Search NASA⌕ Search

SEARCH · Search NASA

Results for “linear 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.

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

At least 55 records · Page 3

Estimation of time averages from irregularly spaced observations - With application to coastal zone color scanner estimates of chlorophyll concentration

The sampling error of an arbitrary linear estimate of a time-averaged quantity constructed from a time series of irregularly spaced observations at a fixed located is quantified through a formalism. The method is applied to satellite observations of chlorophyll from the coastal zone color scanner. The two specific linear estimates under consideration are the composite average formed from the simple average of all observations within the averaging period and the optimal estimate formed by minimizing the mean squared error of the temporal average based on all the observations in the time series. The resulting suboptimal estimates are shown to be more accurate than composite averages. Suboptimal estimates are also found to be nearly as accurate as optimal estimates using the correct signal and measurement error variances and correlation functions for realistic ranges of these parameters, which makes it a viable practical alternative to the composite average method generally employed at present.

Chelton, Dudley B.↗

Multi-output multilevel best linear unbiased estimators via semidefinite programming

Multifidelity forward uncertainty quantification (UQ) problems often involve multiple quantities of interest and heterogeneous models (e.g., different grids, equations, dimensions, physics, surrogate and reduced-order models). While computational efficiency is key in this context, multi-output strategies in multilevel/multifidelity methods are either sub-optimal or non-existent. In this paper we extend multilevel best linear unbiased estimators (MLBLUE) to multi-output forward UQ problems and we present new semidefinite programming formulations for their optimal setup. Not only do these formulations yield the optimal number of samples required, but also the optimal selection of low-fidelity models to use. While existing MLBLUE approaches are single-output only and require a non-trivial nonlinear optimization procedure, the new multi-output formulations can be solved reliably and efficiently. Here, we demonstrate the efficacy of the new methods and formulations in practical UQ problems with model heterogeneity.

97 MATHEMATICS AND COMPUTING↗

Uncertainty Error Modeling for Non-Linear State Estimation With Unsynchronized SCADA and µPMU Measurements

Distribution systems of the future smart grid require enhancements to the reliability of distribution system state estimation (DSSE) in the face of low measurement redundancy, unsynchronized measurements, and dynamic load profiles. Micro phasor measurement units (µPMUs) facilitate co-synchronized measurements with high granularity, albeit at an often prohibitively expensive installation cost. Supervisory control and data acquisition (SCADA) measurements can supplement µPMU data, although they are received at a slower sampling rate. Further complicating matters is the uncertainty associated with load dynamics and unsynchronized measurements–not only are the SCADA and µPMU measurements not synchronized with each other, but the SCADA measurements themselves are received at different time intervals with respect to one another. This paper proposes a non-linear state estimation framework which models dynamic load uncertainty error by updating the variances of the unsynchronized measurements, leading to a time-varying system of weights in the weighted least squares state estimator. Case studies are performed on the 33-Bus Distribution System in MATPOWER, using Ornstein–Uhlenbeck stochastic processes to simulate dynamic load conditions.

