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Results for “LInear Covariance Analysis”

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 91 records · Page 5
All sourcesNASA NTRSDOE OSTI
NASA NTRS2017

A Linear Analysis for the Flight Path Control of the Cassini Grand Finale Orbits

Cassini’s Grand Finale Mission begins after the last targeted Titan flyby on April 22, 2017 and ends with a series of 22 ballistic orbits each passing within a few thousand kilometers of the cloud tops of Saturn, ultimately impacting the planet on September 15, 2017. Despite the ballistic nature of the trajectory, the absence of targeted maneuvers throughout the final orbits causes position uncertainties to grow exponentially with time, posing a significant difficulty for the science sequence planning team. Thus, a strategy that incorporates trajectory correction maneuvers was developed to significantly reduce dispersions from the reference path and maintain dispersions below 250 km (1- ). In this paper, the linear method used to determine the optimal number and location of the maneuvers to control the trajectory, along with the corresponding targets, is detailed. A nonlinear Monte Carlo trajectory dispersion tool served as a testbed to validate the linear analysis results. Based on orbit determination covariance sampling with Monte Carlo simulations, the linear approach allowed the Cassini maneuver analysts to run thousands of maneuver combinations in little time, eventually finding an optimal strategy with three statistical maneuvers ( V99 < 1.5 m/s) to adequately control most of the trajectory.

Vaquero, Mar↗
NASA NTRS1973

Long and short arc altitude determination for GEOS-C

The accuracy with which the GEOS-C altitude may be estimated over long (7 day) and short (40 minute) orbital arcs is investigated. Over the long are excellent agreement was attained between a simulation of the orbit determination process and a covariance analysis. Both approaches yielded RMS altitude errors of about 1.5 meters over the Caribbean calibration area and approximately 7.5 meters overall. The geopotential was identified as the largest error source. For the short arc, the covariance analysis revealed that the propagated altitude error is linearly dependent upon station survey component errors which are also the largest source of altitude errors. An Appendix contains the mathematics of covariance analysis as applied to orbit determination.

Koch, D.↗
DOE OSTI2023

Large-Scale Inference of Multivariate Regression for Heavy-Tailed and Asymmetric Data

Large-scale multivariate regression is a fundamental statistical tool with a wide range of applications. Here, this study considers the problem of simultaneously testing a large number of general linear hypotheses, encompassing covariate-effect analysis, analysis of variance, and model comparisons. The challenge that accompanies a large number of tests is the ubiquitous presence of heavy-tailed and/or highly skewed measurement noise, which is the main reason for the failure of conventional least squares-based methods. For large-scale multivariate regression, we develop a set of robust inference methods to explore data features such as heavy tailedness and skewness, which are not visible to least squares methods. The new testing procedure is based on the data-adaptive Huber regression and a new covariance estimator of regression estimates. Under mild conditions, we show that our methods produce consistent estimates of the false discovery proportion. Extensive numerical experiments and an empirical study on quantitative linguistics demonstrate the advantage of the proposed method over many state-of-the-art methods when the data are generated from heavy-tailed and/or skewed distributions.

97 MATHEMATICS AND COMPUTING↗
NASA NTRS1983

On the error in crop acreage estimation using satellite (LANDSAT) data

The problem of crop acreage estimation using satellite data is discussed. Bias and variance of a crop proportion estimate in an area segment obtained from the classification of its multispectral sensor data are derived as functions of the means, variances, and covariance of error rates. The linear discriminant analysis and the class proportion estimation for the two class case are extended to include a third class of measurement units, where these units are mixed on ground. Special attention is given to the investigation of mislabeling in training samples and its effect on crop proportion estimation. It is shown that the bias and variance of the estimate of a specific crop acreage proportion increase as the disparity in mislabeling rates between two classes increases. Some interaction is shown to take place, causing the bias and the variance to decrease at first and then to increase, as the mixed unit class varies in size from 0 to 50 percent of the total area segment.

