Search NASA⌕ Search

SEARCH · Search NASA

Results for “RANDOM PROCESS”

Search indexed NASA NTRS and DOE OSTI research on propulsion, heat transfer, battery materials and energy systems. Follow report and document links to the original sources.

Quote a phrase for an exact phrase match. Source license links do not imply unrestricted reuse.

At least 217 records · Page 12

An analytic technique for statistically modeling random atomic clock errors in estimation

Minimum variance estimation requires that the statistics of random observation errors be modeled properly. If measurements are derived through the use of atomic frequency standards, then one source of error affecting the observable is random fluctuation in frequency. This is the case, for example, with range and integrated Doppler measurements from satellites of the Global Positioning and baseline determination for geodynamic applications. An analytic method is presented which approximates the statistics of this random process. The procedure starts with a model of the Allan variance for a particular oscillator and develops the statistics of range and integrated Doppler measurements. A series of five first order Markov processes is used to approximate the power spectral density obtained from the Allan variance.

Fell, P. J.↗

Information and display requirements for aircraft terrain following

The display design procedure for manned vehicle systems, is applied and validated, for a particular scenario. The scenario chosen is that of zero visibility high speed terrain following (V = 466 ft/sec, H = 200 ft) with an A-10 aircraft. The longitudal (linearized) dynamics are considered. The variations in (command path over) terrain pi(t) are modeled as a third order random process. The display design methodology is based on the optimal control model of pilot response, and employs this model in various ways in different phases of the design process. The overall methodology indicates that the design process is intended as a precursor to manned simulation. It provides a rank ordering of candidate displays through a three level process.

Kleinman, D. L.↗

A structure function representation theorem with applications to frequency stability estimation

Random processes with stationary nth differences serve as models for oscillator phase noise. A theorem which obtains the structure function (covariance of the nth differences) of such a process in terms of the differences of a single function of one time variable is proven. In turn, this function can easily be obtained from the spectral density of the process. The theorem is used for computing the variance of two estimators of frequency stability.

Greenhall, C. A.↗

Noise equivalent circuit of a semiconductor laser diode

A small-signal model of a semiconductor laser is extended to include the effects of intrinsic noise by adding current and voltage noise sources. The current noise source represents the shot noise of carrier recombination, while the voltage noise source represents the random process of simulated emission. The usefulness of the noise equivalent circuit is demonstrated by calculating the modulation and noise characteristics of a current-driven diode as a function of bias current and frequency.

Harder, C.↗

Stationarity of magnetohydrodynamic fluctuations in the solar wind

Solar wind research and studies of charged particle propagation often assume that the interplanetary magnetic field represents a stationary random process. The extent to which ensemble averages of the solar wind magnetic fields follow the asymptotic behavior predicted by the ergodic theorem was investigated. Several time periods, including a span of nearly two years, are analyzed. Data intervals which span many solar rotations satisfy the conditions of weak stationarity if the effects of solar rotation are included in the asymptotic analysis. Shorter intervals which include a small integral number of interplanetary sectors also satisfy weak stationarity. The results are illustrated using magnetometer data from the ISEE-3, Voyager and IMP spacecraft.

Matthaeus, W. H.↗

An optimal control approach to the design of moving flight simulators

An abstract flight simulator design problem is formulated in the form of an optimal control problem, which is solved for the linear-quadratic-Gaussian special case using a mathematical model of the vestibular organs. The optimization criterion used is the mean-square difference between the physiological outputs of the vestibular organs of the pilot in the aircraft and the pilot in the simulator. The dynamical equations are linearized, and the output signal is modeled as a random process with rational power spectral density. The method described yields the optimal structure of the simulator's motion generator, or 'washout filter'. A two-degree-of-freedom flight simulator design, including single output simulations, is presented.

Sivan, R.↗

Constraints on the invariant functions of axisymmetric turbulence

Constraints are derived for the two invariant functions Q1 and Q2 that occur in Chandrasekhar's (1950) development of the axisymmetric turbulence theory. These constraints must be satisfied for the correlation tensor derived from Q1 and Q2 to be that of a stationary random process, i.e., for the turbulence to be realizable. The equivalent results in spectrum space are also developed. Applications of the constraints in aerodynamic noise modeling are discussed. It is shown that significant errors in prediction can be introduced by the use of turbulence models which violate the constraints.

Kerschen, E. J.↗

A structure function representation theorem with applications to frequency stability estimation

Random processes with stationary nth differences serve as models for oscillator phase noise. The theorem proved here allows one to obtain the structure function (covariances of the nth differences) of such a process in terms of the differences of a single function of one time variable. In turn, this function can easily be obtained from the spectral density of the process. The theorem is used for computing the variance of two estimators of frequency stability.

Greenhall, C. A.↗

On the maximum-entropy/autoregressive modeling of time series

The autoregressive (AR) model of a random process is interpreted in the light of the Prony's relation which relates a complex conjugate pair of poles of the AR process in the z-plane (or the z domain) on the one hand, to the complex frequency of one complex harmonic function in the time domain on the other. Thus the AR model of a time series is one that models the time series as a linear combination of complex harmonic functions, which include pure sinusoids and real exponentials as special cases. An AR model is completely determined by its z-domain pole configuration. The maximum-entropy/autogressive (ME/AR) spectrum, defined on the unit circle of the z-plane (or the frequency domain), is nothing but a convenient, but ambiguous visual representation. It is asserted that the position and shape of a spectral peak is determined by the corresponding complex frequency, and the height of the spectral peak contains little information about the complex amplitude of the complex harmonic functions.

