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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.

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At least 55 records · Page 3
All sourcesNASA NTRSDOE OSTI
NASA NTRS1988

The use of a helicopter mounted ranging scatterometer for estimation of extinction and scattering properties of forest canopies-II: Experimental results for high-density aspen

An analytic expression is derived that describes the backscatter power from a semi-infinite plane parallel homogeneous canopy as a function of distance from an airborne radar. This model is fitted to observed data for a high-density aspen canopy by a modification of a technique developed by Tyapkin (1960). This inversion of the model provides unbiased estimates of the canopy extinction and backscattering parameters. An active radar calibrator located underneath the canopy provides an independent method of determining the volume extinction coefficient. The results reported indicate that the coefficients change throughout the year. A comparison of these coefficients with Eom and Funk's (1984) disk model, using measured canopy properties, shows that at C-band frequency, only a part of the scattering and absorption can be attributed to the canopy leaves.

Pitts, David E.↗
NASA NTRS1972

Noncommuting observables in quantum detection and estimation theory

Basing decisions and estimates on simultaneous approximate measurements of noncommuting observables in a quantum receiver is shown to be equivalent to measuring commuting projection operators on a larger Hilbert space than that of the receiver itself. The quantum-mechanical Cramer-Rao inequalities derived from right logarithmic derivatives and symmetrized logarithmic derivatives of the density operator are compared, and it is shown that the latter give superior lower bounds on the error variances of individual unbiased estimates of arrival time and carrier frequency of a coherent signal. For a suitably weighted sum of the error variances of simultaneous estimates of these, the former yield the superior lower bound under some conditions.

Helstrom, C. W.↗
NASA NTRS1974

Noncommuting observables in quantum detection and estimation theory

Basing decisions and estimates on simultaneous approximate measurements of noncommuting observables in a quantum receiver is shown to be equivalent to measuring commuting projection operators on a large Hilbert space than that of the receiver itself. The quantum-mechanical Cramer-Rao inequalities derived from right logarithmic derivatives and symmetrized logarithmic derivatives of the density operator are compared, and it is shown that the latter give superior lower bounds on the error variances of individual unbiased estimates of arrival time and carrier frequency of a coherent signal. For a suitably weighted sum of the error variances of simultaneous estimates of these, the former yield the superior lower bound under some conditions.

Helstrom, C. W.↗
NASA NTRS1975

Bayesian estimation - A sensitivity analysis

The robustness of the assigned prior distribution in a Bayesian estimation problem is examined. A Bayesian analysis for a stochastic intensity parameter of a Poisson distribution is summarized in which the natural conjugate is assigned as the prior distribution of the random parameter. The sensitivity analysis is carried out by assuming the existence of a true prior which is different in form from that of the assigned prior distribution. By using mean-squared error as a measure of performance, the ensuing Bayes decision function is compared to the corresponding minimum variance unbiased estimator. Results indicate that the Bayes estimator is largely robust to deviations from the assigned prior and remains squared-error superior to the MVU type within a broad region.

Canavos, G. C.↗
NASA NTRS1974

On the robustness of a Bayes estimate

This paper examines the robustness of a Bayes estimator with respect to the assigned prior distribution. A Bayesian analysis for a stochastic scale parameter of a Weibull failure model is summarized in which the natural conjugate is assigned as the prior distribution of the random parameter. The sensitivity analysis is carried out by the Monte Carlo method in which, although an inverted gamma is the assigned prior, realizations are generated using distribution functions of varying shape. For several distributional forms and even for some fixed values of the parameter, simulated mean squared errors of Bayes and minimum variance unbiased estimators are determined and compared. Results indicate that the Bayes estimator remains squared-error superior and appears to be largely robust to the form of the assigned prior distribution.

Canavos, G. C.↗
NASA NTRS2013

Spatial Statistical Data Fusion (SSDF)

