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NASA NTRS1975

Analysis and application of minimum variance discrete time system identification

An on-line minimum variance parameter identifier is developed which embodies both accuracy and computational efficiency. The formulation results in a linear estimation problem with both additive and multiplicative noise. The resulting filter which utilizes both the covariance of the parameter vector itself and the covariance of the error in identification is proven to be mean square convergent and mean square consistent. The MV parameter identification scheme is then used to construct a stable state and parameter estimation algorithm.

Kaufman, H.↗

NASA NTRS1976

Analysis and application of minimum variance discrete time system identification

Kotob, S.↗

NASA NTRS2019

Principal Component Analysis of Up-The-Ramp Sampled Infrared Array Data

We describe the results of principal component analysis (PCA) of up-the-ramp sampled infrared (IR) array data from the Hubble Space Telescope wide field camera 3 (WFC3 IR), James Webb Space Telescope NIRSpec, and prototype Wide Field Infrared Survey Telescope’s wide field instrument detectors. These systems use, respectively, Teledyne H1R, H2RG, and H4RG-10 near-IR detector arrays with a variety of IR array controllers. The PCA shows that the Legendre polynomials approximate the principal components of these systems (i.e., they roughly diagonalize the covariance matrix). In contrast to the monomial basis that is widely used for polynomial fitting and linearization today, the Legendre polynomials are an orthonormal basis. They provide a quantifiable, compact, and (nearly) linearly uncorrelated representation of the information content of the data. By fitting a few Legendre polynomials, nearly all of the meaningful information in representative WFC3 astronomical datacubes can be condensed from 15 up-the-ramp samples down to 6 compressible Legendre coefficients per pixel. The higher order coefficients contain time domain information that is lost when one projects up-the-ramp sampled datacubes onto two-dimensional images by fitting a straight line, even if the data are linearized before fitting the line. Going forward, we believe that this time domain information is potentially important for disentangling the various nonlinearities that can affect IR array observations, i.e., inherent pixel nonlinearity, persistence, burn in, brighter-fatter effect, (potentially) nonlinear interpixel capacitance, and perhaps others.

Rauscher, Bernard J.↗

NASA NTRS2018

Assessment and Verification of SLS Block 1-B Exploration Upper Stage State and Stage Disposal Performance

One of the SLS Navigation System's key performance requirements is a constraint on the payload system's delta-v allocation to correct for insertion errors due to vehicle state uncertainty at payload separation. The SLS navigation team has developed a Delta-Delta-V analysis approach to assess the effect on trajectory correction maneuver (TCM) design needed to correct for navigation errors. This approach differs from traditional covariance analysis based methods and makes no assumptions with regard to the propagation of the state dynamics. This allows for consideration of non-linearity in the propagation of state uncertainties. The Delta-Delta-V analysis approach re-optimizes perturbed SLS mission trajectories by varying key mission states in accordance with an assumed state error. The state error is developed from detailed vehicle 6-DOF Monte Carlo analysis or generated using covariance analysis. These perturbed trajectories are compared to a nominal trajectory to determine necessary TCM design. To implement this analysis approach, a tool set was developed which combines the functionality of a 3-DOF trajectory optimization tool, Copernicus, and a detailed 6-DOF vehicle simulation tool, Marshall Aerospace Vehicle Representation in C (MAVERIC). In addition to delta-v allocation constraints on SLS navigation performance, SLS mission requirement dictate successful upper stage disposal. Due to engine and propellant constraints, the SLS Exploration Upper Stage (EUS) must dispose into heliocentric space by means of a lunar fly-by maneuver. As with payload delta-v allocation, upper stage disposal maneuvers must place the EUS on a trajectory that maximizes the probability of achieving a heliocentric orbit post Lunar fly-by considering all sources of vehicle state uncertainty prior to the maneuver. To ensure disposal, the SLS navigation team has developed an analysis approach to derive optimal disposal guidance targets. This approach maximizes the state error covariance prior to the maneuver to develop and re-optimize a nominal disposal maneuver (DM) target that, if achieved, would maximize the potential for successful upper stage disposal. For EUS disposal analysis, a set of two tools was developed. The first considers only the nominal pre-disposal maneuver state, vehicle constraints, and an a priori estimate of the state error covariance. In the analysis, the optimal nominal disposal target is determined. This is performed by re-formulating the trajectory optimization to consider constraints on the eigenvectors of the error ellipse applied to the nominal trajectory. A bisection search methodology is implemented in the tool to refine these dispersions resulting in the maximum dispersion feasible for successful disposal via lunar fly-by. Success is defined based on the probability that the vehicle will not impact the lunar surface and will achieve a characteristic energy (C3) relative to the Earth such that it is no longer in the Earth-Moon system. The second tool propagates post-disposal maneuver states to determine the success of disposal for provided trajectory achieved states. This is performed using the optimized nominal target within the 6-DOF vehicle simulation. This paper will discuss the application of the Delta-Delta-V analysis approach for performance evaluation as well as trajectory re-optimization so as to demonstrate the system's capability in meeting performance constraints. Additionally, further discussion of the implementation of assessing disposal analysis will be provided.

