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Incorporating partially identified sample segments into acreage estimation procedures: Estimates using only observations from the current year

Several methods of estimating individual crop acreages using a mixture of completely identified and partially identified (generic) segments from a single growing year are derived and discussed. A small Monte Carlo study of eight estimators is presented. The relative empirical behavior of these estimators is discussed as are the effects of segment sample size and amount of partial identification. The principle recommendations are (1) to not exclude, but rather incorporate partially identified sample segments into the estimation procedure, (2) try to avoid having a large percentage (say 80%) of only partially identified segments, in the sample, and (3) use the maximum likelihood estimator although the weighted least squares estimator and least squares ratio estimator both perform almost as well. Sets of spring small grains (North Dakota) data were used.

Sielken, R. L., Jr.↗

Accelerated Monte Carlo Simulation for Safety Analysis of the Advanced Airspace Concept

Safe separation of aircraft is a primary objective of any air traffic control system. An accelerated Monte Carlo approach was developed to assess the level of safety provided by a proposed next-generation air traffic control system. It combines features of fault tree and standard Monte Carlo methods. It runs more than one order of magnitude faster than the standard Monte Carlo method while providing risk estimates that only differ by about 10%. It also preserves component-level model fidelity that is difficult to maintain using the standard fault tree method. This balance of speed and fidelity allows sensitivity analysis to be completed in days instead of weeks or months with the standard Monte Carlo method. Results indicate that risk estimates are sensitive to transponder, pilot visual avoidance, and conflict detection failure probabilities.

Thipphavong, David↗

The cosmic X-ray background-IRAS galaxy correlation and the local X-ray volume emissivity

We have cross-correlated the galaxies from the IRAS 2 Jy redshift survey sample and the 0.7 Jy projected sample with the all-sky cosmic X-ray background (CXB) map obtained from the High Energy Astronomy Observatory (HEAO) 1 A-2 experiment. We have detected a significant correlation signal between surface density of IRAS galaxies and the X-ray background intensity, with W(sub xg) = (mean value of ((delta I)(delta N)))/(mean value of I)(mean value of N)) of several times 10(exp -3). While this correlation signal has a significant implication for the contribution of the local universe to the hard (E greater than 2 keV) X-ray background, its interpretation is model-dependent. We have developed a formulation to model the cross-correlation between CXB surface brightness and galaxy counts. This includes the effects of source clustering and the X-ray-far-infrared luminosity correlation. Using an X-ray flux-limited sample of active galactic nuclei (AGNs), which has IRAS 60 micrometer measurements, we have estimated the contribution of the AGN component to the observed CXB-IRAS galaxy count correlations in order to see whether there is an excess component, i.e., contribution from low X-ray luminosity sources. We have applied both the analytical approach and Monte Carlo simulations for the estimations. Our estimate of the local X-ray volume emissivity in the 2-10 keV band is rho(sub x) approximately = (4.3 +/- 1.2) x 10(exp 38) h(sub 50) ergs/s/cu Mpc, consistent with the value expected from the luminosity function of AGNs alone. This sets a limit to the local volume emissivity from lower luminosity sources (e.g., star-forming galaxies, low-ionization nuclear emission-line regions (LINERs)) to rho(sub x) less than or approximately = 2 x 10(exp 38) h(sub 50) ergs/s/cu Mpc.

Miyaji, Takamitsu↗

A Monte Carlo analysis of the effects of instrumentation errors on aircraft parameter identification

An output error estimation algorithm was used to evaluate the effects of both static and dynamic instrumentation errors on the estimation of aircraft stability and control parameters. A Monte Carlo analysis, using simulated cruise flight data, was performed for a high performance military aircraft, a large commercial transport, and a small general-aviation aircraft. The effects of variations in the information content of the flight data, resulting from two different choices of control input maneuvers, were also determined. The results indicate that unmodeled instrumentation errors can cause inaccuracies in the estimated parameters which are comparable to their nominal values. Control input errors and angular accelerometer lags were found to be most significant of the instrumentation errors evaluated, and the perturbations they produce are much larger than those arising from the combined effects of static errors and white noise in the output response measurements.

