1 and Dρ2 , respectively.
2, . . . , M, i.e. µ < 0.
Due to the sensitivity analysis performed we then consider the follow-
ing sets of experimental data for the estimation of each unknown with
PCA:Dτ0 = {Y6 , . . . , Y10 }; Dω = {Y11 , . . . , Y20 }; Dρ1 = {Y16 , . . . , Y20 }
and Dρ2 = {Y6 , . . . , Y10 }.
In Tables 1–4 presented next are shown the initial guess for the vector
of unknowns obtained with the first run of PCA, Z P CA-I NI , the estimates
obtained with PCA and the sets of data with higher sensitivity as shown in the
flow diagram of Fig. 6, Z P CA−SA , being in this case each unknown estimated
separately, and the estimates obtained with the Levenberg-Marquardt method
(LM), Z LM , using Z
P CA−SA as the initial guess. In LM all unknowns were
estimated simultaneously and all experimental data available was considered,
i.e. Yi with i = 1, 2, . . . , M. In Tables 2–4 are also shown the average, z̄, and
the standard deviation, σ , of the runs.
In Table 1 are presented the results obtained with noiseless data, in a single
run. From the second and third columns it can be observed the improvement in
the estimates with respect to the ones obtained with PCA and all experimental
data as shown in the first column of the table.
In Tables 2–4 are shown the results obtained in five runs using noisy
experimental data with up to 5% , 8% and 11% error, respectively.
In Tables 2–4 it can be observed that in the second step of the pro-
cess, i.e. when the estimations are performed separately, using only the
FIGURE 5
= {4.0, 0.3, 0.1, 0.9}.
Sensitivity coefficients for Z
FIGURE 6
Angular domain discretization.
Parameters PCA-INI
Z PCA-SA
Z LM
Z
τ0 2.19 4.10 4.00
ω 0.33 0.31 0.30
ρ1 0.23 0.13 0.10
ρ2 0.91 0.89 0.90
Q(Z) 5.25E-4 1.0E-6 0
TABLE 1
= {4.0, 0.3, 0.1, 0.9}.
Estimations obtained with noiseless experimental data for Z
Run PCA-INI
Z
Q(Z) PCA-SA
Z Q(z) LM
Z Q(z)
1 {2.16,0.34,0.23,0.92} 5E-4 {3.92,0.29,0.05,0.90} 2E-5 {3.43,0.30,0.13,0.87} 7E-6
2 {1.86,0.34,0.33,0.95} 6E-4 {3.27,0.34,0.21,0.95} 8E-5 {3.35,0.32,0.17,0.95} 3E-6
3 {2.82,0.42,0.46,0.91} 2E-4 {4.04,0.28,0.26,0.90} 3E-3 {3.92,0.28,0.08,0.90} 2E-6
4 {3.76,0.40,0.34,0.47} 1E-3 {4.68,0.28,0.39,0.79} 8E-3 {5.00,0.34,0.32,0.75} 3E-5
5 {3.01,0.38,0.33,0.80} 5E-4 {4.37,0.28,0.02,0.85} 1E-5 {3.15,0.25,0.01,0.95} 2E-5
z̄ {2.39,0.38,0.34,0.81} {4.06,0.29,0.19,0.88} {3.77,0.30,0.14,0.88}
σ {0.75,0.04,0.08,0.20} {0.53,0.03,0.15,0.06} {0.74,0.03,0.12,0.08}
TABLE 2
=
Estimations obtained in five runs with noisy experimental data with up to 5% error.Z
{4.0, 0.3, 0.1, 0.9}.
