Maximum a posteriori interval estimation.
Maximum a posteriori /MAP/ interval estimation for state vector of random process, solving fixed delay filtering and deriving error matrix
RANDOM PROCESS↗
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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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Principles of communication engineering.
Textbook on communication engineering emphasizing random processes, information and detection theory, statistical communication theory, applications, etc
COMMUNICATION THEORY↗
An Overdetermined System for Improved Autocorrelation Based Spectral Moment Estimator Performance
Autocorrelation based spectral moment estimators are typically derived using the Fourier transform relationship between the power spectrum and the autocorrelation function along with using either an assumed form of the autocorrelation function, e.g., Gaussian, or a generic complex form and applying properties of the characteristic function. Passarelli has used a series expansion of the general complex autocorrelation function and has expressed the coefficients in terms of central moments of the power spectrum. A truncation of this series will produce a closed system of equations which can be solved for the central moments of interest. The autocorrelation function at various lags is estimated from samples of the random process under observation. These estimates themselves are random variables and exhibit a bias and variance that is a function of the number of samples used in the estimates and the operational signal-to-noise ratio. This contributes to a degradation in performance of the moment estimators. This dissertation investigates the use autocorrelation function estimates at higher order lags to reduce the bias and standard deviation in spectral moment estimates. In particular, Passarelli's series expansion is cast in terms of an overdetermined system to form a framework under which the application of additional autocorrelation function estimates at higher order lags can be defined and assessed. The solution of the overdetermined system is the least squares solution. Furthermore, an overdetermined system can be solved for any moment or moments of interest and is not tied to a particular form of the power spectrum or corresponding autocorrelation function. As an application of this approach, autocorrelation based variance estimators are defined by a truncation of Passarelli's series expansion and applied to simulated Doppler weather radar returns which are characterized by a Gaussian shaped power spectrum. The performance of the variance estimators determined from a closed system is shown to improve through the application of additional autocorrelation lags in an overdetermined system. This improvement is greater in the narrowband spectrum region where the information is spread over more lags of the autocorrelation function. The number of lags needed in the overdetermined system is a function of the spectral width, the number of terms in the series expansion, the number of samples used in estimating the autocorrelation function, and the signal-to-noise ratio. The overdetermined system provides a robustness to the chosen variance estimator by expanding the region of spectral widths and signal-to-noise ratios over which the estimator can perform as compared to the closed system.
Keel, Byron M.↗
Spectral Ambiguity of Allan Variance
We study the extent to which knowledge of Allan variance and other finite-difference variances determines the spectrum of a random process. The variance of first differences is known to determine the spectrum. We show that, in general, the Allan variance does not. A complete description of the ambiguity is given.
Allan Variance variances finite-difference varianc↗
Probability Functions for Random Responses: Prediction of Peaks, Fatigue Damage, and Catastrophic Failures
This report reviews a number of theoretical matters in random process theory which can be applied to physical problems such as predicting peaks, structural fatigue damage, and catastrophic structural failures. The presentation emphasizes the basic assumptions which are involved, and discusses how to properly interpret the theoretical results. Various engineering examples are given as illustrations.
FATIGUE↗
Nonstationary envelope process and first excursion probability
A definition of the envelope of nonstationary random processes is proposed. The establishment of the envelope definition makes it possible to simulate the nonstationary random envelope directly. Envelope statistics, such as the density function, joint density function, moment function, and level crossing rate, which are relevent to analyses of catastrophic failure, fatigue, and crack propagation in structures, are derived. Applications of the envelope statistics to the prediction of structural reliability under random loadings are discussed in detail.
Yang, J.↗
The rate distortion function of a Gaussian process with a weighted square error criterion.
Rate distortion function for Gaussian random process with weighted mean square error distortion measure criterion
Sakrison, D. J.↗
A bound on the probability that a Gaussian process exceeds a given function.
Upper bound obtained for probability of zero Gaussian random process remaining above specified signal throughout prescribed interval of time
Gallager, R. G.↗
Fade Dynamics and Its Evolution: The Other Part of the Acts Rain Prediction Model
The inception of the Advanced Communication Technology Satellite (ACTS) Project has required as similarly advanced statistical mathematical modeling formalism to describe the behavior of the 30/20 GHz links emanating to and from the earth terminals through the deleterious effects of the earth's atmosphere. The resulting ACTS Rain Attenuation Prediction Model has been thoroughly described in [Manning, 1990]. In the present paper, the basic rudiments of this model will be reviewed; Section 1 covers the static or time-independent portion of the model and Section 2 covers the dynamic of time-dependent portion. The results of Section 2 are then applied to a new approximate solution of the famous problem of the time duration tau of a fade of random process below some threshold. This is known as the fade duration. The new approximate solution was published in Russian [Denisenko] and, unfortunately, was never published into English. Hence, this work is restated following [Denisenko] in Section 3 which is immediately applied to the random rain fade process. The results for all five ACTS propagation sites as well as Tampa, FL are then given.