Cooper, Austin↗

Adaptive Error Estimation in Linearized Ocean General Circulation Models

Data assimilation methods are routinely used in oceanography. The statistics of the model and measurement errors need to be specified a priori. This study addresses the problem of estimating model and measurement error statistics from observations. We start by testing innovation based methods of adaptive error estimation with low-dimensional models in the North Pacific (5-60 deg N, 132-252 deg E) to TOPEX/POSEIDON (TIP) sea level anomaly data, acoustic tomography data from the ATOC project, and the MIT General Circulation Model (GCM). A reduced state linear model that describes large scale internal (baroclinic) error dynamics is used. The methods are shown to be sensitive to the initial guess for the error statistics and the type of observations. A new off-line approach is developed, the covariance matching approach (CMA), where covariance matrices of model-data residuals are "matched" to their theoretical expectations using familiar least squares methods. This method uses observations directly instead of the innovations sequence and is shown to be related to the MT method and the method of Fu et al. (1993). Twin experiments using the same linearized MIT GCM suggest that altimetric data are ill-suited to the estimation of internal GCM errors, but that such estimates can in theory be obtained using acoustic data. The CMA is then applied to T/P sea level anomaly data and a linearization of a global GFDL GCM which uses two vertical modes. We show that the CMA method can be used with a global model and a global data set, and that the estimates of the error statistics are robust. We show that the fraction of the GCM-T/P residual variance explained by the model error is larger than that derived in Fukumori et al.(1999) with the method of Fu et al.(1993). Most of the model error is explained by the barotropic mode. However, we find that impact of the change in the error statistics on the data assimilation estimates is very small. This is explained by the large representation error, i.e. the dominance of the mesoscale eddies in the T/P signal, which are not part of the 21 by 1" GCM. Therefore, the impact of the observations on the assimilation is very small even after the adjustment of the error statistics. This work demonstrates that simult&neous estimation of the model and measurement error statistics for data assimilation with global ocean data sets and linearized GCMs is possible. However, the error covariance estimation problem is in general highly underdetermined, much more so than the state estimation problem. In other words there exist a very large number of statistical models that can be made consistent with the available data. Therefore, methods for obtaining quantitative error estimates, powerful though they may be, cannot replace physical insight. Used in the right context, as a tool for guiding the choice of a small number of model error parameters, covariance matching can be a useful addition to the repertory of tools available to oceanographers.

Chechelnitsky, Michael Y.↗

Multi-window spectrum estimation - A linear algebraic approach

The purpose of this paper is to elucidate the multi-window method for spectral estimation and sinusoid detection. The multi-window method, devised by D.J. Thomson, has many features that distinguish it from other spectrum estimation techniques. It has an elegant derivation, starting from first principles and using optimality arguments. It lends itself to performance analysis and provides a built-in measure of its reliability. In contrast to Thomson's integral equation derivation, we use linear algebraic methods both to treat the problem and to develop the solution. In addition to the tutorial, we present an overview of published generalizations and analyses of the method.

Onn, Ruth↗

Parameter estimation in linear models of the human operator in a closed loop with application of deterministic test signals

Parameter estimation techniques are discussed with emphasis on unbiased estimates in the presence of noise. A distinction between open and closed loop systems is made. A method is given based on the application of external forcing functions consisting of a sun of sinusoids; this method is thus based on the estimation of Fourier coefficients and is applicable for models with poles and zeros in open and closed loop systems.

Vanlunteren, A.↗

Analyzing Wildland Fire Smoke Emissions Data Using Compositional Data Techniques

By conservation of mass, the mass of wildland fuel that is pyrolyzed and combusted must equal the mass of smoke emissions, residual char and ash. For a given set of conditions, these amounts are fixed. This places a constraint on smoke emissions data which violates statistical assumptions for many of the methods currently used to analyze these data such as linear regression, analysis of variance, and t-tests. These data are inherently multivariate and non-negative parts of a whole. This paper introduces the field of compositional data analysis to the emissions community and provides examples of appropriate statistical treatment of emissions data. It is shown that modified combustion efficiency should not be used as a predictor variable for other smoke emissions because it is not an independent variable. An alternative method based on compositional linear trends to estimate trace gas composition using CO and CO2 is presented. The data used in this paper resulted from projects the DOD/DOE/EPA Strategic 586 Environmental Research and Development Program projects RC-1648 and 1649. The senior 587 author appreciates the guidance and R scripts provided by Prof. Girty at San Diego State 588 University to estimate linear trends by perturbation. J. P.-A. was supported by the Spanish 589 Ministry of Science, Innovation and Universities under the project CODAMET (RTI2018-590 095518-B-C21, 2019-2021). The data used in this study have been previously published and are 591 available in the original publications. DRW conceived the initial manuscript (70 percent) and 592 performed the bulk of the data analysis. JPA provided statistical guidance and compositional data 593 expertise and contributed 20 percent of the manuscript. TJJ and HJ were extensively involved in 594 the study that provided the data. TJJ provide smoke emissions expertise and HJ provided 595 combustion expertise. The authors declare that they have no conflict of interest. The use of trade 596 or firm names in this publication is for reader information and does not imply endorsement by 597 the U.S. Department of Agriculture of any product or service.

