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NASA NTRS1976

Improvements in aircraft extraction programs

Flight data from an F-8 Corsair and a Cessna 172 was analyzed to demonstrate specific improvements in the LRC parameter extraction computer program. The Cramer-Rao bounds were shown to provide a satisfactory relative measure of goodness of parameter estimates. It was not used as an absolute measure due to an inherent uncertainty within a multiplicative factor, traced in turn to the uncertainty in the noise bandwidth in the statistical theory of parameter estimation. The measure was also derived on an entirely nonstatistical basis, yielding thereby also an interpretation of the significance of off-diagonal terms in the dispersion matrix. The distinction between coefficients as linear and non-linear was shown to be important in its implication to a recommended order of parameter iteration. Techniques of improving convergence generally, were developed, and tested out on flight data. In particular, an easily implemented modification incorporating a gradient search was shown to improve initial estimates and thus remove a common cause for lack of convergence.

Balakrishnan, A. V.↗

NASA NTRS1977

Further observations on maximum likelihood estimates of stability and control characteristics obtained from flight data

A maximum likelihood estimation method for flight test data is described. Flight results based on 3000 maneuvers from 30 aircraft on the effect of resolution and sampling rate on the estimates, on understanding the discrepancies previously observed in the magnitude of the Cramer-Rao bounds, on the scale effects on the derivative estimates obtained from dynamic aircraft flight maneuvers, and on the analysis of lateral-directional maneuvers obtained in turbulence, are presented.

Iliff, K. W.↗

NASA NTRS1983

On parameter identification for large space structures

The design of a controller for large space structures (LSS) based on the LQG theory requires the knowledge of the LSS parameters. Since apriori knowledge of the parameters is usually not reliable, the parameters must be identified prior to the controller synthesis, using methods such as the maximum likelihood technique. An expression is obtained for the Fisher information matrix for LSS, from which Cramer-Rao bounds can be obtained in order to determine the accuracy with which the parameters can be identified.

Joshi, S. M.↗

NASA NTRS1984

More than you may want to know about maximum likelihood estimation

A discussion is undertaken concerning the maximum likelihood estimator and the aircraft equations of motion it employs, with attention to the application of the concepts of minimization and estimation to a simple computed aircraft example. Graphic representations are given for the cost functions to help illustrate the minimization process. The basic concepts are then generalized, and estimations obtained from flight data are evaluated. The example considered shows the advantage of low measurement noise, multiple estimates at a given condition, the Cramer-Rao bounds, and the quality of the match between measured and computed data.

Iliff, K. W.↗

NASA NTRS1988

Effect of earth albedo variation on the performance of a spatial acquisition subsystem aboard a planetary spacecraft

The effect of Earth albedo variation on the pointing and tracking subsystem of a planetary optical communication package is analyzed. By studying the Cramer-Rao bound of the tracking error variance, it is shown that, when the Earth albedo is precisely known, the variance in spatial tracking error is inversely proportional to the total signal count. In contrast, a small uncertainty in the Earth albedo can result in an irreducible error in the tracking subsystem.

Chen, C.-C.↗

NASA NTRS1995

Determination of stability and control derivatives from the NASA F/A-18 HARV from flight data using the maximum likelihood method

This report is a compilation of PID (Proportional Integral Derivative) results for both longitudinal and lateral directional analysis that was completed during Fall 1994. It had earlier established that the maneuvers available for PID containing independent control surface inputs from OBES were not well suited for extracting the cross-coupling static (i.e., C(sub N beta)) or dynamic (i.e., C(sub Npf)) derivatives. This was due to the fact that these maneuvers were designed with the goal of minimizing any lateral directional motion during longitudinal maneuvers and vice-versa. This allows for greater simplification in the aerodynamic model as far as coupling between longitudinal and lateral directions is concerned. As a result, efforts were made to reanalyze this data and extract static and dynamic derivatives for the F/A-18 HARV (High Angle of Attack Research Vehicle) without the inclusion of the cross-coupling terms such that more accurate estimates of classical model terms could be acquired. Four longitudinal flights containing static PID maneuvers were examined. The classical state equations already available in pEst for alphadot, qdot and thetadot were used. Three lateral directional flights of PID static maneuvers were also examined. The classical state equations already available in pEst for betadot, p dot, rdot and phi dot were used. Enclosed with this document are the full set of longitudinal and lateral directional parameter estimate plots showing coefficient estimates along with Cramer-Rao bounds. In addition, a representative time history match for each type of meneuver tested at each angle of attack is also enclosed.