Chhikara, R.↗
NASA NTRS1982

Gain optimization with nonlinear controls

An algorithm has been developed for the analysis and design of controls for nonlinear systems. The technical approach is to use statistical linearization to model the nonlinear dynamics of a system. A covariance analysis is performed to determine the behavior of the dynamical system and a quadratic cost function. Expressions for the cost function and its derivatives are determined so that numerical optimization techniques can be applied to determine optimal feedback laws. The primary application for this report is centered about the design of controls for nominally linear systems but where the controls are saturated or limited by fixed constraints. The analysis is general however and numerical computation requires only that the specific nonlinearity be considered in the analysis.

Slater, G. L.↗
NASA NTRS2006

Nonlinear consider covariance analysis using a sigma-point filter formulation

The research reported here extends the mathematical formulation of nonlinear, sigma-point estimators to enable consider covariance analysis for dynamical systems. This paper presents a novel sigma-point consider filter algorithm, for consider-parameterized nonlinear estimation, following the unscented Kalman filter (UKF) variation on the sigma-point filter formulation, which requires no partial derivatives of dynamics models or measurement models with respect to the parameter list. It is shown that, consistent with the attributes of sigma-point estimators, a consider-parameterized sigma-point estimator can be developed entirely without requiring the derivation of any partial-derivative matrices related to the dynamical system, the measurements, or the considered parameters, which appears to be an advantage over the formulation of a linear-theory sequential consider estimator. It is also demonstrated that a consider covariance analysis performed with this 'partial-derivative-free' formulation yields equivalent results to the linear-theory consider filter, for purely linear problems.

covariance↗
DOE OSTI2023

Response of Ecosystem Productivity to High Vapor Pressure Deficit and Low Soil Moisture: Lessons Learned From the Global Eddy-Covariance Observations

Although there is mounting concern about how high vapor pressure deficit (VPD) and low soil moisture (SM) affect ecosystem productivity, their relative importance is still under debate. Here, we comprehensively quantified the relative impacts of these two factors on ecosystem gross primary production (GPP) using observations from a global network of eddy-covariance towers and two approaches (sensitivity analysis and linear regression model). Both approaches agree that a higher percentage of sites experience GPP reduction from high VPD than from low SM over the growing season. However, the constraint of high VPD and low SM on GPP reduction is tightly linked with climates and plant functional types. Humid and mesic ecosystems including forests and grasslands are dominated by VPD, while the semi-arid and arid ecosystems including shrublands and savannas are dominated by SM. The varying dominant role of these two factors on GPP is closely related to plant stomatal behavior, as predicted by a stomatal conductance model. Additionally, we highlight the non-linear impact of SM on GPP during droughts and the possible underestimation of the SM effects for deep-rooted plants when only using surface-layer SM. Our results shed light on a better understanding of the impacts of VPD and SM on vegetation productivity, with important implications for modeling the response and feedback of ecosystem dynamics to current and future climates.

54 ENVIRONMENTAL SCIENCES↗
NASA NTRS1972

Stability analysis of Riccati covariance equations of Kalman filter.

The present paper takes the basic mathematical approach to analyze the stability of Riccati equations. First, a simple stability criterion like that of the linear constant coefficient system is sought for the nonlinear constant Riccati Equation. Then, a complete analysis on the limiting covariance P follows. The analysis is focussed on the main theorem. Finally, the computational aspects of the Riccati equations are analyzed with examples. The application of this analysis is to provide a simple stability criterion for the Kalman filter computation to test and predict filter convergence and thus modify filter parameters accordingly.

Teng, L.↗
NASA NTRS1984

Gain optimization with non-linear controls

An algorithm has been developed for the analysis and design of controls for non-linear systems. The technical approach is to use statistical linearization to model the non-linear dynamics of a system by a quasi-Gaussian model. A covariance analysis is performed to determine the behavior of the dynamical system and a quadratic cost function. Expressions for the cost function and its derivatives are determined so that numerical optimization techniques can be applied to determine optimal feedback laws. The primary application for this paper is centered about the design of controls for nominally linear systems but where the controls are saturated or limited by fixed constraints. The analysis is general, however, and numerical computation requires only that the specific non-linearity be considered in the analysis.