simplex, compositional data analysis, balance, log↗

An analysis of approach navigation accuracy and guidance requirements for the grand tour mission to the outer planets

The navigation and guidance process for the Jupiter, Saturn and Uranus planetary encounter phases of the 1977 Grand Tour interior mission was simulated. Reference approach navigation accuracies were defined and the relative information content of the various observation types were evaluated. Reference encounter guidance requirements were defined, sensitivities to assumed simulation model parameters were determined and the adequacy of the linear estimation theory was assessed. A linear sequential estimator was used to provide an estimate of the augmented state vector, consisting of the six state variables of position and velocity plus the three components of a planet position bias. The guidance process was simulated using a nonspherical model of the execution errors. Computation algorithms which simulate the navigation and guidance process were derived from theory and implemented into two research-oriented computer programs, written in FORTRAN.

Jones, D. W.↗

Method and system for non-linear motion estimation

A method and system for extrapolating and interpolating a visual signal including determining a first motion vector between a first pixel position in a first image to a second pixel position in a second image, determining a second motion vector between the second pixel position in the second image and a third pixel position in a third image, determining a third motion vector between one of the first pixel position in the first image and the second pixel position in the second image, and the second pixel position in the second image and the third pixel position in the third image using a non-linear model, determining a position of the fourth pixel in a fourth image based upon the third motion vector.

Lu, Ligang↗

Computer experiments in preparation of system identification from transient rotor model tests, part 2

System identification methods which can extract model rotor paramenters with reasonable accuracy from noise polluted blade flapping transient measurements were developed. Usually parameter identification requires data on the state variables, that is on deflections and on rate of deflections. The small size of rotor models makes it, however, difficult to measure more than the blade flapping deflections. For the computer experiments it was, therefore, assumed that only noisy deflection measurements are available. Parameter identifications were performed for one and two unknown parameters. Both rotating coordinates and multiblade coordinates were used. It was found that data processing with a digital filter allowed by numerical differentiation a sufficiently accurate determination of the rates of deflection and of the accelerations to obtain reasonable parameter estimates with a simple linear estimator.

Hohenemser, K. H.↗

Chandrasekhar-type algorithms for fast recursive estimation in linear systems with constant parameters

In this recursive method proposed, the gain matrix for the Kalman filter and the convariance of the state vector are computed not via the Riccati equation, but from certain other equations. These differential equations are of Chandrasekhar-type. The 'invariant imbedding' idea resulted in the reduction of the basic boundary value problem of transport theory to an equivalent initial value system, a significant computational advance. Initial value experience showed that there is some computational savings in the method and the loss of positive definiteness of the covariance matrix is less vulnerable.

Choudhury, A. K.↗

Exploring the use of structural models to improve remote sensing agricultural estimates

Satellite estimates of agricultural characteristics often are not sufficiently precise for reliable use in small geographical regions. The precision of estimates of agricultural characteristics such as crop proportions and leaf area indexes can be increased by modeling ground observations as a function of satellite estimates. Linear regression models using least squares estimators of the model parameters are most often advocated as an appropriate methodology; however, least squares estimation requires that the predictor variables are measured without error, an unreasonable assumption for this application. An alternative estimation methodology which assumes that both the response variables (ground observations) and the predictor variables (satellite estimates) are measured with error involves the use of linear structural models. The application of linear structural models to the estimation of agricultural characteristics using satellite spectral measurements is examined.

