Search NASA⌕ Search

SEARCH · Search NASA

Results for “linear covariance”

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.

Quote a phrase for an exact phrase match. Source license links do not imply unrestricted reuse.

At least 127 records · Page 7
All sourcesNASA NTRSDOE OSTI
NASA NTRS2005

Nonlinear Attitude Filtering Methods

This paper provides a survey of modern nonlinear filtering methods for attitude estimation. Early applications relied mostly on the extended Kalman filter for attitude estimation. Since these applications, several new approaches have been developed that have proven to be superior to the extended Kalman filter. Several of these approaches maintain the basic structure of the extended Kalman filter, but employ various modifications in order to provide better convergence or improve other performance characteristics. Examples of such approaches include: filter QUEST, extended QUEST, the super-iterated extended Kalman filter, the interlaced extended Kalman filter, and the second-order Kalman filter. Filters that propagate and update a discrete set of sigma points rather than using linearized equations for the mean and covariance are also reviewed. A two-step approach is discussed with a first-step state that linearizes the measurement model and an iterative second step to recover the desired attitude states. These approaches are all based on the Gaussian assumption that the probability density function is adequately specified by its mean and covariance. Other approaches that do not require this assumption are reviewed, including particle filters and a Bayesian filter based on a non-Gaussian, finite-parameter probability density function on SO(3). Finally, the predictive filter, nonlinear observers and adaptive approaches are shown. The strengths and weaknesses of the various approaches are discussed.

F Landis Markley↗
NASA NTRS1997

On the Possibility of Ill-Conditioned Covariance Matrices in the First-Order Two-Step Estimator

The first-order two-step nonlinear estimator, when applied to a problem of orbital navigation, is found to occasionally produce first step covariance matrices with very low eigenvalues at certain trajectory points. This anomaly is the result of the linear approximation to the first step covariance propagation. The study of this anomaly begins with expressing the propagation of the first and second step covariance matrices in terms of a single matrix. This matrix is shown to have a rank equal to the difference between the number of first step states and the number of second step states. Furthermore, under some simplifying assumptions, it is found that the basis of the column space of this matrix remains fixed once the filter has removed the large initial state error. A test matrix containing the basis of this column space and the partial derivative matrix relating first and second step states is derived. This square test matrix, which has dimensions equal to the number of first step states, numerically drops rank at the same locations that the first step covariance does. It is formulated in terms of a set of constant vectors (the basis) and a matrix which can be computed from a reference trajectory (the partial derivative matrix). A simple example problem involving dynamics which are described by two states and a range measurement illustrate the cause of this anomaly and the application of the aforementioned numerical test in more detail.

Garrison, James L.↗
NASA NTRS1985

Systematic estimation of forecast and observation error covariances in four-dimensional data assimilation

A two-part algorithm is presented for reliably computing weather forecast model and observational error covariances during data assimilation. Data errors arise from instrumental inaccuracies and sub-grid scale variability, whereas forecast errors occur because of modeling errors and the propagation of previous analysis errors. A Kalman filter is defined as the primary algorithm for estimating the forecast and analysis error convariance matrices. A second algorithm is described for quantifying the noise covariance matrices of any degree to obtain accurate values for the observational error covariances. Numerical results are provided from a linearized one-dimensional shallow-water model. The results cover observational noise covariances, initial instrumental errors and erroneous model values.

Dee, D. P.↗
NASA NTRS2008

Quantifying the Effect of Component Covariances in CMB Extraction from Multi-frequency Data

Linear combination methods provide a global method for component separation of multi-frequency data. We present such a method that allows for consideration of possible covariances between the desired cosmic microwave background signal and various foreground signals that are also present. We also recover information on the foregrounds including the number of foregrounds, their spectra and templates. In all this, the covariances, which we would only expect to vanish 'in the mean' are included as parameters expressing the fundamental uncertainty due to this type of cosmic variance. When we make the reasonable assumption that the CMB is Gaussian, we can compute both a mean recovered CMB map and also an RMS error map, The mean map coincides with WMAP's Internal Linear Combination map.

Phillips, Nicholas G.↗
DOE OSTI2020

Bayesian Monte Carlo Evaluation Framework for Cross Sections Nuclear Data and Integral Benchmark Experiments

The new Bayesian Monte Carlo (MC) evaluation framework described in this abstract has been conceived as an attempt to improve nuclear data evaluations of differential crosssection data by removing the following two approximations conventionally employed for nuclear data evaluations: all probability density functions (PDFs) of all data and model parameters, both prior and posterior, are assumed to be normal (i.e., Gaussian) PDFs, and all uncertainties and covariances are propagated using a linear approximation. With these approximations removed, the Bayesian MC (BMC) framework could be used to account for nonlinear effects and would enable improved evaluations of differential cross sections and IBE data that are presently performed based on the assumptions itemized above. The BMC would also improve upon the uniform sampling of IBE parameters from within ranges defined by their evaluated uncertainties.

73 NUCLEAR PHYSICS AND RADIATION PHYSICS↗
NASA NTRS1971

Space Trajectories Error Analysis (STEAP) Programs. Volume 1: Analytic manual, update

Manual revisions are presented for the modified and expanded STEAP series. The STEAP 2 is composed of three independent but related programs: NOMAL for the generation of n-body nominal trajectories performing a number of deterministic guidance events; ERRAN for the linear error analysis and generalized covariance analysis along specific targeted trajectories; and SIMUL for testing the mathematical models used in the navigation and guidance process. The analytic manual provides general problem description, formulation, and solution and the detailed analysis of subroutines. The programmers' manual gives descriptions of the overall structure of the programs as well as the computational flow and analysis of the individual subroutines. The user's manual provides information on the input and output quantities of the programs. These are updates to N69-36472 and N69-36473.

