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A method for estimating signatures from satellite multispectral scanner data for areas containing mixtures of specified object classes is presented and evaluated. Each signature is assumed to be a Gaussian distribution. The estimation procedure is simple, and the estimates represent maximum likelihood estimates. Formulae to compute variances for an estimated signature are also given.
The regression and ratio estimators are studied in the context of improving upon the ground survey estimates of crop acreages by utilizing Landsat data. The approach is to formulate analytically the estimation problem that utilizes ground survey data, as collected by the U.S. Department of Agriculture, and Landsat data, which provide a complete coverage for an area of interest, and then to conduct simulation studies. It is shown over a wide range of conditions that the regression estimator is the most efficient unless there is a low correlation between the actual and estimated crop acreages in the sampled area segments, in which case a ratio type estimator is superior. Estimation of the variance of the regression estimator is also investigated.
The Idaho National INL’s Baseline Material Property program provides many measurements of different material properties on a variety of nuclear graphite grades being investigated for irradiation-induced changes in material properties. The baseline material properties provide an unirradiated reference for comparison with measurements of those properties after irradiation. This study describes how uncertainty, or variance, in estimates of important material properties, like compressive strength, may depend on sample size, sample distribution and parameter estimation methods. Compressive strength data from two large collections of specimens from a billet of PCEA graphite (sample size = 230) and a billet of IG-110 graphite (sample size = 48) are used to illustrate these dependencies. The grades of graphite used represent approximate end members in terms of relative variability in strength measurements. Monte Carlo simulation and bootstrapping methods were used to examine variance in Weibull-parameter estimates as a function of sample size. Results were consistent with what previous statistical analyses have shown about the relationship between sample size and width of the confidence interval for maximum likelihood (ML) estimated parameters when samples are repeatedly drawn from a Weibull distribution. As a function of sample size, the precision of the modulus estimate increases faster than that of the characteristic strength. The modulus maximum likelihood estimates (MLEs) are biased for low sample sizes. The American Society for Testing and Materials document ASTM D7846-16 provides equations that describe the dependence of the variance of parameter MLEs on sample size. Using the same methodology, we show that the polynomials provided for variance dependence on sample size are inaccurate for sample sizes greater than ~120. We provide approximations to that relationship that illustrate relative constancy for sample size > ~10, in the logspace relationship of the modulus variance and the log transformed characteristic strength variance. Bootstrapping provided a means of comparing Weibull parameters obtained using ASME’s guidance for specimen collection to those obtained using different weighting in a case where strength is related to position in a billet and to grain orientation and a single distribution is used to characterize the billet. ASME specifies that samples be collected with equal representation in all locations and grain orientations. Parameter values obtained using ASME’s method were different from those obtained using random sampling of the complete data sets, and this was particularly true for the PCEA data. In addition, while the ASME approach yielded more conservative parameters for the PCEA data, the opposite was true for the IG-110 data. The difference observed for the PCEA data set likely reflects the larger number of against-grain specimens collected, which had generally higher strength than the with-grain specimens. This emphasizes the importance of the dependence of strength on location or grain orientation and suggests that it may be prudent to weight specimen collection toward the weaker subgroups if a conservative estimate as desired, as the equal weighting method recommended by ASME would will not always provide the most conservative Weibull parameters. Because spatial correlations commonly exist in certain grades of graphite, future work may involve developing a methodology for parameter inference that relaxes the assumption of independent specimens. ASTM and ASME codes recommend different parameter estimation methods and models of the Weibull distribution in different situations. Descriptions of the effects on parameter estimates for the example billets used in this study provide an example of how the method may affect the parameter estimate, and how—in this case—that compares to differences due to other factors, such as sample size and dependence on grain orientation or sample location.
