On the statistics of correlator outputs
Characteristic function, probability density function, and probability distribution function computations for correlation detector output, and correlator output statistics
Wintz, P. A.↗
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Method and device for landing aircraft dependent on runway occupancy time
A technique for landing aircraft using an aircraft landing accident avoidance device is disclosed. The technique includes determining at least two probability distribution functions; determining a safe lower limit on a separation between a lead aircraft and a trail aircraft on a glide slope to the runway; determining a maximum sustainable safe attempt-to-land rate on the runway based on the safe lower limit and the probability distribution functions; directing the trail aircraft to enter the glide slope with a target separation from the lead aircraft corresponding to the maximum sustainable safe attempt-to-land rate; while the trail aircraft is in the glide slope, determining an actual separation between the lead aircraft and the trail aircraft; and directing the trail aircraft to execute a go-around maneuver if the actual separation approaches the safe lower limit. Probability distribution functions include runway occupancy time, and landing time interval and/or inter-arrival distance.
Ghalebsaz Jeddi, Babak↗
Bivariate extreme value distributions
In certain engineering applications, such as those occurring in the analyses of ascent structural loads for the Space Transportation System (STS), some of the load variables have a lower bound of zero. Thus, the need for practical models of bivariate extreme value probability distribution functions with lower limits was identified. We discuss the Gumbel models and present practical forms of bivariate extreme probability distributions of Weibull and Frechet types with two parameters. Bivariate extreme value probability distribution functions can be expressed in terms of the marginal extremel distributions and a 'dependence' function subject to certain analytical conditions. Properties of such bivariate extreme distributions, sums and differences of paired extremals, as well as the corresponding forms of conditional distributions, are discussed. Practical estimation techniques are also given.
Elshamy, M.↗
ATTITUDE FILTERING ON SO(3)
A new method is presented for the simultaneous estimation of the attitude of a spacecraft and an N-vector of bias parameters. This method uses a probability distribution function defined on the Cartesian product of SO(3), the group of rotation matrices, and the Euclidean space W N .The Fokker-Planck equation propagates the probability distribution function between measurements, and Bayes s formula incorporates measurement update information. This approach avoids all the issues of singular attitude representations or singular covariance matrices encountered in extended Kalman filters. In addition, the filter has a consistent initialization for a completely unknown initial attitude, owing to the fact that SO(3) is a compact space.
Markley, F. Landis↗
Neuromorphic learning of continuous-valued mappings from noise-corrupted data. Application to real-time adaptive control
The ability of feed-forward neural network architectures to learn continuous valued mappings in the presence of noise was demonstrated in relation to parameter identification and real-time adaptive control applications. An error function was introduced to help optimize parameter values such as number of training iterations, observation time, sampling rate, and scaling of the control signal. The learning performance depended essentially on the degree of embodiment of the control law in the training data set and on the degree of uniformity of the probability distribution function of the data that are presented to the net during sequence. When a control law was corrupted by noise, the fluctuations of the training data biased the probability distribution function of the training data sequence. Only if the noise contamination is minimized and the degree of embodiment of the control law is maximized, can a neural net develop a good representation of the mapping and be used as a neurocontroller. A multilayer net was trained with back-error-propagation to control a cart-pole system for linear and nonlinear control laws in the presence of data processing noise and measurement noise. The neurocontroller exhibited noise-filtering properties and was found to operate more smoothly than the teacher in the presence of measurement noise.
Troudet, Terry↗
Plasma sheet turbulence observed by Cluster II
Cluster fluxgate magnetometer (FGM) and ion spectrometer (CIS) data are employed to analyze magnetic field fluctuations within the plasma sheet during passages through the magnetotail region in the summers of 2001 and 2002 and, in particular, to look for characteristics of magnetohydrodynamic (MHD) turbulence. Power spectral indices determined from power spectral density functions are on average larger than Kolmogorov's theoretical value for fluid turbulence as well as Kraichnan's theoretical value for MHD plasma turbulence. Probability distribution functions of the magnetic fluctuations show a scaling law over a large range of temporal scales with non-Gaussian distributions at small dissipative scales and inertial scales and more Gaussian distribution at large driving scales. Furthermore, a multifractal analysis of the magnetic field components shows scaling behavior in the inertial range of the fluctuations from about 20 s to 13 min for moments through the fifth order. Both the scaling behavior of the probability distribution functions and the multifractal structure function suggest that intermittent turbulence is present within the plasma sheet. The unique multispacecraft aspect and fortuitous spacecraft spacing allow us to examine the turbulent eddy scale sizes. Dynamic autocorrelation and cross correlation analysis of the magnetic field components allow us to determine that eddy scale sizes fit within the plasma sheet. These results suggest that magnetic field turbulence is occurring within the plasma sheet resulting in turbulent energy dissipation.