Patrick, Sean↗

NASA NTRS2011

Superpixel-Augmented Endmember Detection for Hyperspectral Images

Superpixels are homogeneous image regions comprised of several contiguous pixels. They are produced by shattering the image into contiguous, homogeneous regions that each cover between 20 and 100 image pixels. The segmentation aims for a many-to-one mapping from superpixels to image features; each image feature could contain several superpixels, but each superpixel occupies no more than one image feature. This conservative segmentation is relatively easy to automate in a robust fashion. Superpixel processing is related to the more general idea of improving hyperspectral analysis through spatial constraints, which can recognize subtle features at or below the level of noise by exploiting the fact that their spectral signatures are found in neighboring pixels. Recent work has explored spatial constraints for endmember extraction, showing significant advantages over techniques that ignore pixels relative positions. Methods such as AMEE (automated morphological endmember extraction) express spatial influence using fixed isometric relationships a local square window or Euclidean distance in pixel coordinates. In other words, two pixels covariances are based on their spatial proximity, but are independent of their absolute location in the scene. These isometric spatial constraints are most appropriate when spectral variation is smooth and constant over the image. Superpixels are simple to implement, efficient to compute, and are empirically effective. They can be used as a preprocessing step with any desired endmember extraction technique. Superpixels also have a solid theoretical basis in the hyperspectral linear mixing model, making them a principled approach for improving endmember extraction. Unlike existing approaches, superpixels can accommodate non-isometric covariance between image pixels (characteristic of discrete image features separated by step discontinuities). These kinds of image features are common in natural scenes. Analysts can substitute superpixels for image pixels during endmember analysis that leverages the spatial contiguity of scene features to enhance subtle spectral features. Superpixels define populations of image pixels that are independent samples from each image feature, permitting robust estimation of spectral properties, and reducing measurement noise in proportion to the area of the superpixel. This permits improved endmember extraction, and enables automated search for novel and constituent minerals in very noisy, hyperspatial images. This innovation begins with a graph-based segmentation based on the work of Felzenszwalb et al., but then expands their approach to the hyperspectral image domain with a Euclidean distance metric. Then, the mean spectrum of each segment is computed, and the resulting data cloud is used as input into sequential maximum angle convex cone (SMACC) endmember extraction.

Thompson, David R.↗

NASA NTRS1977

Analysis and application of minimum variance discrete linear system identification

An on-line minimum variance (MV) parameter identifier is developed which embodies both accuracy and computational efficiency. The formulation results in a linear estimation problem with both additive and multiplicative noise (AMN). The resulting filter which utilizes both the covariance of the parameter vector itself and the covariance of the error in identification is proven to be mean-square convergent and mean-square consistent. The MV parameter identification scheme is then used to construct a stable state and parameter estimation algorithm.

