Results for “Probability Distribution Function” — Page 15

NASA NTRS1988

Bayes classification of terrain cover using normalized polarimetric data

The normalized polarimetric classifier (NPC) which uses only the relative magnitudes and phases of the polarimetric data is proposed for discrimination of terrain elements. The probability density functions (PDFs) of polarimetric data are assumed to have a complex Gaussian distribution, and the marginal PDF of the normalized polarimetric data is derived by adopting the Euclidean norm as the normalization function. The general form of the distance measure for the NPC is also obtained. It is demonstrated that for polarimetric data with an arbitrary PDF, the distance measure of NPC will be independent of the normalization function selected even when the classifier is mistrained. A complex Gaussian distribution is assumed for the polarimetric data consisting of grass and tree regions. The probability of error for the NPC is compared with those of several other single-feature classifiers. The classification error of NPCs is shown to be independent of the normalization function.

Yueh, H. A.↗

NASA NTRS1992

Fatigue criterion to system design, life and reliability: A primer

A method for estimating a component's design survivability by incorporating finite element analysis and probabilistic material properties was developed. The method evaluates design parameters through direct comparisons of component survivability expressed in terms of Weibull parameters. The analysis was applied to a rotating disk with mounting bolt holes. The highest probability of failure occurred at, or near, the maximum shear stress region of the bolt holes. Distribution of material failure as a function of Weibull slope affects the probability of survival. Where Weibull parameters are unknown for a rotating disk, it may be permissible to assume Weibull parameters, as well as the stress-life exponent, in order to determine the qualitative effect of disk speed on the probability of survival.

Zaretsky, Erwin V.↗

NASA NTRS2000

A simulator for evaluating methods for the detection of lesion-deficit associations

Although much has been learned about the functional organization of the human brain through lesion-deficit analysis, the variety of statistical and image-processing methods developed for this purpose precludes a closed-form analysis of the statistical power of these systems. Therefore, we developed a lesion-deficit simulator (LDS), which generates artificial subjects, each of which consists of a set of functional deficits, and a brain image with lesions; the deficits and lesions conform to predefined distributions. We used probability distributions to model the number, sizes, and spatial distribution of lesions, to model the structure-function associations, and to model registration error. We used the LDS to evaluate, as examples, the effects of the complexities and strengths of lesion-deficit associations, and of registration error, on the power of lesion-deficit analysis. We measured the numbers of recovered associations from these simulated data, as a function of the number of subjects analyzed, the strengths and number of associations in the statistical model, the number of structures associated with a particular function, and the prior probabilities of structures being abnormal. The number of subjects required to recover the simulated lesion-deficit associations was found to have an inverse relationship to the strength of associations, and to the smallest probability in the structure-function model. The number of structures associated with a particular function (i.e., the complexity of associations) had a much greater effect on the performance of the analysis method than did the total number of associations. We also found that registration error of 5 mm or less reduces the number of associations discovered by approximately 13% compared to perfect registration. The LDS provides a flexible framework for evaluating many aspects of lesion-deficit analysis.

NASA Program Biomedical Research and Countermeasur↗

NASA NTRS2012

Bounding the Failure Probability Range of Polynomial Systems Subject to P-box Uncertainties

This paper proposes a reliability analysis framework for systems subject to multiple design requirements that depend polynomially on the uncertainty. Uncertainty is prescribed by probability boxes, also known as p-boxes, whose distribution functions have free or fixed functional forms. An approach based on the Bernstein expansion of polynomials and optimization is proposed. In particular, we search for the elements of a multi-dimensional p-box that minimize (i.e., the best-case) and maximize (i.e., the worst-case) the probability of inner and outer bounding sets of the failure domain. This technique yields intervals that bound the range of failure probabilities. The offset between this bounding interval and the actual failure probability range can be made arbitrarily tight with additional computational effort.

Crespo, Luis G.↗

NASA NTRS1972

Measurement of the light-field amplitude-correlation function through joint photon-count distributions.

When an amplitude-stabilized He-Ne laser beam is scattered by a rotating ground glass with small surface inhomogeneities, the probability density of the instantaneous scattered-wave amplitude is Gaussian. In this paper, we suggest the use of the joint photon-count probability distribution to measure the absolute value of the electric-field amplitude-correlation function for random Gaussian light fields, and report the results of an experiment in which the Gaussian field is produced by scattering a light beam through a rotating ground glass. This procedure offers an alternative to other conventional methods, such as self-beating spectroscopy and irradiance-correlation techniques. The correlation time of the scattered-field amplitude in the present experiment has been measured with an accuracy of approximately 0.8%.