Slater, G. L.↗
NASA NTRS2017

Precomputing Process Noise Covariance for Onboard Sequential Filters

Process noise is often used in estimation filters to account for unmodeled and mismodeled accelerations in the dynamics. The process noise covariance acts to inflate the state covariance over propagation intervals, increasing the uncertainty in the state. In scenarios where the acceleration errors change significantly over time, the standard process noise covariance approach can fail to provide effective representation of the state and its uncertainty. Consider covariance analysis techniques provide a method to precompute a process noise covariance profile along a reference trajectory using known model parameter uncertainties. The process noise covariance profile allows significantly improved state estimation and uncertainty representation over the traditional formulation. As a result, estimation performance on par with the consider filter is achieved for trajectories near the reference trajectory without the additional computational cost of the consider filter. The new formulation also has the potential to significantly reduce the trial-and-error tuning currently required of navigation analysts. A linear estimation problem as described in several previous consider covariance analysis studies is used to demonstrate the effectiveness of the precomputed process noise covariance, as well as a nonlinear descent scenario at the asteroid Bennu with optical navigation.

onboard↗
NASA NTRS1992

Linear analysis of opto-mechanical systems

A general framework is presented for the matrix-form, linear optical model analysis of controlled optomechanical systems; the models are conjoined with linear models of structures and controls to compute system performance as a function of optics, structures, and control parameters. Covariance analysis, optimization, and estimation/simulation are used. Attention is given to a tolerancing example for the Hubble Space Telescope's Wide Field and Planetary Camera, which involves the creation of a linear model of residual pupil shear.

Redding, David C.↗
NASA NTRS1971

Extensions of the space trajectories error analysis programs

A generalized covariance analysis technique which permits the study of the sensitivity of linear estimation algorithms to errors in a priori statistics has been developed and programed. Several sample cases are presented to illustrate the use of this technique. Modifications to the Simulated Trajectories Error Analysis Program (STEAP) to enable targeting a multiprobe mission of the Planetary Explorer type are discussed. The logic for the mini-probe targeting is presented. Finally, the initial phases of the conversion of the Viking mission Lander Trajectory Reconstruction (LTR) program for use on Venus missions is discussed. An integrator instability problem is discussed and a solution proposed.

Adams, G. L.↗
NASA NTRS1969

Sensitivity aspects of linear digital control systems.

Linear computer-controlled closed loop systems sensitivity analysis, deriving estimation error incremental covariance to demonstrate quality deterioration under perturbed initial conditions, parameters, etc

Christie, L. A.↗
NASA NTRS1975

Users manual for flight control design programs

Computer programs for the design of analog and digital flight control systems are documented. The program DIGADAPT uses linear-quadratic-gaussian synthesis algorithms in the design of command response controllers and state estimators, and it applies covariance propagation analysis to the selection of sampling intervals for digital systems. Program SCHED executes correlation and regression analyses for the development of gain and trim schedules to be used in open-loop explicit-adaptive control laws. A linear-time-varying simulation of aircraft motions is provided by the program TVHIS, which includes guidance and control logic, as well as models for control actuator dynamics. The programs are coded in FORTRAN and are compiled and executed on both IBM and CDC computers.

Nalbandian, J. Y.↗
NASA NTRS2018

Assessment and Verification of SLS Block 1-B Exploration Upper Stage State and Stage Disposal Performance