Kotob, S.↗

NASA NTRS1982

A dynamic measure of controllability and observability for the placement of actuators and sensors on large space structures

The degree of controllability of a large space structure is found by a four step procedure: (1) finding the minimum control energy for driving the system from a given initial state to the origin in the prescribed time; (2) finding the region of initial state which can be driven to the origin with constrained control energy and time using optimal control strategy; (3) scaling the axes so that a unit displacement in every direction is equally important to control; and (4) finding the linear measurement of the weighted "volume" of the ellipsoid in the equicontrol space. For observability, the error covariance must be reduced toward zero using measurements optimally, and the criterion must be standardized by the magnitude of tolerable errors. The results obtained using these methods are applied to the vibration modes of a free-free beam.

Vandervelde, W. E.↗

NASA NTRS2006

Convective Weather Forecast Quality Metrics for Air Traffic Management Decision-Making

Since numerical weather prediction models are unable to accurately forecast the severity and the location of the storm cells several hours into the future when compared with observation data, there has been a growing interest in probabilistic description of convective weather. The classical approach for generating uncertainty bounds consists of integrating the state equations and covariance propagation equations forward in time. This step is readily recognized as the process update step of the Kalman Filter algorithm. The second well known method, known as the Monte Carlo method, consists of generating output samples by driving the forecast algorithm with input samples selected from distributions. The statistical properties of the distributions of the output samples are then used for defining the uncertainty bounds of the output variables. This method is computationally expensive for a complex model compared to the covariance propagation method. The main advantage of the Monte Carlo method is that a complex non-linear model can be easily handled. Recently, a few different methods for probabilistic forecasting have appeared in the literature. A method for computing probability of convection in a region using forecast data is described in Ref. 5. Probability at a grid location is computed as the fraction of grid points, within a box of specified dimensions around the grid location, with forecast convection precipitation exceeding a specified threshold. The main limitation of this method is that the results are dependent on the chosen dimensions of the box. The examples presented Ref. 5 show that this process is equivalent to low-pass filtering of the forecast data with a finite support spatial filter. References 6 and 7 describe the technique for computing percentage coverage within a 92 x 92 square-kilometer box and assigning the value to the center 4 x 4 square-kilometer box. This technique is same as that described in Ref. 5. Characterizing the forecast, following the process described in Refs. 5 through 7, in terms of percentage coverage or confidence level is notionally sound compared to characterizing in terms of probabilities because the probability of the forecast being correct can only be determined using actual observations. References 5 through 7 only use the forecast data and not the observations. The method for computing the probability of detection, false alarm ratio and several forecast quality metrics (Skill Scores) using both the forecast and observation data are given in Ref. 2. This paper extends the statistical verification method in Ref. 2 to determine co-occurrence probabilities. The method consists of computing the probability that a severe weather cell (grid location) is detected in the observation data in the neighborhood of the severe weather cell in the forecast data. Probabilities of occurrence at the grid location and in its neighborhood with higher severity, and with lower severity in the observation data compared to that in the forecast data are examined. The method proposed in Refs. 5 through 7 is used for computing the probability that a certain number of cells in the neighborhood of severe weather cells in the forecast data are seen as severe weather cells in the observation data. Finally, the probability of existence of gaps in the observation data in the neighborhood of severe weather cells in forecast data is computed. Gaps are defined as openings between severe weather cells through which an aircraft can safely fly to its intended destination. The rest of the paper is organized as follows. Section II summarizes the statistical verification method described in Ref. 2. The extension of this method for computing the co-occurrence probabilities in discussed in Section HI. Numerical examples using NCWF forecast data and NCWD observation data are presented in Section III to elucidate the characteristics of the co-occurrence probabilities. This section also discusses the procedure for computing throbabilities that the severity of convection in the observation data will be higher or lower in the neighborhood of grid locations compared to that indicated at the grid locations in the forecast data. The probability of coverage of neighborhood grid cells is also described via examples in this section. Section IV discusses the gap detection algorithm and presents a numerical example to illustrate the method. The locations of the detected gaps in the observation data are used along with the locations of convective weather cells in the forecast data to determine the probability of existence of gaps in the neighborhood of these cells. Finally, the paper is concluded in Section V.