Bryant, W. H.↗

Monte Carlo studies of ocean wind vector measurements by SCATT: Objective criteria and maximum likelihood estimates for removal of aliases, and effects of cell size on accuracy of vector winds

The scatterometer on the National Oceanic Satellite System (NOSS) is studied by means of Monte Carlo techniques so as to determine the effect of two additional antennas for alias (or ambiguity) removal by means of an objective criteria technique and a normalized maximum likelihood estimator. Cells nominally 10 km by 10 km, 10 km by 50 km, and 50 km by 50 km are simulated for winds of 4, 8, 12 and 24 m/s and incidence angles of 29, 39, 47, and 53.5 deg for 15 deg changes in direction. The normalized maximum likelihood estimate (MLE) is correct a large part of the time, but the objective criterion technique is recommended as a reserve, and more quickly computed, procedure. Both methods for alias removal depend on the differences in the present model function at upwind and downwind. For 10 km by 10 km cells, it is found that the MLE method introduces a correlation between wind speed errors and aspect angle (wind direction) errors that can be as high as 0.8 or 0.9 and that the wind direction errors are unacceptably large, compared to those obtained for the SASS for similar assumptions.

Pierson, W. J.↗

Neural network uncertainty assessment using Bayesian statistics: a remote sensing application

Neural network (NN) techniques have proved successful for many regression problems, in particular for remote sensing; however, uncertainty estimates are rarely provided. In this article, a Bayesian technique to evaluate uncertainties of the NN parameters (i.e., synaptic weights) is first presented. In contrast to more traditional approaches based on point estimation of the NN weights, we assess uncertainties on such estimates to monitor the robustness of the NN model. These theoretical developments are illustrated by applying them to the problem of retrieving surface skin temperature, microwave surface emissivities, and integrated water vapor content from a combined analysis of satellite microwave and infrared observations over land. The weight uncertainty estimates are then used to compute analytically the uncertainties in the network outputs (i.e., error bars and correlation structure of these errors). Such quantities are very important for evaluating any application of an NN model. The uncertainties on the NN Jacobians are then considered in the third part of this article. Used for regression fitting, NN models can be used effectively to represent highly nonlinear, multivariate functions. In this situation, most emphasis is put on estimating the output errors, but almost no attention has been given to errors associated with the internal structure of the regression model. The complex structure of dependency inside the NN is the essence of the model, and assessing its quality, coherency, and physical character makes all the difference between a blackbox model with small output errors and a reliable, robust, and physically coherent model. Such dependency structures are described to the first order by the NN Jacobians: they indicate the sensitivity of one output with respect to the inputs of the model for given input data. We use a Monte Carlo integration procedure to estimate the robustness of the NN Jacobians. A regularization strategy based on principal component analysis is proposed to suppress the multicollinearities in order to make these Jacobians robust and physically meaningful.