A method is proposed for dealing with the divergence phenomenon problem encountered in applications of minimum-variance recursive estimators when the error covariance calculated by the estimator becomes inconsistent with the actual error covariance. The proposed method differs from previous ones in that the state model and statistics are accepted as given. The form of the optimal estimator is used, but a constant check is made on the consistency of the calculated and actual error covariances. The method is independent of the source of error, whether it be inaccuracies in the system model, incorrect values of the a priori and random process statistics, approximations required in the case of nonlinear systems, or computational roundoff. Several simulated examples, in which inconsistencies in the calculated and actual error covariances exist, show a significant improvement in the performance of the estimator when the given procedure is applied.
The maximum likelihood parameter estimation technique was used to determine the values of stability and control derivatives from flight test data for a low-wing, single-engine, light airplane. Several input forms were used during the tests to investigate the consistency of parameter estimates as it relates to inputs. These consistencies were compared by using the ensemble variance and estimated Cramer-Rao lower bound. In addition, the relationship between inputs and parameter correlations was investigated. Results from the stabilator inputs are inconclusive but the sequence of rudder input followed by aileron input or aileron followed by rudder gave more consistent estimates than did rudder or ailerons individually. Also, square-wave inputs appeared to provide slightly improved consistency in the parameter estimates when compared to sine-wave inputs.
The feasibility of using a polarized-interferometer system as a rendezvous and docking sensor for two cooperating spacecraft was studied. The polarized interferometer is a radio frequency system for long range, real time determination of relative position and attitude. Range is determined by round trip signal timing. Direction is determined by radio interferometry. Relative roll is determined from signal polarization. Each spacecraft is equipped with a transponder and an antenna array. The antenna arrays consist of four crossed dipoles that can transmit or receive either circularly or linearly polarized signals. The active spacecraft is equipped with a sophisticated transponder and makes all measurements. The transponder on the passive spacecraft is a relatively simple repeater. An initialization algorithm is developed to estimate position and attitude without any a priori information. A tracking algorithm based upon minimum variance linear estimators is also developed. Techniques to simplify the transponder on the passive spacecraft are investigated and a suitable configuration is determined. A multiple carrier CW signal format is selected. The dependence of range accuracy and ambiguity resolution error probability are derived and used to design a candidate system. The validity of the design and the feasibility of the polarized interferometer concept are verified by simulation.
An approach that may be useful in improving the estimates of the wheat acreages for the LACIE countries for each year by using the short-time series of estimates made in the sequence of consecutive years is presented. A simple 'synthesis' based method of variance component estimation is described. A general theorem concerning weighted least squares, referred to as the Aiken method, is proved.
The use of remote sensing techniques for obtaining estimates of global marine primary productivity is examined. It is shown that remote sensing and multiplatform (ship, aircraft, and satellite) sampling strategies can be used to significantly lower the variance in estimates of phytoplankton abundance and of population growth rates from the values obtained using the C-14 method. It is noted that multiplatform sampling strategies are essential to assess the mean and variance of phytoplankton biomass on a regional or on a global basis. The relative errors associated with shipboard and satellite estimates of phytoplankton biomass and primary productivity, as well as the increased statistical accuracy possible from the utilization of contemporaneous data from both sampling platforms, are examined. It is shown to be possible to follow changes in biomass and the distribution patterns of biomass as a function of time with the use of satellite imagery.
We study the expected variance of measurements of the Hubble constant, H {sub 0}, as calculated in either linear perturbation theory or using non-linear velocity power spectra derived from N -body simulations. We compare the variance with that obtained by carrying out mock observations in the N-body simulations, and show that the estimator typically used for the local Hubble constant in studies based on perturbation theory is different from the one used in studies based on N-body simulations. The latter gives larger weight to distant sources, which explains why studies based on N-body simulations tend to obtain a smaller variance than that found from studies based on the power spectrum. Although both approaches result in a variance too small to explain the discrepancy between the value of H {sub 0} from CMB measurements and the value measured in the local universe, these considerations are important in light of the percent determination of the Hubble constant in the local universe.
The grouped optimal aggregation technique produces minimum variance, unbiased estimates of acreage and production for countries, zones (states), or any designated collection of acreage strata. It uses yield predictions, historical acreage information, and direct acreage estimate from satellite data. The acreage strata are grouped in such a way that the ratio model over historical acreage provides a smaller variance than if the model were applied to each individual stratum. An optimal weighting matrix based on historical acreages, provides the link between incomplete direct acreage estimates and the total, current acreage estimate.
