Search NASA⌕ Search

SEARCH · Search NASA

Results for “Unbiased estimator”

Search indexed NASA NTRS and DOE OSTI research on propulsion, heat transfer, battery materials and energy systems. Follow report and document links to the original sources.

Quote a phrase for an exact phrase match. Source license links do not imply unrestricted reuse.

At least 37 records · Page 2

Unbalanced and Minimal Point Equivalent Estimation Second-Order Split-Plot Designs

Restricting the randomization of hard-to-change factors in industrial experiments is often performed by employing a split-plot design structure. From an economic perspective, these designs minimize the experimental cost by reducing the number of resets of the hard-to- change factors. In this paper, unbalanced designs are considered for cases where the subplots are relatively expensive and the experimental apparatus accommodates an unequal number of runs per whole-plot. We provide construction methods for unbalanced second-order split- plot designs that possess the equivalence estimation optimality property, providing best linear unbiased estimates of the parameters; independent of the variance components. Unbalanced versions of the central composite and Box-Behnken designs are developed. For cases where the subplot cost approaches the whole-plot cost, minimal point designs are proposed and illustrated with a split-plot Notz design.

Parker, Peter A.↗

Classes of Split-Plot Response Surface Designs for Equivalent Estimation

When planning an experimental investigation, we are frequently faced with factors that are difficult or time consuming to manipulate, thereby making complete randomization impractical. A split-plot structure differentiates between the experimental units associated with these hard-to-change factors and others that are relatively easy-to-change and provides an efficient strategy that integrates the restrictions imposed by the experimental apparatus. Several industrial and scientific examples are presented to illustrate design considerations encountered in the restricted randomization context. In this paper, we propose classes of split-plot response designs that provide an intuitive and natural extension from the completely randomized context. For these designs, the ordinary least squares estimates of the model are equivalent to the generalized least squares estimates. This property provides best linear unbiased estimators and simplifies model estimation. The design conditions that allow for equivalent estimation are presented enabling design construction strategies to transform completely randomized Box-Behnken, equiradial, and small composite designs into a split-plot structure.

Parker, Peter A.↗

Parameter estimation in linear models of the human operator in a closed loop with application of deterministic test signals

Parameter estimation techniques are discussed with emphasis on unbiased estimates in the presence of noise. A distinction between open and closed loop systems is made. A method is given based on the application of external forcing functions consisting of a sun of sinusoids; this method is thus based on the estimation of Fourier coefficients and is applicable for models with poles and zeros in open and closed loop systems.

Vanlunteren, A.↗

Calculation of Weibull strength parameters and Batdorf flow-density constants for volume- and surface-flaw-induced fracture in ceramics

The calculation of shape and scale parameters of the two-parameter Weibull distribution is described using the least-squares analysis and maximum likelihood methods for volume- and surface-flaw-induced fracture in ceramics with complete and censored samples. Detailed procedures are given for evaluating 90 percent confidence intervals for maximum likelihood estimates of shape and scale parameters, the unbiased estimates of the shape parameters, and the Weibull mean values and corresponding standard deviations. Furthermore, the necessary steps are described for detecting outliers and for calculating the Kolmogorov-Smirnov and the Anderson-Darling goodness-of-fit statistics and 90 percent confidence bands about the Weibull distribution. It also shows how to calculate the Batdorf flaw-density constants by uing the Weibull distribution statistical parameters. The techniques described were verified with several example problems, from the open literature, and were coded. The techniques described were verified with several example problems from the open literature, and were coded in the Structural Ceramics Analysis and Reliability Evaluation (SCARE) design program.

Pai, Shantaram S.↗

Calculation of Weibull strength parameters and Batdorf flow-density constants for volume- and surface-flaw-induced fracture in ceramics

The calculation of shape and scale parametes of the two-parameter Weibull distribution is described using the least-squares analysis and maximum likelihood methods for volume- and surface-flaw-induced fracture in ceramics with complete and censored samples. Detailed procedures are given for evaluating 90 percent confidence intervals for maximum likelihood estimates of shape and scale parameters, the unbiased estimates of the shape parameters, and the Weibull mean values and corresponding standard deviations. Furthermore, the necessary steps are described for detecting outliers and for calculating the Kolmogorov-Smirnov and the Anderson-Darling goodness-of-fit statistics and 90 percent confidence bands about the Weibull distribution. It also shows how to calculate the Batdorf flaw-density constants by using the Weibull distribution statistical parameters. The techniques described were verified with several example problems, from the open literature, and were coded in the Structural Ceramics Analysis and Reliability Evaluation (SCARE) design program.

