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Results for “Likelihood Functions”

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.

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NASA NTRS1974

Ambiguity resolution in systems using Omega for position location

The lane ambiguity problem prevents the utilization of the Omega system for many applications such as locating buoys and balloons. The method of multiple lines of position introduced herein uses signals from four or more Omega stations for ambiguity resolution. The coordinates of the candidate points are determined first through the use of the Newton iterative procedure. Subsequently, a likelihood function is generated for each point, and the ambiguity is resolved by selecting the most likely point. The method was tested through simulation.

Frenkel, G.↗
NASA NTRS1975

UHMLE: Program description user guide

A program which computes maximum likelihood estimates for the general normal mixture is introduced. The program allows the user to fix any subsets of the mixture parameters; this fixed set may be redefined at various times in the iteration process. There is considerable time saved in computing the likelihoods if the diagonal form is specified. Hence, in the early iterations the diagonal assumption might be used, changing over to the full covariance mode later in the iteration process for a more refined solution. This flexibility allows the user to choose the sequence of parameter configurations in the iteration process which he feels will optimize the computation time required as well as possibly avoid convergence to suboptimal local maxima of the likelihood function.

Cobely, W. A.↗
NASA NTRS1976

Classification improvement by optimal dimensionality reduction when training sets are of small size

A computer simulation was performed to test the conjecture that, when the sizes of the training sets are small, classification in a subspace of the original data space may give rise to a smaller probability of error than the classification in the data space itself; this is because the gain in the accuracy of estimation of the likelihood functions used in classification in the lower dimensional space (subspace) offsets the loss of information associated with dimensionality reduction (feature extraction). A number of pseudo-random training and data vectors were generated from two four-dimensional Gaussian classes. A special algorithm was used to create an optimal one-dimensional feature space on which to project the data. When the sizes of the training sets are small, classification of the data in the optimal one-dimensional space is found to yield lower error rates than the one in the original four-dimensional space.

Starks, S. A.↗
NASA NTRS1976

Geologic mapping using LANDSAT data

The feasibility of automated classification for lithologic mapping with LANDSAT digital data was evaluated using three classification algorithms. The two supervised algorithms analyzed, a linear discriminant analysis algorithm and a hybrid algorithm which incorporated the Parallelepiped algorithm and the Bayesian maximum likelihood function, were comparable in terms of accuracy; however, classification was only 50 per cent accurate. The linear discriminant analysis algorithm was three times as efficient as the hybrid approach. The unsupervised classification technique, which incorporated the CLUS algorithm, delineated the major lithologic boundaries and, in general, correctly classified the most prominent geologic units. The unsupervised algorithm was not as efficient nor as accurate as the supervised algorithms. Analysis of spectral data for the lithologic units in the 0.4 to 2.5 microns region indicated that a greater separability of the spectral signatures could be obtained using wavelength bands outside the region sensed by LANDSAT.

Siegal, B. S.↗
NASA NTRS1975

Regions of constrained maximum likelihood parameter identifiability

This paper considers the parameter identification problem of general discrete-time, nonlinear, multiple-input/multiple-output dynamic systems with Gaussian-white distributed measurement errors. Knowledge of the system parameterization is assumed to be known. Regions of constrained maximum likelihood (CML) parameter identifiability are established. A computation procedure employing interval arithmetic is proposed for finding explicit regions of parameter identifiability for the case of linear systems. It is shown that if the vector of true parameters is locally CML identifiable, then with probability one, the vector of true parameters is a unique maximal point of the maximum likelihood function in the region of parameter identifiability and the CML estimation sequence will converge to the true parameters.

Lee, C.-H.↗
NASA NTRS1977

Bayesian estimation of crack initiation times from service data

Lockheed C-130 Hercules aircraft have during their service life been periodically inspected and growing cracks around rivet holes were recorded. This record has recently been used to determine the statistical distributions of crack initiation times and the distribution of initial crack sizes. When crack initiation times are calculated from such cracks, by backward extrapolation of the growth relation, the resulting distribution of crack initiation times will indicate a preponderance of short times to crack initiation. If however, such distributions are combined with the reliability of the inspection procedure, the statistical distribution of missed initiation times can be estimated. The method used is based on Bayes theorem which permits the calculation of the 'prior' distribution (initiation times before inspection) from a knowledge of the 'posterior' distribution (initiation times obtained from the inspection) and a 'likelihood function' (reliability of the inspection) procedure. The results indicate that during an early inspection a large percentage of initiation times will be missed and that the fraction of located initiation times increases during later inspections.

