Search NASA⌕ Search

SEARCH · Search NASA

Results for “sequential probability ratio test”

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.

29 records · Page 2

A sequential nonparametric pattern classification algorithm based on the Wald SPRT

A sequential nonparametric pattern classification procedure is presented. The method presented is an estimated version of the Wald sequential probability ratio test (SPRT). This method utilizes density function estimates, and the density estimate used is discussed, including a proof of convergence in probability of the estimate to the true density function. The classification procedure proposed makes use of the theory of order statistics, and estimates of the probabilities of misclassification are given. The procedure was tested on discriminating between two classes of Gaussian samples and on discriminating between two kinds of electroencephalogram (EEG) responses.

Poage, J. L.↗

F-8 DFBW sensor failure identification using analytic redundancy

The structure of a sensor failure detection and identification system designed for the NASA F-8 DFBW aircraft is outlined. The system is for use in a dual-redundant environment, and it takes maximal advantage of all functional relationships among the sensed variables. The identification logic uses the quality sequential probability ratio, which provides a useful on-line measure of confidence in the various forms of analytic redundancy. Preliminary simulation results indicate good behavior of the analytic decision statistic, based on the sequential probability ratio test.

Deckert, J. C.↗

Failure detection and accommodation in structural dynamics systems using analytic redundancy

The concept of analytic redundancy is extended to identify nonzero constant output failures in large spacecraft active control sensors and actuators, using a set of distributed sensors which do not nominally produce equivalent signals but are related through the structural dynamics of the system. The suboptimal technique uses a Sequential Probability Ratio Test on the residual sequence of a Kalman filter based on a modal structure model, to determine failure of a component based on an assumed failure hypothesis. The specific failure is identified and then the Kalman filter gains are reconfigured for the identified remaining working sensor set. Experimental data using an apparatus whose dynamics are representative of a large spacecraft show the nominal filter performance under failed and unfailed conditions.

Williams, J. P.↗

Analytic redundancy management for large flexible structures

An analytic redundancy management approach for on-line component failure detection is described and illustrated using a simulation of the NASA Langley Spacecaft Control Laboratory Experiment (SCOLE) research facility. The SCOLE experimental apparatus simulated is a functional model of the Space Shuttle with a large, flexible, offset-feed antenna cantilevered from the payload bay. This approach uses a single, active, Kalman filter selected from a bank of filters, each element of which was previously designed to accommodate a specific failure condition. The residuals of this active filter are processed through a sequential probability ratio test (SPRT) filter to identify the failure state of the system and, hence, closing the failure accommodation loop, to select the active filter. Results are presented that illustrate the ability of the system to detect and recover from failures introduced in the angular rate and linear acceleration sensors on the SCOLE facility.

Shenhar, J.↗

Tracking Object Existence From an Autonomous Patrol Vehicle

An autonomous vehicle patrols a large region, during which an algorithm receives measurements of detected potential objects within its sensor range. The goal of the algorithm is to track all objects in the region over time. This problem differs from traditional multi-target tracking scenarios because the region of interest is much larger than the sensor range and relies on the movement of the sensor through this region for coverage. The goal is to know whether anything has changed between visits to the same location. In particular, two kinds of alert conditions must be detected: (1) a previously detected object has disappeared and (2) a new object has appeared in a location already checked. For the time an object is within sensor range, the object can be assumed to remain stationary, changing position only between visits. The problem is difficult because the upstream object detection processing is likely to make many errors, resulting in heavy clutter (false positives) and missed detections (false negatives), and because only noisy, bearings-only measurements are available. This work has three main goals: (1) Associate incoming measurements with known objects or mark them as new objects or false positives, as appropriate. For this, a multiple hypothesis tracker was adapted to this scenario. (2) Localize the objects using multiple bearings-only measurements to provide estimates of global position (e.g., latitude and longitude). A nonlinear Kalman filter extension provides these 2D position estimates using the 1D measurements. (3) Calculate the probability that a suspected object truly exists (in the estimated position), and determine whether alert conditions have been triggered (for new objects or disappeared objects). The concept of a probability of existence was created, and a new Bayesian method for updating this probability at each time step was developed. A probabilistic multiple hypothesis approach is chosen because of its superiority in handling the uncertainty arising from errors in sensors and upstream processes. However, traditional target tracking methods typically assume a stationary detection volume of interest, whereas in this case, one must make adjustments for being able to see only a small portion of the region of interest and understand when an alert situation has occurred. To track object existence inside and outside the vehicle's sensor range, a probability of existence was defined for each hypothesized object, and this value was updated at every time step in a Bayesian manner based on expected characteristics of the sensor and object and whether that object has been detected in the most recent time step. Then, this value feeds into a sequential probability ratio test (SPRT) to determine the status of the object (suspected, confirmed, or deleted). Alerts are sent upon selected status transitions. Additionally, in order to track objects that move in and out of sensor range and update the probability of existence appropriately a variable probability detection has been defined and the hypothesis probability equations have been re-derived to accommodate this change. Unsupervised object tracking is a pervasive issue in automated perception systems. This work could apply to any mobile platform (ground vehicle, sea vessel, air vehicle, or orbiter) that intermittently revisits regions of interest and needs to determine whether anything interesting has changed.