Purpose: Dual energy CT (DECT) imaging plays an important role in advanced imaging applications due to its capability of material decomposition. Direct decomposition via matrix inversion suffers from significant degradation of image signal-to-noise ratios, which reduces clinical values of DECT. Existing denoising algorithms achieve suboptimal performance since they suppress image noise either before or after the decomposition and do not fully explore the noise statistical properties of the decomposition process. In this work, the authors propose an iterative image-domain decomposition method for noise suppression in DECT, using the full variance-covariance matrix of the decomposed images. Methods: The proposed algorithm is formulated in the form of least-square estimation with smoothness regularization. Based on the design principles of a best linear unbiased estimator, the authors include the inverse of the estimated variance-covariance matrix of the decomposed images as the penalty weight in the least-square term. The regularization term enforces the image smoothness by calculating the square sum of neighboring pixel value differences. To retain the boundary sharpness of the decomposed images, the authors detect the edges in the CT images before decomposition. These edge pixels have small weights in the calculation of the regularization term. Distinct from the existing denoising algorithms applied on the images before or after decomposition, the method has an iterative process for noise suppression, with decomposition performed in each iteration. The authors implement the proposed algorithm using a standard conjugate gradient algorithm. The method performance is evaluated using an evaluation phantom (Catphan©600) and an anthropomorphic head phantom. The results are compared with those generated using direct matrix inversion with no noise suppression, a denoising method applied on the decomposed images, and an existing algorithm with similar formulation as the proposed method but with an edge-preserving regularization term. Results: On the Catphan phantom, the method maintains the same spatial resolution on the decomposed images as that of the CT images before decomposition (8 pairs/cm) while significantly reducing their noise standard deviation. Compared to that obtained by the direct matrix inversion, the noise standard deviation in the images decomposed by the proposed algorithm is reduced by over 98%. Without considering the noise correlation properties in the formulation, the denoising scheme degrades the spatial resolution to 6 pairs/cm for the same level of noise suppression. Compared to the edge-preserving algorithm, the method achieves better low-contrast detectability. A quantitative study is performed on the contrast-rod slice of Catphan phantom. The proposed method achieves lower electron density measurement error as compared to that by the direct matrix inversion, and significantly reduces the error variation by over 97%. On the head phantom, the method reduces the noise standard deviation of decomposed images by over 97% without blurring the sinus structures. Conclusions: The authors propose an iterative image-domain decomposition method for DECT. The method combines noise suppression and material decomposition into an iterative process and achieves both goals simultaneously. By exploring the full variance-covariance properties of the decomposed images and utilizing the edge predetection, the proposed algorithm shows superior performance on noise suppression with high image spatial resolution and low-contrast detectability.
Purpose: Dual energy CT (DECT) imaging plays an important role in advanced imaging applications due to its material decomposition capability. Direct decomposition via matrix inversion suffers from significant degradation of image signal-to-noise ratios, which reduces clinical value. Existing de-noising algorithms achieve suboptimal performance since they suppress image noise either before or after the decomposition and do not fully explore the noise statistical properties of the decomposition process. We propose an iterative image-domain decomposition method for noise suppression in DECT, using the full variance-covariance matrix of the decomposed images. Methods: The proposed algorithm is formulated in the form of least-square estimation with smoothness regularization. It includes the inverse of the estimated variance-covariance matrix of the decomposed images as the penalty weight in the least-square term. Performance is evaluated using an evaluation phantom (Catphan 600) and an anthropomorphic head phantom. Results are compared to those generated using direct matrix inversion with no noise suppression, a de-noising method applied on the decomposed images, and an existing algorithm with similar formulation but with an edge-preserving regularization term. Results: On the Catphan phantom, our method retains the same spatial resolution as the CT images before decomposition while reducing the noise standard deviation of decomposed images by over 98%. The other methods either degrade spatial resolution or achieve less low-contrast detectability. Also, our method yields lower electron density measurement error than direct matrix inversion and reduces error variation by over 97%. On the head phantom, it reduces the noise standard deviation of decomposed images by over 97% without blurring the sinus structures. Conclusion: We propose an iterative image-domain decomposition method for DECT. The method combines noise suppression and material decomposition into an iterative process and achieves both goals simultaneously. The proposed algorithm shows superior performance on noise suppression with high image spatial resolution and low-contrast detectability. This work is supported by a Varian MRA grant.
