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NASA NTRS1981

Programmer's manual for MMLE3, a general FORTRAN program for maximum likelihood parameter estimation

The MMLE3 is a maximum likelihood parameter estimation program capable of handling general bilinear dynamic equations of arbitrary order with measurement noise and/or state noise (process noise). The basic MMLE3 program is quite general and, therefore, applicable to a wide variety of problems. The basic program can interact with a set of user written problem specific routines to simplify the use of the program on specific systems. A set of user routines for the aircraft stability and control derivative estimation problem is provided with the program. The implementation of the program on specific computer systems is discussed. The structure of the program is diagrammed, and the function and operation of individual routines is described. Complete listings and reference maps of the routines are included on microfiche as a supplement. Four test cases are discussed; listings of the input cards and program output for the test cases are included on microfiche as a supplement.

Maine, R. E.↗

DOE OSTI2019

A Selective Overview and Comparison of Robust Mixture Regression Estimators

Summary Mixture regression models have been widely used in business, marketing and social sciences to model mixed regression relationships arising from a clustered and thus heterogeneous population. The unknown mixture regression parameters are usually estimated by maximum likelihood estimators using the expectation–maximisation algorithm based on the normality assumption of component error density. However, it is well known that the normality‐based maximum likelihood estimation is very sensitive to outliers or heavy‐tailed error distributions. This paper aims to give a selective overview of the recently proposed robust mixture regression methods and compare their performance using simulation studies.

Yu, Chun↗

NASA NTRS1976

The recursive maximum likelihood proportion estimator: User's guide and test results

Implementation of the recursive maximum likelihood proportion estimator is described. A user's guide to programs as they currently exist on the IBM 360/67 at LARS, Purdue is included, and test results on LANDSAT data are described. On Hill County data, the algorithm yields results comparable to the standard maximum likelihood proportion estimator.

Vanrooy, D. L.↗

NASA NTRS1980

User's manual for MMLE3, a general FORTRAN program for maximum likelihood parameter estimation

A user's manual for the FORTRAN IV computer program MMLE3 is described. It is a maximum likelihood parameter estimation program capable of handling general bilinear dynamic equations of arbitrary order with measurement noise and/or state noise (process noise). The theory and use of the program is described. The basic MMLE3 program is quite general and, therefore, applicable to a wide variety of problems. The basic program can interact with a set of user written problem specific routines to simplify the use of the program on specific systems. A set of user routines for the aircraft stability and control derivative estimation problem is provided with the program.

Maine, R. E.↗

NASA NTRSDate not supplied

Maximum-Likelihood Parameter Estimation for High-Contrast Wavefront Sensing & Control

Stellar coronagraphs use closed-loop focal-plane wavefront sensing and control algorithms to create high-contrast dark zones suitable for imaging exoplanets and exozodiacal dust clouds around nearby stars. At present, the deepest contrast has been achieved using model-based algorithms, which use the predicted focal-plane influence of the coronagraph's deformable mirrors to drive diffracted starlight toward zero over time in an optimal control framework. However, model-based algorithms are susceptible to model mismatch, wherein a departure of the coronagraph's true optical characteristics from the model predictions causes reduced control loop performance. Here, we report on a technique for maximum-likelihood estimation of the wavefront control Jacobian matrix and noise statistics of the coronagraph focal-plane electric field from data acquired in situ during closed-loop wavefront control operations. By empirically tuning the Jacobian and noise properties in a statistically rigorous fashion, the maximum-likelihood approach mitigates model mismatch and recovers near-optimal control loop performance.

coronagraphy↗

NASA NTRS2012

Combining Ratio Estimation for Low Density Parity Check (LDPC) Coding

The Low Density Parity Check (LDPC) Code decoding algorithm make use of a scaled receive signal derived from maximizing the log-likelihood ratio of the received signal. The scaling factor (often called the combining ratio) in an AWGN channel is a ratio between signal amplitude and noise variance. Accurately estimating this ratio has shown as much as 0.6 dB decoding performance gain. This presentation briefly describes three methods for estimating the combining ratio: a Pilot-Guided estimation method, a Blind estimation method, and a Simulation-Based Look-Up table. The Pilot Guided Estimation method has shown that the maximum likelihood estimates of signal amplitude is the mean inner product of the received sequence and the known sequence, the attached synchronization marker (ASM) , and signal variance is the difference of the mean of the squared received sequence and the square of the signal amplitude. This method has the advantage of simplicity at the expense of latency since several frames worth of ASMs. The Blind estimation method s maximum likelihood estimator is the average of the product of the received signal with the hyperbolic tangent of the product combining ratio and the received signal. The root of this equation can be determined by an iterative binary search between 0 and 1 after normalizing the received sequence. This method has the benefit of requiring one frame of data to estimate the combining ratio which is good for faster changing channels compared to the previous method, however it is computationally expensive. The final method uses a look-up table based on prior simulated results to determine signal amplitude and noise variance. In this method the received mean signal strength is controlled to a constant soft decision value. The magnitude of the deviation is averaged over a predetermined number of samples. This value is referenced in a look up table to determine the combining ratio that prior simulation associated with the average magnitude of the deviation. This method is more complicated than the Pilot-Guided Method due to the gain control circuitry, but does not have the real-time computation complexity of the Blind Estimation method. Each of these methods can be used to provide an accurate estimation of the combining ratio, and the final selection of the estimation method depends on other design constraints.

