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NASA NTRS1976

The numerical evaluation of maximum-likelihood estimates of the parameters for a mixture of normal distributions from partially identified samples

Likelihood equations determined by the two types of samples which are necessary conditions for a maximum-likelihood estimate were considered. These equations suggest certain successive approximations iterative procedures for obtaining maximum likelihood estimates. The procedures, which are generalized steepest ascent (deflected gradient) procedures, contain those of Hosmer as a special case.

Walker, H. F.↗
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 NTRS1972

Longitudinal stability and control derivatives of a jet fighter airplane extracted from flight test data by utilizing maximum likelihood estimation

A method of parameter extraction for stability and control derivatives of aircraft from flight test data, implementing maximum likelihood estimation, was developed and successfully applied to actual longitudinal flight test data from a modern sophisticated jet fighter. The results of this application establish the merits of the estimation technique and its computer implementation(allowing full analyst interaction with the program) as well as provide data for the validation of a portion of the differential maneuvering simulator (DMS). The results are presented for all flight test runs in tabular form and as time history comparisons between the estimated states and the actual flight test data. Comparisons between extracted and manufacturer's values for five major derivatives are presented and reveal good agreement for these principal derivatives with one exception. This particular derivative is extensively investigated by utilizing the interactive capabilities of the computer program. The results of this investigation verify the numbers extracted by maximum likelihood estimation.

Steinmetz, G. G.↗
NASA NTRS1979

Maximum likelihood estimation of label imperfections and its use in the identification of mislabeled patterns

The problem of estimating label imperfections and the use of the estimation in identifying mislabeled patterns is presented. Expressions for the maximum likelihood estimates of classification errors and a priori probabilities are derived from the classification of a set of labeled patterns. Expressions also are given for the asymptotic variances of probability of correct classification and proportions. Simple models are developed for imperfections in the labels and for classification errors and are used in the formulation of a maximum likelihood estimation scheme. Schemes are presented for the identification of mislabeled patterns in terms of threshold on the discriminant functions for both two-class and multiclass cases. Expressions are derived for the probability that the imperfect label identification scheme will result in a wrong decision and are used in computing thresholds. The results of practical applications of these techniques in the processing of remotely sensed multispectral data are presented.

Chittineni, C. B.↗
NASA NTRS2019

The Implementation of Maximum Likelihood Estimation in Space Launch System Vehicle Design

The Space Launch System uses a Maximum Likelihood Estimation process in conjunction with Design of Experiments to develop statistically representative vehicles for the Block 1 configuration. These vehicles are then used to estimate maximum load conditions for simulating stressing cases in other simulations. This paper discusses the modeling process and how SLS captures manufacturing uncertainty in the launch vehicle design. It also provides an overview of the differences between Block 1 statistical representations. This paper also discusses proper grid choice as well as which uncertainties drive the vehicle design.

Stein, W. B.↗
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 NTRS1975

An iterative procedure for obtaining maximum-likelihood estimates of the parameters for a mixture of normal distributions, Addendum

New results and insights concerning a previously published iterative procedure for obtaining maximum-likelihood estimates of the parameters for a mixture of normal distributions were discussed. It was shown that the procedure converges locally to the consistent maximum likelihood estimate as long as a specified parameter is bounded between two limits. Bound values were given to yield optimal local convergence.

Peters, B. C., Jr.↗
NASA NTRS1976

Practical aspects of a maximum likelihood estimation method to extract stability and control derivatives from flight data

A maximum likelihood estimation method was applied to flight data and procedures to facilitate the routine analysis of a large amount of flight data were described. Techniques that can be used to obtain stability and control derivatives from aircraft maneuvers that are less than ideal for this purpose are described. The techniques involve detecting and correcting the effects of dependent or nearly dependent variables, structural vibration, data drift, inadequate instrumentation, and difficulties with the data acquisition system and the mathematical model. The use of uncertainty levels and multiple maneuver analysis also proved to be useful in improving the quality of the estimated coefficients. The procedures used for editing the data and for overall analysis are also discussed.

Iliff, K. W.↗
NASA NTRS2000

The Extended-Image Tracking Technique Based on the Maximum Likelihood Estimation

This paper describes an extended-image tracking technique based on the maximum likelihood estimation. The target image is assume to have a known profile covering more than one element of a focal plane detector array. It is assumed that the relative position between the imager and the target is changing with time and the received target image has each of its pixels disturbed by an independent additive white Gaussian noise. When a rotation-invariant movement between imager and target is considered, the maximum likelihood based image tracking technique described in this paper is a closed-loop structure capable of providing iterative update of the movement estimate by calculating the loop feedback signals from a weighted correlation between the currently received target image and the previously estimated reference image in the transform domain. The movement estimate is then used to direct the imager to closely follow the moving target. This image tracking technique has many potential applications, including free-space optical communications and astronomy where accurate and stabilized optical pointing is essential.