The determination of uncertainty of an estimate requires both the variance and the bias of the estimate. Calculating the variance of local polynomial approximation (LPA) estimates is straightforward. We present a method, using the Peano Kernel Theorem, to estimate the bias of LPA estimates and show how this can be used to optimize the LPA parameters in terms of the bias-variance tradeoff. Figures of merit are derived and values calculated for several common methods. The results in the literature are expanded by giving bias error bounds that are valid for all lengths of the smoothing interval, generalizing the currently available asymptotic results that are only valid in the limit as the length of this interval goes to zero.
The Low Density Parity Check (LDPC) Code decoding algorithm make use of a scaled receive signal derived from maximizing the log-likelihood ratio of the received signal. The scaling factor (often called the combining ratio) in an AWGN channel is a ratio between signal amplitude and noise variance. Accurately estimating this ratio has shown as much as 0.6 dB decoding performance gain. This presentation briefly describes three methods for estimating the combining ratio: a Pilot-Guided estimation method, a Blind estimation method, and a Simulation-Based Look-Up table. The Pilot Guided Estimation method has shown that the maximum likelihood estimates of signal amplitude is the mean inner product of the received sequence and the known sequence, the attached synchronization marker (ASM) , and signal variance is the difference of the mean of the squared received sequence and the square of the signal amplitude. This method has the advantage of simplicity at the expense of latency since several frames worth of ASMs. The Blind estimation method s maximum likelihood estimator is the average of the product of the received signal with the hyperbolic tangent of the product combining ratio and the received signal. The root of this equation can be determined by an iterative binary search between 0 and 1 after normalizing the received sequence. This method has the benefit of requiring one frame of data to estimate the combining ratio which is good for faster changing channels compared to the previous method, however it is computationally expensive. The final method uses a look-up table based on prior simulated results to determine signal amplitude and noise variance. In this method the received mean signal strength is controlled to a constant soft decision value. The magnitude of the deviation is averaged over a predetermined number of samples. This value is referenced in a look up table to determine the combining ratio that prior simulation associated with the average magnitude of the deviation. This method is more complicated than the Pilot-Guided Method due to the gain control circuitry, but does not have the real-time computation complexity of the Blind Estimation method. Each of these methods can be used to provide an accurate estimation of the combining ratio, and the final selection of the estimation method depends on other design constraints.
As the first gravity wave (GW) climatology study using nadir-viewing infrared sounders, 50 Atmospheric Infrared Sounder (AIRS) radiance channels are selected to estimate GW variances at pressure levels between 2-100 hPa. The GW variance for each scan in the cross-track direction is derived from radiance perturbations in the scan, independently of adjacent scans along the orbit. Since the scanning swaths are perpendicular to the satellite orbits, which are inclined meridionally at most latitudes, the zonal component of GW propagation can be inferred by differencing the variances derived between the westmost and the eastmost viewing angles. Consistent with previous GW studies using various satellite instruments, monthly mean AIRS variance shows large enhancements over meridionally oriented mountain ranges as well as some islands at winter hemisphere high latitudes. Enhanced wave activities are also found above tropical deep convective regions. GWs prefer to propagate westward above mountain ranges, and eastward above deep convection. AIRS 90 field-of-views (FOVs), ranging from +48 deg. to −48 deg. off nadir, can detect large-amplitude GWs with a phase velocity propagating preferentially at steep angles (e.g., those from orographic and convective sources). The annual cycle dominates the GW variances and the preferred propagation directions for all latitudes. Indication of a weak two-year variation in the tropics is found, which is presumably related to the Quasi-biennial oscillation (QBO). AIRS geometry makes its out-tracks capable of detecting GWs with vertical wavelengths substantially shorter than the thickness of instrument weighting functions. The novel discovery of AIRS capability of observing shallow inertia GWs will expand the potential of satellite GW remote sensing and provide further constraints on the GW drag parameterization schemes in the general circulation models (GCMs).
