SEARCH · Search NASA

Results for “Maximum Likelihood Estimation”

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.

SourceResearch connectionFrom yearThrough year

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

At least 451 records · Page 25

All sources NASA NTRS DOE OSTI

NASA NTRS1987

Estimation of bias errors in measured airplane responses using maximum likelihood method

A maximum likelihood method is used for estimation of unknown bias errors in measured airplane responses. The mathematical model of an airplane is represented by six-degrees-of-freedom kinematic equations. In these equations the input variables are replaced by their measured values which are assumed to be without random errors. The resulting algorithm is verified with a simulation and flight test data. The maximum likelihood estimates from in-flight measured data are compared with those obtained by using a nonlinear-fixed-interval-smoother and an extended Kalmar filter.

Klein, Vladiaslav↗

DOE OSTI2018

A Robust State Estimation Framework Considering Measurement Correlations and Imperfect Synchronization

This paper develops a robust power system state estimation framework with the consideration of measurement correlations and imperfect synchronization. In the framework, correlations of SCADA and PMU measurements are calculated separately through unscented transformation and a vector autoregression (VAR) model. In particular, PMU measurements during the waiting period of two SCADA measurement scans are buffered to develop the VAR model. The latter takes into account the temporal and spatial correlations of PMU measurements and provides redundant measurements to suppress bad data and mitigate imperfect synchronization. In case of synchronization issues between SCADA and PMU measurements, either forecasted PMU measurements or prior SCADA measurements from the last estimation run are leveraged to restore system observability. After that, robust generalized maximum-likelihood (GM)-estimator is developed to integrate full measurement correlations and handle bad data in SCADA and PMU measurements. Thanks to the robustness and flexibility of the proposed robust estimator, bad data as well as imperfect measurement synchronization are mitigated, yielding high statistical efficiency. Comprehensive comparison results with other alternatives under various conditions demonstrate the benefits of the proposed framework.

Zhao, Junbo (ORCID:0000000284989666)↗

DOE OSTI2021

The XFaster Power Spectrum and Likelihood Estimator for the Analysis of Cosmic Microwave Background Maps

We present the XFaster analysis package, XFaster is a fast, iterative angular power spectrum estimator based on a diagonal approximation to the quadratic Fisher matrix estimator. XFaster uses Monte Carlo simulations to compute noise biases and filter transfer functions and is thus a hybrid of both Monte Carlo and quadratic estimator methods. In contrast to conventional pseudo-C ℓ based methods, the algorithm described here requires a minimal number of simulations, and does not require them to be precisely representative of the data to estimate accurate covariance matrices for the bandpowers. The formalism works with polarization-sensitive observations and also data sets with identical, partially overlapping, or independent survey regions. The method was first implemented for the analysis of BOOMERanG data (Netterfield et al. 2002; Jones et al. 2006), and also used as part of the Planck analysis (Rocha et al. 2011). Here, we describe the full, publicly available analysis package, written in Python, as developed for the analysis of data from the 2015 flight of the SPIDER instrument (SPIDER Collaboration 2021). The package includes extensions for self-consistently estimating null spectra and for estimating fits for Galactic foreground contributions. We show results from the extensive validation of XFaster using simulations, and its application to the SPIDER data set.

79 ASTRONOMY AND ASTROPHYSICS↗

NASA NTRS1973

A real-time digital program for estimating aircraft stability and control parameters from flight test data by using the maximum likelihood method

A computer program (Langley program C1123) has been developed for estimating aircraft stability and control parameters from flight test data. These parameters are estimated by the maximum likelihood estimation procedure implemented on a real-time digital simulation system, which uses the Control Data 6600 computer. This system allows the investigator to interact with the program in order to obtain satisfactory results. Part of this system, the control and display capabilities, is described for this program. This report also describes the computer program by presenting the program variables, subroutines, flow charts, listings, and operational features. Program usage is demonstrated with a test case using pseudo or simulated flight data.

Grove, R. D.↗

NASA NTRS1974

Estimation of elastic aircraft parameters using the maximum likelihood method

The application of the maximum likelihood method to estimate the aerodynamic parameters of elastic flight vehicles in a symmetric flight condition is discussed. In this application, particular attention is directed toward the center of mass, elastic deformation, and sensor equations of motion. It is shown that the two major computational problems to be overcome are the inversion of large-sized matrices and the time-wise integration of a large number of linear, ordinary, differential equations.