Weygand, James M.↗
Test particle propagation in magnetostatic turbulence. 1. Failure of the diffusion approximation
The equation which governs the quasi-linear approximation to the ensemble and gyro-phase averaged one-body probability distribution function is constructed from first principles. This derived equation is subjected to a thorough investigation in order to calculate the possible limitations of the quasi-linear approximation. It is shown that the reduction of this equation to a standard diffusion equation in the Markovian limit can be accomplished through the application of the adiabatic approximation. A numerical solution of the standard diffusion equation in the Markovian limit is obtained for the narrow parallel beam injection. Comparison of the diabatic and adiabatic results explicitly demonstrates the failure of the Markovian description of the probability distribution function. Through the use of a linear time-scale extension the failure of the adiabatic approximation, which leads to the Markovian limit, is shown to be due to mixing of the relaxation and interaction time scales in the presence of the strong mean field.
Klimas, A. J.↗
A 'skewed' lognormal approximation to the probablility distribution function of the large-scale density field
I propose a method to fit the probability distribution function (PDF) of the large-scale density field rho, motivated by a Lagrangian version of the continuity equation. It consists in applying the Edgeworth expansion to the quantity Phi identical with log rho - mean value of log rho. The method is tested on the matter particle distribution in two cold dark matter N-body simulations of different physical sizes to cover a large dynamic range. It is seen to be very efficient, even in the nonlinear regime, and may thus be used as an analytical tool to study the effect on the PDF of the transition between the weakly nonlinear regime and the highly nonlinear regime.
Colombi, S.↗
Cosmological density fluctuations and large-scale structure From N-point correlation functions to the probability distribution
Knowledge of N-point correlation functions for all N allows one to invert and obtain the probability distribution of mass fluctuations in a fixed volume. The hierarchical sequence of higher order is applied to correlations with dimensionless amplitudes suggested by the BBGKY equations. The resulting distribution is significantly non-Gaussian, even for quite small mean square fluctuations. The qualitative and to some degree quantitative results are to a large degree independent of the exact sequence of amplitudes. An ensemble of such models compared with N-body simulations fails in detail to account for the low-density frequency distribution.
Fry, J. N.↗
Computations and applications of linear hypergeometric transformations
Linear transformations are well-known in the theory of hypergeometric functions. In this note, it is indicated, both by analyses and by supporting numerical experiments, how these transformations can be applied to the computation of Legendre's functions, the incomplete Beta function, and the variance-ratio probability distribution function. It is shown that a simple transformation can in many cases cause dramatic improvement in computation.
Ng, E. W.↗
Representing Complex Systems as Graphs for Debugging and Predictive Maintenance-Preliminary Thoughts
Representing complex systems as graphs enables use of mathematical tools to identify faults or predict failures. Graph nodes correspond to individual modules or subsystems, and edges link coupled system parts. ‘Probes’ measure the node outputs, monitoring the system health for unexpected behavior. Assuming one cannot probe every point, within a system, the fault correlates to a region—not necessarily the specific location. Bayesian networks trained to understand fault patterns can accurately identify the source. The diagnostic tool described aides debugging by pinpointing system failure causes. For predictive maintenance, probe data develop probability distribution functions describing subsystem mean time to failure. Unit lifetime can be estimated through these probability distributions. Two approaches include using Bayesian classifiers to infer the system failure source and developing maintenance schedules by treating systems as collections of random variables. When failure behavior does not follow a closed form function, use of similarity models is proposed.