Napolitano, Marcello R.↗

NASA NTRS1994

Performance of mean-frequency estimators for Doppler radar and lidar

The performance of mean-frequency estimators for Doppler radar and lidar measurements of winds is presented in terms of two basic parameters: Phi, the ratio of the average signal energy per estimate to the spectral noise level; and Omega, which is proportional to the number of independent samples per estimate. For fixed Phi and Omega, the Cramer-Rao bound (CRB) (theoretical best performance) for unbiased estimators of mean frequency (normalized by the spectral width of the signal), signal power, and spectral width are essentially independent of the number of data samples M. For large Phi, the estimators of mean frequency are unbiased and the performance is independent of M. The spectral domain estimators and covariance based estimators are bounded by the approximate period of M. The spectral domain estimators and covariance based estimators are bounded by the approximate periodogram CRB. The standard deviation of the maximum-likelihood estimator approaches the exact CRB, which can be more than a factor of 2 better than the performance of the spectral domain estimators or covariance-based estimators for typical Omega. For small Phi, the estimators are biased due to the effects of the uncorrelated noise (white noise), which results in uniformly distributed 'bad' estimates. The fraction of bad estimates is a function of Phi and M with weak dependence on the parameter Omega. Simple empirical models describe the standard deviation of the good estimates and the fraction of bad estimates. For Doppler lidar and for large Phi, better performance is obtained by using many low-energy pulses instead of one pulse with the same total energy. For small Phi, the converse is true.

Frehlich, R. G.↗

NASA NTRS1998

Advances in Experiment Design for High Performance Aircraft

A general overview and summary of recent advances in experiment design for high performance aircraft is presented, along with results from flight tests. General theoretical background is included, with some discussion of various approaches to maneuver design. Flight test examples from the F-18 High Alpha Research Vehicle (HARV) are used to illustrate applications of the theory. Input forms are compared using Cramer-Rao bounds for the standard errors of estimated model parameters. Directions for future research in experiment design for high performance aircraft are identified.

Morelli, Engene A.↗

NASA NTRS1999

Advances in Experiment Design for High Performance Aircraft

Morelli, Eugene A.↗

NASA NTRS2011

AMT-200S Motor Glider Parameter and Performance Estimation

Parameter and performance estimation of an instrumented motor glider was conducted at the National Aeronautics and Space Administration Dryden Flight Research Center in order to provide the necessary information to create a simulation of the aircraft. An output-error technique was employed to generate estimates from doublet maneuvers, and performance estimates were compared with results from a well-known flight-test evaluation of the aircraft in order to provide a complete set of data. Aircraft specifications are given along with information concerning instrumentation, flight-test maneuvers flown, and the output-error technique. Discussion of Cramer-Rao bounds based on both white noise and colored noise assumptions is given. Results include aerodynamic parameter and performance estimates for a range of angles of attack.

Taylor, Brian R.↗

NASA NTRS2016

Maximum Likelihood Synchronization for Pulse Position Modulation with Inter-Symbol Guard Times

Deep space optical communications promises orders-of-magnitude growth in communication capacity, supporting high data rate applications such as video streaming and high-bandwidth science instruments. Pulse position modulation is the modulation format of choice for deep space applications, and by inserting inter-symbol guard times between the symbols, the signal carries the timing information needed by the demodulator. Accurately extracting this timing information is crucial to demodulating and decoding this signal. In this paper we propose a low complexity maximum likelihood timing estimator for pulse position modulation with inter-symbol guard times which significantly outperforms the prior art in this domain. We show that this estimator can achieve the same performance as prior estimators with an order-of-magnitude less signal flux, or multiple orders-of-magnitude less flux-accumulation time. Further we show that this estimator achieves the Cramer-Rao bound, making it asymptotically efficient. This method does not require an explicit synchronization sequence, freeing up channel resources for data transmission.