Manning, Robert M.↗
Fade Dynamics and its Evolution: The Other Part of the ACTS Rain Prediction Model
The inception of the Advanced Communication Technology Satellite (ACTS) Project has required a similarly advanced statistical mathematical modeling formalism to describe the behavior of the 30/20 GHz links emanating to and from the earth terminals through the deleterious effects of the earth's atmosphere. The resulting ACTS Rain Attenuation Prediction Model has been thoroughly described in (Manning). In the present paper, the basic rudiments of this model will be reviewed; Section 1 covers the static or time-independent portion of the model and Section 2 covers the dynamic or time-dependent portion. The results of Section 2 are then applied to a new approximate solution of the famous problem of the time duration tau of a fade of a random process below some threshold. This is known as the fade duration. The new approximate solution was published in Russian (Denisenko) and, unfortunately, was never published into English. Hence, this work is restated following (Denisenko) in Section 3 which is immediately applied to the random rain fade process. The results for all five ACTS propagation sites as well as Tampa, FL are then given.
Manning, Robert M.↗
Multiobjective optimization in structural design with uncertain parameters and stochastic processes
The application of multiobjective optimization techniques to structural design problems involving uncertain parameters and random processes is studied. The design of a cantilever beam with a tip mass subjected to a stochastic base excitation is considered for illustration. Several of the problem parameters are assumed to be random variables and the structural mass, fatigue damage, and negative of natural frequency of vibration are considered for minimization. The solution of this three-criteria design problem is found by using global criterion, utility function, game theory, goal programming, goal attainment, bounded objective function, and lexicographic methods. It is observed that the game theory approach is superior in finding a better optimum solution, assuming the proper balance of the various objective functions. The procedures used in the present investigation are expected to be useful in the design of general dynamic systems involving uncertain parameters, stochastic process, and multiple objectives.
Rao, S. S.↗
Periodically correlated processes and their stationary dilations
An explicit form for a stationary dilation for periodically correlated random processes is obtained. This is then used to give spectral conditions for a periodically correlated process to be non-deterministic, purely deterministic, minimal, and to have a positive angle between its past and future.
Miamee, A. G.↗
Periodically correlated processes and their stationary dilations
An explicit form for a stationary dilation for periodically correlated random processes is obtained. This is then used to give spectral conditions for a periodically correlated process to be non-deterministic, purely deterministic, minimal, and to have a positive angle between its past and future.
Miamee, A. G.↗
Reliability analysis of structures under periodic proof tests in service
A reliability analysis of structures subjected to random service loads and periodic proof tests treats gust loads and maneuver loads as random processes. Crack initiation, crack propagation, and strength degradation are treated as the fatigue process. The time to fatigue crack initiation and ultimate strength are random variables. Residual strength decreases during crack propagation, so that failure rate increases with time. When a structure fails under periodic proof testing, a new structure is built and proof-tested. The probability of structural failure in service is derived from treatment of all the random variables, strength degradations, service loads, proof tests, and the renewal of failed structures. Some numerical examples are worked out.
Yang, J.-N.↗
Monte Carlo turbulence simulation
The paper describes turbulence simulation experiments based on the principles of control system theory, that is, the construction of a system characterized by a system function such that upon exciting the system with prescribed noise processes the output of the system is a realization of a random processing the desired statistical attributes of turbulence. An experimental autocorrelation of Jimsphere measurements of wind velocity was approximated to simulate turbulent wind. From the approximate autocorrelation function, the required system function is obtained, and a discrete time system is designed. Another method of simulation is to solve the convolution integral by filter techniques. Other methods include discrete Fourier simulation and self-similar simulation.
Fichtl, G. H.↗
A strategy for obtaining explicit estimators of signal delay.
Signal delay parameter explicitly derived from observed data of deterministic signal and sample function from random process
SIGNAL DETECTION↗
The analysis of a countdown as a stochastic sequential process with recycle policies
Probability density for countdown derived from stochastic process random variables
RANDOM VARIABLE↗
Concepts for a theoretical and experimental study of lifting rotor random loads and vibrations, Phase 1
A number of lifting rotor conditions with random inputs are discussed. The present state of random process theory, applicable to lifting rotor problems is sketched. Possible theories of random blade flapping and random blade flap-bending are outlined and their limitations discussed. A plan for preliminary experiments to study random flapping motions of a see-saw rotor is developed.
Hohenemser, K. H.↗