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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 73 records · Page 4
All sourcesNASA NTRSDOE OSTI
NASA NTRS2005

Application of the Hilbert-Huang Transform to Financial Data

A paper discusses the application of the Hilbert-Huang transform (HHT) method to time-series financial-market data. The method was described, variously without and with the HHT name, in several prior NASA Tech Briefs articles and supporting documents. To recapitulate: The method is especially suitable for analyzing time-series data that represent nonstationary and nonlinear phenomena including physical phenomena and, in the present case, financial-market processes. The method involves the empirical mode decomposition (EMD), in which a complicated signal is decomposed into a finite number of functions, called "intrinsic mode functions" (IMFs), that admit well-behaved Hilbert transforms. The HHT consists of the combination of EMD and Hilbert spectral analysis. The local energies and the instantaneous frequencies derived from the IMFs through Hilbert transforms can be used to construct an energy-frequency-time distribution, denoted a Hilbert spectrum. The instant paper begins with a discussion of prior approaches to quantification of market volatility, summarizes the HHT method, then describes the application of the method in performing time-frequency analysis of mortgage-market data from the years 1972 through 2000. Filtering by use of the EMD is shown to be useful for quantifying market volatility.

Huang, Norden↗
NASA NTRS1986

Fast frequency acquisition via adaptive least squares algorithm

A new least squares algorithm is proposed and investigated for fast frequency and phase acquisition of sinusoids in the presence of noise. This algorithm is a special case of more general, adaptive parameter-estimation techniques. The advantages of the algorithms are their conceptual simplicity, flexibility and applicability to general situations. For example, the frequency to be acquired can be time varying, and the noise can be nonGaussian, nonstationary and colored. As the proposed algorithm can be made recursive in the number of observations, it is not necessary to have a priori knowledge of the received signal-to-noise ratio or to specify the measurement time. This would be required for batch processing techniques, such as the fast Fourier transform (FFT). The proposed algorithm improves the frequency estimate on a recursive basis as more and more observations are obtained. When the algorithm is applied in real time, it has the extra advantage that the observations need not be stored. The algorithm also yields a real time confidence measure as to the accuracy of the estimator.

Kumar, R.↗
NASA NTRS1986

Fast frequency acquisition via adaptive least squares algorithm

A new least squares algorithm is proposed and investigated for fast frequency and phase acquisition of sinusoids in the presence of noise. This algorithm is a special case of more general, adaptive parameter-estimation techniques. The advantages of the algorithms are their conceptual simplicity, flexibility and applicability to general situations. For example, the frequency to be acquired can be time varying, and the noise can be non-Gaussian, nonstationary and colored. As the proposed algorithm can be made recursive in the number of observations, it is not necessary to have a priori knowledge of the received signal-to-noise ratio or to specify the measurement time. This would be required for batch processing techniques, such as the fast Fourier transform (FFT). The proposed algorithm improves the frequency estimate on a recursive basis as more and more observations are obtained. When the algorithm is applied in real time, it has the extra advantage that the observations need not be stored. The algorithm also yields a real time confidence measure as to the accuracy of the estimator.

Kumar, Rajendra↗
NASA NTRS1991

Cross-flow vortex structure and transition measurements using multi-element hot films

An experiment on a 45-degree swept wing was conducted to study three-dimensional boundary-layer characteristics using surface-mounted, micro-thin, multi-element hot-film sensors. Cross-flow vortex structure and boundary-layer transition were measured from the simultaneously acquired signals of the hot films. Spanwise variation of the root-mean-square (RMS) hot-film signal show a local minima and maxima. The distance between two minima corresponds to the stationary cross-flow vortex wavelength and agrees with naphthalene flow-visualization results. The chordwise and spanwise variation of amplified traveling (nonstationary) cross-flow disturbance characteristics were measured as Reynolds number was varied. The frequency of the most amplified cross-flow disturbances agrees with linear stability theory.

Agarwal, Naval K.↗
NASA NTRS1990

Correlation autoregressive processes with application to helicopter noise

This paper introduces a new class of random processes X(t), the autocorrelations R sub x (t1, t2) of which satisfy a linear relation for all t1 and t2 in some interval of the time axis. Such random processes are denoted as 'correlation-autoregressive'. This class is shown to include the familiar stationary and periodically correlated processes as well as many other, both harmonizable and nonharmonizable, nonstationary processes. When a process is correlation-autoregressive for all times and harmonizable, its two-dimensional power spectral density is shown to take a particularly simple form. The relationship of such processes to the class of stationary processes is examined. In addition, the application of such processes in the analysis of typical helicopter noise signals is described.