Rogalin, Ryan↗

NASA NTRS1987

Efficient computation of parameter confidence intervals

An important step in system identification of aircraft is the estimation of stability and control derivatives from flight data along with an assessment of parameter accuracy. When the maximum likelihood estimation technique is used, parameter accuracy is commonly assessed by the Cramer-Rao lower bound. It is known, however, that in some cases the lower bound can be substantially different from the parameter variance. Under these circumstances the Cramer-Rao bounds may be misleading as an accuracy measure. This paper discusses the confidence interval estimation problem based on likelihood ratios, which offers a more general estimate of the error bounds. Four approaches are considered for computing confidence intervals of maximum likelihood parameter estimates. Each approach is applied to real flight data and compared.

Murphy, Patrick C.↗

NASA NTRS1984

Maximum likelihood algorithm using an efficient scheme for computing sensitivities and parameter confidence intervals

Improved techniques for estimating airplane stability and control derivatives and their standard errors are presented. A maximum likelihood estimation algorithm is developed which relies on an optimization scheme referred to as a modified Newton-Raphson scheme with estimated sensitivities (MNRES). MNRES determines sensitivities by using slope information from local surface approximations of each output variable in parameter space. The fitted surface allows sensitivity information to be updated at each iteration with a significant reduction in computational effort compared to integrating the analytically-determined sensitivity equations or using a finite difference scheme. An aircraft estimation problem is solved using real flight data to compare MNRES with the commonly used modified Newton-Raphson technique; MNRES is found to be faster and more generally applicable. Parameter standard errors are determined using a random search technique. The confidence intervals obtained are compared with Cramer-Rao lower bounds at the same confidence level. It is observed that the nonlinearity of the cost function is an important factor in the relationship between Cramer-Rao bounds and the error bounds determined by the search technique.

Murphy, P. C.↗

NASA NTRS1985

An Algorithm for Efficient Maximum Likelihood Estimation and Confidence Interval Determination in Nonlinear Estimation Problems

An algorithm for maximum likelihood (ML) estimation is developed with an efficient method for approximating the sensitivities. The algorithm was developed for airplane parameter estimation problems but is well suited for most nonlinear, multivariable, dynamic systems. The ML algorithm relies on a new optimization method referred to as a modified Newton-Raphson with estimated sensitivities (MNRES). MNRES determines sensitivities by using slope information from local surface approximations of each output variable in parameter space. The fitted surface allows sensitivity information to be updated at each iteration with a significant reduction in computational effort. MNRES determines the sensitivities with less computational effort than using either a finite-difference method or integrating the analytically determined sensitivity equations. MNRES eliminates the need to derive sensitivity equations for each new model, thus eliminating algorithm reformulation with each new model and providing flexibility to use model equations in any format that is convenient. A random search technique for determining the confidence limits of ML parameter estimates is applied to nonlinear estimation problems for airplanes. The confidence intervals obtained by the search are compared with Cramer-Rao (CR) bounds at the same confidence level. It is observed that the degree of nonlinearity in the estimation problem is an important factor in the relationship between CR bounds and the error bounds determined by the search technique. The CR bounds were found to be close to the bounds determined by the search when the degree of nonlinearity was small. Beale's measure of nonlinearity is developed in this study for airplane identification problems; it is used to empirically correct confidence levels for the parameter confidence limits. The primary utility of the measure, however, was found to be in predicting the degree of agreement between Cramer-Rao bounds and search estimates.

Murphy, Patrick Charles↗

NASA NTRS2002

Statistical Properties of Maximum Likelihood Estimators of Power Law Spectra Information