Neural Networks (Computer)↗

Probabilistic Modeling of a Three-Stage Human Landing System Architecture

Space Policy Directive-1 has led to NASA partnerships with commercial entities on procurement which includes the development of the Human Landing System (HLS) [1]. With the goal of delivering human crew to the lunar surface by 2024, system uncertainties become an important obstacle to the maturation of multiple new, driving technologies and mission concepts of the HLS program. As unmitigated uncertainties have previously led to failed development programs, these risks and their impacts must be understood and handled to ensure program success [2]. Sources of uncertainty include novel engine designs and configurations, increased reliance on cryogenic fluid management(CFM), and refueling technologies—which propagate as high-level performance metrics such as overall propellant mass and engine performance. Also, the occurrence of operational uncertainties—e.g. launch conditions or need to abort during the mission—can cause cascading effects on the rest of the mission that are difficult to definitively quantify, and are outside the scope of control. These concrete examples and other occurrences can be categorized as either epistemic or aleatory uncertainties.Epistemic uncertainty arises due to a lack of knowledge and can be alleviated with design and program maturation. Aleatory uncertainty is due to the inherent randomness of the system and cannot be directly reduced, unlike epistemic uncertainty. Robust design and probabilistic methods can compensate for aleatory effects. A taxonomy of uncertainty is referred to for this work [3]. In this paper, a probabilistic methodology to handle uncertainties has been demonstrated on a three-element HLS concept [1, 4], which allows tracking of current best estimates of the concept and assessment of concept design robustness against uncertainties. A sample case has been completed for this abstract, and an expansion on the methodology will be included in the final paper. This methodology has two key parts: first, the creation of a dynamic architecture model of a three-element HLS concept; and second, its use with surrogate modeling and range estimating techniques to capture and propagate uncertainties. This abstract will cover the basics of the approach used, and further details and justifications will be in the final paper.The mission profile associated with this three-element concept (Fig 1) was modeled as a set of mission events that facilitated mass changes, idles, or spacecraft maneuvers. The mission profile scope starts with each element’s NRHO orbit insertion and aggregation and ends at post-sortie rendezvous with Orion. More detail on the mission profile will be in the final paper. The DYnamic Rocket EQuation Tool (DYREQT), a space systems synthesis and sizing framework used by NASA, was used as the physics framework to model the HLS architecture for applying the probabilistic methodology [5, 6]. Specifically, a parametric representation of the lander, ascent, and transfer elements and the mission profile of each element was established, with vehicle and mission parameters available as inputs to allow for a dynamic model. Each vehicle stage was modeled with high-level performance metrics, using Isp and propellant mass fraction (PMF) to remain parametric. For the probabilistic analysis, uncertainties of interest within the HLS concept were enumerated and represented as parameters within the DYREQT model as inputs for vehicle stages or mission profile events. These parameters were frozen at their nominal values for the purposes of baselining architecture performance and sizing the vehicle appropriately based on reference documentation [1]. Range estimating—a probabilistic method that combines Monte Carlo sampling, focus on critical parameters, and heuristics to assess risk and opportunities—is traditionally used with Mass Equipment Lists (MELs), but has been adapted with operational parameters as well as vehicle parameters in theDYREQT model to capture mission uncertainty alongside vehicle uncertainty [7, 3]. This method was selected due to its application and insight on a system from a bottom-up perspective, independence from historical rules of thumb, and ability to generate sensitivities based on design decisions and uncertainties. As a sample case for the abstract, the boiloff rates of the vehicle elements and the loiter times during the mission (simulating launch time variations and changing window of opportunities) were used with range estimating to provide preliminary results. To perform the range estimation portion of this methodology (depicted in Fig. 3, further details in final paper), the DYREQT model was sampled using a Design of Experiments (DoE) to efficiently explore the architecture design space with respect to the sample set of uncertainty parameters; 5,000 cases via Latin Hypercube Sampling were computed on the DYREQT architecture model. Then, the results were used to create surrogate models, multivariate regressions that can visualize hypercube trends in the design space, of the architecture with respect to the uncertainty parameters. Range estimating was applied to the surrogates instead of the actual models, which saves computational expense due to the bulk of cases needed for the Monte Carlo simulation as part of range estimating. Uncertainty parameters were sampled independently from triangular distributions using the DoE ranges as ‘min’ and ‘max’, and the nominal value as ‘most likely’. Based engineering intuition, some uncertainty parameters are correlated—e.g. if the main propellant has a high boil-off rate, the oxidizer should follow suit as both are related to CFM technology.While a Monte Carlo simulation samples all inputs as independent, the results would show model correlations; thus, it is efficient to sample the inputs as correlated. Using a correlation matrix constructed for the uncertainty parameters, previously independent samples were transformed to perform a Correlated Monte Carlo. A table for the DoE ranges and probability distribution parameters is shown in Table 1, and more details on Correlated Monte Carlo Simulations will be discussed in the final paper. The model’s resulting DoE showed that multivariate polynomial equations fit via least squares method captured its behavior accurately for the sample case. For the Correlated Monte Carlo Simulation, a positive correlation between fuel and oxidizer boiloff rates was used as a demonstration. 10,000 cases were computed with the surrogates and the launched masses for each vehicle element was collated. The results can be displayed in a probability density function (PDF), showing the impact of the uncertainty parameters chosen. Integrating the PDFs will yield a cumulative distribution function (CDF) that shows the cumulative probability of a given value on the x-axis. For the sample case, the elements’ launch mass margin was calculated and represented in as CDFs, as a demonstrated representation of figures of merit for the HLS concept. For the lander and ascent elements, the NRHO mass insertion limit is 16t; the transfer element has a limit of 30t [1]. It can be seen with Figure 2 that this probabilistic methodology can provide insight into mass margin with respect to the uncertainties being modeled. Currently, the results show that the lander (descent) vehicle element has the most restrictive design space; it is the only element to show a 10% probability of negative margin. Further analysis on the Monte Carlo results will show sensitivities for driving constraints and parameters for architecture feasibility, which can lead to establishing potential mission rules.The combination of range estimating with a parametric architecture model for HLS demonstrated the capability of this probabilistic methodology in a sample case. As the HLS development progresses, this methodology has the potential for keeping current best estimates of architecture performance for awarded concepts due to the flexibility in DYREQT’s modeling framework and its parametric nature. Concept maturation and increased epistemic knowledge can be injected into the model probabilistic modeling, and thus continue to track probability of mission success.