Hardin, J. C.↗
NASA NTRS1961

An Explicit Linear Filtering Solution for the Optimization of Guidance Systems with Statistical Inputs

The determination of optimum filtering characteristics for guidance system design is generally a tedious process which cannot usually be carried out in general terms. In this report a simple explicit solution is given which is applicable to many different types of problems. It is shown to be applicable to problems which involve optimization of constant-coefficient guidance systems and time-varying homing type systems for several stationary and nonstationary inputs. The solution is also applicable to off-design performance, that is, the evaluation of system performance for inputs for which the system was not specifically optimized. The solution is given in generalized form in terms of the minimum theoretical error, the optimum transfer functions, and the optimum transient response. The effects of input signal, contaminating noise, and limitations on the response are included. From the results given, it is possible in an interception problem, for example, to rapidly assess the effects on minimum theoretical error of such factors as target noise and missile acceleration. It is also possible to answer important questions regarding the effect of type of target maneuver on optimum performance.

Stewart, Elwood C.↗
DOE OSTI2024

Time series methods for the analysis of soundscapes and other cyclical ecological data

Biodiversity monitoring has entered an era of ‘big data’, exemplified by a near-continuous collection of sounds, images, chemical and other signals from organisms in diverse ecosystems. Such data streams have the potential to help identify new threats, assess the effectiveness of conservation interventions, as well as generate new ecological insights. However, appropriate analytical methods are often still missing, particularly with respect to characterizing cyclical temporal patterns. Here, we present a framework for characterizing and analysing ecological responses that represent nonstationary, complex temporal patterns and demonstrate the value of using Fourier transforms to decorrelate continuous data points. In our example, we use a framework based on three approaches (spectral analysis, magnitude squared coherence, and principal component analysis) to characterize differences in tropical forest soundscapes within and across sites and seasons in Gabon. By reconstructing the underlying, cyclic behaviour of the soundscape for each site, we show how one can identify circadian patterns in acoustic activity. Soundscapes in the dry season had a complex diel cycle, requiring multiple harmonics to represent daily variation, while in the wet season there was less variance attributable to the daily cyclic patterns. Our framework can be applied to most continuous, or near-continuous ecological data collected at a fine temporal resolution, allowing ecologists to explore patterns of temporal autocorrelation at multiple levels for biologically meaningful trends. Such methods will become indispensable as biological big data are used to understand the impact of anthropogenic pressures on biodiversity and to inform efforts to mitigate them.

54 ENVIRONMENTAL SCIENCES↗
DOE OSTI2026

Optimality of Gradient-MUSIC for Spectral Estimation

We introduce the Gradient-MUSIC algorithm for estimating the unknown frequencies and amplitudes of a nonharmonic signal from noisy time samples. While the classical MUSIC algorithm performs a computationally expensive search over a fine grid, Gradient-MUSIC is significantly more efficient and eliminates the need for discretization over a fine grid by using optimization techniques. It coarsely scans the 1D landscape to find initialization simultaneously for all frequencies followed by parallelizable local refinement via gradient descent. We also analyze its performance when the noise level is sufficiently small and the signal frequencies are separated by at least 8π/m, where π/m is the standard resolution of this problem. Even though the 1D landscape is nonconvex, we prove a global convergence result for Gradient-MUSIC: coarse scanning provably finds suitable initialization and gradient descent converges at a linear rate. In addition to convergence results, we also upper bound the error between the true signal frequencies and amplitudes with those found by Gradient-MUSIC. For example, if the noise has $\ell^\infty$ norm at most ϵ, then the frequencies and amplitudes are recovered up to error at most Cϵ/m and Cϵ respectively, which are minimax optimal in m and ϵ. Our theory can also handle stochastic noise with performance guarantees under nonstationary independent Gaussian noise. Our main approach is a comprehensive geometric analysis of the landscape, a perspective that has not been explored before.