One of the SLS Navigation System's key performance requirements is a constraint on the payload system's delta-v allocation to correct for insertion errors due to vehicle state uncertainty at payload separation. The SLS navigation team has developed a Delta-Delta-V analysis approach to assess the effect on trajectory correction maneuver (TCM) design needed to correct for navigation errors. This approach differs from traditional covariance analysis based methods and makes no assumptions with regard to the propagation of the state dynamics. This allows for consideration of non-linearity in the propagation of state uncertainties. The Delta-Delta-V analysis approach re-optimizes perturbed SLS mission trajectories by varying key mission states in accordance with an assumed state error. The state error is developed from detailed vehicle 6-DOF Monte Carlo analysis or generated using covariance analysis. These perturbed trajectories are compared to a nominal trajectory to determine necessary TCM design. To implement this analysis approach, a tool set was developed which combines the functionality of a 3-DOF trajectory optimization tool, Copernicus, and a detailed 6-DOF vehicle simulation tool, Marshall Aerospace Vehicle Representation in C (MAVERIC). In addition to delta-v allocation constraints on SLS navigation performance, SLS mission requirement dictate successful upper stage disposal. Due to engine and propellant constraints, the SLS Exploration Upper Stage (EUS) must dispose into heliocentric space by means of a lunar fly-by maneuver. As with payload delta-v allocation, upper stage disposal maneuvers must place the EUS on a trajectory that maximizes the probability of achieving a heliocentric orbit post Lunar fly-by considering all sources of vehicle state uncertainty prior to the maneuver. To ensure disposal, the SLS navigation team has developed an analysis approach to derive optimal disposal guidance targets. This approach maximizes the state error covariance prior to the maneuver to develop and re-optimize a nominal disposal maneuver (DM) target that, if achieved, would maximize the potential for successful upper stage disposal. For EUS disposal analysis, a set of two tools was developed. The first considers only the nominal pre-disposal maneuver state, vehicle constraints, and an a priori estimate of the state error covariance. In the analysis, the optimal nominal disposal target is determined. This is performed by re-formulating the trajectory optimization to consider constraints on the eigenvectors of the error ellipse applied to the nominal trajectory. A bisection search methodology is implemented in the tool to refine these dispersions resulting in the maximum dispersion feasible for successful disposal via lunar fly-by. Success is defined based on the probability that the vehicle will not impact the lunar surface and will achieve a characteristic energy (C3) relative to the Earth such that it is no longer in the Earth-Moon system. The second tool propagates post-disposal maneuver states to determine the success of disposal for provided trajectory achieved states. This is performed using the optimized nominal target within the 6-DOF vehicle simulation. This paper will discuss the application of the Delta-Delta-V analysis approach for performance evaluation as well as trajectory re-optimization so as to demonstrate the system's capability in meeting performance constraints. Additionally, further discussion of the implementation of assessing disposal analysis will be provided.

Patrick, Sean↗
NASA NTRS1990

True covariance simulation of the EUVE (extreme ultra violet explorer) update filter

This paper presents a covariance analysis of the performance and sensitivity of the attitude determination Extended Kalman Filter (EKF) used by the onboard computer (OBC) of the Extreme Ultra Violet Explorer (EUVE) spacecraft. The linearized dynamics and measurement equations of the error states are used in formulating the 'truth model' describing the order of the systems involved. The 'design model' used by the OBC EKF is then obtained by reducing the order of the truth model. The covariance matrix of the EKF which uses the reduced order model is not the correct covariance of the EKF estimation error. A 'true covariance analysis' has to be carried out in order to evaluate the correct accuracy of the OBC generated estimates. The results of such analysis are presented which indicate both the performance and the sensitivity of the OBC EKF.

Bar-Itzhack, I. Y.↗
NASA NTRS1990

True covariance simulation of the EUVE update filter

This paper presents a covariance analysis of the performance and sensitivity of the attitude determination Extended Kalman Filter (EKF) used by the On Board Computer (OBC) of the Extreme Ultra Violet Explorer (EUVE) spacecraft. The linearized dynamics and measurement equations of the error states are used in formulating the 'truth model' describing the real behavior of the systems involved. The 'design model' used by the OBC EKF is then obtained by reducing the order of the truth model. The covariance matrix of the EKF which uses the reduced order model is not the correct covariance of the EKF estimation error. A 'true covariance analysis' has to be carried out in order to evaluate the correct accuracy of the OBC generated estimates. The results of such analysis are presented which indicate both the performance and the sensitivity of the OBC EKF.

Bar-Itzhack, I. Y.↗