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At least 91 records · Page 5

Nonstationary envelope process and first excursion probability.

The definition of stationary random envelope proposed by Cramer and Leadbetter, is extended to the envelope of nonstationary random process possessing evolutionary power spectral densities. The density function, the joint density function, the moment function, and the crossing rate of a level of the nonstationary envelope process are derived. Based on the envelope statistics, approximate solutions to the first excursion probability of nonstationary random processes are obtained. In particular, applications of the first excursion probability to the earthquake engineering problems are demonstrated in detail.

Yang, J.-N.↗

Experimental quantum Bernoulli factories via Bell-basis measurements

Randomness processing in the Bernoulli factory framework provides a concrete setting in which quantum resources can outperform classical ones. We experimentally demonstrate quantum randomness processing based on Bell-basis measurements of two identical input quoins prepared on IBM superconducting hardware. Using only the measurement outcomes (and no external classical randomness source), we realize the classically inconstructible Bernoulli doubling primitive f(p)=2p, and, as intermediate outputs from the same Bell-measurement statistics, an exact fair coin f(p)=1/2 and the classically inconstructible function f(p)=4p(1−p). We benchmark the measured output biases against ideal predictions and discuss the impact of device noise. Our results establish a simple resource-efficient experimental primitive for quantum-to-classical randomness processing and support the viability of quantum Bernoulli factories for quantum-enhanced stochastic simulation and sampling tasks.

Roy, Tanay [Fermilab] (ORCID:000000019442862X)↗

A mathematical examination of the press model for atmospheric turbulence

The random process used to model atmospheric turbulence in aircraft response problems is examined. The first, second, and higher order probability density and characteristic functions were developed. The concepts of the Press model lead to an approximate procedure for the analysis of the response of linear dynamic systems to a class of non-Gaussian random processes. The Press model accounts for both the Gaussian and non-Gaussian forms of measured turbulence data. The nonstationary aspects of measured data are explicitly described by the transition properties of the random process. The effects of the distribution of the intensity process upon calculated exceedances are examined. It is concluded that the press model with a Gaussian intensity distribution gives a conservative prediction of limit load values.

Sidwell, K.↗

Experimental Investigations of Non-Stationary Properties In Radiometer Receivers Using Measurements of Multiple Calibration References

Radiometers must be periodically calibrated because the receiver response fluctuates. Many techniques exist to correct for the time varying response of a radiometer receiver. An analytical technique has been developed that uses generalized least squares regression (LSR) to predict the performance of a wide variety of calibration algorithms. The total measurement uncertainty including the uncertainty of the calibration can be computed using LSR. The uncertainties of the calibration samples used in the regression are based upon treating the receiver fluctuations as non-stationary processes. Signals originating from the different sources of emission are treated as simultaneously existing random processes. Thus, the radiometer output is a series of samples obtained from these random processes. The samples are treated as random variables but because the underlying processes are non-stationary the statistics of the samples are treated as non-stationary. The statistics of the calibration samples depend upon the time for which the samples are to be applied. The statistics of the random variables are equated to the mean statistics of the non-stationary processes over the interval defined by the time of calibration sample and when it is applied. This analysis opens the opportunity for experimental investigation into the underlying properties of receiver non stationarity through the use of multiple calibration references. In this presentation we will discuss the application of LSR to the analysis of various calibration algorithms, requirements for experimental verification of the theory, and preliminary results from analyzing experiment measurements.