Heller, R. A.↗
NASA NTRS1976

Maximum likelihood identifier refinements for F-8C adaptive control

Design refinement is described for baseline F-8C adaptive flight test control laws which consist of simplified quadratic-optimal model-following control structures in the pitch and lateral directional axes. The variable gains of both axes are adjusted adaptively by an explicit on-line maximum likelihood parameter identifier. The identifier, consisting of five parallel computing channels which evaluate the likelihood functions at discrete points in parameter space, operates in pitch only, using pitch rate, normal acceleration, and elevator position measurements.

Stein, G.↗
NASA NTRS1976

Specific failure identification algorithms for the F-8

Analytical redundancy is applied to the pitch axis of an aircraft to enhance sensor fault detection. Three different designs based on monitoring Kalman filter residuals or likelihood functions were developed. Sensor failures were simulated to evaluate the performance of the algorithms on a nonlinear simulation of an F-8C aircraft. Based on requirements for sensor fault detection and preliminary simulator performance it is concluded that these algorithms have the potential for reducing the level of sensor redundancy in a digital flight control system without compromising performance.

Hartmann, G. L.↗
NASA NTRS1980

Maximum likelihood method for estimating airplane stability and control parameters from flight data in frequency domain

A frequency domain maximum likelihood method is developed for the estimation of airplane stability and control parameters from measured data. The model of an airplane is represented by a discrete-type steady state Kalman filter with time variables replaced by their Fourier series expansions. The likelihood function of innovations is formulated, and by its maximization with respect to unknown parameters the estimation algorithm is obtained. This algorithm is then simplified to the output error estimation method with the data in the form of transformed time histories, frequency response curves, or spectral and cross-spectral densities. The development is followed by a discussion on the equivalence of the cost function in the time and frequency domains, and on advantages and disadvantages of the frequency domain approach. The algorithm developed is applied in four examples to the estimation of longitudinal parameters of a general aviation airplane using computer generated and measured data in turbulent and still air. The cost functions in the time and frequency domains are shown to be equivalent; therefore, both approaches are complementary and not contradictory. Despite some computational advantages of parameter estimation in the frequency domain, this approach is limited to linear equations of motion with constant coefficients.

Klein, V.↗
NASA NTRS1979

SCI Identification (SCIDNT) program user's guide

The computer program Linear SCIDNT which evaluates rotorcraft stability and control coefficients from flight or wind tunnel test data is described. It implements the maximum likelihood method to maximize the likelihood function of the parameters based on measured input/output time histories. Linear SCIDNT may be applied to systems modeled by linear constant-coefficient differential equations. This restriction in scope allows the application of several analytical results which simplify the computation and improve its efficiency over the general nonlinear case.

Source record↗
NASA NTRS1980

Parameter identification of linear discrete stochastic systems with time delays

An identification algorithm that uses the maximum likelihood technique to identify the unknown time delays, plant parameters, and noise covariances of linear discrete stochastic systems is presented. Cases of additive white noise and colored measurement noises are considered. The likelihood function is evaluated using either a minimum-variance (Kalman) filter or a minimal-order observer. The Kalman filter is used in the identification algorithm to provide minimum-variance estimates. The minimal-order observer is a lower-dimensional and computationally simpler filter, and is advantageous especially for systems with long delays. It provides a less optimal solution to the minimum-mean-square state estimation problem. The colored-noise observer algorithm has the disadvantage of having to compute an extra error covariance matrix of lower order.

