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In this paper filtering and smoothing criteria for maximum-likelihood parameter estimation are described and compared. It is shown that the parameter estimate using the smoothing criterion may be obtained independently of the smoothed state estimate. Monte Carlo test results are presented comparing the efficiency of the estimation procedures.
An application of the maximum likelihood state estimator to a space-based power system is presented. The state estimator uses current and voltage measurements to generate estimates of node voltages for an electrical power distribution system for the Space Shuttle. Preliminary results on the effect of noisy measurements on estimated parameters are reported. The software used in generating these results is part of an overall package being developed at Louisiana Tech University. Intended applications of this package include the analysis of power systems and real-time parallel processing on the Space Shuttle.
The maximum likelihood parameter estimation technique was used to determine the values of stability and control derivatives from flight test data for a low-wing, single-engine, light airplane. Several input forms were used during the tests to investigate the consistency of parameter estimates as it relates to inputs. These consistencies were compared by using the ensemble variance and estimated Cramer-Rao lower bound. In addition, the relationship between inputs and parameter correlations was investigated. Results from the stabilator inputs are inconclusive but the sequence of rudder input followed by aileron input or aileron followed by rudder gave more consistent estimates than did rudder or ailerons individually. Also, square-wave inputs appeared to provide slightly improved consistency in the parameter estimates when compared to sine-wave inputs.
An architecture for autonomous operation of Mars rovers in high slip environments has been designed, implemented, and tested. This architecture is composed of several key technologies that enable the rover to accurately follow a designated path, compensate for slippage, and reach intended goals independent of the terrain over which it is traversing (within the mechanical constraints of the mobility system). These technologies include: visual odometry, full vehicle kinematics, a Kalman filter, and a slop compensation/path follower. Visual odometry tracks distinctive scene features in stereo imagery to estimate rover motion between successively acquired stereo image pairs using a maximum likelihood motion estimation algorithm. The full vehicle kinematics for a rocker-bogie suspension system estimates motion, with a no-slip assumption, by measuring wheel, rates, and rocker, bogie, and steering angles. The Kalman filter merges data from an Inertial Measurement Unit (IMU) and visual odometry. This merged estimate is then compared to the kinematic estimate to determining (tracking into account estimate uncertainties) if and how much slippage has occurred then a slip vector is calculated by differencing the current Kalman filter estimate from the kinematic estimate. This slip vector is then used, in conjunction with the inverse kinematics, to determine the necessary wheel velocities and steering angles to compensate for slip and follow the desired path.
Means of assessing the accuracy of maximum likelihood parameter estimates obtained from dynamic flight data are discussed. The most commonly used analytical predictors of accuracy are derived and compared from both statistical and simplified geometrics standpoints. The accuracy predictions are evaluated with real and simulated data, with an emphasis on practical considerations, such as modeling error. Improved computations of the Cramer-Rao bound to correct large discrepancies due to colored noise and modeling error are presented. The corrected Cramer-Rao bound is shown to be the best available analytical predictor of accuracy, and several practical examples of the use of the Cramer-Rao bound are given. Engineering judgement, aided by such analytical tools, is the final arbiter of accuracy estimation.
This paper discusses means of assessing the accuracy of maximum likelihood parameter estimates obtained from dynamic flight data. The commonly used analytical predictors of accuracy are compared from both statistical and simplified geometric standpoints. Emphasizing practical considerations, such as modeling error, the accuracy predictions are evaluated with real and simulated data. Improved computations of the Cramer-Rao bound to correct large discrepancies caused by colored noise and modeling error are presented. This corrected Cramer-Rao bound is the best available analytical predictor of accuracy. Engineering judgement, aided by such analytical tools, is the final arbiter of accuracy estimation.
Estimates of longitudinal stability and control parameters for the space shuttle were determined by applying a maximum likelihood parameter estimation technique to Challenger flight test data. The parameters for pitching moment coefficient, C(m sub alpha), (at different angles of attack), pitching moment coefficient, C(m sub delta e), (at different elevator deflections) and the normal force coefficient, C(z sub alpha), (at different angles of attack) describe 90 percent of the response to longitudinal inputs during Space Shuttle Challenger flights with C(m sub delta e) being the dominant parameter. The values of C(z sub alpha) were found to be input dependent for these tests. However, when C(z sub alpha) was set at preflight predictions, the values determined for C(m sub delta e) changed less than 10 percent from the values obtained when C(z sub alpha) was estimated as well. The preflight predictions for C(z sub alpha) and C(m sub alpha) are acceptable values, while the values of C(z sub delta e) should be about 30 percent less negative than the preflight predictions near Mach 1, and 10 percent less negative, otherwise.