Wolf, Michael↗

A Collision Avoidance Strategy for a Potential Natural Satellite around the Asteroid Bennu for the OSIRIS-REx Mission

The cadence of proximity operations for the OSIRIS-REx mission may have an extra induced challenge given the potential of the detection of a natural satellite orbiting the asteroid Bennu. Current ground radar observations for object detection orbiting Bennu show no found objects within bounds of specific size and rotation rates. If a natural satellite is detected during approach, a different proximity operation cadence will need to be implemented as well as a collision avoidance strategy for mission success. A collision avoidance strategy will be analyzed using the Wald Sequential Probability Ratio Test.

satellite↗

A Collision Avoidance Strategy for a Potential Natural Satellite Around the Asteroid Bennu for the OSIRIS-REx Mission

The cadence of proximity operations for the OSIRIS-REx mission may have an extra induced challenge given the potential of the detection of a natural satellite orbiting the asteroid Bennu. Current ground radar observations for object detection orbiting Bennu show no found objects within bounds of specific size and rotation rates. If a natural satellite is detected during approach, a different proximity operation cadence will need to be implemented as well as a collision avoidance strategy for mission success. A collision avoidance strategy will be analyzed using the Wald Sequential Probability Ratio Test.

bennu↗

OPTIMIZATION OF A NUCLEAR VESSEL OUTLET FOR INCIDENT MONITORING

Classical nuclear core fluidic design techniques require improvement to better align with modern technological innovations. The US Department of Energy’s Office of Nuclear Energy (DOE-NE) Transformational Challenge Reactor (TCR) program is deploying additive manufacturing and advanced modeling and simulation to reimagine these designs. With the aid of modern computing power, computerized design optimization can be implemented to remove unwanted pressure drop while simultaneously optimizing flow structures, resulting in new opportunities to enable advanced instrumentation and monitoring capabilities.Previous development of geometric specifications for the TCR pressure vessel’s outlet plenum used design optimization to (1) limit pressure losses below 3.5 kPa (~0.5 psi) and (2) create a fluidic plane in which the temperature variation would not exceed ±5°C. This significant limit of the allowable pressure drop stems from the overarching goal of the TCR program to apply cutting edge techniques and unconventional thinking to demonstrate potential opportunities in additive manufacturing (AM).This paper expands the previous work by optimizing thermowell locations for robust measurements by explicitly modeling them and the resulting flow impacts. Additionally, a single core coolant channel was chosen to represent an event that causes an increased bulk flow temperature increase of 100°C.High fidelity unsteady Reynolds-averaged Navier-Stokes (URANS) simulations of the conjugate heat transfer problem were run in Siemen’s Star-CCM+ for this study. Next, the bulk flow temperature of a single coolant channel was increased by 100°C and was allowed to converge again. Finally, statistical analysis using a sequential probability ratio test (SPRT) was used to determine the elapsed time the thermocouples took to discover the increased bulk flow temperature.

See, Nate↗

A reliable dual-redundant sensor FDI system for the NASA F8C-DFBW aircraft

In this paper we outline the structure of a sensor failure detection and identification (FDI) system designed for the NASA F8C DFBW aircraft. The system is for use in a dual-redundant environment, and it takes maximal advantage of all functional and kinematic relationships among the sensed variables. The technique is reliable in that we have designed the system to account for a variety of unmodeled effects and have introduced a new concept - the quality sequential probability ratio (QSPR) - that provides a useful measure of our confidence in each test. The methodology used for determining detector parameters and the 'outer loop logic' for combining the various sources of information are described.

Deckert, J. C.↗

Detecting change as it occurs

Traditionally climate changes have been detected from long series of observations and long after they have happened. Our 'inverse sequential' procedure, for detecting change as soon as it occurs, describes the existing or most recent data by their frequency distribution. Its parameter(s) are estimated both from the existing set of observations and from the same set augmented by 1,2,....j new observations. Individual-value probability products ('likelihoods') are used to form ratios which yield two probabilities for erroneously accepting the existing parameter(s) as valid for the augmented data set, and vice versa. A genuine parameter change is signaled when these probabilities (or a more stable compound probability) show a progressive decrease. New parameter values can then be estimated from the new observations alone using standard statistical techniques. The inverse sequential procedure will be illustrated for global annual mean temperatures (assumed normally distributed), and for annual numbers of North Atlantic hurricanes (assumed to represent Poisson distributions). The procedure was developed, but not yet tested, for linear or exponential trends, and for chi-squared means or degrees of freedom, a special measure of autocorrelation.

Radok, Uwe↗