Stephanie Y Zhu↗

Application of Direct Simulation Monte Carlo to Satellite Contamination Studies

A novel method is presented to estimate contaminant levels around spacecraft and satellites of arbitrarily complex geometry. The method uses a three-dimensional direct simulation Monte Carlo algorithm to characterize the contaminant cloud surrounding the space platform, and a computer-assisted design preprocessor to define the space-platform geometry. The method is applied to the Upper Atmosphere Research Satellite to estimate the contaminant flux incident on the optics of the halogen occultation experiment (HALOE) telescope. Results are presented in terms of contaminant cloud structure, molecular velocity distribution at HALOE aperture, and code performance.

Rault, Didier F. G.↗

Cost estimation: An expert-opinion approach

A methodology is outlined which can be used to estimate the costs of research and development projects. The approach uses the Delphi technique a method developed by the Rand Corporation for systematically eliciting and evaluating group judgments in an objective manner. The use of the Delphi allows for the integration of expert opinion into the cost-estimating process in a consistent and rigorous fashion. This approach can also signal potential cost-problem areas. This result can be a useful tool in planning additional cost analysis or in estimating contingency funds. A Monte Carlo approach is also examined.

Buffalano, C.↗

Using probabilistic analysis to assess the reliability of predicted SRB aft-skirt stresses

Probabilistic failure analysis is a tool to predict the reliability of a part or system. Probabalistic techniques were used to predict critical stresses which occur in the solid rocket booster aft-skirt during main engine buildup, immediately prior to lift-off. More than any other hold down post (HDP) load component, the Z loads are sensitive to variations in strains and calibration constants. Also, predicted aft-skirt stresses are strongly affected by HDP load variations. Therefore, the instrumented HDP are not effective load transducers for Z loads, and, when used with aft skirt stress indicator equations, yield estimates with large uncertainty. Monte Carlo simulation proved to be a straight forward way of studying the overlapping effects of multiple parameters on predicted equipment performance. An advantage of probabilistic analysis is the degree of uncertainty of each parameter as stated explicitly by its probability distribution. It was noted, however, that the choice of parameter distribution had a large effect on the simulation results. Many times these distributions must be assumed. The engineer who is designing the part should be responsible for the choice of parameter distribution.

Richardson, James A.↗

The Age of the Surface of Venus

Impact craters on Venus appear to be uniformly and randomly scattered over a once, but no longer, geologically active planet. To first approximation, the planet shows a single surface of a single age. Here we use Monte Carlo cratering simulations to estimate the age of the surface of Venus. The simulations are based on the present populations of Earth-approaching asteroids, Jupiter-family, Halley-family, and long period comets; they use standard Schmidt-Housen crater scalings in the gravity regime; and they describe interaction with the atmosphere using a semi-analytic 'pancake' model that is calibrated to detailed numerical simulations of impactors striking Venus. The lunar and terrestrial cratering records are also simulated. Both of these records suffer from poor statistics. The Moon has few young large craters and fewer still whose ages are known, and the record is biased because small craters tend to look old and large craters tend to look young. The craters of the Earth provide the only reliable ages, but these craters are few, eroded, of uncertain diameter, and statistically incomplete. Together the three cratering records can be inverted to constrain the flux of impacting bodies, crater diameters given impact parameters, and the calibration of atmospheric interactions. The surface age of Venus that results is relatively young. Alternatively, we can use our best estimates for these three input parameters to derive a best estimate for the age of the surface of Venus. Our tentative conclusions are that comets are unimportant, that the lunar and terrestrial crater records are both subject to strong biases, that there is no strong evidence for an increasing cratering flux in recent years, and that that the nominal age of the surface of Venus is about 600 Ma, although the uncertainty is about a factor of two. The chief difference between our estimate and earlier, somewhat younger estimates is that we find that the venusian atmosphere is less permeable to impacting bodies than supposed by earlier studies. An older surface increases the likelihood that Venus is dead.