97 MATHEMATICS AND COMPUTING↗
Service Life Extension of the Propulsion System of Long-Term Manned Orbital Stations
One of the critical non-replaceable systems of a long-term manned orbital station is the propulsion system. Since the propulsion system operates beginning with the launch of station elements into orbit, its service life determines the service life of the station overall. Weighing almost a million pounds, the International Space Station (ISS) is about four times as large as the Russian space station Mir and about five times as large as the U.S. Skylab. Constructed over a span of more than a decade with the help of over 100 space flights, elements and modules of the ISS provide more research space than any spacecraft ever built. Originally envisaged for a service life of fifteen years, this Earth orbiting laboratory has been in orbit since 1998. Some elements that have been launched later in the assembly sequence were not yet built when the first elements were placed in orbit. Hence, some of the early modules that were launched at the inception of the program were already nearing the end of their design life when the ISS was finally ready and operational. To maximize the return on global investments on ISS, it is essential for the valuable research on ISS to continue as long as the station can be sustained safely in orbit. This paper describes the work performed to extend the service life of the ISS propulsion system. A system comprises of many components with varying failure rates. Reliability of a system is the probability that it will perform its intended function under encountered operating conditions, for a specified period of time. As we are interested in finding out how reliable a system would be in the future, reliability expressed as a function of time provides valuable insight. In a hypothetical bathtub shaped failure rate curve, the failure rate, defined as the number of failures per unit time that a currently healthy component will suffer in a given future time interval, decreases during infant-mortality period, stays nearly constant during the service life and increases at the end when the design service life ends and wear-out phase begins. However, the component failure rates do not remain constant over the entire cycle life. The failure rate depends on various factors such as design complexity, current age of the component, operating conditions, severity of environmental stress factors, etc. Development, qualification and acceptance test processes provide rigorous screening of components to weed out imperfections that might otherwise cause infant mortality failures. If sufficient samples are tested to failure, the failure time versus failure quantity can be analyzed statistically to develop a failure probability distribution function (PDF), a statistical model of the probability of failure versus time. Driven by cost and schedule constraints however, spacecraft components are generally not tested in large numbers. Uncertainties in failure rate and remaining life estimates increase when fewer units are tested. To account for this, spacecraft operators prefer to limit useful operations to a period shorter than the maximum demonstrated service life of the weakest component. Running each component to its failure to determine the maximum possible service life of a system can become overly expensive and impractical. Spacecraft operators therefore, specify the required service life and an acceptable factor of safety (FOS). The designers use these requirements to limit the life test duration. Midway through the design life, when benefits justify additional investments, supplementary life test may be performed to demonstrate the capability to safely extend the service life of the system. An innovative approach is required to evaluate the entire system, without having to go through an elaborate test program of propulsion system elements. Evaluating every component through a brute force test program would be a cost prohibitive and time consuming endeavor. ISS propulsion system components were designed and built decades ago. There are no representative ground test articles for some of the components. A 'test everything' approach would require manufacturing new test articles. The paper outlines some of the techniques used for selective testing, by way of cherry picking candidate components based on failure mode effects analysis, system level impacts, hazard analysis, etc. The type of testing required for extending the service life depends on the design and criticality of the component, failure modes and failure mechanisms, life cycle margin provided by the original certification, operational and environmental stresses encountered, etc. When specific failure mechanism being considered and the underlying relationship of that mode to the stresses provided in the test can be correlated by supporting analysis, time and effort required for conducting life extension testing can be significantly reduced. Exposure to corrosive propellants over long periods of time, for instance, lead to specific failure mechanisms in several components used in the propulsion system. Using Arrhenius model, which is tied to chemically dependent failure mechanisms such as corrosion or chemical reactions, it is possible to subject carefully selected test articles to accelerated life test. Arrhenius model reflects the proportional relationship between time to failure of a component and the exponential of the inverse of absolute temperature acting on the component. The acceleration factor is used to perform tests at higher stresses that allow direct correlation between the times to failure at a high test temperature to the temperatures to be expected in actual use. As long as the temperatures are such that new failure mechanisms are not introduced, this becomes a very useful method for testing to failure a relatively small sample of items for a much shorter amount of time. In this article, based on the example of the propulsion system of the first ISS module Zarya, theoretical approaches and practical activities of extending the service life of the propulsion system are reviewed with the goal of determining the maximum duration of its safe operation.
Kamath, Ulhas↗
Generalized probability model for calculation of interference to the Deep Space Network due to circularly Earth-orbiting satellites
The probability of exceeding interference power levels and the duration of interference at the Deep Space Network (DSN) antenna is calculated parametrically when the state vector of an Earth-orbiting satellite over the DSN station view area is not known. A conditional probability distribution function is derived, transformed, and then convolved with the interference signal uncertainties to yield the probability distribution of interference at any given instant during the orbiter's mission period. The analysis is applicable to orbiting satellites having circular orbits with known altitude and inclination angle.
Ruggier, C. J.↗
Cosmology from HSC Y1 weak lensing data with combined higher-order statistics and simulation-based inference
Not Available
Novaes, Camila P. (ORCID:0000000258453649)↗
Uncertainty in estimates of the number of extraterrestrial civilizations
Estimation of the number N of communicative civilizations by means of Drake's formula involves the combination of several quantities, each of which is to some extent uncertain. The uncertainty in any quantity may be represented by a probability distribution function, even if that quantity is itself a probability. The uncertainty of current estimates of N is derived principally from uncertainty in estimates of the lifetime of advanced civilizations. It is argued that this is due primarily to uncertainty concerning the existence of a "Galactic Federation" which is in turn contingent upon uncertainty about whether the limitations of present-day physics are absolute or (in the event that there exists a yet-undiscovered "hyperphysics") transient . It is further argued that it is advantageous to consider explicitly these underlying assumptions in order to compare the probable numbers of civilizations operating radio beacons, permitting radio leakage, dispatching probes for radio surveillance or dispatching vehicles for manned surveillance.