Schwanz, R. C.↗

DOE OSTI2016

Bayesian Abel Inversion in Quantitative X-Ray Radiography

A common image formation process in high-energy X-ray radiography is to have a pulsed power source that emits X-rays through a scene, a scintillator that absorbs X-rays and uoresces in the visible spectrum in response to the absorbed photons, and a CCD camera that images the visible light emitted from the scintillator. The intensity image is related to areal density, and, for an object that is radially symmetric about a central axis, the Abel transform then gives the object's volumetric density. Two of the primary drawbacks to classical variational methods for Abel inversion are their sensitivity to the type and scale of regularization chosen and the lack of natural methods for quantifying the uncertainties associated with the reconstructions. In this work we cast the Abel inversion problem within a statistical framework in order to compute volumetric object densities from X-ray radiographs and to quantify uncertainties in the reconstruction. A hierarchical Bayesian model is developed with a likelihood based on a Gaussian noise model and with priors placed on the unknown density pro le, the data precision matrix, and two scale parameters. This allows the data to drive the localization of features in the reconstruction and results in a joint posterior distribution for the unknown density pro le, the prior parameters, and the spatial structure of the precision matrix. Results of the density reconstructions and pointwise uncertainty estimates are presented for both synthetic signals and real data from a U.S. Department of Energy X-ray imaging facility.

46 INSTRUMENTATION RELATED TO NUCLEAR SCIENCE AND ↗

NASA NTRS2010

Maximum Likelihood Time-of-Arrival Estimation of Optical Pulses via Photon-Counting Photodetectors

Many optical imaging, ranging, and communications systems rely on the estimation of the arrival time of an optical pulse. Recently, such systems have been increasingly employing photon-counting photodetector technology, which changes the statistics of the observed photocurrent. This requires time-of-arrival estimators to be developed and their performances characterized. The statistics of the output of an ideal photodetector, which are well modeled as a Poisson point process, were considered. An analytical model was developed for the mean-square error of the maximum likelihood (ML) estimator, demonstrating two phenomena that cause deviations from the minimum achievable error at low signal power. An approximation was derived to the threshold at which the ML estimator essentially fails to provide better than a random guess of the pulse arrival time. Comparing the analytic model performance predictions to those obtained via simulations, it was verified that the model accurately predicts the ML performance over all regimes considered. There is little prior art that attempts to understand the fundamental limitations to time-of-arrival estimation from Poisson statistics. This work establishes both a simple mathematical description of the error behavior, and the associated physical processes that yield this behavior. Previous work on mean-square error characterization for ML estimators has predominantly focused on additive Gaussian noise. This work demonstrates that the discrete nature of the Poisson noise process leads to a distinctly different error behavior.

Erkmen, Baris I.↗

DOE OSTI2021

Mixture density network estimation of continuous variable maximum likelihood using discrete training samples

Abstract Mixture density networks (MDNs) can be used to generate posterior density functions of model parameters $$\varvec{\theta }$$ θ given a set of observables $${\mathbf {x}}$$ x . In some applications, training data are available only for discrete values of a continuous parameter $$\varvec{\theta }$$ θ . In such situations, a number of performance-limiting issues arise which can result in biased estimates. We demonstrate the usage of MDNs for parameter estimation, discuss the origins of the biases, and propose a corrective method for each issue.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗

DOE OSTI2017

Parameter Estimation for Thurstone Choice Models

We consider the estimation accuracy of individual strength parameters of a Thurstone choice model when each input observation consists of a choice of one item from a set of two or more items (so called top-1 lists). This model accommodates the well-known choice models such as the Luce choice model for comparison sets of two or more items and the Bradley-Terry model for pair comparisons. We provide a tight characterization of the mean squared error of the maximum likelihood parameter estimator. We also provide similar characterizations for parameter estimators defined by a rank-breaking method, which amounts to deducing one or more pair comparisons from a comparison of two or more items, assuming independence of these pair comparisons, and maximizing a likelihood function derived under these assumptions. We also consider a related binary classification problem where each individual parameter takes value from a set of two possible values and the goal is to correctly classify all items within a prescribed classification error. The results of this paper shed light on how the parameter estimation accuracy depends on given Thurstone choice model and the structure of comparison sets. In particular, we found that for unbiased input comparison sets of a given cardinality, when in expectation each comparison set of given cardinality occurs the same number of times, for a broad class of Thurstone choice models, the mean squared error decreases with the cardinality of comparison sets, but only marginally according to a diminishing returns relation. On the other hand, we found that there exist Thurstone choice models for which the mean squared error of the maximum likelihood parameter estimator can decrease much faster with the cardinality of comparison sets. We report empirical evaluation of some claims and key parameters revealed by theory using both synthetic and real-world input data from some popular sport competitions and online labor platforms.