As remote sensing for scientific purposes has transitioned from an experimental technology to an operational one, the selection of instruments has become more coordinated, so that the scientific community can exploit complementary measurements. However, tech nological and scientific heterogeneity across devices means that the statistical characteristics of the data they collect are different. The challenge addressed here is how to combine heterogeneous remote sensing data sets in a way that yields optimal statistical estimates of the underlying geophysical field, and provides rigorous uncertainty measures for those estimates. Different remote sensing data sets may have different spatial resolutions, different measurement error biases and variances, and other disparate characteristics. A state-of-the-art spatial statistical model was used to relate the true, but not directly observed, geophysical field to noisy, spatial aggregates observed by remote sensing instruments. The spatial covariances of the true field and the covariances of the true field with the observations were modeled. The observations are spatial averages of the true field values, over pixels, with different measurement noise superimposed. A kriging framework is used to infer optimal (minimum mean squared error and unbiased) estimates of the true field at point locations from pixel-level, noisy observations. A key feature of the spatial statistical model is the spatial mixed effects model that underlies it. The approach models the spatial covariance function of the underlying field using linear combinations of basis functions of fixed size. Approaches based on kriging require the inversion of very large spatial covariance matrices, and this is usually done by making simplifying assumptions about spatial covariance structure that simply do not hold for geophysical variables. In contrast, this method does not require these assumptions, and is also computationally much faster. This method is fundamentally different than other approaches to data fusion for remote sensing data because it is inferential rather than merely descriptive. All approaches combine data in a way that minimizes some specified loss function. Most of these are more or less ad hoc criteria based on what looks good to the eye, or some criteria that relate only to the data at hand.

Braverman, Amy J.↗
NASA NTRS2007

Efficient Implementation of an Optimal Interpolator for Large Spatial Data Sets

Interpolating scattered data points is a problem of wide ranging interest. A number of approaches for interpolation have been proposed both from theoretical domains such as computational geometry and in applications' fields such as geostatistics. Our motivation arises from geological and mining applications. In many instances data can be costly to compute and are available only at nonuniformly scattered positions. Because of the high cost of collecting measurements, high accuracy is required in the interpolants. One of the most popular interpolation methods in this field is called ordinary kriging. It is popular because it is a best linear unbiased estimator. The price for its statistical optimality is that the estimator is computationally very expensive. This is because the value of each interpolant is given by the solution of a large dense linear system. In practice, kriging problems have been solved approximately by restricting the domain to a small local neighborhood of points that lie near the query point. Determining the proper size for this neighborhood is a solved by ad hoc methods, and it has been shown that this approach leads to undesirable discontinuities in the interpolant. Recently a more principled approach to approximating kriging has been proposed based on a technique called covariance tapering. This process achieves its efficiency by replacing the large dense kriging system with a much sparser linear system. This technique has been applied to a restriction of our problem, called simple kriging, which is not unbiased for general data sets. In this paper we generalize these results by showing how to apply covariance tapering to the more general problem of ordinary kriging. Through experimentation we demonstrate the space and time efficiency and accuracy of approximating ordinary kriging through the use of covariance tapering combined with iterative methods for solving large sparse systems. We demonstrate our approach on large data sizes arising both from synthetic sources and from real applications.

Memarsadeghi, Nargess↗
NASA NTRSDate not supplied

Uncertainty Reduction With Multi-Model Monte Carlo for Crystal Plasticity Simulations of Additively Manufactured Metals

In this work, multi-model Monte Carlo estimators are developed to reduce uncertainty in quantities of interest (QoIs) extracted from crystal plasticity simulations of additively manufactured (AM) metals. A significant concern in AM parts is uncertainty in mechanical properties caused in part by complex microstructures that arise from the AM process. Quantifying uncertainty in microstructure-sensitive behavior using experiments alone is costly, especially when mechanical allowables must be established. Quantitative relationships among microstructure, micromechanical metrics like slip accumulation, crack initiation, and failure are also difficult to capture with limited experiments. Crystal plasticity material models instead enable computational prediction of micromechanical stress and strain fields given a discretized microstructure. However, high-fidelity finely discretized crystal plasticity simulations are computationally expensive, while lower-fidelity models are less accurate and generally biased, making uncertainty quantification and reduction computationally difficult as well. Multi-model Monte Carlo methods leverage correlations between high- and low-fidelity models to produce unbiased estimators for QoIs with reduced uncertainty relative to standard Monte Carlo. Crystal plasticity QoIs considered in this work include yield strength and the mean and extreme values of micromechanical fields that are relevant to crack initiation. Multi-model Monte Carlo estimators are developed for each individual QoI and several groups of QoIs. The results of this work establish relationships among model correlations, sample allocation, and uncertainty reduction for different combinations of QoIs and demonstrate a trend of less uncertainty reduction as QoIs become more sensitive to local microstructure. Limitations from using pilot samples to estimate model covariances and train low-fidelity models are also addressed. The uncertainty reduction achieved by multi-model Monte Carlo is an important step toward using computational mechanics models to predict microstructure-sensitive crack initiation and failure in AM parts.

uncertainty quantification↗
NASA NTRS1975

Minimum variance system identification with application to digital adaptive flight control

A new on-line minimum variance filter for the identification of systems with additive and multiplicative noise is described which embodies both accuracy and computational efficiency. The resulting filter is shown to use both the covariance of the parameter vector itself and the covariance of the error in identification. A bias reduction scheme can be used to yield asymptotically unbiased estimates. Experimental results for simulated linearized lateral aircraft motion in a digital closed loop mode are presented, showing the utility of the identification schemes.

