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At least 73 records · Page 4

Variance and bias computations for improved modal identification using ERA/DC

Variance and bias confidence criteria were recently developed for the eigensystem realization algorithm (ERA) identification technique. These criteria are extended for the modified version of ERA based on data correlation, ERA/DC, and also for the Q-Markov cover algorithm. The importance and usefulness of the variance and bias information are demonstrated in numerical studies. The criteria are shown to be very effective not only by indicating the accuracy of the identification results, especially in terms of confidence intervals, but also by helping the ERA user to obtain better results by seeing the effect of changing the sample time, adjusting the Hankel matrix dimension, choosing how many singular values to retain, deciding the model order, etc.

Longman, Richard W.↗

Stochastic forcing of perturbation variance in unbounded shear and deformation flows

An alternative mechanism for growth and maintenance of perturbation variance - amplification in a straining flow of stochastically forced perturbations in the absence of exponential instabilities - is explored, using as examples unbounded constant shear and pure deformation flow for which closed-form solutions are available and neither of which support a nonsingular mode. With diffusive dissipation, amplification of isotropic band-limited stochastic driving is found to be unbounded for the case of pure deformation and to be bounded by a threefold increase at large shear for the case of a linear velocity profile. It is concluded that amplification of stochastic forcing in a straining field can maintain a variance field substantially more energetic than that resulting from the same forcing in the absence of a background straining flow.

Farrell, Brian F.↗

A multi-variance analysis in the time domain

Recently a new technique for characterizing the noise processes affecting oscillators was introduced. This technique minimizes the difference between the estimates of several different variances and their values as predicted by the standard power law model of noise. The method outlined makes two significant advancements: it uses exclusively time domain variances so that deterministic parameters such as linear frequency drift may be estimated, and it correctly fits the estimates using the chi-square distribution. These changes permit a more accurate fitting at long time intervals where there is the least information. This technique was applied to both simulated and real data with excellent results.

Walter, Todd↗

Analysis of open-loop conical scan pointing error and variance estimators

General pointing error and variance estimators for an open-loop conical scan (conscan) system are derived and analyzed. The conscan algorithm is modeled as a weighted least-squares estimator whose inputs are samples of receiver carrier power and its associated measurement uncertainty. When the assumptions of constant measurement noise and zero pointing error estimation are applied, the variance equation is then strictly a function of the carrier power to uncertainty ratio and the operator selectable radius and period input to the algorithm. The performance equation is applied to a 34-m mirror-based beam-waveguide conscan system interfaced with the Block V Receiver Subsystem tracking a Ka-band (32-GHz) downlink. It is shown that for a carrier-to-noise power ratio greater than or equal to 30 dB-Hz, the conscan period for Ka-band operation may be chosen well below the current DSN minimum of 32 sec. The analysis presented forms the basis of future conscan work in both research and development as well as for the upcoming DSN antenna controller upgrade for the new DSS-24 34-m beam-waveguide antenna.

Alvarez, L. S.↗

Comparison of Global Distributions of Zonal-Mean Gravity Wave Variance Inferred from Different Satellite Instruments

Gravity wave temperature fluctuations acquired by the CRISTA instrument are compared to previous estimates of zonal-mean gravity wave temperature variance inferred from the LIMS, MLS and GPS/MET satellite instruments during northern winter. Careful attention is paid to the range of vertical wavelengths resolved by each instrument. Good agreement between CRISTA data and previously published results from LIMS, MLS and GPS/MET are found. Key latitudinal features in these variances are consistent with previous findings from ground-based measurements and some simple models. We conclude that all four satellite instruments provide reliable global data on zonal-mean gravity wave temperature fluctuations throughout the middle atmosphere.