97 MATHEMATICS AND COMPUTING↗
DOE OSTI2024

Implementing Superresolution of Nonstationary Tides with Wavelets: An Introduction to CWT_Multi

Abstract Tides are often nonstationary due to nonastronomical influences. Investigating variable tidal properties implies a trade-off between separating adjacent frequencies (using long analysis windows) and resolving their time variations (short analysis windows). Previous continuous wavelet transform (CWT) tidal methods resolved tidal species. Here, we present CWT_Multi, a MATLAB code that 1) uses CWT linearity (via the “response coefficient method”) to implement superresolution, i.e., resolving tidal constituents beyond the Rayleigh criterion; 2) provides a Munk–Hasselmann constituent selection criterion appropriate for superresolution; and 3) introduces an objective, time-variable form of inference (“dynamic inference”) based on time-varying data properties. CWT_Multi resolves tidal species on time scales of days, and multiple constituents per species with fortnightly filters. It outputs astronomical phase lags and admittances, analyzes multiple records, and provides power spectra of the signal(s), residual(s), and reconstruction(s); confidence limits; and signal-to-noise ratios. Artificial data and water levels from the Lower Columbia River Estuary (LCRE) and San Francisco Bay Delta (SFBD) are used to test CWT_Multi and compare it to harmonic analysis programs NS_Tide and UTide. CWT_Multi provides superior reconstruction, detiding, dynamic analysis utility, and time resolution of constituents (but with broader confidence limits). Dynamic inference resolves closely spaced constituents (like K 1 , S 1 , and P 1 ) on fortnightly time scales, quantifying impacts of diel power peaking (with a 24-h period, like S 1 ) on water levels in the LCRE. CWT_Multi also helps quantify the impacts of high flows and a salt barrier closing on tidal properties in the SFBD. On the other hand, CWT_Multi does not excel at prediction, and results depend on analysis details, as for any method applied to nonstationary data. Significance Statement Ocean tides, especially in coastal and estuarine systems, are often nonstationary, in the sense that the mean and standard deviation of tidal properties vary over time, usually in response to some nontidal process. We introduce here a MATLAB code, CWT_Multi, that uses wavelet transforms to resolve both tidal species and constituents on time scales from a few days to months. Our code accommodates multiple scalar time series and has typical tidal analysis features like constituent selection and inference, plus two forms of uncertainty analyses. It is flexible, allowing the user to adapt analysis properties to diverse datasets. CWT_Multi is applicable to many problems involving time-variable tides, including sea level rise, compound flooding, sediment transport, and wetland habitat analyses. Application to vector data is a straightforward extension, but further development of our uncertainty analysis is merited. Because nonstationary tidal analysis is rapidly advancing, we also define the features of a “well-formed” analysis code.

Lobo, Matthew↗
NASA NTRS1995

Active Suppression Of Vibrations On Aircraft Structures

Method of active suppression of nonlinear and nonstationary vibrations developed to reduce sonic fatigue and interior noise in high-speed aircraft. Structure of aircraft exhibits periodic, chaotic, and random vibrations when forced by high-intensity sound from jet engines, shock waves, turbulence, and separated flows. Method of suppressing vibrations involves feedback control: Strain gauges or other sensors mounted in paths of propagation of vibrations on structure sense vibrations; outputs of sensors processed into control signal applied to actuator mounted on structure, inducing compensatory forces.

Maestrello, Lucio↗
NASA NTRS1994

Adaptive line enhancers for fast acquisition

Three adaptive line enhancer (ALE) algorithms and architectures - namely, conventional ALE, ALE with double filtering, and ALE with coherent accumulation - are investigated for fast carrier acquisition in the time domain. The advantages of these algorithms are their simplicity, flexibility, robustness, and applicability to general situations including the Earth-to-space uplink carrier acquisition and tracking of the spacecraft. In the acquisition mode, these algorithms act as bandpass filters; hence, the carrier-to-noise ratio (CNR) is improved for fast acquisition. In the tracking mode, these algorithms simply act as lowpass filters to improve signal-to-noise ratio; hence, better tracking performance is obtained. It is not necessary to have a priori knowledge of the received signal parameters, such as CNR, Doppler, and carrier sweeping rate. The implementation of these algorithms is in the time domain (as opposed to the frequency domain, such as the fast Fourier transform (FFT)). The carrier frequency estimation can be updated in real time at each time sample (as opposed to the batch processing of the FFT). The carrier frequency to be acquired can be time varying, and the noise can be non-Gaussian, nonstationary, and colored.