Mahmoud, Saad↗

DOE OSTI2018

BAO from angular clustering: optimization and mitigation of theoretical systematics

Here, we study the methodology and potential theoretical systematics of measuring Baryon Acoustic Oscillations (BAO) using the angular correlation functions in tomographic bins. We calibrate and optimize the pipeline for the Dark Energy Survey Year 1 dataset using 1800 mocks. We compare the BAO fitting results obtained with three estimators: the Maximum Likelihood Estimator (MLE), Profile Likelihood, and Markov Chain Monte Carlo. The fit results from the MLE are the least biased and their derived 1-$\sigma$ error bar are closest to the Gaussian distribution value after removing the extreme mocks with non-detected BAO signal. We show that incorrect assumptions in constructing the template, such as mismatches from the cosmology of the mocks or the underlying photo-$z$ errors, can lead to BAO angular shifts. We find that MLE is the method that best traces this systematic biases, allowing to recover the true angular distance values. In a real survey analysis, it may happen that the final data sample properties are slightly different from those of the mock catalog. We show that the effect on the mock covariance due to the sample differences can be corrected with the help of the Gaussian covariance matrix or more effectively using the eigenmode expansion of the mock covariance. In the eigenmode expansion, the eigenmodes are provided by some proxy covariance matrix. The eigenmode expansion is significantly less susceptible to statistical fluctuations relative to the direct measurements of the covariance matrix because of the number of free parameters is substantially reduced

79 ASTRONOMY AND ASTROPHYSICS↗

NASA NTRS1973

Signature estimation from satellite multispectral scanner data

A method for estimating signatures from satellite multispectral scanner data for areas containing mixtures of specified object classes is presented and evaluated. Each signature is assumed to be a Gaussian distribution. The estimation procedure is simple, and the estimates represent maximum likelihood estimates. Formulae to compute variances for an estimated signature are also given.

Crane, R. B.↗

NASA NTRSDate not supplied

Recent System Identification Research at NASA Langley Research Center

This talk summarizes some of the recent advances in system identification at NASA Langley Research Center. Efforts discussed were applied to aeroelastic models, aircraft with redundant inputs and feedback control active, and aircraft flying in turbulence. Topics mentioned include experiment design with orthogonal multisine inputs, frequency response estimation, maximum likelihood parameter estimation, and parameter estimation considering process noise.

NASA LaRC↗

NASA NTRS1975

Effects of time-shifted data on flight determined stability and control derivatives

Flight data were shifted in time by various increments to assess the effects of time shifts on estimates of stability and control derivatives produced by a maximum likelihood estimation method. Derivatives could be extracted from flight data with the maximum likelihood estimation method even if there was a considerable time shift in the data. Time shifts degraded the estimates of the derivatives, but the degradation was in a consistent rather than a random pattern. Time shifts in the control variables caused the most degradation, and the lateral-directional rotary derivatives were affected the most by time shifts in any variable.

Steers, S. T.↗

NASA NTRS1978

Effect of sampling rate and record length on the determination of stability and control derivatives

Flight data from five aircraft were used to assess the effects of sampling rate and record length reductions on estimates of stability and control derivatives produced by a maximum likelihood estimation method. Derivatives could be extracted from flight data with the maximum likelihood estimation method even if there were considerable reductions in sampling rate and/or record length. Small amplitude pulse maneuvers showed greater degradation of the derivative maneuvers than large amplitude pulse maneuvers when these reductions were made. Reducing the sampling rate was found to be more desirable than reducing the record length as a method of lessening the total computation time required without greatly degrading the quantity of the estimates.

Brenner, M. J.↗

NASA NTRS1976

Estimation of characteristics and stochastic control of an aircraft flying in atmospheric turbulence

An adaptive control technique to improve the flying qualities of an aircraft in turbulence was investigated. The approach taken was to obtain maximum likelihood estimates of the unknown coefficients of the aircraft system and then, using these estimates along with the separation principle, to define the stochastic optimal control. The maximum likelihood estimation technique that accounted for the effects of turbulence provided good estimates of the unknown coefficients and of the turbulence. The assessment of the stochastic optimal control based on the maximum likelihood estimates showed that the desired effects were attained for the regulator problem of minimizing pitch angle and the tracking problem of requiring normal acceleration to follow the pilot input.

Iliff, K. W.↗

NASA NTRS1983

Simplified analysis techniques to support the determination of Shuttle aerodynamics

The use of deterministic and regression methods to supplement the maximum likelihood estimation programs for the determination of the stability and control parameters of the Shuttle vehicle is discussed. Examples taken from STS-2 and STS-3 flight data show the use of deterministic methods to verify the effectiveness of the pitch and roll Reaction Control System (RCS), to verify the model structure used in the maximum likelihood estimator and to indicate regions of the descent trajectory where unmodeled moments dominate the vehicle motion and the application of maximum likelihood estimation would lead to incorrect parameter values. The use of regression methods to determine selected parameters when the more sophisticated maximum likelihood programs are not required, to determine the form of the vehicle mathematical model and to select the data time intervals for most effective parameter identification are also discussed.