Shantaram, S. Pai↗

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.↗

Geopositional Statistical Methods

RMSE based methods distort circular error estimates (up to 50% overestimation). The empirical approach is the only statistically unbiased estimator offered. Ager modification to Shultz approach is nearly unbiased, but cumbersome. All methods hover around 20% uncertainty (@ 95% confidence) for low geopositional bias error estimates. This requires careful consideration in assessment of higher accuracy products.

Ross, Kenton↗

A minimax approach to spatial estimation using affinity matrices

Estimates made in the plane to improve on noisy unbiased estimates were combined. Only a small fraction of points in a giant grid were used to do this, those that are most like a given point. A component of this process defining an affinity matrix of values, indicating which points are relevant to others. Minimax rules are shown to be based on affinity matrices.

Morris, C. N.↗

Evaluation of the procedure 1A component of the 1980 US/Canada wheat and barley exploratory experiment

Several techniques which use clusters generated by a new clustering algorithm, CLASSY, are proposed as alternatives to random sampling to obtain greater precision in crop proportion estimation: (1) Proportional Allocation/relative count estimator (PA/RCE) uses proportional allocation of dots to clusters on the basis of cluster size and a relative count cluster level estimate; (2) Proportional Allocation/Bayes Estimator (PA/BE) uses proportional allocation of dots to clusters and a Bayesian cluster-level estimate; and (3) Bayes Sequential Allocation/Bayesian Estimator (BSA/BE) uses sequential allocation of dots to clusters and a Bayesian cluster level estimate. Clustering in an effective method in making proportion estimates. It is estimated that, to obtain the same precision with random sampling as obtained by the proportional sampling of 50 dots with an unbiased estimator, samples of 85 or 166 would need to be taken if dot sets with AI labels (integrated procedure) or ground truth labels, respectively were input. Dot reallocation provides dot sets that are unbiased. It is recommended that these proportion estimation techniques are maintained, particularly the PA/BE because it provides the greatest precision.

Chapman, G. M.↗

Table for estimating parameters of Weibull distribution

Table yields best linear invariant /BLI/ estimates for log of reliable life under censored life tests, permitting reliability estimations in failure analysis of items with multiple flaws. These BLI estimates have uniformly smaller expected loss than Gauss-Markov best linear unbiased estimates.

Mann, N. R.↗

Ways to improve your correlation functions

This paper describes a number of ways to improve on the standard method for measuring the two-point correlation function of large scale structure in the Universe. Issues addressed are: (1) the problem of the mean density, and how to solve it; (2) how to estimate the uncertainty in a measured correlation function; (3) minimum variance pair weighting; (4) unbiased estimation of the selection function when magnitudes are discrete; and (5) analytic computation of angular integrals in background pair counts.

Hamilton, A. J. S.↗

Space-Time Data Fusion

Space-time Data Fusion (STDF) is a methodology for combing heterogeneous remote sensing data to optimally estimate the true values of a geophysical field of interest, and obtain uncertainties for those estimates. The input data sets may have different observing characteristics including different footprints, spatial resolutions and fields of view, orbit cycles, biases, and noise characteristics. Despite these differences all observed data can be linked to the underlying field, and therefore the each other, by a statistical model. Differences in footprints and other geometric characteristics are accounted for by parameterizing pixel-level remote sensing observations as spatial integrals of true field values lying within pixel boundaries, plus measurement error. Both spatial and temporal correlations in the true field and in the observations are estimated and incorporated through the use of a space-time random effects (STRE) model. Once the models parameters are estimated, we use it to derive expressions for optimal (minimum mean squared error and unbiased) estimates of the true field at any arbitrary location of interest, computed from the observations. Standard errors of these estimates are also produced, allowing confidence intervals to be constructed. The procedure is carried out on a fine spatial grid to approximate a continuous field. We demonstrate STDF by applying it to the problem of estimating CO2 concentration in the lower-atmosphere using data from the Atmospheric Infrared Sounder (AIRS) and the Japanese Greenhouse Gasses Observing Satellite (GOSAT) over one year for the continental US.

