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Levels of contamination in fluid systems can be determined by a definition of a particle by a mathematical model, a method for calculating the tolerance limits of contamination, and an estimation of the probability that the contamination on the surface will migrate with the fluid in the system.
An introductory account of stochastic processes, estimation theory, and image enhancement is presented. The book is primarily intended for first-year graduate students and practicing engineers and scientists whose work requires an acquaintance with the theory. Fundamental concepts of probability were reviewed that are required to support the main topics. The appendices discuss the remaining mathematical background.
The adequacy of a measurement instrument is often characterized in terms of the precision, accuracy, and confidence that can be assigned to the measurements that it produces. The accuracy of the measurement may be defined as the size of the difference between the true and measured values. The precision of the system over a large number of measurements may be defined in terms of the sample standarad deviation. The confidence in an interval-values measurement may be defined as the probability that this interval contains the true value. These concepts are discussed in terms of their mathematical solutions.
The Integrated Medical Model (IMM) is a decision support tool used by medical system planners and designers as they prepare for exploration planning activities of the Constellation program (CxP). IMM provides an evidence-based approach to help optimize the allocation of in-flight medical resources for a specified level of risk within spacecraft operational constraints. Eighty medical conditions and associated resources are represented in IMM. Nine conditions are due to Space Adaptation Syndrome. The IMM helps answer fundamental medical mission planning questions such as What medical conditions can be expected? What type and quantity of medical resources are most likely to be used?", and "What is the probability of crew death or evacuation due to medical events?" For a specified mission and crew profile, the IMM effectively characterizes the sequence of events that could potentially occur should a medical condition happen. The mathematical relationships among mission and crew attributes, medical conditions and incidence data, in-flight medical resources, potential clinical and crew health end states are established to generate end state probabilities. A Monte Carlo computational method is used to determine the probable outcomes and requires up to 25,000 mission trials to reach convergence. For each mission trial, the pharmaceuticals and supplies required to diagnose and treat prevalent medical conditions are tracked and decremented. The uncertainty of patient response to treatment is bounded via a best-case, worst-case, untreated case algorithm. A Crew Health Index (CHI) metric, developed to account for functional impairment due to a medical condition, provides a quantified measure of risk and enables risk comparisons across mission scenarios. The use of historical in-flight medical data, terrestrial surrogate data as appropriate, and space medicine subject matter expertise has enabled the development of a probabilistic, stochastic decision support tool capable of optimizing in-flight medical systems based on crew and mission parameters. This presentation will illustrate how to apply quantitative risk assessment methods to optimize the mass and volume of space-based medical systems for a space flight mission given the level of crew health and mission risk.
Structures in many environments experience both random and harmonic excitation. A variety of closed-form techniques has been used in the aerospace industry to combine the loads resulting from the two sources. The resulting combined loads are then used to design for both yield ultimate strength and high cycle fatigue capability. This paper examines the cumulative distribution function (CDF) percentiles obtained using each method by integrating the joint probability density function of the sine and random components. A new Microsoft Excel spreadsheet macro that links with the software program Mathematics is then used to calculate the combined value corresponding to any desired percentile along with a curve fit to this value. Another Excel macro is used to calculate the combination using a Monte Carlo simulation. Unlike the traditional techniques, these methods quantify the calculated load value with a Consistent percentile. Using either of the presented methods can be extremely valuable in probabilistic design, which requires a statistical characterization of the loading. Also, since the CDF at high probability levels is very flat, the design value is extremely sensitive to the predetermined percentile; therefore, applying the new techniques can lower the design loading substantially without losing any of the identified structural reliability.
The results of two questionnaires sent to engineering experts are statistically analyzed and compared with objective data from Saturn V design and testing. Engineers were asked how likely it was for structural failure to occur at load increments above and below analysts' stress limit predictions. They were requested to estimate the relative probabilities of different failure causes, and of failure at each load increment given a specific cause. Three mathematical models are constructed based on the experts' assessment of causes. The experts' overall assessment of prediction strength fits the Saturn V data better than the models do, but a model test option (T-3) based on the overall assessment gives more design change likelihood to overstrength structures than does an older standard test option. T-3 compares unfavorably with the standard option in a cost optimum structural design problem. The report reflects a need for subjective data when objective data are unavailable.