Run PCA-INI
Z
Q(Z) PCA-SA
Z Q(z) LM
Z Q(z)
1 {3.80,0.37,0.27,0.79} 4E-4 {4.88,0.34,0.27,0.78} 4E-5 {3.50,0.29,0.04,0.94} 1E-5
2 {3.64,0.50,0.52,0.74} 6E-4 {4.80,0.28,0.02,0.75} 4E-5 {3.15,0.32,0.18,0.96} 5E-6
3 {3.78,0.35,0.33,0.65} 6E-4 {4.91,0.29,0.47,0.73} 9E-3 {4.23,0.24,0.01,0.86} 2E-5
4 {4.46,0.44,0.51,0.40} 4E-4 {4.85,0.29,0.05,0.76} 1E-5 {3.13,0.31,0.15,0.96} 9E-6
5 {3.61,0.51,0.56,0.80} 6E-4 {3.45,0.28,0.01,0.95} 1E-5 {3.40,0.31,0.15,0.95} 7E-6
z̄ {3.86,0.43,0.44,0.68} {4.58,0.30,0.16,0;79} {3.48,0.29,0.11,0.93}
σ {0.35,0.07,0.13,0.17} {0.63,0.03,0.20,0.09} {0.45,0.03,0.08,0.04}
TABLE 3
=
Estimations obtained in five runs with noisy experimental data with up to 8% error.Z
{4.0, 0.3, 0.1, 0.9}.
Run PCA-INI
Z
Q(Z) PCA-SA
Z Q(z) LM
Z Q(z)
1 {4.25,0.37,0.35,0.51} 5E-4 {4.23,0.28,0.34,0.87} 6E-3 {3.52,0.32,0.08,0.98} 5E-5
2 {3.37,0.38,0.29,0.70} 9E-4 {3.12,0.28,0.01,0.95} 6E-5 {3.11,0.34,0.01,0.94} 9E-5
3 {4.25,0.50,0.55,0.41} 9E-4 {4.81,0.27,0.51,0.73} 9E-3 {5.67,0.26,0.43,0.81} 3E-5
4 {4.04,0.43,0.49,0.86} 1E-4 {4.77,0.41,0.02,0.77} 9E-3 {5.01,0.37,0.30,0.72} 4E-5
5 {3.83,0.42,0.41,0.50} 8E-4 {4.67,0.28,0.05,0.97} 5E-5 Did not converge –
z̄ {3.95,0.42,0.42,0.60} {4.32,0.30,0.19,0.86} {4.33,0.32,0.21,0.86}
σ {0.37,0.05,0.11,0.18} {0.71,0.06,0.23,0.11} {1.21,0.05,0.19,0.12}
TABLE 4
Estimations obtained in five runs with noisy experimental data with up to 11% error
= {4.0, 0.3, 0.1, 0.9}.
for Z
FIGURE 7
Estimates of ω, considering noisy experimental data with up to 5% error.
FIGURE 8
Estimates of ω, considering noisy experimental data with up to 8% error.
FIGURE 9
Estimates of ω, considering noisy experimental data with up to 11% error.
ω, as it was expected. It is important to stress once more that the test case
considered here is a very complicated one and a good initial guess is needed
for LM to converge.
Some tests using the first column estimates (standard PCA) directly as the
initial guesses for LM have also been performed. Although LM converged
and yielded good estimates in most runs, it was not able to converge more
frequently than when it was used the sensitivity analysis approach presented
in this work.
Some tests considering radiative properties for which the sensitivity coef-
ficients were higher have also been performed using the same approach
shown in Fig. 4, but in these cases the estimates did not present significant
improvement.
7 CONCLUSIONS
The results obtained in the present work suggest the feasibility of the estimation
of radiative properties separetely using only the data with better sensitivity
coefficients. It has been intentionally considered a very difficult test case and
the proposed approach was able to yield good estimates for the only property
with reasonable sensitivity.
A version of Levenberg-Marquardt (LM) estimating simultaneously the
properties using a set of data with sensitivity to all unknown radiative proper-
ties has been tried, but no significant improvement has been verified. Further
investigations should be performed on this subject in order to evaluate the
influence of estimating the properties separately.
ACKNOWLEDGEMENTS
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