Greenhouse Gases Observing Satellite (GOSAT)↗

Acreage estimation, feature selection, and signature extension dependent upon the maximum likelihood decision rule

A maximum likelihood estimation technique is used for the analysis of agricultural remote sensor data. The m-class probability of misclassification is estimated using unlabeled test samples and labeled training samples. A bound on the variance of a proposed unbiased estimator of the m-class probability of error is derived. The particular case in which each class density is assumed to be a mixture of multivariate normal densities is considered. The extension of spectral signatures in space and time is discussed.

Quirein, J. A.↗

Geoid height-age relation from Seasat altimeter profiles across the Mendocino Fracture Zone

Twenty-eight Seasat altimeter profiles crossing the Mendocino Fracture Zone are used together with seafloor ages determined from magnetic lineations to estimate the change in oceanic geoid height with age, between ages of 15 and 135 m.y. An unbiased estimate of the overall geoid offset along each profile is determined from a least-squares fit of the along-track derivative of the geoid to the geoid slope predicted from a simple two-layer gravitational edge effect model. Uncertainties based upon the statistical properties of each profile are also determined. A geoid slope-age relation is constructed by normalizing the geoid offsets and uncertainties by the age offsets. The results are in agreement with geoid slope-age relations determined from symmetrically spreading ridges (Sandwell and Schubert, 1980). However, the fracture zone estimates have smaller uncertainties and show less scatter. A comparison of these results with the geoid slope-age prediction of the boundary layer cooling model shows that the thermal structure begins to deviate from this model at an early age (20-40 m.y.). A plate cooling model with a thickness of 125 km is most compatible with the geoid slope-age estimates, although significant deviations occur; these may indicate that the lithospheric thermal structure is not entirely age dependent.

Sandwell, D. T.↗

A Sparse Matrix Approach for Simultaneous Quantification of Nystagmus and Saccade

The vestibulo-ocular reflex (VOR) consists of two intermingled non-linear subsystems; namely, nystagmus and saccade. Typically, nystagmus is analysed using a single sufficiently long signal or a concatenation of them. Saccade information is not analysed and discarded due to insufficient data length to provide consistent and minimum variance estimates. This paper presents a novel sparse matrix approach to system identification of the VOR. It allows for the simultaneous estimation of both nystagmus and saccade signals. We show via simulation of the VOR that our technique provides consistent and unbiased estimates in the presence of output additive noise.

Kukreja, Sunil L.↗

A method for estimating proportions

A proportion estimation procedure is presented which requires only on set of ground truth data for determining the error matrix. The error matrix is then used to determine an unbiased estimate. The error matrix is shown to be directly related to the probability of misclassifications, and is more diagonally dominant with the increase in the number of passes used.

Guseman, L. F., Jr.↗

Optimal sensing on an asymmetric exceptional surface

We study the connection between exceptional points (EPs) and optimal parameter estimation, in a simple system consisting of two counterpropagating traveling wave modes in a microring resonator. The unknown parameter to be estimated is the strength of a perturbing cross-coupling between the two modes. Partially reflecting the output of one mode into the other creates a non-Hermitian Hamiltonian that exhibits a family of EPs, creating an exceptional surface (ES). We use a fully quantum treatment of field inputs and noise sources to obtain a quantitative bound on the estimation error by calculating the quantum Fisher information (QFI) in the output fields, whose inverse gives the Cramér-Rao lower bound on the mean-squared error of any unbiased estimator. We determine the bounds for two input states, namely, a semiclassical coherent state and a highly nonclassical NOON state. We find that the QFI is enhanced in the presence of an EP for both of these input states and that both states can saturate the Cramér-Rao bound. We then identify idealized yet experimentally feasible measurements that achieve the minimum bound for these two input states. We also investigate how the QFI changes for parameter values that do not lie on the ES, finding that these can have a larger QFI, suggesting alternative routes to optimize the parameter estimation for this problem.

Exceptional points↗

A new approach to importance sampling for the simulation of false alarms

In this paper a modified importance sampling technique for improving the convergence of Importance Sampling is given. By using this approach to estimate low false alarm rates in radar simulations, the number of Monte Carlo runs can be reduced significantly. For one-dimensional exponential, Weibull, and Rayleigh distributions, a uniformly minimum variance unbiased estimator is obtained. For Gaussian distribution the estimator in this approach is uniformly better than that of previously known Importance Sampling approach. For a cell averaging system, by combining this technique and group sampling, the reduction of Monte Carlo runs for a reference cell of 20 and false alarm rate of lE-6 is on the order of 170 as compared to the previously known Importance Sampling approach.

Lu, D.↗