Furcinitti, P.↗

NASA NTRS1983

Range reference atmosphere models

A description is given of the methods used to establish the statistical parameters and models for wind and various thermodynamic quantities at an altitude of 0-70 km for nine geographical locations. It is noted that wind is modeled as a vector quantity using the bivariate normal probability function. With the five parameters of the bivariate normal distribution, the distribution for wind speed is derived as a generalized Rayleigh distribution. In addition, the frequency of wind direction is derived, and the conditional distribution of wind speed given the wind direction is derived. It is pointed out that these and other wind models are consistent with the rigorous mathematical properties of the bivariate normal probability theory. The thermodynamic quantities are consistent with the hydrostatic equation and the equation of state for the mean values. With these methods, many statistical relationships can be derived.

Smith, O. E.↗

NASA NTRS1993

A new look at rainfall fluctuations and scaling properties of spatial rainfall using orthogonal wavelets

It has been observed that the finite-dimensional distribution functions of rainfall cannot obey simple scaling laws due to rainfall intermittency (mixed distribution with an atom at zero) and the probability of rainfall being an increasing function of area. Although rainfall fluctuations do not suffer these limitations, it is interesting to note that very few attempts have been made to study them in terms of their self-similarity characteristics. This is due to the lack of unambiguous definition of fluctuations in multidimensions. This paper shows that wavelet transforms offer a convenient and consistent method for the decomposition of inhomogeneous and anisotropic rainfall fields in two dimensions and that the components of this decomposition can be looked at as fluctuations of the rainfall field. It is also shown that under some mild assumptions, the component fields can be treated as homogeneous and thus are amenable to second-order analysis, which can provide useful insight into the nature of the process. The fact that wavelet transforms are a space-scale method also provides a convenient tool to study scaling characteristics of the process. Orthogonal wavelets are used, and these properties are investigated for a squall-line storm to study the presence of self-similarity.

Kumar, Praveen↗

NASA NTRS1976

A decision model for planetary missions

Many techniques developed for the solution of problems in economics and operations research are directly applicable to problems involving engineering trade-offs. This paper investigates the use of utility theory for decision making in planetary exploration space missions. A decision model is derived that accounts for the objectives of the mission - science - the cost of flying the mission and the risk of mission failure. A simulation methodology for obtaining the probability distribution of science value and costs as a function spacecraft and mission design is presented and an example application of the decision methodology is given for various potential alternatives in a comet Encke mission.

Hazelrigg, G. A., Jr.↗

NASA NTRS1978

Optimal estimation for discrete time jump processes

Optimum estimates of nonobservable random variables or random processes which influence the rate functions of a discrete time jump process (DTJP) are derived. The approach used is based on the a posteriori probability of a nonobservable event expressed in terms of the a priori probability of that event and of the sample function probability of the DTJP. Thus a general representation is obtained for optimum estimates, and recursive equations are derived for minimum mean-squared error (MMSE) estimates. In general, MMSE estimates are nonlinear functions of the observations. The problem is considered of estimating the rate of a DTJP when the rate is a random variable with a beta probability density function and the jump amplitudes are binomially distributed. It is shown that the MMSE estimates are linear. The class of beta density functions is rather rich and explains why there are insignificant differences between optimum unconstrained and linear MMSE estimates in a variety of problems.

Vaca, M. V.↗

NASA NTRS1984

Development of a global model for atmospheric backscatter at CO2 wavelengths

The effect of aerosol microphysical processes on the backscatter from an aerosol plume undergoing long-range atmospheric transport was studied. A numerical model which examines the effects of coagulation and sedimentation on an aerosol size distribution is under development and the initial results for a single homogeneous layer were obtained. Use was made of the SAGE/SAM II data set to study the global variation of aerosol concentration and, hence, to predict the variation of Beta sub CO2. Computer programs were written to determine the mean, median, and the probability distribution of the measured aerosol extinction as a function of altitude, latitude and geographical conditions. The first data sets analyzed in this way are under study. Data was used to study aerosol behavior over the U.S.A. and the Pacific Ocean.

