2014
DOI: 10.1007/s10686-014-9372-7
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Improving Bayesian analysis for LISA Pathfinder using an efficient Markov Chain Monte Carlo method

Abstract: We present a parameter estimation procedure based on a Bayesian framework by applying a Markov Chain Monte Carlo algorithm to the calibration of the dynamical parameters of the LISA Pathfinder satellite. The method is based on the Metropolis-Hastings algorithm and a two-stage annealing treatment in order to ensure an effective exploration of the parameter space at the beginning of the chain. We compare two versions of the algorithm with an application to a LISA Pathfinder data analysis problem. The two algorit… Show more

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Cited by 4 publications
(4 citation statements)
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References 28 publications
(33 reference statements)
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“…( 12), we need to establish the likelihood of the set of experimental observations. A likelihood can be constructed by assuming that the experimental observations (i.e., data points) are independent and normally distributed, i.e., the experimental data points are observations drawn from normal distributions with means estimated by the reduced order model and variances, 𝝈, estimated from the experimental data of the measured indentation property at M grain orientations [23,[30][31][32].…”
Section: Estimating Intrinsic Materials Properties From Indentation M...mentioning
confidence: 99%
“…( 12), we need to establish the likelihood of the set of experimental observations. A likelihood can be constructed by assuming that the experimental observations (i.e., data points) are independent and normally distributed, i.e., the experimental data points are observations drawn from normal distributions with means estimated by the reduced order model and variances, 𝝈, estimated from the experimental data of the measured indentation property at M grain orientations [23,[30][31][32].…”
Section: Estimating Intrinsic Materials Properties From Indentation M...mentioning
confidence: 99%
“…The B and C j coefficients, on the other hand, were estimated using a global parameter estimation method, which included all the available measurements for all the channels at the same time. A Markov Chain Monte Carlo (MCMC) method [18][19][20] was used as the parameter estimation technique. MCMC methods are advantageous over other techniques as they are straightforward to implement and allow the estimation for the mean value of the parameters and their posterior distribution.…”
Section: B Analysis Of Datamentioning
confidence: 99%
“…As already mentioned, by 'preprocessed' we mean here that the series are filtered via an algorithm that depends on some set of parameters, Ξ, that become free fitting parameters. Commonly for the g c 2 n, Ξ series, Ξ only includes the amplitude, A, and a delay, τ , but single pole filters that simulate the response of the actuators have also been tested in the past [14][15][16][17]. In addition to the feedback force removal, we also subtract, from the acceleration data, the forces due to the motion of both TMs within the static force gradient in the satellite (see Eq.…”
Section: Extraction Of Calibration Signalsmentioning
confidence: 99%