Estimation of signal parameters by the method of moments
Binary signal parameters estimation mixed with Gaussian noise, using method of moments
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Binary signal parameters estimation mixed with Gaussian noise, using method of moments
In this paper, we will develop an adaptive modal identification method for identifying the frequencies and damping of a flutter mode based on model-reference adaptive control (MRAC) and least-squares methods. The least-squares parameter estimation will achieve parameter convergence in the presence of persistent excitation whereas the MRAC parameter estimation does not guarantee parameter convergence. Two adaptive flutter suppression control approaches are developed: one based on MRAC and the other based on the least-squares method. The MRAC flutter suppression control is designed as an integral part of the parameter estimation where the feedback signal is used to estimate the modal information. On the other hand, the separation principle of control and estimation is applied to the least-squares method. The least-squares modal identification is used to perform parameter estimation.
Estimating parameters of covariance function with modified stochastic approximation
This talk summarizes some of the recent advances in system identification at NASA Langley Research Center. Efforts discussed were applied to aeroelastic models, aircraft with redundant inputs and feedback control active, and aircraft flying in turbulence. Topics mentioned include experiment design with orthogonal multisine inputs, frequency response estimation, maximum likelihood parameter estimation, and parameter estimation considering process noise.
Background and Motivation - Low Order Equivalent System (LOES) - From handling qualities analysis - Traditionally simplifying complex control law and plant - More easily understood form - Extend LOES to a complex model due to aeroelasticity - Maximum likelihood (Filter Error) System Identification - Z = H_loes (U + W) + V - There are a lot of parameters - Estimate noise parameters - Extra outputs mean extra parameters to estimate - Usually assume noise model to simplify - Output Error and Equation Error - Results in biased estimates of the parameters - Sensing flexible aircraft have many outputs - Quasi maximum likelihood exploits redundancy of outputs
This paper describes the use of maximum likelihood parameter estimation unknown parameters appearing in a nonlinear vehicle motion filter. The filter uses the kinematic equations of motion of a rigid body in motion over a spherical earth. The nine states of the filter represent vehicle velocity, attitude, and position. The inputs to the filter are three components of translational acceleration and three components of angular rate. Measurements used to update states include air data, altitude, position, and attitude. Expressions are derived for the elements of filter matrices needed to use air data in a body-fixed frame with filter states expressed in a geographic frame. An expression for the likelihood functions of the data is given, along with accurate approximations for the function's gradient and Hessian with respect to unknown parameters. These are used by a numerical quasi-Newton algorithm for maximizing the likelihood function of the data in order to estimate the unknown parameters. The parameter estimation algorithm is useful for processing data from aircraft flight tests or for tuning inertial navigation systems.
Ridge, Marquardt's generalized inverse, shrunken, and principal components estimators are discussed in terms of the objectives of point estimation of parameters, estimation of the predictive regression function, and hypothesis testing. It is found that as the normal equations approach singularity, more consideration must be given to estimable functions of the parameters as opposed to estimation of the full parameter vector; that biased estimators all introduce constraints on the parameter space; that adoption of mean squared error as a criterion of goodness should be independent of the degree of singularity; and that ordinary least-squares subset regression is the best overall method.
Radar data from vegetated land surfaces depend on many structural and compositional parameters describing the terrain. Because early, noninterferometric radar systems usually constituted an insufficient observation set from which to estimate parameters of the terrain, statistical regression techniques were used which incorporated some level of apriori knowledge or field measurements. With the advent of radar interferometry and polarimetric interferometry, potentially at multiple baselines, the observation set is now approaching that required to quantitatively estimate the parameters describing a vegetated land surface. Quantitative estimation entails formulating a physical scattering model relating the radar observations to the vegetation and surface parameters on which they depend. This paper describes the physics of candidate scattering models, and shows how the models determine the estimable parameter set. It also indicates the measurement accuracy of parameters such as vegetation height, height-to-base-of-live-crown, and surface topography with multibaseline polarimetric interferometry.
The purpose of the Rosetta mission is the in situ analysis of a cometary nucleus using both remote sensing equipment and scientific instruments delivered to the comet surface by a lander and transmitting measurement data to the comet-orbiting probe. Following a tour of planets including one Mars swing-by and three Earth swing-bys, the Rosetta probe is scheduled to rendezvous with comet 67P/Churyumov-Gerasimenko in May 2014. The mission poses various flight dynamics challenges, both in terms of parameter estimation and maneuver planning. Along with spacecraft parameters, the comet's position, velocity, attitude, angular velocity, inertia tensor and gravitatonal field need to be estimated. The measurements on which the estimation process is based are ground-based measurements (range and Doppler) yielding information on the heliocentric spacecraft state and images taken by an on-board camera yielding informaton on the comet state relative to the spacecraft. The image-based navigation depends on te identification of cometary landmarks (whose body coordinates also need to be estimated in the process). The paper will describe the estimation process involved, focusing on the phase when, after orbit insertion, the task arises to estimate the cometary rotational motion from camera images on which individual landmarks begin to become identifiable.
A maximum likelihood parameter estimation procedure and program were developed for the extraction of the stability and control derivatives of aircraft from flight test data. Nonlinear six-degree-of-freedom equations describing aircraft dynamics were used to derive sensitivity equations for quasilinearization. The maximum likelihood function with quasilinearization was used to derive the parameter change equations, the covariance matrices for the parameters and measurement noise, and the performance index function. The maximum likelihood estimator was mechanized into an iterative estimation procedure utilizing a real time digital computer and graphic display system. This program was developed for 8 measured state variables and 40 parameters. Test cases were conducted with simulated data for validation of the estimation procedure and program. The program was applied to a V/STOL tilt wing aircraft, a military fighter airplane, and a light single engine airplane. The particular nonlinear equations of motion, derivation of the sensitivity equations, addition of accelerations into the algorithm, operational features of the real time digital system, and test cases are described.