Preusse, Peter↗

Stochastic Mixing Model with Power Law Decay of Variance

Here we present a simple stochastic mixing model based on the law of large numbers (LLN). The reason why the LLN is involved in our formulation of the mixing problem is that the random conserved scalar c = c(t,x(t)) appears to behave as a sample mean. It converges to the mean value mu, while the variance sigma(sup 2)(sub c) (t) decays approximately as t(exp -1). Since the variance of the scalar decays faster than a sample mean (typically is greater than unity), we will introduce some non-linear modifications into the corresponding pdf-equation. The main idea is to develop a robust model which is independent from restrictive assumptions about the shape of the pdf. The remainder of this paper is organized as follows. In Section 2 we derive the integral equation from a stochastic difference equation describing the evolution of the pdf of a passive scalar in time. The stochastic difference equation introduces an exchange rate gamma(sub n) which we model in a first step as a deterministic function. In a second step, we generalize gamma(sub n) as a stochastic variable taking fluctuations in the inhomogeneous environment into account. In Section 3 we solve the non-linear integral equation numerically and analyze the influence of the different parameters on the decay rate. The paper finishes with a conclusion.

Fedotov, S.↗

Variance of the Quantum Dwell Time for a Nonrelativistic Particle

Munoz, Seidel, and Muga [Phys. Rev. A 79, 012108 (2009)], following an earlier proposal by Pollak and Miller [Phys. Rev. Lett. 53, 115 (1984)] in the context of a theory of a collinear chemical reaction, showed that suitable moments of a two-flux correlation function could be manipulated to yield expressions for the mean quantum dwell time and mean square quantum dwell time for a structureless particle scattering from a time-independent potential energy field between two parallel lines in a two-dimensional spacetime. The present work proposes a generalization to a charged, nonrelativistic particle scattering from a transient, spatially confined electromagnetic vector potential in four-dimensional spacetime. The geometry of the spacetime domain is that of the slab between a pair of parallel planes, in particular those defined by constant values of the third (z) spatial coordinate. The mean Nth power, N = 1, 2, 3, . . ., of the quantum dwell time in the slab is given by an expression involving an N-flux-correlation function. All these means are shown to be nonnegative. The N = 1 formula reduces to an S-matrix result published previously [G. E. Hahne, J. Phys. A 36, 7149 (2003)]; an explicit formula for N = 2, and of the variance of the dwell time in terms of the S-matrix, is worked out. A formula representing an incommensurability principle between variances of the output-minus-input flux of a pair of dynamical variables (such as the particle s time flux and others) is derived.

Hahne, Gerhard↗

New Variance-Reducing Methods for the PSD Analysis of Large Optical Surfaces

Edge data of a measured surface map of a circular optic result in large variance or "spectral leakage" behavior in the corresponding Power Spectral Density (PSD) data. In this paper we present two new, alternative methods for reducing such variance in the PSD data by replacing the zeros outside the circular area of a surface map by non-zero values either obtained from a PSD fit (method 1) or taken from the inside of the circular area (method 2).

Surface measurements-roughness↗

The Impact of Truth Surrogate Variance on Quality Assessment/Assurance in Wind Tunnel Testing

Minimum data volume requirements for wind tunnel testing are reviewed and shown to depend on error tolerance, response model complexity, random error variance in the measurement environment, and maximum acceptable levels of inference error risk. Distinctions are made between such related concepts as quality assurance and quality assessment in response surface modeling, as well as between precision and accuracy. Earlier research on the scaling of wind tunnel tests is extended to account for variance in the truth surrogates used at confirmation sites in the design space to validate proposed response models. A model adequacy metric is presented that represents the fraction of the design space within which model predictions can be expected to satisfy prescribed quality specifications. The impact of inference error on the assessment of response model residuals is reviewed. The number of sites where reasonably well-fitted response models actually predict inadequately is shown to be considerably less than the number of sites where residuals are out of tolerance. The significance of such inference error effects on common response model assessment strategies is examined.

DeLoach, Richard↗

Continuum Covariance Propagation for Understanding Variance Loss in Advective Systems

We demonstrate for state dynamics governed by the continuity equation and related hyperbolic partial differential equations that significant, spurious variance loss occurs during covariance propagation by traditional methods used in data assimilation, even at full rank. This inaccurate variance evolution is caused not by numerical dissipation, but rather by a discontinuous change in the continuum covariance dynamics as correlation lengths tend to zero.

Shay Gilpin↗

The variance of spectral estimates

Step function with more than two values for computing variance of energy distribution for flat and nonflat spectra

SPECTRAL ENERGY DISTRIBUTION↗