Suit, W. T.↗

NASA NTRS1990

A real-time signal combining system for Ka-band feed arrays using maximum-likelihood weight estimates

A real-time digital signal combining system for use with Ka-band feed arrays is proposed. The combining system attempts to compensate for signal-to-noise ratio (SNR) loss resulting from antenna deformations induced by gravitational and atmospheric effects. The combining weights are obtained directly from the observed samples by using a sliding-window implementation of a vector maximum-likelihood parameter estimator. It is shown that with averaging times of about 0.1 second, combining loss for a seven-element array can be limited to about 0.1 dB in a realistic operational environment. This result suggests that the real-time combining system proposed here is capable of recovering virtually all of the signal power captured by the feed array, even in the presence of severe wind gusts and similar disturbances.

Vilnrotter, V. A.↗

NASA NTRS1987

Aircraft parameter estimation

The aircraft parameter estimation problem is used to illustrate the utility of parameter estimation, which applies to many engineering and scientific fields. Maximum likelihood estimation has been used to extract stability and control derivatives from flight data for many years. This paper presents some of the basic concepts of aircraft parameter estimation and briefly surveys the literature in the field. The maximum likelihood estimator is discussed, and the basic concepts of minimization and estimation are examined for a simple simulated aircraft example. The cost functions that are to be minimized during estimation are defined and discussed. Graphic representations of the cost functions are given to illustrate the minimization process. Finally, the basic concepts are generalized, and estimation from flight data is discussed. Some of the major conclusions for the simulated example are also developed for the analysis of flight data from the F-14, highly maneuverable aircraft technology (HiMAT), and space shuttle vehicles.

Kenneth W Iliff↗

NASA NTRS1987

Aircraft parameter estimation

The aircraft parameter estimation problem is used to illustrate the utility of parameter estimation, which applies to many engineering and scientific fields. Maximum likelihood estimation has been used to extract stability and control derivatives from flight data for many years. This paper presents some of the basic concepts of aircraft parameter estimation and briefly surveys the literature in the field. The maximum likelihood estimator is discussed, and the basic concepts of minimization and estimation are examined for a simple simulated aircraft example. The cost functions that are to be minimized during estimation are defined and discussed. Graphic representations of the cost functions are given to illustrate the minimization process. Finally, the basic concepts are generalized, and estimation from flight data is discussed. Some of the major conclusions for the simulated examples are also developed for the analysis of flight data from the F-14, highly maneuverable aircraft technology (HiMAT), and Space Shuttle vehicles.

Iliff, Kenneth W.↗

NASA NTRS1990

User's guide: Nimbus-7 Earth radiation budget narrow-field-of-view products. Scene radiance tape products, sorting into angular bins products, and maximum likelihood cloud estimation products

The archived Earth radiation budget (ERB) products produced from the Nimbus-7 ERB narrow field-of-view scanner are described. The principal products are broadband outgoing longwave radiation (4.5 to 50 microns), reflected solar radiation (0.2 to 4.8 microns), and the net radiation. Daily and monthly averages are presented on a fixed global equal area (500 sq km), grid for the period May 1979 to May 1980. Two independent algorithms are used to estimate the outgoing fluxes from the observed radiances. The algorithms are described and the results compared. The products are divided into three subsets: the Scene Radiance Tapes (SRT) contain the calibrated radiances; the Sorting into Angular Bins (SAB) tape contains the SAB produced shortwave, longwave, and net radiation products; and the Maximum Likelihood Cloud Estimation (MLCE) tapes contain the MLCE products. The tape formats are described in detail.

Kyle, H. Lee↗

NASA NTRS1994

Maximum-likelihood spectral estimation and adaptive filtering techniques with application to airborne Doppler weather radar

This dissertation focuses on the signal processing problems associated with the detection of hazardous windshears using airborne Doppler radar when weak weather returns are in the presence of strong clutter returns. In light of the frequent inadequacy of spectral-processing oriented clutter suppression methods, we model a clutter signal as multiple sinusoids plus Gaussian noise, and propose adaptive filtering approaches that better capture the temporal characteristics of the signal process. This idea leads to two research topics in signal processing: (1) signal modeling and parameter estimation, and (2) adaptive filtering in this particular signal environment. A high-resolution, low SNR threshold maximum likelihood (ML) frequency estimation and signal modeling algorithm is devised and proves capable of delineating both the spectral and temporal nature of the clutter return. Furthermore, the Least Mean Square (LMS) -based adaptive filter's performance for the proposed signal model is investigated, and promising simulation results have testified to its potential for clutter rejection leading to more accurate estimation of windspeed thus obtaining a better assessment of the windshear hazard.

Lai, Jonathan Y.↗