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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.
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Linear computer-controlled closed loop systems sensitivity analysis, deriving estimation error incremental covariance to demonstrate quality deterioration under perturbed initial conditions, parameters, etc
Nonstationary colored noise linear shaping filter to transform white noise into nonstationary random process with specified covariance function
A variety of techniques is available for estimating the states of nonlinear dynamic systems from noisy data. The differences among several of these procedures in the presence of small dynamic and observational nonlinearities are investigated. Four discrete estimation algorithms are analyzed. The first is a strictly least square estimator, while the others are recursive algorithms similar to the Kalman filter used for estimating the states of linear systems. A group of analytic expressions is developed for the mean and covariance of the error in each of these estimators so that they may be compared without lengthy Monte Carlo simulations. The covariance expressions show that, to first order, all the estimators have the same covariance. Expressions for the means show that each estimator has a different bias. Several examples are carried out demonstrating that the relative magnitudes of the bias errors in the various estimators can be a strong function of such parameters as initial covariances and number of data points. Under some circumstances, more complicated algorithms can have larger biases than smaller ones.
The properties of a linear discriminant function are discussed for the case of arbitrary distributions with equal covariance matrices. Using two examples, a comparison is made showing how the difference of the means relates to the covariance matrices.
Interpolating scattered data points is a problem of wide ranging interest. A number of approaches for interpolation have been proposed both from theoretical domains such as computational geometry and in applications' fields such as geostatistics. Our motivation arises from geological and mining applications. In many instances data can be costly to compute and are available only at nonuniformly scattered positions. Because of the high cost of collecting measurements, high accuracy is required in the interpolants. One of the most popular interpolation methods in this field is called ordinary kriging. It is popular because it is a best linear unbiased estimator. The price for its statistical optimality is that the estimator is computationally very expensive. This is because the value of each interpolant is given by the solution of a large dense linear system. In practice, kriging problems have been solved approximately by restricting the domain to a small local neighborhood of points that lie near the query point. Determining the proper size for this neighborhood is a solved by ad hoc methods, and it has been shown that this approach leads to undesirable discontinuities in the interpolant. Recently a more principled approach to approximating kriging has been proposed based on a technique called covariance tapering. This process achieves its efficiency by replacing the large dense kriging system with a much sparser linear system. This technique has been applied to a restriction of our problem, called simple kriging, which is not unbiased for general data sets. In this paper we generalize these results by showing how to apply covariance tapering to the more general problem of ordinary kriging. Through experimentation we demonstrate the space and time efficiency and accuracy of approximating ordinary kriging through the use of covariance tapering combined with iterative methods for solving large sparse systems. We demonstrate our approach on large data sizes arising both from synthetic sources and from real applications.
An understanding of how an initially Gaussian error volume becomes non-Gaussian over time is an important consideration for space-vehicle conjunction assessment. Traditional assumptions applied to the error volume artificially suppress the true non-Gaussian nature of the space-vehicle position uncertainties. For typical conjunction assessment objects, representation of the error volume by a state error covariance matrix in a Cartesian reference frame is a more significant limitation than is the assumption of linearized dynamics for propagating the error volume. In this study, the impact of each assumption is examined and isolated for each point in the volume. Limitations arising from representing the error volume in a Cartesian reference frame is corrected by employing a Monte Carlo approach to probability of collision (Pc), using equinoctial samples from the Cartesian position covariance at the time of closest approach (TCA) between the pair of space objects. A set of actual, higher risk (Pc >= 10 (exp -4)+) conjunction events in various low-Earth orbits using Monte Carlo methods are analyzed. The impact of non-Gaussian error volumes on Pc for these cases is minimal, even when the deviation from a Gaussian distribution is significant.
A long-sought goal in data assimilation is to build more fully the time dimension into the data assimilation process. Truly four-dimensional data assimilation requires evolving second-moment information, namely the estimation error covariance, along with the state estimate itself. The continuum evolution equations for the estimation error covariance constitute a system of partial differential equations in six space dimensions, forced by a model error covariance and by the observations themselves. The high dimensionality of this system poses a difficult computational problem. Numerous methods have been proposed for approximate, discrete solution of this system of equations. Four-dimensional variational schemes solve these equations indirectly, while schemes based on Kalman filtering solve the equations more directly, usually on a small subspace of the full six-dimensional space. In both cases, most proposed solution methods are not derived from the continuum covariance evolution equations themselves. Instead, most methods simply inherit the discretization used for evolving the state estimate, either in the form of a discrete tangent linear model or, in the case of ensemble schemes, in the form of a fully nonlinear discrete model. In this lecture we show that solutions of the continuum covariance evolution equations possess simple properties that are not readily satisfied upon discretization of the equations. we give numerical examples illustrating that "inherited" discretizations sometimes fail to produce meaningfully accurate solutions. Finally, we suggest alternative discretization methods that may yield more faithful approximate solutions of the continuum problem.