Kotob, S.↗
NASA NTRS1977

An improved digital algorithm for fast amplitude approximations of quadrature pairs

A computationally fast algorithm for approximating the amplitude (A) of a quadrature pair (I,Q) has been discovered. The piecewise linear formula, the unbiased estimate of A=X+1/8y when X or = 3Y and 7/8X + 1/2Y when X or = 3Y applies where X is congruent to the maximum absolute value of (I,Q) and Y is congruent to the minimum absolute value of (I,Q). This algorithm has been proven to be far more accurate then currently used approximations. An immediate application is the wideband digital spectrum analyzer under development for monitoring radio frequency interference at Deep Space Network stations.

Levitt, B. K.↗
NASA NTRS1980

Minimum variance geographic sampling

Resource inventories require samples with geographical scatter, sometimes not as widely spaced as would be hoped. A simple model of correlation over distances is used to create a minimum variance unbiased estimate population means. The fitting procedure is illustrated from data used to estimate Missouri corn acreage.

Terrell, G. R.↗
NASA NTRS1982

Synoptic studies of chromospheric variability in F - K dwarfs with the IUE

Time-sequential series of IUE spectra for ten F, G and K dwarfs were obtained in 1980 and 1981 to study the rotational dependence of chromospheric flux in the ultraviolet. An interactive computational method using unbiased estimators was developed to measure emission line fluxes free of arbitrary judgement concerning the behavior of the underlying spectrum and shapes of the line profiles. Due to the limited number of observational samples per star, we have used special techniques to analyze the sparsely and anharmonically sampled emission line flux data. Two different autocorrelation measures were computed for each emission line as a function of temporal frequency. Examples and results of this analysis now in progress are given for several stars.

Hallam, K. L.↗
NASA NTRS1982

Software for the grouped optimal aggregation technique

The grouped optimal aggregation technique produces minimum variance, unbiased estimates of acreage and production for countries, zones (states), or any designated collection of acreage strata. It uses yield predictions, historical acreage information, and direct acreage estimate from satellite data. The acreage strata are grouped in such a way that the ratio model over historical acreage provides a smaller variance than if the model were applied to each individual stratum. An optimal weighting matrix based on historical acreages, provides the link between incomplete direct acreage estimates and the total, current acreage estimate.

Brown, P. M.↗
NASA NTRS1983

Design considerations for a real-time ocular counterroll instrument

A real-time algorithm for measuring three-dimensional movement of the human eye, especially torsional movement, is presented. As its input, the system uses images of the eyeball taken at video rate. The amount of horizontal and vertical movement is extracted using a pupil tracking technique. The torsional movement is then measured by computing the discrete cross-correlation function between the circular samples of successive images of the iris patterns and searching for the position of the peak of the function. A local least square interpolation around the peak of the cross-correlation function is used to produce nearly unbiased estimates of torsion angle with accuracy of about 3-4 arcmin. Accuracies of better than 0.03 deg are achievable in torsional measurement with SNR higher than 36 dB. Horizontal and vertical rotations of up to + or - 13 deg can occur simultaneously with torsion without introducing any appreciable error in the counterrolling measurement process.

Hatamian, M.↗
NASA NTRS1984

Lithospheric structure in the Pacific geoid

In order that sub-lithospheric density variations be revealed with the geoid, the regional geoid anomalies associated with bathymetric variations must first be removed. Spectral techniques were used to generate a synthetic geoid by filtering the residual bathymetry assuming an Airy-type isostatic compensation model. An unbiased estimated of the admittances show that for region under study, no single compensation mechanism will explain all of the power in the geoid. Nevertheless, because topographic features are mainly coherent with the geoid, to first order an isostationally compensated lithosphere cut by major E-W fracture zones accounts for most of the power in the high degree and other SEASAT geoid in the Pacific.

Marsh, B. D.↗