Propulsion ground test facilities face the daily challenges of scheduling multiple customers into limited facility space and successfully completing their propulsion test projects. Due to budgetary and schedule constraints, NASA and industry customers are pushing to test more components, for less money, in a shorter period of time. As these new rocket engine component test programs are undertaken, the lack of technology maturity in the test articles, combined with pushing the test facilities capabilities to their limits, tends to lead to an increase in facility breakdowns and unsuccessful tests. Over the last five years Stennis Space Center's propulsion test facilities have performed hundreds of tests, collected thousands of seconds of test data, and broken numerous test facility and test article parts. While various initiatives have been implemented to provide better propulsion test techniques and improve the quality, reliability, and maintainability of goods and parts used in the propulsion test facilities, unexpected failures during testing still occur quite regularly due to the harsh environment in which the propulsion test facilities operate. Previous attempts at modeling the lifecycle of a propulsion component test project have met with little success. Each of the attempts suffered form incomplete or inconsistent data on which to base the models. By focusing on the actual test phase of the tests project rather than the formulation, design or construction phases of the test project, the quality and quantity of available data increases dramatically. A logistic regression model has been developed form the data collected over the last five years, allowing the probability of successfully completing a rocket propulsion component test to be calculated. A logistic regression model is a mathematical modeling approach that can be used to describe the relationship of several independent predictor variables X(sub 1), X(sub 2),..,X(sub k) to a binary or dichotomous dependent variable Y, where Y can only be one of two possible outcomes, in this case Success or Failure. Logistic regression has primarily been used in the fields of epidemiology and biomedical research, but lends itself to many other applications. As indicated the use of logistic regression is not new, however, modeling propulsion ground test facilities using logistic regression is both a new and unique application of the statistical technique. Results from the models provide project managers with insight and confidence into the affectivity of rocket engine component ground test projects. The initial success in modeling rocket propulsion ground test projects clears the way for more complex models to be developed in this area.
A long-running difficulty with conventional game theory has been how to modify it to accommodate the bounded rationality of all red-world players. A recurring issue in statistical physics is how best to approximate joint probability distributions with decoupled (and therefore far more tractable) distributions. This paper shows that the same information theoretic mathematical structure, known as Product Distribution (PD) theory, addresses both issues. In this, PD theory not only provides a principle formulation of bounded rationality and a set of new types of mean field theory in statistical physics; it also shows that those topics are fundamentally one and the same.
Data-consistent inversion is designed to solve a class of stochastic inverse problems where the solution is a pullback of a probability measure specified on the outputs of a quantities of interest (QoI) map. Here, this work presents stability and convergence results for the case where finite QoI data result in an approximation of the solution as a density. Given their popularity in the literature, separate results are proven for three different approaches to measuring discrepancies between probability measures: f-divergences, integral probability metrics, and L p metrics. In the context of integral probability metrics, we also introduce a pullback probability metric that is well-suited for data-consistent inversion. This fills a theoretical gap in the convergence and stability results for data-consistent inversion that have mostly focused on convergence of solutions associated with approximate maps. Numerical results are included to illustrate key theoretical results with intuitive and reproducible test problems that include a demonstration of convergence in the measure-theoretic "almost" sense.
A new formalism for analyzing two-photon devices, such as parametric amplifiers and phase-conjugate mirrors, is proposed in part I, focusing on the properties and the significance of the quadrature-phase amplitudes and two-mode squeezed states. Time-stationary quasi-probability noise is also detailed for the case of Gaussian noise, and uncertainty principles for the quadrature-phase amplitudes are outlined, as well as some important properties of the two-mode states. Part II establishes a mathematical foundation for the formalism, with introduction of a vector notation for compact representation of two-mode properties. Fundamental unitary operators and special quantum states are also examined with an emphasis on the two-mode squeezed states. The results are applied to a previously studied degenerate limit (epsilon = 0).
Topics addressed include: multivariate spline method; normal mixture analysis applied to remote sensing; image data analysis; classifications in spatially correlated environments; probability density functions; graphical nonparametric methods; subpixel registration analysis; hypothesis integration in image understanding systems; rectification of satellite scanner imagery; spatial variation in remotely sensed images; smooth multidimensional interpolation; and optimal frequency domain textural edge detection filters.
The advanced receiver currently being developed uses a Costas digital loop to demodulate the subcarrier. Previous analyses of lock detector algorithms for Costas loops have ignored the effects of the inherent correlation between the samples of the phase-error process. Accounting for this correlation is necessary to achieve the desired lock-detection probability for a given false-alarm rate. Both analysis and simulations are used to quantify the effects of phase correlation on lock detection for the square-law and the absolute-value type detectors. Results are obtained which depict the lock-detection probability as a function of loop signal-to-noise ratio for a given false-alarm rate. The mathematical model and computer simulation show that the square-law detector experiences less degradation due to phase jitter than the absolute-value detector and that the degradation in detector signal-to-noise ratio is more pronounced for square-wave than for sine-wave signals.