Kent, G. S.↗

NASA NTRS1991

Comparison of laser transit anemometry data analysis techniques

Two techniques for the extraction of two-dimensional flow information from laser transit anemometry (LTA) data sets are presented and compared via a simulation study and experimental investigation. The methods are a probability density function (PDF) estimation technique and a marginal distribution analysis technique. The simulation study builds on the results of previous work and provides a quantification of the accuracy of both techniques for various LTA data acquisition scenarios. The experimental comparison consists of using an LTA system to survey the flow downstream of a turbulence generator in a small low-speed wind tunnel. The collected data sets are analyzed and compared.

Humphreys, William M., Jr.↗

NASA NTRS1992

Gravitational microlensing - Powerful combination of ray-shooting and parametric representation of caustics

We present a combination of two very different methods for numerically calculating the effects of gravitational microlensing: the backward-ray-tracing that results in two-dimensional magnification patterns, and the parametric representation of caustic lines; they are in a way complementary to each other. The combination of these methods is much more powerful than the sum of its parts. It allows to determine the total magnification and the number of microimages as a function of source position. The mean number of microimages is calculated analytically and compared to the numerical results. The peaks in the lightcurves, as obtained from one-dimensional tracks through the magnification pattern, can now be divided into two groups: those which correspond to a source crossing a caustic, and those which are due to sources passing outside cusps. We determine the frequencies of those two types of events as a function of the surface mass density, and the probability distributions of their magnitudes. We find that for low surface mass density as many as 40 percent of all events in a lightcurve are not due to caustic crossings, but rather due to passings outside cusps.

Wambsganss, J.↗

NASA NTRS2018

A Fast Monte Carlo Method for Model-Based Prognostics Based on Stochastic Calculus

This work proposes a fast Monte Carlo method to solve differential equations utilized in model-based prognostics. The methodology is derived from the theory of stochastic calculus, and the goal of such a method is to speed up the estimation of the probability density functions describing the independent variable evolution over time. In the prognostic scenarios presented in this paper, the stochastic differential equations describe variables directly or indirectly related to the degradation of a monitored system. The method allows the estimation of the probability density functions by solving the deterministic equation and approximating the stochastic integrals using samples of the model noise. By so doing, the prognostic problem is solved without the Monte Carlo simulation based on Euler's forward method, which is typically the most time consuming task of the prediction stage. Three different prognostic scenarios are presented as proof of concept: (i) life prediction of electrolytic capacitors, (ii) remaining time to discharge of Lithium-ion batteries, and (iii) prognostic of cracked structures under fatigue loading. The paper shows how the method produces probability density functions that are statistically indistinguishable from the distributions estimated with Euler's forward Monte Carlo simulation. However, the proposed solution is orders of magnitude faster when computing the time-to-failure distribution of the monitored system. The approach may enable complex real-time prognostics and health management solutions with limited computing power.

Corbetta, M.↗

NASA NTRS2019

A Fast Monte Carlo Method for Model-Based Prognostics Based on Stochastic Calculus

This work proposes a fast Monte Carlo method to solve differential equations utilized in model-based prognostics. The methodology is derived from the theory of stochastic calculus, and the goal of such a method is to speed up the estimation of the probability density functions describing the independent variable evolution over time. In the prognostic scenarios presented in this paper, the stochastic differential equations describe variables directly or indirectly related to the degradation of a monitored system. The method allows the estimation of the probability density functions by solving the deterministic equation and approximating the stochastic integrals using samples of the model noise. By so doing, the prognostic problem is solved without the Monte Carlo simulation based on Euler's forward method, which is typically the most time consuming task of the prediction stage. Three different prognostic scenarios are presented as proof of concept: (i) life prediction of electrolytic capacitors, (ii) remaining time to discharge of Lithium-ion batteries, and (iii) prognostic of cracked structures under fatigue loading. The paper shows how the method produces probability density functions that are statistically indistinguishable from the distributions estimated with Euler's forward Monte Carlo simulation. However, the proposed solution is orders of magnitude faster when computing the time-to-failure distribution of the monitored system. The approach may enable complex real-time prognostics and health management solutions with limited computing power.