The ensemble Kalman filter (EnKF) is a data assimilation technique that uses an ensemble of models, updated with data, to track the time evolution of a usually non-linear system. It does so by using an empirical approximation to the well-known Kalman filter. However, its performance can suffer when the ensemble size is smaller than the state space, as is often necessary for computationally burdensome models. This scenario means that the empirical estimate of the state covariance is not full rank and possibly quite noisy. To solve this problem in this high dimensional regime, we propose a computationally fast and easy to implement algorithm called the penalized ensemble Kalman filter (PEnKF). Under certain conditions, it can be theoretically proven that the PEnKF will be accurate (the estimation error will converge to zero) despite having fewer ensemble members than state dimensions. Further, as contrasted to localization methods, the proposed approach learns the covariance structure associated with the dynamical system. These theoretical results are supported with simulations of several non-linear and high dimensional systems.
This paper examines covariate effects on fused whole body biometrics performance in the IARPA BRIAR dataset, specifically focusing on UAV platforms, elevated positions, and distances up to 1000 meters. The dataset includes outdoor videos compared with indoor images and controlled gait recordings. Normalized raw fusion scores relate directly to predicted false accept rates (FAR), offering an intuitive means for interpreting model results. A linear model is developed to predict biometric algorithm scores, analyzing their performance to identify the most influential covariates on accuracy at altitude and range. Weather factors like temperature, wind speed, solar loading, and turbulence are also investigated in this analysis. The study found that resolution and camera distance best predicted accuracy and findings can guide future research and development efforts in long-range/elevated/UAV biometrics and support the creation of more reliable and robust systems for national security and other critical domains.
We show how to solve two problems of optimal linear estimation from a finite set of phase data. Clock noise is modeled as a stochastic process with stationary dth increments. The covariance properties of such a process are contained in the generalized autocovariance function (GACV). We set up two principles for optimal estimation: with the help of the GACV, these principles lead to a set of linear equations for the regression coefficients and some auxiliary parameters. The mean square errors of the estimators are easily calculated. The method can be used to check the results of other methods and to find good suboptimal estimators based on a small subset of the available data.
We use galaxies from the illustristng, massiveblack-ii, and illustris-1 hydrodynamic simulations to investigate the behaviour of large scale galaxy intrinsic alignments. Our analysis spans four redshift slices over the approximate range of contemporary lensing surveys z = 0–1. We construct comparable weighted samples from the three simulations, which we then analyse using an alignment model that includes both linear and quadratic alignment contributions. Our data vector includes galaxy–galaxy, galaxy–shape, and shape–shape projected correlations, with the joint covariance matrix estimated analytically. In all of the simulations, we report non-zero IAs at the level of several σ. For a fixed lower mass threshold, we find a relatively strong redshift dependence in all three simulations, with the linear IA amplitude increasing by a factor of ~2 between redshifts z = 0 and z = 1. We report no significant evidence for non-zero values of the tidal torquing amplitude, A 2 , in TNG, above statistical uncertainties, although MBII favours a moderately negative A 2 ~ –2. Examining the properties of the TATT model as a function of colour, luminosity and galaxy type (satellite or central), our findings are consistent with the most recent measurements on real data. We also outline a novel method for constraining the TATT model parameters directly from the pixelized tidal field, alongside a proof-of-concept exercise using TNG. This technique is shown to be promising, although comparison with previous results obtained via other methods is non-trivial.
In this paper, we predict the covariance matrices of both the power spectrum and the bispectrum, including full non-Gaussian contributions, redshift space distortions, linear bias effects, and shot-noise corrections, using perturbation theory (PT). To quantify the redshift-space distortion effect, we focus mainly on the monopole and quadrupole components of both the power and bispectra. We, for the first time, compute the 5- and 6-point spectra to predict the cross-covariance between the power and bispectra, and the autocovariance of the bispectrum in redshift space. Further, we test the validity of our calculations by comparing them with the covariance matrices measured from the MultiDark-Patchy mock catalogues that are designed to reproduce the galaxy clustering measured from the Baryon Oscillation Spectroscopic Survey Data Release 12. We argue that the simple, leading-order PT works because the shot-noise corrections for the Patchy mocks are more dominant than other higher order terms we ignore. In the meantime, we confirm some discrepancies in the comparison, especially of the cross-covariance. We discuss potential sources of such discrepancies. We also show that our PT model reproduces well the cumulative signal-to-noise ratio of the power spectrum and the bispectrum as a function of maximum wavenumber, implying that our PT model captures successfully essential contributions to the covariance matrices.