Temperature and ozone data from the Microwave Limb Sounder (MLS) instrument on Upper Atmosphere Research Satellite (UARS) are used to analyze the variability of Kelvin wave activity during the first two years of the UARS mission. The analysis is carried out using the asynoptic mapping technique. Time frequency plots for zonal wavenumbers 1 and 2, at two heights representing the middle stratosphere and the stratopause, respectively, are used to analyze the temporal variability of the waves, and its possible relationship to the equatorial quasi-biennial oscillation (QBO) and semiannual oscillation (SAO). Kelvin wave activity reaches a maximum during the solstice seasons and almost disappears during the equinoxes, in agreement with previous studies. Eastward propagating variance is estimated for wave periods from 4 to 20 days, at all UARS pressure surfaces currently available for MLS. The semiannual modulation of variance is observed to extend down to the lower limits of the height ranges of the temperature and ozone retrievals. Furthermore, a superposed QBO modulation is detected up to the stratopause. Comparison between the variance in eastward propagating waves and the mean zonal wind shows a possible participation of kelvin waves in the forcing of the QBO. At the stratopause the role of Kelvin waves in forcing the SAO appears to be limited, in agreement with previous results. Between the 21-hPa and 4.6-hPa surfaces there appears to be a transition zone where there is no clear relationship between Kelvin wave activity and mean zonal flow acceleration.
This research focuses on the statistical evaluation of the feedstock attributes of the biomass supply chain and the estimation of attribute costs as a function of the feedstock variability. Challenges of using cellulosic feedstocks include the variability of feedstock quality (e.g., ash content and moisture content), which impacts the final cost of the manufactured product. Statistical Process Control (SPC), Taguchi Loss Function, and components of variance techniques were illustrated for quantifying cumulative variance in the biomass supply chain. Costs in the presence of cumulative variance were estimated for switchgrass (Panicum virgatum L.) and loblolly pine residues (Pinus taeda L.). Findings of the study indicated that additional costs from ash content variability in switchgrass increased the net cost by $\$19.15$ per dry tonne. Additional costs from densification due to particle size variation increased net cost by $\$11.59$ per dry tonne. Moisture content variation increased costs by $\$14.86$ per dry tonne. This would represent a 50 to 100% increase in costs due to variation based on a $\$60$ to $\$70$ per dry tonne manufactured product cost. This study illustrates that total costs may be considerably underestimated if the influence of variance for key factors in the supply chain and associated costs are not estimated.
The Global Positioning System (GPS) Master Control Station (MCS) currently makes significant use of the Allan Variance. This two-sample variance equation has proven excellent as a handy, understandable tool, both for time domain analysis of GPS cesium frequency standards, and for fine tuning the MCS's state estimation of these atomic clocks. The Allan Variance does not explicitly converge for the nose types of alpha less than or equal to minus 3 and can be greatly affected by frequency drift. Because GPS rubidium frequency standards exhibit non-trivial aging and aging noise characteristics, the basic Allan Variance analysis must be augmented in order to (a) compensate for a dynamic frequency drift, and (b) characterize two additional noise types, specifically alpha = minus 3, and alpha = minus 4. As the GPS program progresses, we will utilize a larger percentage of rubidium frequency standards than ever before. Hence, GPS rubidium clock characterization will require more attention than ever before. The three sample variance, commonly referred to as a renormalized Hadamard Variance, is unaffected by linear frequency drift, converges for alpha is greater than minus 5, and thus has utility for modeling noise in GPS rubidium frequency standards. This paper demonstrates the potential of Hadamard Variance analysis in GPS operations, and presents an equation that relates the Hadamard Variance to the MCS's Kalman filter process noises.