stochastic calculus↗

NASA NTRS1991

Probabilistic micromechanics and macromechanics of polymer matrix composites

A probabilistic evaluation of an eight ply graphite-epoxy quasi-isotropic laminate was completed using the Integrated Composite Analyzer (ICAN) in conjunction with Monte Carlo simulation and Fast Probability Integration (FPI) techniques. Probabilistic input included fiber and matrix properties, fiber misalignment, fiber volume ratio, void volume ratio, ply thickness and ply layup angle. Cumulative distribution functions (CDFs) for select laminate properties are given. To reduce the number of simulations, a Fast Probability Integration (FPI) technique was used to generate CDFs for the select properties in the absence of fiber misalignment. These CDFs were compared to a second Monte Carlo simulation done without fiber misalignment effects. It was found that FPI requires fewer simulations to obtain the cumulative distribution functions as opposed to Monte Carlo simulation techniques. Furthermore, FPI provides valuable information regarding the sensitivities of composite properties to the constituent properties, fiber volume ratio and void volume ratio.

Mase, G. T.↗

NASA NTRS1991

Probabilistic micromechanics and macromechanics of polymer matrix composites

A probabilistic evaluation of an eight ply graphite-epoxy quasi-isotropic laminate was completed using the Integrated Composite Analyzer (ICAN) in conjunction with Monte Carlo simulation and Fast Probability Integration (FPI) techniques. Probabilistic input included fiber and matrix properties, fiber misalignment, fiber volume ratio, void volume ratio, ply thickness and ply layup angle. Cumulative distribution functions (CDFs) for select laminate properties are given. To reduce the number of simulations, a Fast Probability Integration (FPI) technique was used to generate CDFs for the select properties in the absence of fiber misalignment. These CDFs were compared to a second Monte Carlo simulation done without fiber misalignment effects. It was found that FPI requires fewer simulations to obtain the cumulative distribution functions as opposed to Monte Carlo simulation techniques. Furthermore, FPI provides valuable information regarding the sensitivities of composite properties to the constituent properties, fiber volume ratio and void volume ratio.

Mase, G. T.↗

NASA NTRS2002

Statistical Short-Range Guidance for Peak Wind Speed Forecasts on Kennedy Space Center/Cape Canaveral Air Force Station: Phase I Results

This report describes the results of the ANU's (Applied Meteorology Unit) Short-Range Statistical Forecasting task for peak winds. The peak wind speeds are an important forecast element for the Space Shuttle and Expendable Launch Vehicle programs. The Keith Weather Squadron and the Spaceflight Meteorology Group indicate that peak winds are challenging to forecast. The Applied Meteorology Unit was tasked to develop tools that aid in short-range forecasts of peak winds at tower sites of operational interest. A 7 year record of wind tower data was used in the analysis. Hourly and directional climatologies by tower and month were developed to determine the seasonal behavior of the average and peak winds. In all climatologies, the average and peak wind speeds were highly variable in time. This indicated that the development of a peak wind forecasting tool would be difficult. Probability density functions (PDF) of peak wind speed were calculated to determine the distribution of peak speed with average speed. These provide forecasters with a means of determining the probability of meeting or exceeding a certain peak wind given an observed or forecast average speed. The climatologies and PDFs provide tools with which to make peak wind forecasts that are critical to safe operations.

Lambert, Winifred C.↗

NASA NTRS2003

Extended Statistical Short-Range Guidance for Peak Wind Speed Analyses at the Shuttle Landing Facility: Phase II Results

This report describes the results from Phase II of the AMU's Short-Range Statistical Forecasting task for peak winds at the Shuttle Landing Facility (SLF). The peak wind speeds are an important forecast element for the Space Shuttle and Expendable Launch Vehicle programs. The 45th Weather Squadron and the Spaceflight Meteorology Group indicate that peak winds are challenging to forecast. The Applied Meteorology Unit was tasked to develop tools that aid in short-range forecasts of peak winds at tower sites of operational interest. A seven year record of wind tower data was used in the analysis. Hourly and directional climatologies by tower and month were developed to determine the seasonal behavior of the average and peak winds. Probability density functions (PDF) of peak wind speed were calculated to determine the distribution of peak speed with average speed. These provide forecasters with a means of determining the probability of meeting or exceeding a certain peak wind given an observed or forecast average speed. A PC-based Graphical User Interface (GUI) tool was created to display the data quickly.

Lambert, Winifred C.↗