Chao, B. F.↗

On Choosing Between Two Probabilistic Choice Sub-models in a Dynamic Multitask Environment

An independent random utility model based on Thurstone's Theory of Comparative Judgment and a constant utility model based on Luce's Choice Axiom are reviewed in detail. Predictions from the two models are shown to be equivalent under certain restrictions on the distribution of the underlying random process. Each model is applied as a stochastic choice submodel in a dynamic, multitask, environment. Resulting choice probabilities are nearly identical, indicating that, despite their conceptual differences, neither model may be preferred over the other based solely on its predictive capability.

Soulsby, E. P.↗

Kalman filter modeling

The formulation of appropriate state-space models for Kalman filtering applications is studied. The so-called model is completely specified by four matrix parameters and the initial conditions of the recursive equations. Once these are determined, the die is cast, and the way in which the measurements are weighted is determined foreverafter. Thus, finding a model that fits the physical situation at hand is all important. Also, it is often the most difficult aspect of designing a Kalman filter. Formulation of discrete state models from the spectral density and ARMA random process descriptions is discussed. Finally, it is pointed out that many common processes encountered in applied work (such as band-limited white noise) simply do not lend themselves very well to Kalman filter modeling.

Brown, R. G.↗

Observation of arrival times of EAS with energies or = 6 x 10 (14) eV

The Earth's atmosphere is continually being bombarded by primary cosmic ray particles which are generally believed to be high-energy nuclei. The fact that the majority of cosmic ray primaries are charged particles and that space is permeated with random magnetic fields, means that the particles do not travel in straight lines. The arrival time distribution of EAS may also transfer some information about the primary particles. Actually, if the particles come to our Earth in a completely random process, the arrival time distribution of pairs of successive particles should fit an exponential law. The work reported here was arried out at Sydney University from May 1982 to January 1983. All the data are used to plot the arrival-time distribution of the events, that is, the distribution of time-separation between consecutive events on a 1 minute bin size. During this period more than 2300 showers were recorded. The results are discussed and compared with that of some other experiments.

Sun, L.↗

Nonlinear response - A time domain approach

The present paper reviews the basic concepts of nonlinear response of panels to surface flow and acoustic pressures, simulation of random processes, time domain solutions and the Monte Carlo Method. Applications of this procedure to the orbit-on-demand space vehicles, acoustic fatigue and composite materials are discussed. Numerical examples are included for a variety of nonlinear problems to illustrate the applicability of this method.

Vaicaitis, R.↗

Noise transmission into enclosures

This paper describes analytical and experimental studies of noise transmission into rectangular and cylindrical enclosures. The solutions of the governing acoustic-structural equations are developed by modal decomposition of structural vibrations and the interior acoustic field. Particular attention is directed toward the low frequencies, that is, frequencies up through the first few structural and cavity resonant modes. The structural vibrations are driven by the external acoustic and/or mechanical point loads which are taken to be Gaussian stationary random processes. The structural models include rectangular panels and cylindrical shells.

Vaicaitis, R.↗

Acoustic fatigue - A Monte Carlo approach

The present paper reviews the basic concepts of nonlinear structural response to surface flow and acoustic pressure inputs. A time domain solution and the Monte Carlo method are utilized to estimate the required statistics of the nonlinear response. Simulation procedures of multi-dimensional and multi-variate random processes are discussed. Application of these procedures to acoustic fatigue of flight structures are considered. Numerical examples are included to illustrate the applicability of this method for the solution of nonlinear problems.

Vaicaitis, R.↗

Irregular and diurnal variability in asynoptic measurements of stratospheric trace species

The consequences of irregular and diurnal variability on the interpretation of asynoptic measurements of stratospheric trace species are explored. In particular, the fidelity with which the continuous behavior may be recovered from discrete asynoptic measurements is examined. Dynamically created tracer variability in the form of an advected space-time random process is discussed. Diagnostics such as power spectra and time-mean fields are derived asynoptically and compared with the true behavior. Diurnal variations of a photochemically active species are considered, describing variability in terms of a solar waveform which propagates through a latitudinal envelope. Several diagnostics of the behavior are derived asynoptically and compared with the true variability.

Salby, Murry L.↗

Karhunen-Loeve expansion of Burgers' model of turbulence

The properties of the Karhunen-Loeve expansion of a strongly inhomogeneous random process are examined with emphasis on applications to turbulent flow fields. The ability of the KL expansion to represent functions that have both slow and rapid variations in a relatively small number of expansion terms is tested on a one-dimensional model based on the forced Burgers' equation. The rate of the convergence of the expansion is evaluated, and its dependence on the Reynolds number is determined. It is shown that the KL eigenfunctions possess wall boundary layers attached to outer structures that are independent of the Reynolds number (at high Reynolds numbers). It is also shown that the spectrum of eigenvalues is broad at large Reynolds numbers, requiring many terms to represent higher-order derivatives of the function.

Chambers, D. H.↗

Modelling the SIR-B image response to partially coherent seas

A mathematical model of transient seas modulated by coherent swells is developed as a Rayleigh-Poisson random process subject to deterministic correlations of scattering sites, as they appear in a time window defined by a SAR's range-Doppler measurements of the surface coordinates. This model of SAR response to sea surface dynamics is discussed as a Fourier domain predictor/corrector of a dynamic motion blur.

Tilley, D. G.↗