An integrated methodology for rotorcraft system identification consists of rotorcraft mathematical modeling, three distinct data processing steps, and a technique for designing inputs to improve the identifiability of the data. These elements are as follows: (1) a Kalman filter smoother algorithm which estimates states and sensor errors from error corrupted data. Gust time histories and statistics may also be estimated; (2) a model structure estimation algorithm for isolating a model which adequately explains the data; (3) a maximum likelihood algorithm for estimating the parameters and estimates for the variance of these estimates; and (4) an input design algorithm, based on a maximum likelihood approach, which provides inputs to improve the accuracy of parameter estimates. Each step is discussed with examples to both flight and simulated data cases.
A recent NASA application of a remotely-piloted drop model to studies of the high angle-of-attack and spinning characteristics of a fighter configuration has provided an opportunity to evaluate and develop parameter estimation methods for the complex aerodynamic environment associated with high angles of attack. The paper discusses the overall drop model operation including descriptions of the model, instrumentation, launch and recovery operations, piloting concept, and parameter identification methods used. Static and dynamic stability derivatives were obtained for an angle-of-attack range from -20 deg to 53 deg. The results of the study indicated that the variations of the estimates with angle of attack were consistent for most of the static derivatives, and the effects of configuration modifications to the model (such as nose strakes) were apparent in the static derivative estimates. The dynamic derivatives exhibited greater uncertainty levels than the static derivatives, possibly due to nonlinear aerodynamics, model response characteristics, or additional derivatives.
Integral transformations used in time variable parameter estimation
Several ways for obtaining aerodynamic parameters of an aircraft from flight data are presented. A brief description of data analysis from steady measurements is given, and a concept of system identification is introduced. This is followed by a mathematical model of an aircraft with aerodynamic forces and moments approximated either by polynomials or splines and a detailed treatment of two often-used techniques for parameter estimation. Because of renewed interest in frequency-domain analysis, one section of the paper is devoted to this problem. The methods are demonstrated in several examples using real flight data.
A robust identification method was developed for use in an adaptive control system. The type of estimator is called the robust estimator, since it is robust to the effects of both unmodeled dynamics and an unmeasurable disturbance. The development of the robust estimator was motivated by a need to provide guarantees in the identification part of an adaptive controller. To enable the design of a robust control system, a nominal model as well as a frequency-domain bounding function on the modeling uncertainty associated with this nominal model must be provided. Two estimation methods are presented for finding parameter estimates, and, hence, a nominal model. One of these methods is based on the well developed field of time-domain parameter estimation. In a second method of finding parameter estimates, a type of weighted least-squares fitting to a frequency-domain estimated model is used. The frequency-domain estimator is shown to perform better, in general, than the time-domain parameter estimator. In addition, a methodology for finding a frequency-domain bounding function on the disturbance is used to compute a frequency-domain bounding function on the additive modeling error due to the effects of the disturbance and the use of finite-length data. The performance of the robust estimator in both open-loop and closed-loop situations is examined through the use of simulations.
The parameters of the multidimensional precipitation model proposed by Waymire et al. (1984) are estimated using the areal-averaged radar measurements of precipitation of the Global Atlantic Tropical Experiment (GATE) data set. The procedure followed was the fitting of the first- and second-order moments at different aggregation scales by nonlinear regression techniques. The numerical estimates of the parameters using different subsets of GATE information were reasonably stable, i.e., they were not affected by changes of the area-averaging size, temporal length of the records, and percentage of areal coverage of rainfall. This suggests that the estimation procedure is relatively robust and suitable to estimate the parameters of the multidimensional model in areas of sparse density of rain gages. The use of the space-time spectrum of rainfall to help in the determination of sampling errors due to intermittent visits of future space-borne low-altitude sensors of precipitation is also discussed.
Estimating parameters of chi square and related distributions using quantiles, for data compression of space telemetry
This paper presents updated estimates of source parameters for GW150914, a binary black-hole coalescence event detected by the Laser Interferometer Gravitational-wave Observatory (LIGO) in 2015 [Abbott et al. Phys. Rev. Lett. 116, 061102 (2016).]. Abbott et al. [Phys. Rev. Lett. 116, 241102 (2016).] presented parameter estimation of the source using a 13-dimensional, phenomenological precessing-spin model (precessing IMRPhenom) and an 11-dimensional nonprecessing effective-one-body (EOB) model calibrated to numerical-relativity simulations, which forces spin alignment (nonprecessing EOBNR). Here, we present new results that include a 15-dimensional precessing-spin waveform model (precessing EOBNR) developed within the EOB formalism. We find good agreement with the parameters estimated previously [Abbott et al. Phys. Rev. Lett. 116, 241102 (2016).], and we quote updated component masses of 35(+5)(-3) solar M; and 30(+3)(-4) solar M; (where errors correspond to 90 symmetric credible intervals). We also present slightly tighter constraints on the dimensionless spin magnitudes of the two black holes, with a primary spin estimate is less than 0.65 and a secondary spin estimate is less than 0.75 at 90% probability. Abbott et al. [Phys. Rev. Lett. 116, 241102 (2016).] estimated the systematic parameter-extraction errors due to waveform-model uncertainty by combining the posterior probability densities of precessing IMRPhenom and nonprecessing EOBNR. Here, we find that the two precessing-spin models are in closer agreement, suggesting that these systematic errors are smaller than previously quoted.