Chatterji, Gano B.↗

NASA NTRS2011

Efficient Kriging Algorithms

More efficient versions of an interpolation method, called kriging, have been introduced in order to reduce its traditionally high computational cost. Written in C++, these approaches were tested on both synthetic and real data. Kriging is a best unbiased linear estimator and suitable for interpolation of scattered data points. Kriging has long been used in the geostatistic and mining communities, but is now being researched for use in the image fusion of remotely sensed data. This allows a combination of data from various locations to be used to fill in any missing data from any single location. To arrive at the faster algorithms, sparse SYMMLQ iterative solver, covariance tapering, Fast Multipole Methods (FMM), and nearest neighbor searching techniques were used. These implementations were used when the coefficient matrix in the linear system is symmetric, but not necessarily positive-definite.

Memarsadeghi, Nargess↗

NASA NTRS1990

True covariance simulation of the EUVE (extreme ultra violet explorer) update filter

This paper presents a covariance analysis of the performance and sensitivity of the attitude determination Extended Kalman Filter (EKF) used by the onboard computer (OBC) of the Extreme Ultra Violet Explorer (EUVE) spacecraft. The linearized dynamics and measurement equations of the error states are used in formulating the 'truth model' describing the order of the systems involved. The 'design model' used by the OBC EKF is then obtained by reducing the order of the truth model. The covariance matrix of the EKF which uses the reduced order model is not the correct covariance of the EKF estimation error. A 'true covariance analysis' has to be carried out in order to evaluate the correct accuracy of the OBC generated estimates. The results of such analysis are presented which indicate both the performance and the sensitivity of the OBC EKF.

Bar-Itzhack, I. Y.↗

NASA NTRS1976

Analysis and application of minimum variance discrete time system identification

An on-line minimum variance parameter identifier was developed which embodies both accuracy and computational efficiency. The new formulation resulted in a linear estimation problem with both additive and multiplicative noise. The resulting filter is shown to utilize both the covariance of the parameter vector itself and the covariance of the error in identification. It is proven that the identification filter is mean square covergent and mean square consistent. The MV parameter identification scheme is then used to construct a stable state and parameter estimation algorithm.

Kotob, S.↗

NASA NTRS1976

Ocean color spectra measured off the Oregon coast - Characteristic vectors

The ocean color spectrum is defined as the ratio of the spectrum of light upwelled from the sea to the spectrum of light incident on the sea surface. Ocean color spectra, observed from an airplane flown over waters off Oregon, are analyzed. The original spectra are resolved into fifty-five wavelength bands, each 5 nm wide. The shapes of these spectra are parameterized by, and shown to be accurately recoverable from, their first four principal components. These components are the scalar projections of each spectrum on the first four characteristic vectors of the sample covariance matrix. Regression equations are found with which phytoplankton pigment concentration and water transparency may be estimated as linear functions of the principal components. Pigment concentration estimates thus obtained are imprecise. The poor fit is at least partly due to the inappropriateness of the linear regression model and the neglect of other optically important substances typically present in sea water.

Mueller, J. L.↗

NASA NTRS1988

On the design of the dissipative LQG-type controllers

The design of dissipative linear-quadratic-Gaussian-type compensators for positive real plants is considered. It is shown that if the noise covariance matrices (used as weighting matrices) satisfy certain conditions, the compensator has a strictly positive real transfer function matrix. The stability of the resulting closed-loop system is guaranteed regardless of modeling errors as long as the plant remains positive real. In view of this property, the controller is expected to be useful for vibration suppression in large, flexible space structures.

Lozano-Leal, R.↗

NASA NTRS2009

Turbulent CO2 Flux Measurements by Lidar: Length Scales, Results and Comparison with In-Situ Sensors

The vertical CO2 flux in the atmospheric boundary layer (ABL) is investigated with a Doppler differential absorption lidar (DIAL). The instrument was operated next to the WLEF instrumented tall tower in Park Falls, Wisconsin during three days and nights in June 2007. Profiles of turbulent CO2 mixing ratio and vertical velocity fluctuations are measured by in-situ sensors and Doppler DIAL. Time and space scales of turbulence are precisely defined in the ABL. The eddy-covariance method is applied to calculate turbulent CO2 flux both by lidar and in-situ sensors. We show preliminary mean lidar CO2 flux measurements in the ABL with a time and space resolution of 6 h and 1500 m respectively. The flux instrumental errors decrease linearly with the standard deviation of the CO2 data, as expected. Although turbulent fluctuations of CO2 are negligible with respect to the mean (0.1 %), we show that the eddy-covariance method can provide 2-h, 150-m range resolved CO2 flux estimates as long as the CO2 mixing ratio instrumental error is no greater than 10 ppm and the vertical velocity error is lower than the natural fluctuations over a time resolution of 10 s.