Peter A Sturrock↗
A count probability cookbok: Spurious effects and the scaling model
We study the errors brought by finite volume effects and dilution effects on the practical determination of the count probability distribution function P(sub N)(n,l), which is the probability of having N objects in a cell of volume l cubed for a set of average number density n. Dilution effects are particularly revelant to the so-called sparse sampling strategy. This work is mainly done in the framework of the Bailan & Schaeffer scaling model, which assumes that the Q-body correlation functions obey the scaling relation Xi(sub Q)(lambda r(sub l),....lambda r(sub Q) = lambda(exp -(Q-1)gamma) Xi(sub Q)(r(sub 1),....r(sub Q)). We use three synthetic samples as references to perform our analysis: a fractal generated by a Rayleigh-Levy random walk with approximately 3 x 10(exp 4) objects, a sample dominated by a spherical power-law cluster with approximately 3 x 10(exp 4) objects and a cold dark matter (CDM) universe involving approximately 3 x 10(exp 5) matter particles.
Colombi, S.↗
Potential Use of a Bayesian Network for Discriminating Flash Type from Future GOES-R Geostationary Lightning Mapper (GLM) data
Continuous monitoring of the ratio of cloud flashes to ground flashes may provide a better understanding of thunderstorm dynamics, intensification, and evolution, and it may be useful in severe weather warning. The National Lighting Detection Network TM (NLDN) senses ground flashes with exceptional detection efficiency and accuracy over most of the continental United States. A proposed Geostationary Lightning Mapper (GLM) aboard the Geostationary Operational Environmental Satellite (GOES-R) will look at the western hemisphere, and among the lightning data products to be made available will be the fundamental optical flash parameters for both cloud and ground flashes: radiance, area, duration, number of optical groups, and number of optical events. Previous studies have demonstrated that the optical flash parameter statistics of ground and cloud lightning, which are observable from space, are significantly different. This study investigates a Bayesian network methodology for discriminating lightning flash type (ground or cloud) using the lightning optical data and ancillary GOES-R data. A Directed Acyclic Graph (DAG) is set up with lightning as a "root" and data observed by GLM as the "leaves." This allows for a direct calculation of the joint probability distribution function for the lighting type and radiance, area, etc. Initially, the conditional probabilities that will be required can be estimated from the Lightning Imaging Sensor (LIS) and the Optical Transient Detector (OTD) together with NLDN data. Directly manipulating the joint distribution will yield the conditional probability that a lightning flash is a ground flash given the evidence, which consists of the observed lightning optical data [and possibly cloud data retrieved from the GOES-R Advanced Baseline Imager (ABI) in a more mature Bayesian network configuration]. Later, actual GLM and NLDN data can be used to refine the estimates of the conditional probabilities used in the model; i.e., the Bayesian network is a learning network. Methods for efficient calculation of the conditional probabilities (e.g., an algorithm using junction trees), finding data conflicts, goodness of fit, and dealing with missing data will also be addressed.
Solakiewiz, Richard↗
Vector wind and vector wind shear models 0 to 27 km altitude for Cape Kennedy, Florida, and Vandenberg AFB, California
The techniques are presented to derive several statistical wind models. The techniques are from the properties of the multivariate normal probability function. Assuming that the winds can be considered as bivariate normally distributed, then (1) the wind components and conditional wind components are univariate normally distributed, (2) the wind speed is Rayleigh distributed, (3) the conditional distribution of wind speed given a wind direction is Rayleigh distributed, and (4) the frequency of wind direction can be derived. All of these distributions are derived from the 5-sample parameter of wind for the bivariate normal distribution. By further assuming that the winds at two altitudes are quadravariate normally distributed, then the vector wind shear is bivariate normally distributed and the modulus of the vector wind shear is Rayleigh distributed. The conditional probability of wind component shears given a wind component is normally distributed. Examples of these and other properties of the multivariate normal probability distribution function as applied to Cape Kennedy, Florida, and Vandenberg AFB, California, wind data samples are given. A technique to develop a synthetic vector wind profile model of interest to aerospace vehicle applications is presented.
Smith, O. E.↗