Zahnle, K. J.↗

Lunar Landing Operational Risk Model

Characterizing the risk of spacecraft goes beyond simply modeling equipment reliability. Some portions of the mission require complex interactions between system elements that can lead to failure without an actual hardware fault. Landing risk is currently the least characterized aspect of the Altair lunar lander and appears to result from complex temporal interactions between pilot, sensors, surface characteristics and vehicle capabilities rather than hardware failures. The Lunar Landing Operational Risk Model (LLORM) seeks to provide rapid and flexible quantitative insight into the risks driving the landing event and to gauge sensitivities of the vehicle to changes in system configuration and mission operations. The LLORM takes a Monte Carlo based approach to estimate the operational risk of the Lunar Landing Event and calculates estimates of the risk of Loss of Mission (LOM) - Abort Required and is Successful, Loss of Crew (LOC) - Vehicle Crashes or Cannot Reach Orbit, and Success. The LLORM is meant to be used during the conceptual design phase to inform decision makers transparently of the reliability impacts of design decisions, to identify areas of the design which may require additional robustness, and to aid in the development and flow-down of requirements.

Mattenberger, Chris↗

Design and Application of the Exploration Maintainability Analysis Tool

Conducting human exploration missions beyond Low Earth Orbit (LEO) will present unique challenges in the areas of supportability and maintainability. The durations of proposed missions can be relatively long and re-supply of logistics, including maintenance and repair items, will be limited or non-existent. In addition, mass and volume constraints in the transportation system will limit the total amount of logistics that can be flown along with the crew. These constraints will require that new strategies be developed with regards to how spacecraft systems are designed and maintained. NASA is currently developing Design Reference Missions (DRMs) as an initial step in defining future human missions. These DRMs establish destinations and concepts of operation for future missions, and begin to define technology and capability requirements. Because of the unique supportability challenges, historical supportability data and models are not directly applicable for establishing requirements for beyond LEO missions. However, supportability requirements could have a major impact on the development of the DRMs. The mass, volume, and crew resources required to support the mission could all be first order drivers in the design of missions, elements, and operations. Therefore, there is a need for enhanced analysis capabilities to more accurately establish mass, volume, and time requirements for supporting beyond LEO missions. Additionally, as new technologies and operations are proposed to reduce these requirements, it is necessary to have accurate tools to evaluate the efficacy of those approaches. In order to improve the analysis of supportability requirements for beyond LEO missions, the Space Missions Analysis Branch at the NASA Langley Research Center is developing the Exploration Maintainability Analysis Tool (EMAT). This tool is a probabilistic simulator that evaluates the need for repair and maintenance activities during space missions and the logistics and crew requirements to support those activities. Using a Monte Carlo approach, the tool simulates potential failures in defined systems, based on established component reliabilities, and then evaluates the capability of the crew to repair those failures given a defined store of spares and maintenance items. Statistical analysis of Monte Carlo runs provides probabilistic estimates of overall mission safety and reliability. This paper will describe the operation of the EMAT, including historical data sources used to populate the model, simulation processes, and outputs. Analysis results are provided for a candidate exploration system, including baseline estimates of required sparing mass and volume. Sensitivity analysis regarding the effectiveness of proposed strategies to reduce mass and volume requirements and improve mission reliability is included in these results.

Stromgren, Chel↗

The Integrated Medical Model: A Probabilistic Simulation Model Predicting In-Flight Medical Risks