Wong, E. C.↗
NASA NTRS1980

Some approaches to optimal cluster labeling of aerospace imagery

Some approaches are presented to the problem of labeling clusters using information from a given set of labeled and unlabeled aerospace imagery patterns. The assignment of class labels to the clusters is formulated as the determination of the best assignment over all possible ones with respect to some criterion. Cluster labeling is also viewed as the probability of correct labeling with a maximization of likelihood function. Results of the application of these techniques in the processing of remotely sensed multispectral scanner imagery data are presented.

Chittineni, C. B.↗
NASA NTRS1982

An identification algorithm for linear stochastic systems with time delays

Linear discrete stochastic control systems containing unknown multiple time delays, plant parameters and noise variances are considered. An algorithm is established which uses the maximum-likelihood technique to identify the unknown parameters. An estimated likelihood function is evaluated based on the previous parameter estimates, which in turn generates a new descent direction vector to update the unknown parameters. The delays and plant parameters are identified in their respective parameter spaces. An example of a second-order stochastic system has been implemented by digital simulation to demonstrate the applicability of the algorithm.

Leondes, C. T.↗
NASA NTRS1986

Modeling, estimation and identification methods for static shape determination of flexible structures

This paper outlines methods for modeling, identification and estimation for static determination of flexible structures. The shape estimation schemes are based on structural models specified by (possibly interconnected) elliptic partial differential equations. The identification techniques provide approximate knowledge of parameters in elliptic systems. The techniques are based on the method of maximum-likelihood that finds parameter values such that the likelihood functional associated with the system model is maximized. The estimation methods are obtained by means of a function-space approach that seeks to obtain the conditional mean of the state given the data and a white noise characterization of model errors. The solutions are obtained in a batch-processing mode in which all the data is processed simultaneously. After methods for computing the optimal estimates are developed, an analysis of the second-order statistics of the estimates and of the related estimation error is conducted. In addition to outlining the above theoretical results, the paper presents typical flexible structure simulations illustrating performance of the shape determination methods.

Rodriguez, G.↗
NASA NTRS1986

Static shape control for flexible structures

An integrated methodology is described for defining static shape control laws for large flexible structures. The techniques include modeling, identifying and estimating the control laws of distributed systems characterized in terms of infinite dimensional state and parameter spaces. The models are expressed as interconnected elliptic partial differential equations governing a range of static loads, with the capability of analyzing electromagnetic fields around antenna systems. A second-order analysis is carried out for statistical errors, and model parameters are determined by maximizing an appropriate defined likelihood functional which adjusts the model to observational data. The parameter estimates are derived from the conditional mean of the observational data, resulting in a least squares superposition of shape functions obtained from the structural model.

Rodriguez, G.↗
NASA NTRS1994

On determining the spectrum of primordial inhomogeneity from the COBE DMR sky maps: Results of two-year data analysis

A new technique of Fourier analysis on a cut sky has been applied to the two-year Cosmic Background Explorer (COBE) Differential Microwave Radiometer (DMR) 53 and 90 GHz sky maps. The Bayesian power spectrum estimation results are consistent with the Harrison-Zel'dovich n = 1 model. The maximum likelihood estimates of the usual parameters defining the power spectrum of primordial perturbations are n = 1.22 (1.02) and Q(sub rms-PS) = 17 (20) microK including (excluding) the quadrupole. A spectral-index-independent normalization is naturally expressed for the two-year maps in terms of the multipole amplitude a(sub 9) = 8.2 (8.3) microK (to approximately 12 sigma significance). The marginal likelihood function on n obtained by intergration with respect to a(sub 9) renders n = 1.17 +/- 0.31 (0.96 +/- 0.36).

Gorski, K. M.↗
NASA NTRS1995

Noise correlations in cosmic microwave background experiments

Many analysis of microwave background experiments neglect the correlation of noise in different frequency of polarization channels. We show that these correlations, should they be present, can lead to serve misinterpretation of an experiment. In particular, correlated noise arising from either electronics or atmosphere may mimic a cosmic signal. We quantify how the likelihood function for a given experiment varies with noise correlation, using both simple analytic models and actual data. For a typical microwave background anisotropy experiment, noise correlations at the level of 1% of the overall noise can seriously reduce the significance of a given detection.

Dodelson, Scott↗