A simple power law model consisting of a single spectral index, a is believed to be an adequate description of the galactic cosmic-ray (GCR) proton flux at energies below 10(exp 13) eV, with a transition at the knee energy, E(sub k), to a steeper spectral index alpha(sub 2) greater than alpha(sub 1) above E(sub k). The Maximum likelihood (ML) procedure was developed for estimating the single parameter alpha(sub 1) of a simple power law energy spectrum and generalized to estimate the three spectral parameters of the broken power law energy spectrum from simulated detector responses and real cosmic-ray data. The statistical properties of the ML estimator were investigated and shown to have the three desirable properties: (P1) consistency (asymptotically unbiased). (P2) efficiency asymptotically attains the Cramer-Rao minimum variance bound), and (P3) asymptotically normally distributed, under a wide range of potential detector response functions. Attainment of these properties necessarily implies that the ML estimation procedure provides the best unbiased estimator possible. While simulation studies can easily determine if a given estimation procedure provides an unbiased estimate of the spectra information, and whether or not the estimator is approximately normally distributed, attainment of the Cramer-Rao bound (CRB) can only he ascertained by calculating the CRB for an assumed energy spectrum-detector response function combination, which can be quite formidable in practice. However. the effort in calculating the CRB is very worthwhile because it provides the necessary means to compare the efficiency of competing estimation techniques and, furthermore, provides a stopping rule in the search for the best unbiased estimator. Consequently, the CRB for both the simple and broken power law energy spectra are derived herein and the conditions under which they are attained in practice are investigated. The ML technique is then extended to estimate spectra information from an arbitrary number of astrophysics data sets produced by vastly different science instruments. This theory and its successful implementation will facilitate the interpretation of spectral information from multiple astrophysics missions and thereby permit the derivation of superior spectral parameter estimates based on the combination of data sets.

Howell, L. W.↗

NASA NTRS2003

Statistical Properties of Maximum Likelihood Estimators of Power Law Spectra Information

A simple power law model consisting of a single spectral index, sigma(sub 2), is believed to be an adequate description of the galactic cosmic-ray (GCR) proton flux at energies below 10(exp 13) eV, with a transition at the knee energy, E(sub k), to a steeper spectral index sigma(sub 2) greater than sigma(sub 1) above E(sub k). The maximum likelihood (ML) procedure was developed for estimating the single parameter sigma(sub 1) of a simple power law energy spectrum and generalized to estimate the three spectral parameters of the broken power law energy spectrum from simulated detector responses and real cosmic-ray data. The statistical properties of the ML estimator were investigated and shown to have the three desirable properties: (Pl) consistency (asymptotically unbiased), (P2) efficiency (asymptotically attains the Cramer-Rao minimum variance bound), and (P3) asymptotically normally distributed, under a wide range of potential detector response functions. Attainment of these properties necessarily implies that the ML estimation procedure provides the best unbiased estimator possible. While simulation studies can easily determine if a given estimation procedure provides an unbiased estimate of the spectra information, and whether or not the estimator is approximately normally distributed, attainment of the Cramer-Rao bound (CRB) can only be ascertained by calculating the CRB for an assumed energy spectrum- detector response function combination, which can be quite formidable in practice. However, the effort in calculating the CRB is very worthwhile because it provides the necessary means to compare the efficiency of competing estimation techniques and, furthermore, provides a stopping rule in the search for the best unbiased estimator. Consequently, the CRB for both the simple and broken power law energy spectra are derived herein and the conditions under which they are stained in practice are investigated.

Howell, L. W., Jr.↗

NASA NTRS1975

Status of input design for aircraft parameter identification

Results are presented on the design of aircraft inputs (i.e. elevator, rudder and aeleron deflection time histories) to identify aircraft stability and control derivatives from flight test data. The problem is first reduced to an optimization problem with differential and integral constraints. The criteria used are either expressed in terms of the Cramer-Rao lower bound on the covariance matrix of the parameter estimates or in terms of the maximum prediction error variance. Both time-domain longitudinal and lateral dynamics of C-8 and Jet Star aircrafts and comparison with doublet type inputs are made.

Mehra, R. K.↗

NASA NTRS1976

Flight test design for efficient extraction of aircraft parameters

This paper considers the design of flight control inputs which result in a minimization of the nonuniqueness problem of parameter identification due to statistical correlation. The performance index for the control design is taken as a linear weighted sum of the squares of the correlation coefficients of the aerodynamic stability and control derivatives as computed from the Cramer-Rao lower bound matrix. An optimal input design is demonstrated for an F-8 aircraft with supercritical wing. Reduced correlations are noted and corresponding estimates and confidence levels presented.

Wells, W. R.↗