The Integrated Medical Model (IMM) is a probabilistic model that uses simulation to predict mission medical risk. Given a specific mission and crew scenario, medical events are simulated using Monte Carlo methodology to provide estimates of resource utilization, probability of evacuation, probability of loss of crew, and the amount of mission time lost due to illness. Mission and crew scenarios are defined by mission length, extravehicular activity (EVA) schedule, and crew characteristics including: sex, coronary artery calcium score, contacts, dental crowns, history of abdominal surgery, and EVA eligibility. The Integrated Medical Evidence Database (iMED) houses the model inputs for one hundred medical conditions using in-flight, analog, and terrestrial medical data. Inputs include incidence, event durations, resource utilization, and crew functional impairment. Severity of conditions is addressed by defining statistical distributions on the dichotomized best and worst-case scenarios for each condition. The outcome distributions for conditions are bounded by the treatment extremes of the fully treated scenario in which all required resources are available and the untreated scenario in which no required resources are available. Upon occurrence of a simulated medical event, treatment availability is assessed, and outcomes are generated depending on the status of the affected crewmember at the time of onset, including any pre-existing functional impairments or ongoing treatment of concurrent conditions. The main IMM outcomes, including probability of evacuation and loss of crew life, time lost due to medical events, and resource utilization, are useful in informing mission planning decisions. To date, the IMM has been used to assess mission-specific risks with and without certain crewmember characteristics, to determine the impact of eliminating certain resources from the mission medical kit, and to design medical kits that maximally benefit crew health while meeting mass and volume constraints.

Risk Analysis↗

The Integrated Medical Model: A Probabilistic Simulation Model for Predicting In-Flight Medical Risks

The Integrated Medical Model (IMM) is a probabilistic model that uses simulation to predict mission medical risk. Given a specific mission and crew scenario, medical events are simulated using Monte Carlo methodology to provide estimates of resource utilization, probability of evacuation, probability of loss of crew, and the amount of mission time lost due to illness. Mission and crew scenarios are defined by mission length, extravehicular activity (EVA) schedule, and crew characteristics including: sex, coronary artery calcium score, contacts, dental crowns, history of abdominal surgery, and EVA eligibility. The Integrated Medical Evidence Database (iMED) houses the model inputs for one hundred medical conditions using in-flight, analog, and terrestrial medical data. Inputs include incidence, event durations, resource utilization, and crew functional impairment. Severity of conditions is addressed by defining statistical distributions on the dichotomized best and worst-case scenarios for each condition. The outcome distributions for conditions are bounded by the treatment extremes of the fully treated scenario in which all required resources are available and the untreated scenario in which no required resources are available. Upon occurrence of a simulated medical event, treatment availability is assessed, and outcomes are generated depending on the status of the affected crewmember at the time of onset, including any pre-existing functional impairments or ongoing treatment of concurrent conditions. The main IMM outcomes, including probability of evacuation and loss of crew life, time lost due to medical events, and resource utilization, are useful in informing mission planning decisions. To date, the IMM has been used to assess mission-specific risks with and without certain crewmember characteristics, to determine the impact of eliminating certain resources from the mission medical kit, and to design medical kits that maximally benefit crew health while meeting mass and volume constraints.

Risk Analysis↗

A Survey of Xenon Ion Sputter Yield Data and Fits Relevant to Electric Propulsion Spacecraft Integration

A survey of low energy xenon ion impact sputter yields was conducted to provide a more coherent baseline set of sputter yield data and accompanying fits for electric propulsion integration. Data uncertainties are discussed and different available curve fit formulas are assessed for their general suitability. A Bayesian parameter fitting approach is used with a Markov chain Monte Carlo method to provide estimates for the fitting parameters while characterizing the uncertainties for the resulting yield curves.

xenon↗

A Fast Evaluation of PDA Experimental Parameters Using Mie Scattering to Enhance the Measurement Accuracy of Droplet Size Distributions

The Phase Doppler technique (PDA) and its implementation generally relies on a geometric optics formulation for light scattering to estimate drop sizes from the measured phase differences between Doppler signals from two or more detectors. Although this limits experimental PDA scattering geometries to those where only one component of the geometric scatter is dominant, the calculations are relatively simple. This TM describes a fast method to evaluate PDA experimental parameters analytically using Mie scattering that provides a performance estimate of all possible configurations. The best configurations are fully tested using a Monte Carlo simulation to obtain a more accurate capability estimate for each one.

PDA↗

LACIE performance predictor final operational capability program description, volume 3

The requirements and processing logic for the LACIE Error Model program (LEM) are described. This program is an integral part of the Large Area Crop Inventory Experiment (LACIE) system. LEM is that portion of the LPP (LACIE Performance Predictor) which simulates the sample segment classification, strata yield estimation, and production aggregation. LEM controls repetitive Monte Carlo trials based on input error distributions to obtain statistical estimates of the wheat area, yield, and production at different levels of aggregation. LEM interfaces with the rest of the LPP through a set of data files.

Source record↗