Reliable soil water content (SWC) data are essential for understanding dryland ecosystem dynamics, but high-frequency SWC sensors often fail, creating gaps in critical datasets. To address this, we developed a Bayesian mixture model that imputes missing SWC using both linear interpolation and an ecosystem water balance model (SOILWAT2), tested across six AmeriFlux eddy covariance tower sites in the New Mexico Elevation Gradient, demonstrating its effectiveness in reconstructing SWC patterns while providing insights into the factors driving SWC variability. Daily volumetric soil water content (SWC) data are provided as csv-formatted spreadsheets for the six AmeriFlux sites (US-Seg, US-Ses, US-Wjs, US-Mpi, US-Vcp, and US-Vcs). For each site there is an observed SWC file (site_SWC_gapfill.csv) and a file that contains imputed SWC (imputed_SWC_site.csv). The observed SWC files contain temperature corrected sensor values, tower precipitation data, as well as outputs from SOILWAT2 simulations that were used to impute SWC. The imputed files contain the original observed SWC values and the imputed missing SWC values. When SWC was missing from the original data, the missing value was imputed based on the Bayesian imputation mixture model. The posterior mean of all imputed values is reported as "mean_X". When the observed SWC was NOT missing, mean_X = observed SWC value (original data). The standard deviation, 2.5th percentile and the 97.5th percentile for the imputed values are also reported in the imputed files. There are readme text files for each file type explaining the contents of each column.
Stable linear system /shaping filter/ synthesis transforming stationary white noise into random process having given covariance function
Three flutter suppression control law design techniques are presented. Each uses multiple control surfaces and/or sensors. The first uses linear combinations of several accelerometer signals together with dynamic compensation to synthesize the modal rate of the critical mode for feedback to distributed control surfaces. The second uses traditional tools (pole/zero loci and Nyquist diagrams) to develop a good understanding of the flutter mechanism and produce a controller with minimal complexity and good robustness to plant uncertainty. The third starts with a minimum energy Linear Quadratic Gaussian controller, applies controller order reduction, and then modifies weight and noise covariance matrices to improve multi-variable robustness. The resulting designs were implemented digitally and tested subsonically on the Active Flexible Wing (AFW) wind tunnel model. Test results presented here include plant characteristics, maximum attained closed-loop dynamic pressure, and Root Mean Square control surface activity. A key result is that simultaneous symmetric and antisymmetric flutter suppression was achieved by the second control law, with a 24 percent increase in attainable dynamic pressure.
The new algorithms developed under this project included a principled procedure for classification of objects, events or circumstances according to a target variable when a very large number of potential predictor variables is available but the number of cases that can be used for training a classifier is relatively small. These "high dimensional" problems require finding a minimal set of variables -called the Markov Blanket-- sufficient for predicting the value of the target variable. An algorithm, the Markov Blanket Fan Search, was developed, implemented and tested on both simulated and real data in conjunction with a graphical model classifier, which was also implemented. Another algorithm developed and implemented in TETRAD IV for time series elaborated on work by C. Granger and N. Swanson, which in turn exploited some of our earlier work. The algorithms in question learn a linear time series model from data. Given such a time series, the simultaneous residual covariances, after factoring out time dependencies, may provide information about causal processes that occur more rapidly than the time series representation allow, so called simultaneous or contemporaneous causal processes. Working with A. Monetta, a graduate student from Italy, we produced the correct statistics for estimating the contemporaneous causal structure from time series data using the TETRAD IV suite of algorithms. Two economists, David Bessler and Kevin Hoover, have independently published applications using TETRAD style algorithms to the same purpose. These implementations and algorithmic developments were separately used in two kinds of studies of climate data: Short time series of geographically proximate climate variables predicting agricultural effects in California, and longer duration climate measurements of temperature teleconnections.
As a motivation for this lecture, we begin by stating a paradox that challenges our fundamental understanding of covariance evolution (at least it challenged my own). Attempting to resolve this 'divergence paradox' leads us to introduce the continuum fundamental solution operator for the dynamics under consideration, which will be advection dynamics in this lecture. This operator is the object that is approximated by the discrete 'tangent linear model. We then show how the fundamental solution operator can be used to describe the solution of the continuum covariance evolution equation. This description is complete enough to resolve fully the divergence paradox.
A linear state-space system will be said to be estimable if in estimating its state from its output the posterior error covariance matrix is strictly smaller than the prior covariance matrix. It will be said to be regulable if the quadratic cost of state feedback control is strictly smaller than the cost when no feedback is used. These properties, which are shown to be dual, are different from the well known observability and controllability properties of linear systems. Necessary and sufficient conditions for estimability and regulability are derived for time variant and time invariant systems, in discrete and continuous time.