Tsou, Haiping↗
NASA NTRS1980

Maximum likelihood estimation of label imperfection probabilities and its use in the identification of mislabeled patterns

Estimating label imperfections and the use of estimations in the identification of mislabeled patterns are discussed. Expressions are presented for the asymptotic variances of the probability of correct classification and proportion, and for the maximum likelihood estimates of classification errors and a priori probabilities. Models are developed for imperfections in the labels and classification errors, and expressions are derived for the probability of imperfect label identification schemes resulting in wrong decisions. The expressions are used in computing thresholds and the techniques are given practical applications. The imperfect label identification scheme in the multiclass case is found to amount to establishing a region around each decision surface, and decisions of the label correction scheme are found in close agreement with the analyst-interpreter interpretations of the imagery films. As an example, the application of the maximum likelihood estimation to the processing of Landsat MSS data is discussed.

Chittineni, C. B.↗
NASA NTRS1982

Monte Carlo studies of ocean wind vector measurements by SCATT: Objective criteria and maximum likelihood estimates for removal of aliases, and effects of cell size on accuracy of vector winds

The scatterometer on the National Oceanic Satellite System (NOSS) is studied by means of Monte Carlo techniques so as to determine the effect of two additional antennas for alias (or ambiguity) removal by means of an objective criteria technique and a normalized maximum likelihood estimator. Cells nominally 10 km by 10 km, 10 km by 50 km, and 50 km by 50 km are simulated for winds of 4, 8, 12 and 24 m/s and incidence angles of 29, 39, 47, and 53.5 deg for 15 deg changes in direction. The normalized maximum likelihood estimate (MLE) is correct a large part of the time, but the objective criterion technique is recommended as a reserve, and more quickly computed, procedure. Both methods for alias removal depend on the differences in the present model function at upwind and downwind. For 10 km by 10 km cells, it is found that the MLE method introduces a correlation between wind speed errors and aspect angle (wind direction) errors that can be as high as 0.8 or 0.9 and that the wind direction errors are unacceptably large, compared to those obtained for the SASS for similar assumptions.

Pierson, W. J.↗
NASA NTRS1972

Lateral stability and control derivatives of a jet fighter airplane extracted from flight test data by utilizing maximum likelihood estimation

A method of parameter extraction for stability and control derivatives of aircraft from flight test data, implementing maximum likelihood estimation, has been developed and successfully applied to actual lateral flight test data from a modern sophisticated jet fighter. This application demonstrates the important role played by the analyst in combining engineering judgment and estimator statistics to yield meaningful results. During the analysis, the problems of uniqueness of the extracted set of parameters and of longitudinal coupling effects were encountered and resolved. The results for all flight runs are presented in tabular form and as time history comparisons between the estimated states and the actual flight test data.

Parrish, R. V.↗
NASA NTRS1984

An algorithm for maximum likelihood estimation using an efficient method for approximating sensitivities

An algorithm for maximum likelihood (ML) estimation is developed primarily for multivariable dynamic systems. The algorithm relies on a new optimization method referred to as a modified Newton-Raphson with estimated sensitivities (MNRES). The method 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 with integrating the analytically determined sensitivity equations or using a finite-difference method. Different surface-fitting methods are discussed and demonstrated. Aircraft estimation problems are solved by using both simulated and real-flight data to compare MNRES with commonly used methods; in these solutions MNRES is found to be equally accurate and substantially faster. MNRES eliminates the need to derive sensitivity equations, thus producing a more generally applicable algorithm.

Murphy, P. C.↗
NASA NTRS1987

High dynamic GPS receiver using maximum likelihood estimation and frequency tracking

A new high dynamic global positioning system (GPS) receiver is presented and its performance characterized by analysis, simulation, and demonstration. The demonstration receiver is a breadboard model capable of tracking a single simulated satellite signal in pseudorange and range rate. Pseudorange and range rate estimates are made once every 20 ms, using a maximum likelihood estimator, and are tracked by means of a third-order fading memory filter in a feedback configuration. The receiver tracks pseudorange with rms errors of under 1 m when subjected to simulated 50 g, 40 g/s circular trajectories. The tracking threshold is approximately 28 dB-Hz, which provides 12 dB margin relative to the minimum specified signal strength, assuming 3.5 dB system noise figure and 0 dBi antenna gain.

Hurd, W. J.↗
NASA NTRS1991

On the use of maximum likelihood estimation for the assembly of Space Station Freedom

Distributed parameter models of the Solar Array Flight Experiment, the Mini-MAST truss, and Space Station Freedom assembly are discussed. The distributed parameter approach takes advantage of (1) the relatively small number of model parameters associated with partial differential equation models of structural dynamics, (2) maximum-likelihood estimation using both prelaunch and on-orbit test data, (3) the inclusion of control system dynamics in the same equations, and (4) the incremental growth of the structural configurations. Maximum-likelihood parameter estimates for distributed parameter models were based on static compliance test results and frequency response measurements. Because the Space Station Freedom does not yet exist, the NASA Mini-MAST truss was used to test the procedure of modeling and parameter estimation. The resulting distributed parameter model of the Mini-MAST truss successfully demonstrated the approach taken. The computer program PDEMOD enables any configuration that can be represented by a network of flexible beam elements and rigid bodies to be remodeled.

Taylor, Lawrence W., Jr.↗