Gilbert, Fabien↗

NASA NTRS1990

True covariance simulation of the EUVE update filter

This paper presents a covariance analysis of the performance and sensitivity of the attitude determination Extended Kalman Filter (EKF) used by the On Board Computer (OBC) of the Extreme Ultra Violet Explorer (EUVE) spacecraft. The linearized dynamics and measurement equations of the error states are used in formulating the 'truth model' describing the real behavior of the systems involved. The 'design model' used by the OBC EKF is then obtained by reducing the order of the truth model. The covariance matrix of the EKF which uses the reduced order model is not the correct covariance of the EKF estimation error. A 'true covariance analysis' has to be carried out in order to evaluate the correct accuracy of the OBC generated estimates. The results of such analysis are presented which indicate both the performance and the sensitivity of the OBC EKF.

Bar-Itzhack, I. Y.↗

NASA NTRS1989

True covariance simulation of the EUVE update filter

A covariance analysis of the performance and sensitivity of the attitude determination Extended Kalman Filter (EKF) used by the On Board Computer (OBC) of the Extreme Ultra Violet Explorer (EUVE) spacecraft is presented. The linearized dynamics and measurement equations of the error states are derived which constitute the truth model describing the real behavior of the systems involved. The design model used by the OBC EKF is then obtained by reducing the order of the truth model. The covariance matrix of the EKF which uses the reduced order model is not the correct covariance of the EKF estimation error. A true covariance analysis has to be carried out in order to evaluate the correct accuracy of the OBC generated estimates. The results of such analysis are presented which indicate both the performance and the sensitivity of the OBC EKF.

Bar-Itzhack, Itzhack Y.↗

NASA NTRS1978

An application of the square-root information filter to large scale linear interconnected systems

The paper considers the use of numerically stable square-root information filter (SRIF) algorithms to reduce the computation and storage requirements of a certain class of large-scale linear interconnected systems (multistation satellite tracking is examined as an example). The reductions are in comparison with conventional sequential covariance type formulations. To illustrate the SRIF algorithm: a 40 subsystem, 10 state problem, for example, has its storage requirements reduced by a full order of magnitude (from 84255 to 8100).

Bierman, G. J.↗

NASA NTRS2021

Retrieval Algorithm for the Column CO2 Mixing Ratio from Pulsed Multi-Wavelength Lidar Measurements

The retrieval algorithm for the column mixing ratio of CO2 from the measurements of a pulsed multi-wavelength integrated path differential absorption (IPDA) lidar is described. The lidar samples the shape of the 1572.33 nm CO2 absorption line at 15 or 30 wavelengths. The algorithm uses a least-squares fit between the CO2 line shape computed from a layered 10 atmosphere model to that sampled by the lidar. In addition to the column average CO2 dry air mole fraction (XCO2), several other parameters are also solved simultaneously from the fit. These include the Doppler shift in the received laser signal wavelengths, the product of the surface reflectivity and atmospheric transmission and a linear trend in the lidar receiver’s spectral response. The algorithm can also be used to solve for the average water vapor mixing ratio, which causes a secondary absorption in the wings of the CO2 absorption line under high humidity conditions. The least-squares fit is linearized about the 15 expected XCO2 value which allows the use of a standard linear least-squares fitting method and software tools. The standard deviation of the retrieved XCO2 is obtained from covariance matrix of the fit. An averaging kernel is defined similarly to that used for passive trace-gas sounding. Examples are presented of using the algorithm to retrieve XCO2 from the measurements from NASA Goddard’s airborne CO2 Sounder lidar made at a constant altitude and during spiral-down maneuvers.

Xiaoli Sun↗