This technical paper documents Kennedy Space Centers Independent Assessment team work completed on three assessments for the Ground Systems Development and Operations (GSDO) Program to assist the Chief Safety and Mission Assurance Officer (CSO) and GSDO management during key programmatic reviews. The assessments provided the GSDO Program with an analysis of how egress time affects the likelihood of astronaut and worker survival during an emergency. For each assessment, the team developed probability distributions for hazard scenarios to address statistical uncertainty, resulting in survivability plots over time. The first assessment developed a mathematical model of probabilistic survivability versus time to reach a safe location using an ideal Emergency Egress System at Launch Complex 39B (LC-39B); the second used the first model to evaluate and compare various egress systems under consideration at LC-39B. The third used a modified LC-39B model to determine if a specific hazard decreased survivability more rapidly than other events during flight hardware processing in Kennedys Vehicle Assembly Building (VAB).Based on the composite survivability versus time graphs from the first two assessments, there was a soft knee in the Figure of Merit graphs at eight minutes (ten minutes after egress ordered). Thus, the graphs illustrated to the decision makers that the final emergency egress design selected should have the capability of transporting the flight crew from the top of LC 39B to a safe location in eight minutes or less. Results for the third assessment were dominated by hazards that were classified as instantaneous in nature (e.g. stacking mishaps) and therefore had no effect on survivability vs time to egress the VAB. VAB emergency scenarios that degraded over time (e.g. fire) produced survivability vs time graphs that were line with aerospace industry norms.
This presentation documents Kennedy Space Center's Independent Assessment work completed on three assessments for the Ground Systems Development and Operations (GSDO) Program to assist the Chief Safety and Mission Assurance Officer during key programmatic reviews and provided the GSDO Program with analyses of how egress time affects the likelihood of astronaut and ground worker survival during an emergency. For each assessment, a team developed probability distributions for hazard scenarios to address statistical uncertainty, resulting in survivability plots over time. The first assessment developed a mathematical model of probabilistic survivability versus time to reach a safe location using an ideal Emergency Egress System at Launch Complex 39B (LC-39B); the second used the first model to evaluate and compare various egress systems under consideration at LC-39B. The third used a modified LC-39B model to determine if a specific hazard decreased survivability more rapidly than other events during flight hardware processing in Kennedy's Vehicle Assembly Building.
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.
Development of equations to determine communication capability of pulse or digital transmission link is discussed. Equation specifies probability detection error for one-way transmission. Analysis is conducted on IBM 360 computer using FORTRAN 4.
Attempts were made to develop a dynamic metal working machine tool system using probability information on external factors and independent disturbances of the parameters. The problem was optimized in two stages: (1) creation of mathematical models under conditions determined by input influences, and (2) processing the results of calculations obtained on such models. Data were obtained on the patterns of distribution of dynamic quality characteristics of the tool, vibration frequencies and amplitudes, attenuation coefficients, and duration of a transition process. These data were obtained using a digital computer, statistical test methods, or logical possibility trees.
The Public Entry Risk Assessment (PERA) program addresses risk to the public from shuttle or other spacecraft re-entry trajectories. Managing public risk to acceptable levels is a major component of safe spacecraft operation. PERA is given scenario inputs of vehicle trajectory, probability of failure along that trajectory, the resulting debris characteristics, and field size and distribution, and returns risk metrics that quantify the individual and collective risk posed by that scenario. Due to the large volume of data required to perform such a risk analysis, PERA was designed to streamline the analysis process by using innovative mathematical analysis of the risk assessment equations. Real-time analysis in the event of a shuttle contingency operation, such as damage to the Orbiter, is possible because PERA allows for a change to the probability of failure models, therefore providing a much quicker estimation of public risk. PERA also provides the ability to generate movie files showing how the entry risk changes as the entry develops. PERA was designed to streamline the computation of the enormous amounts of data needed for this type of risk assessment by using an average distribution of debris on the ground, rather than pinpointing the impact point of every piece of debris. This has reduced the amount of computational time significantly without reducing the accuracy of the results. PERA was written in MATLAB; a compiled version can run from a DOS or UNIX prompt.