Racette, Paul↗

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.↗

Time domain probabilistic seismic risk analysis using ground motion prediction equations of Fourier amplitude spectra

Modeling of Fourier amplitude spectra (FAS) of seismic motions has gained much attention in engineering seismology. In the past few years, several ground motion prediction equations (GMPEs) and inter-frequency correlation structure of FAS have been established. Due to many preferable characteristics of FAS, probabilistic seismic hazard/risk analysis is rapidly changing from ergodic, spectrum acceleration Sa(T 0 )-based approach to non-ergodic, site-specific, FAS-based approach. This paper presents time domain intrusive framework for probabilistic seismic risk analysis using GMPE of FAS. Herein, methodology for time domain stochastic ground motion modeling based on GMPEs of FAS is presented in some detail. The simulated uncertain motions are modeled as a random process and represented by polynomial chaos Karhunen-Loève expansion. The random process excitations are further propagated into the uncertain structural system using Galerkin stochastic finite element method (SFEM). Probabilistic evolution of structural response is solved, and such solution is used to develop seismic risk for any damage state. The presented framework is illustrated through seismic risk analysis of a four-story building subjected to possible earthquakes from two strike slip faults. The influences of the epistemic uncertainties in source stress drop Δσ and site attenuation κ0 on seismic risk are investigated. The need for non-ergodic seismic risk analysis with source-specific and site specific characterizations is emphasized.

58 GEOSCIENCES↗

A correlation polarimeter for noise-like signals

Optimum estimation (tracking) of the polarization plane of a linearly polarized electromagnetic wave is determined when the signal is a narrow-band Gaussian random process with a polarization plane angle which is also a Gaussian random process. This model is compared to previous work and is applicable to space communication. The estimator performs a correlation operation similar to an amplitude-comparison monopulse angle tracker, giving the name correlation polarimeter. Under large signal-to-noise ratio (SNR), the estimator is causal. Performance of the causal correlation polarimeter is evaluated for arbitrary SNR. Optimum precorrelation filtering is determined. With low SNR, the performance of this system is far better than that of previously developed systems. Practical implementation is discussed. A scheme is given to reduce the effect of linearly polarized noise.

Ohlson, J. E.↗

Random loading fatigue crack growth: Crack closure considerations

The prediction of fatigue crack growth is an important element of effective fracture control for metallic structures and mechanical components, especially in the aerospace industry. The prediction techniques available and applied today are mostly based on fatigue crack growth measurements determined in constant amplitude testing. However, while many service loadings are constant amplitude, many more loadings are random amplitude. An investigation to determine which statistics of random loadings are relevant to fatigue crack closure was conducted. The fundamentals of random processes and crack closure are briefly reviewed, then the relevance of certain random process parameters to the crack closure calculation are discussed qualitatively. A course for further research is outlined.

Ortiz, Keith↗

Square-root algorithm for evaluating mismodeled process noise

As the application of sequential filters has grown, the need has arisen to evaluate the sensitivity of these filters to mismodeling of the random process. A numerically reliable square-root algorithm is developed for calculating the covariances of estimates from a sequential filter which incorrectly models process noise. Mismodeling is restricted to the correlation time and standard deviation of a random process represented as a first-order Gauss-Markov sequence. Using a computer program which employs this algorithm, a sensitivity analysis was performed for several types of earth-based tracking data from an interplanetary spacecraft.

Thornton, C. L.↗

Three-level sampler having automated thresholds

A three-level sampler is described that has its thresholds controlled automatically so as to track changes in the statistics of the random process being sampled. In particular, the mean value is removed and the ratio of the standard deviation of the random process to the threshold is maintained constant. The system is configured in such a manner that slow drifts in the level comparators and digital-to-analog converters are also removed. The ratio of the standard deviation to threshold level may be chosen within the constraints of the ratios of two integers N and M. These may be chosen to minimize the quantizing noise of the sampled process.

Jurgens, R. F.↗

The human as a detector of changes in variance and bandwidth

The detection of changes in random process variance and bandwidth was studied. Psychophysical thresholds for these two parameters were determined using an adaptive staircase technique for second order random processes at two nominal periods (1 and 3 seconds) and damping ratios (0.2 and 0.707). Thresholds for bandwidth changes were approximately 9% of nominal except for the (3sec,0.2) process which yielded thresholds of 12%. Variance thresholds averaged 17% of nominal except for the (3sec,0.2) process in which they were 32%. Detection times for suprathreshold changes in the parameters may be roughly described by the changes in RMS velocity of the process. A more complex model is presented which consists of a Kalman filter designed for the nominal process using velocity as the input, and a modified Wald sequential test for changes in the variance of the residual. The model predictions agree moderately well with the experimental data. Models using heuristics, e.g. level crossing counters, were also examined and are found to be descriptive but do not afford the unification of the Kalman filter/sequential test model used for changes in mean.