Gunst, R. F.↗

Minimal order observers for linear functions of the state vector

The problem of estimating linear functions of a state vector in a multi-input/output system is considered. A simple lower bound on the observer order with arbitrary eigenvalues is established. Algorithms to construct minimal-order stable (or arbitrary dynamics) observers are also outlined.

Srinathkumar, S.↗

Estimating SAR Doppler Shifts From Quasi-Homogeneous Targets

Linear-estimator subalgorithm optimized for local terrain. Algorithm processes some of information in synthetic-aperture-radar echoes from quasi-homogeneous targets, yielding optimal estimates of Doppler frequency shifts. Differs from one described in article, "Estimating SAR Doppler Shifts From Homogeneous Targets", NPO-17869, though offers similar advantages for measurements of wind shears and speeds of ocean currents. Derivation of algorithm involves some of same terminology and simplifying assumptions, however, target area considered quasi-homogeneous in sense it consists of patchwork of subareas, each of which is homogeneous target differing from its neighbors. This assumption more realistic than assumption of homogeneity.

Jin, Michael Y.↗

High speed vibration compensation using magnetic fiducials via NIMBLE

Additive manufacturing (AM) technology, specifically 3D printing, holds great promise for in-orbit manufacturing. In-space printing can significantly reduce the mass, cost, and risk of long-term space exploration by enabling replacement parts to be made as needed and reducing dependence on Earth. However, printing in a zero-gravity environment poses challenges due to the absence of a rigid ground for the print platform, which can result in vibrational and rotational forces that may impact printing integrity. Here, to address this issue, this paper proposes a novel linear magnetic position tracking algorithm, named Navigation Integrating Magnets By Linear Estimation (NIMBLE), for dynamic vibration compensation during 3D printing of truss structures in space. Compared to the most commonly used nonlinear optimization method, the NIMBLE algorithm is more than two orders of magnitude faster. With only a single 3-axis magnet sensor and a small NdFeB magnet, the NIMBLE algorithm provides a simple and easily implemented tracking solution for in-orbit 3D printing.

3D printing in space↗

Model verification of large structural systems

A computer program for the application of parameter identification on the structural dynamic models of space shuttle and other large models with hundreds of degrees of freedom is described. Finite element, dynamic, analytic, and modal models are used to represent the structural system. The interface with math models is such that output from any structural analysis program applied to any structural configuration can be used directly. Processed data from either sine-sweep tests or resonant dwell tests are directly usable. The program uses measured modal data to condition the prior analystic model so as to improve the frequency match between model and test. A Bayesian estimator generates an improved analytical model and a linear estimator is used in an iterative fashion on highly nonlinear equations. Mass and stiffness scaling parameters are generated for an improved finite element model, and the optimum set of parameters is obtained in one step.

Lee, L. T.↗

A Doppler centroid estimation algorithm for SAR systems optimized for the quasi-homogeneous source

Radar signal processing applications frequently require an estimate of the Doppler centroid of a received signal. The Doppler centroid estimate is required for synthetic aperture radar (SAR) processing. It is also required for some applications involving target motion estimation and antenna pointing direction estimation. In some cases, the Doppler centroid can be accurately estimated based on available information regarding the terrain topography, the relative motion between the sensor and the terrain, and the antenna pointing direction. Often, the accuracy of the Doppler centroid estimate can be improved by analyzing the characteristics of the received SAR signal. This kind of signal processing is also referred to as clutterlock processing. A Doppler centroid estimation (DCE) algorithm is described which contains a linear estimator optimized for the type of terrain surface that can be modeled by a quasi-homogeneous source (QHS). Information on the following topics is presented: (1) an introduction to the theory of Doppler centroid estimation; (2) analysis of the performance characteristics of previously reported DCE algorithms; (3) comparison of these analysis results with experimental results; (4) a description and performance analysis of a Doppler centroid estimator which is optimized for a QHS; and (5) comparison of the performance of the optimal QHS Doppler centroid estimator with that of previously reported methods.

Jin, Michael Y.↗