97 MATHEMATICS AND COMPUTING↗

DOE OSTI2021

Improved Gamma-Ray Point Source Quantification in Three Dimensions by Modeling Attenuation in the Scene

We discuss using a series of detector measurements taken at different locations to localize a source of radiation as a well-studied problem. The source of radiation is sometimes constrained to a single point-like source, in which case the location of the point source can be found using techniques such as maximum likelihood. Recent advancements have shown the ability to locate point sources in 2D and even 3D, but few have studied the effect of intervening material on the problem. In this work we examine gamma-ray data taken from a freely moving system and develop voxelized 3-D models of the scene using data from the onboard LiDAR. Ray casting is used to compute the distance each gamma ray travels through the scene material, which is then used to calculate attenuation assuming a single attenuation coefficient for solids within the geometry. Parameter estimation using maximum likelihood is performed to simultaneously find the attenuation coefficient, source activity, and source position that best match the data. Using a simulation, we validate the ability of this method to reconstruct the true location and activity of a source, along with the true attenuation coefficient of the structure it is inside, and then we apply the method to measured data with sources and find good agreement.

73 NUCLEAR PHYSICS AND RADIATION PHYSICS↗

NASA NTRS1976

Nonparametric probability density estimation by optimization theoretic techniques

Two nonparametric probability density estimators are considered. The first is the kernel estimator. The problem of choosing the kernel scaling factor based solely on a random sample is addressed. An interactive mode is discussed and an algorithm proposed to choose the scaling factor automatically. The second nonparametric probability estimate uses penalty function techniques with the maximum likelihood criterion. A discrete maximum penalized likelihood estimator is proposed and is shown to be consistent in the mean square error. A numerical implementation technique for the discrete solution is discussed and examples displayed. An extensive simulation study compares the integrated mean square error of the discrete and kernel estimators. The robustness of the discrete estimator is demonstrated graphically.

Scott, D. W.↗

NASA NTRS1985

Time-resolved speckle effects on the estimation of laser-pulse arrival times

A maximum-likelihood (ML) estimator of the pulse arrival in laser ranging and altimetry is derived for the case of a pulse distorted by shot noise and time-resolved speckle. The performance of the estimator is evaluated for pulse reflections from flat diffuse targets and compared with the performance of a suboptimal centroid estimator and a suboptimal Bar-David ML estimator derived under the assumption of no speckle. In the large-signal limit the accuracy of the estimator was found to improve as the width of the receiver observational interval increases. The timing performance of the estimator is expected to be highly sensitive to background noise when the received pulse energy is high and the receiver observational interval is large. Finally, in the speckle-limited regime the ML estimator performs considerably better than the suboptimal estimators.

Tsai, B.-M.↗

NASA NTRS1989

Maximum likelihood techniques in QELS

A framework for the analysis of Quasi Elastic Light Scattering (QELS) experiments designed to be used in microgravity environment is derived. Example calculations of the type to be used to design the QELS system are given. The framework for the analysis is based on the concepts of parameter estimation typified by Maximum Likelihood Estimation methods. These methods not only serve as the template for parameter estimation algorithms, but can also be used for optimal design of the experiments. Optimal design of experiments is facilitated by the fact that these methods not only give procedures for parameter estimation, but also estimates of the errors associated with the parameter estimation.

Edwards, Robert V.↗

NASA NTRS1976

Filtering and smoothing techniques for parameter estimation

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.

Bach, R. E., Jr.↗

NASA NTRS1990

Power system state estimation for a spacecraft power system

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.

Berry, F. C.↗

NASA NTRS1977

Effects of control inputs on the estimation of stability and control parameters of a light airplane

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.

Cannaday, R. L.↗

NASA NTRS2004

Path following using visual odometry for Mars Rover in high-slip environments.

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.

Roumeliotis, Stergios I.↗

NASA NTRS1981

The Theory and Practice of Estimating the Accuracy of Dynamic Flight-Determined Coefficients

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.

Maine, R. E.↗