Curry, R. E.↗

Non-stationary Almost Sure Invariance Principle for Hyperbolic Systems with Singularities

We investigate a wide class of two-dimensional hyperbolic systems with singularities, and prove the almost sure invariance principle (ASIP) for the random process generated by sequences of dynamically Hölder observables. The observables could be unbounded, and the process may be non-stationary and need not have linearly growing variances. Our results apply to Anosov diffeomorphisms, Sinai dispersing billiards and their perturbations. The random processes under consideration are related to the fluctuation of Lyapunov exponents, the shrinking target problem, etc.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗

Optimal estimation for discrete time jump processes

Optimum estimates of nonobservable random variables or random processes which influence the rate functions of a discrete time jump process (DTJP) are obtained. The approach is based on the a posteriori probability of a nonobservable event expressed in terms of the a priori probability of that event and of the sample function probability of the DTJP. A general representation for optimum estimates and recursive equations for minimum mean squared error (MMSE) estimates are obtained. MMSE estimates are nonlinear functions of the observations. The problem of estimating the rate of a DTJP when the rate is a random variable with a probability density function of the form cx super K (l-x) super m and show that the MMSE estimates are linear in this case. This class of density functions explains why there are insignificant differences between optimum unconstrained and linear MMSE estimates in a variety of problems.

Vaca, M. V.↗

Optimal estimation for discrete time jump processes

Optimum estimates of nonobservable random variables or random processes which influence the rate functions of a discrete time jump process (DTJP) are derived. The approach used is based on the a posteriori probability of a nonobservable event expressed in terms of the a priori probability of that event and of the sample function probability of the DTJP. Thus a general representation is obtained for optimum estimates, and recursive equations are derived for minimum mean-squared error (MMSE) estimates. In general, MMSE estimates are nonlinear functions of the observations. The problem is considered of estimating the rate of a DTJP when the rate is a random variable with a beta probability density function and the jump amplitudes are binomially distributed. It is shown that the MMSE estimates are linear. The class of beta density functions is rather rich and explains why there are insignificant differences between optimum unconstrained and linear MMSE estimates in a variety of problems.

Vaca, M. V.↗

The Need for more Measurements in the ACTS Propagation Experiment

Attenuation by rain at frequencies above 10 GHz is a random process. The observed cumulative distribution of the time in a month or year an attenuation value is exceeded is a realization of the results of this random process. The distribution observed in one year may be a poor predictor of the distribution to be observed in the next year. Existing models are based on the extremely limited set of attenuation data that is available from more than a few years of observation on single, fixed propagation paths. The goal of the NASA Advanced Communication Technology Satellite (ACTS) propagation experiment is to expand the data base on which new attenuation prediction models can be developed or old models can be validated.

Crane, R. K.↗

Long-term persistence of solar activity

We examine the question of whether or not the non-periodic variations in solar activity are caused by a white-noise, random process. The Hurst exponent, which characterizes the persistence of a time series, is evaluated for the series of C-14 data for the time interval from about 6000 BC to 1950 AD. We find a constant Hurst exponent, suggesting that solar activity in the frequency range from 100 to 3000 years includes an important continuum component in addition to the well-known periodic variations. The value we calculate, H approximately 0.8, is significantly larger than the value of 0.5 that would correspond to variations produced by a white-noise process. This value is in good agreement with the results for the monthly sunspot data reported elsewhere, indicating that the physics that produces the continuum is a correlated random process and that it is the same type of process over a wide range of time interval lengths.

Ruzmaikin, Alexander↗