Yeh, H.-G.↗
NASA NTRS2011

Kinetic-Scale Magnetic Turbulence and Finite Larmor Radius Effects at Mercury

We use a nonstationary generalization of the higher-order structure function technique to investigate statistical properties of the magnetic field fluctuations recorded by MESSENGER spacecraft during its first flyby (01/14/2008) through the near-Mercury space environment, with the emphasis on key boundary regions participating in the solar wind - magnetosphere interaction. Our analysis shows, for the first time, that kinetic-scale fluctuations play a significant role in the Mercury's magnetosphere up to the largest resolvable timescale (approx.20 s) imposed by the signal nonstationariry, suggesting that turbulence at this plane I is largely controlled by finite Larmor radius effects. In particular, we report the presence of a highly turbulent and extended foreshock system filled with packets of ULF oscillations, broad-band intermittent fluctuations in the magnetosheath, ion-kinetic turbulence in the central plasma sheet of Mercury's magnetotail, and kinetic-scale fluctuations in the inner current sheet encountered at the outbound (dawn-side) magnetopause. Overall, our measurements indicate that the Hermean magnetosphere, as well as the surrounding region, are strongly affected by non-MHD effects introduced by finite sizes of cyclotron orbits of the constituting ion species. Physical mechanisms of these effects and their potentially critical impact on the structure and dynamics of Mercury's magnetic field remain to be understood.

Uritsky, V. M.↗
DOE OSTI2023

The Optical Signatures of Stochastic Processes in Many-Body Exciton Scattering

We review our recent quantum stochastic model for spectroscopic lineshapes in the presence of a coevolving and nonstationary background population of excitations. Starting from a field theory description for interacting bosonic excitons, we derive a reduced model whereby optical excitons are coupled to an incoherent background via scattering as mediated by their screened Coulomb coupling. The Heisenberg equations of motion for the optical excitons are then driven by an auxiliary stochastic population variable, which we take to be the solution of an Ornstein–Uhlenbeck process. Here, we present an overview of the theoretical techniques we have developed as applied to predicting coherent nonlinear spectroscopic signals. We show how direct (Coulomb) and exchange coupling to the bath give rise to distinct spectral signatures and discuss mathematical limits on inverting spectral signatures to extract the background density of states.

37 INORGANIC, ORGANIC, PHYSICAL, AND ANALYTICAL CH↗
NASA NTRS1989

A new class of random processes with application to helicopter noise

The concept of dividing random processes into classes (e.g., stationary, locally stationary, periodically correlated, and harmonizable) has long been employed. A new class of random processes is introduced which includes many of these processes as well as other interesting processes which fall into none of the above classes. Such random processes are denoted as linearly correlated. This class is shown to include the familiar stationary and periodically correlated processes as well as many other, both harmonizable and non-harmonizable, nonstationary processes. When a process is linearly correlated for all t and harmonizable, its two-dimensional power spectral density S(x)(omega 1, omega 2) is shown to take a particularly simple form, being non-zero only on lines such that omega 1 to omega 2 = + or - r(k) where the r(k's) are (not necessarily equally spaced) roots of a characteristic function. The relationship of such processes to the class of stationary processes is examined. In addition, the application of such processes in the analysis of typical helicopter noise signals is described.

Hardin, Jay C.↗
NASA NTRS1989

A new class of random processes with application to helicopter noise

The concept of dividing random processes into classes (e.g., stationary, locally stationary, periodically correlated, and harmonizable) has long been employed. A new class of random processes is introduced which includes many of these processes as well as other interesting processes which fall into none of the above classes. Such random processes are denoted as linearly correlated. This class is shown to include the familiar stationary and periodically correlated processes as well as many other, both harmonizable and non-harmonizable, nonstationary processes. When a process is linearly correlated for all t and harmonizable, its two-dimensional power spectral density S(x) (omega 1, omega 2) is shown to take a particularly simple form, being non-zero only on lines such that omega 1 to omega 2 = + or - r(k) where the r(k's) are (not necessarily equally spaced) roots of a characteristic function. The relationship of such processes to the class of stationary processes is examined. In addition, the application of such processes in the analysis of typical helicopter noise signals is described.

Hardin, Jay C.↗
NASA NTRS1982

Band-pass filtering of one year of daily mean pressures on Mars

The sol-mean atmospheric pressures measured at the two Viking landers exhibit fluctuations ranging in period from seasonal to a few days. The time series are highly nonstationary, which severely limits standard methods such as power-spectrum analysis. Advantage is taken of the rather precise annual periodicity of these data to design sharp numerical filters and use them to split the series at each lander into six time series, each containing oscillations associated with a discrete frequency band. This analysis reveals 2- to 4-sol waves during the cold seasons at both landers, and 8-sol waves during the spring at Lander 2, confirming previous results from spectral analysis. As previously predicted, high-frequency waves appear suppressed during the second dust storm. Certain low-frequency signals, probably associated with the global dust storms, are detected and demonstrated to be significant for the first time.

Niver, D. S.↗