A technique for estimating convolutional code performance on very noisy channels is considered. Specifically, the performance of short constraint length codes operating near the channel cutoff rate is estimated. Decoding convolutional codes with a sliding window decoder (SWD) are considered. This decoder is an optimal (maximum likelihood) symbol decoder as the window size grows toward infinity, while the Viterbi decoder is the maximum-likelihood sequence estimator. The difference in the decoded BERs (bit error rates) between the two decoders is very small and approaches zero asymptotically as the channel BER decreases. Therefore, an estimate on the decoded BER for the SWD can also be used as an estimate of the decoded BER for Viterbi decoding.
A statistical framework for climatological Z-R parameter estimation is developed and simulation experiments are conducted to examine sampling properties of the estimators. Both parametric and nonparametric models are considered. For parametric models, it is shown that Z-R parameters can be estimated by maximum likelihood, a procedure with optimal large sample properties. A general nonparametric framework for climatological Z-R estimation is also developed. Nonparametric procedures are attractive because of their flexibility in dealing with certain types of measurement errors common to radar data. Simulation experiments show that even under favorable assumptions on error characteristics of radar and raingages, large datasets are required to obtain accurate Z-R parameter estimates. Another important conclusion is that estimation results are generally quite sensitive to radar and raingage measurement thresholds. For fixed sample size, the simulation results can be used to provide quantitative assessments of the accuracy of Z-R model parameter estimates. These results are particularly useful for error analysis of precipitation products that are derived using climatological Z-R relations. One example is the large-area rainfall estimates derived using the height-area rainfall threshold (HART) technique.
The use of the AMOEBA clustering/classification algorithm was investigated as a basis for both a color display generation technique and maximum likelihood proportion estimation procedure. An approach to analyzing large data reduction systems was formulated and an exploratory empirical study of spatial correlation in LANDSAT data was also carried out. Topics addressed include: (1) development of multiimage color images; (2) spectral spatial classification algorithm development; (3) spatial correlation studies; and (4) evaluation of data systems.
Method and apparatus for estimating signal-to-noise ratio (SNR) gamma of a composite input signal e(t) on a phase modulated (e.g., BPSK) communications link. A first demodulator receives the composite input signal and a stable carrier signal and outputs an in-phase output signal; a second demodulator receives the composite input signal and a phase-shifted version of the carrier signal and outputs a quadrature-phase output signal; and phase error theta(sub E)(t) contained within the composite input signal e(t) is calculated from the outputs of the first and second demodulators. A time series of statistically independent phase error measurements theta(sub E)(t(sub 1)), theta (sub E)(t(sub 2)),..., theta (sub E)(t(sub k)) is obtained from the composite input signal subtending a time interval delta t = t(sub k) - t(sub 1) whose value is small enough such that gamma(t) and sigma(t) can be taken to be constant in delta t. A biased estimate gamma(sup *) for the signal-to-noise ratio (SNR) gamma if the composite input signal is calculated using maximum likelihood (ML) estimation techniques, and an unbiased estimate gamma(sup ^) for the signal-to-noise ratio (SNR) gamma of the composite input signal is determined from the biased estimate gamma(sup *), such as by use of a look-up table.
This report represents the final report for three years of research in the performance of coherent Doppler lidar for use during space missions and the effectiveness of its use for research into wind turbulence. Included are summaries of each year's results, and the publications derived from that years research. The research for year one determined the performance of coherent Doppler Lidar in the weak signal regime, and improved algorithms for extracting the performance velocity estimators with wind turbulence. Year two reviewed the performance of coherent Doppler Lidar for a shuttle mission, worked to improve a maximum likelihood velocity estimator which permits more accurate measurements when the signal level is not known, and in situ atmospheric measurements were conducted. Using a computer simulation the performance of the coherent Doppler lidar for space missions was determined during the third year's research.
Various practical aspects of the equation-error approach to aircraft parameter estimation were examined. The analysis was based on simulated flight data from an F-16 nonlinear simulation, with realistic noise sequences added to the computed aircraft responses. This approach exposes issues related to the parameter estimation techniques and results, because the true parameter values are known for simulation data. The issues studied include differentiating noisy time series, maximum likelihood parameter estimation, biases in equation-error parameter estimates, accurate computation of estimated parameter error bounds, comparisons of equation-error parameter estimates with output-error parameter estimates, analyzing data from multiple maneuvers, data collinearity, and frequency-domain methods.
A comparison is presented for four different estimation techniques applied to the problem of continuously estimating the parameters of a sinusoidal Global Positioning System (GPS) signal, observed in the presence of additive noise, under extremely high-dynamic conditions. Frequency estimates are emphasized, although phase and/or frequency rate are also estimated by some of the algorithms. These parameters are related to the velocity, position, and acceleration of the maneuvering transmitter. Estimated performance at low carrier-to-noise ratios and high dynamics is investigated for the purpose of determining the useful operating range of an approximate Maximum Likelihood (ML) estimator, an Extended Kalman Filter (EKF), a Cross-Product Automatic Frequency Control (CPAFC) loop, and a digital phase-locked loop (PPL). Numerical simulations are used to evaluate performance while tracking a common trajectory exhibiting high dynamics.
Phase measurements on a single-mode radiation field are examined from a system-theoretic viewpoint. Quantum estimation theory is used to establish the primacy of the Susskind-Glogower (SG) phase operator; its phase eigenkets generate the probability operator measure (POM) for maximum likelihood phase estimation. A commuting observables description for the SG-POM on a signal x apparatus state space is derived. It is analogous to the signal-band x image-band formulation for optical heterodyne detection. Because heterodyning realizes the annihilation operator POM, this analogy may help realize the SG-POM. The wave function representation associated with the SG POM is then used to prove the duality between the phase measurement and the number operator measurement, from which a number-phase uncertainty principle is obtained, via Fourier theory, without recourse to linearization. Fourier theory is also employed to establish the principle of number-ket causality, leading to a Paley-Wiener condition that must be satisfied by the phase-measurement probability density function (PDF) for a single-mode field in an arbitrary quantum state. Finally, a two-mode phase measurement is shown to afford phase-conjugate quantum communication at zero error probability with finite average photon number. Application of this construct to interferometric precision measurements is briefly discussed.
Optical ranging is a problem of estimating the round-trip flight time of a phase- or amplitude-modulated optical beam that reflects off of a target. Frequency- modulated, continuous-wave (FMCW) ranging systems obtain this estimate by performing an interferometric measurement between a local frequency- modulated laser beam and a delayed copy returning from the target. The range estimate is formed by mixing the target-return field with the local reference field on a beamsplitter and detecting the resultant beat modulation. In conventional FMCW ranging, the source modulation is linear in instantaneous frequency, the reference-arm field has many more photons than the target-return field, and the time-of-flight estimate is generated by balanced difference- detection of the beamsplitter output, followed by a frequency-domain peak search. This work focused on determining the maximum-likelihood (ML) estimation algorithm when continuous-time photoncounting detectors are used. It is founded on a rigorous statistical characterization of the (random) photoelectron emission times as a function of the incident optical field, including the deleterious effects caused by dark current and dead time. These statistics enable derivation of the Cramér-Rao lower bound (CRB) on the accuracy of FMCW ranging, and derivation of the ML estimator, whose performance approaches this bound at high photon flux. The estimation algorithm was developed, and its optimality properties were shown in simulation. Experimental data show that it performs better than the conventional estimation algorithms used. The demonstrated improvement is a factor of 1.414 over frequency-domainbased estimation. If the target interrogating photons and the local reference field photons are costed equally, the optimal allocation of photons between these two arms is to have them equally distributed. This is different than the state of the art, in which the local field is stronger than the target return. The optimal processing of the photocurrent processes at the outputs of the two detectors is to perform log-matched filtering followed by a summation and peak detection. This implies that neither difference detection, nor Fourier-domain peak detection, which are the staples of the state-of-the-art systems, is optimal when a weak local oscillator is employed.
A method, radio receiver, and system to autonomously receive and decode a plurality of signals having a variety of signal types without a priori knowledge of the defining characteristics of the signals is disclosed. The radio receiver is capable of receiving a signal of an unknown signal type and, by estimating one or more defining characteristics of the signal, determine the type of signal. The estimated defining characteristic(s) is/are utilized to enable the receiver to determine other defining characteristics. This in turn, enables the receiver, through multiple iterations, to make a maximum-likelihood (ML) estimate for each of the defining characteristics. After the type of signal is determined by its defining characteristics, the receiver selects an appropriate decoder from a plurality of decoders to decode the signal.
Estimation of the parameters of a single-frequency complex tone from a finite number of noisy discrete-time observations is discussed. The appropriate Cramer-Rao bounds and maximum-likelihood (ML) estimation algorithms are derived. Some properties of the ML estimators are proved. The relationship of ML estimation to the discrete Fourier transform is exploited to obtain practial algorithms. The threshold effect of one algorithm is analyzed and compared to simulation results. Other simulation results verify other aspects of the analysis.