Source record↗
NASA NTRS1983

On the error in crop acreage estimation using satellite (LANDSAT) data

The problem of crop acreage estimation using satellite data is discussed. Bias and variance of a crop proportion estimate in an area segment obtained from the classification of its multispectral sensor data are derived as functions of the means, variances, and covariance of error rates. The linear discriminant analysis and the class proportion estimation for the two class case are extended to include a third class of measurement units, where these units are mixed on ground. Special attention is given to the investigation of mislabeling in training samples and its effect on crop proportion estimation. It is shown that the bias and variance of the estimate of a specific crop acreage proportion increase as the disparity in mislabeling rates between two classes increases. Some interaction is shown to take place, causing the bias and the variance to decrease at first and then to increase, as the mixed unit class varies in size from 0 to 50 percent of the total area segment.

Chhikara, R.↗
NASA NTRS1983

Spectral moment estimation in MST radars

Signal processing techniques used in Mesosphere-Stratosphere-Troposphere (MST) radars are reviewed. Techniques which produce good estimates of the total power, frequency shift, and spectral width of the radar power spectra are considered. Non-linear curve fitting, autocovariance, autocorrelation, covariance, and maximum likelihood estimators are discussed.

Woodman, R. F.↗
NASA NTRS1991

Simplification of the Kalman filter for meteorological data assimilation

The paper proposes a new statistical method of data assimilation that is based on a simplification of the Kalman filter equations. The forecast error covariance evolution is approximated simply by advecting the mass-error covariance field, deriving the remaining covariances geostrophically, and accounting for external model-error forcing only at the end of each forecast cycle. This greatly reduces the cost of computation of the forecast error covariance. In simulations with a linear, one-dimensional shallow-water model and data generated artificially, the performance of the simplified filter is compared with that of the Kalman filter and the optimal interpolation (OI) method. The simplified filter produces analyses that are nearly optimal, and represents a significant improvement over OI.

Dee, Dick P.↗
NASA NTRS2013

Spatial Statistical Data Fusion (SSDF)

As remote sensing for scientific purposes has transitioned from an experimental technology to an operational one, the selection of instruments has become more coordinated, so that the scientific community can exploit complementary measurements. However, tech nological and scientific heterogeneity across devices means that the statistical characteristics of the data they collect are different. The challenge addressed here is how to combine heterogeneous remote sensing data sets in a way that yields optimal statistical estimates of the underlying geophysical field, and provides rigorous uncertainty measures for those estimates. Different remote sensing data sets may have different spatial resolutions, different measurement error biases and variances, and other disparate characteristics. A state-of-the-art spatial statistical model was used to relate the true, but not directly observed, geophysical field to noisy, spatial aggregates observed by remote sensing instruments. The spatial covariances of the true field and the covariances of the true field with the observations were modeled. The observations are spatial averages of the true field values, over pixels, with different measurement noise superimposed. A kriging framework is used to infer optimal (minimum mean squared error and unbiased) estimates of the true field at point locations from pixel-level, noisy observations. A key feature of the spatial statistical model is the spatial mixed effects model that underlies it. The approach models the spatial covariance function of the underlying field using linear combinations of basis functions of fixed size. Approaches based on kriging require the inversion of very large spatial covariance matrices, and this is usually done by making simplifying assumptions about spatial covariance structure that simply do not hold for geophysical variables. In contrast, this method does not require these assumptions, and is also computationally much faster. This method is fundamentally different than other approaches to data fusion for remote sensing data because it is inferential rather than merely descriptive. All approaches combine data in a way that minimizes some specified loss function. Most of these are more or less ad hoc criteria based on what looks good to the eye, or some criteria that relate only to the data at hand.

Braverman, Amy J.↗
NASA NTRS1985

A Kalman filter for a two-dimensional shallow-water model

A two-dimensional Kalman filter is described for data assimilation for making weather forecasts. The filter is regarded as superior to the optimal interpolation method because the filter determines the forecast error covariance matrix exactly instead of using an approximation. A generalized time step is defined which includes expressions for one time step of the forecast model, the error covariance matrix, the gain matrix, and the evolution of the covariance matrix. Subsequent time steps are achieved by quantifying the forecast variables or employing a linear extrapolation from a current variable set, assuming the forecast dynamics are linear. Calculations for the evolution of the error covariance matrix are banded, i.e., are performed only with the elements significantly different from zero. Experimental results are provided from an application of the filter to a shallow-water simulation covering a 6000 x 6000 km grid.

Parrish, D. F.↗
NASA NTRS2018

Realistic Covariance Generation for the GPM Spacecraft

We present several different methods for generating realistic predictive covariance, including Monte-Carlo simulations and more direct linear methods which require the addition of process noise. The Monte-Carlo simulation starts with an epoch uncertainty sample basis and propagates each trial to a time of interest in the future. The variance-covariance of the state elements as well as other higher order sample statistics can be readily computed from the propagated sample. While this method preserves the nonlinear effects on the propagated uncertainty, it is computationally intensive as a statistically significant sample size must be considered in the propagation process. Moreover, if the epoch covariance is optimistic, this can result in an underestimation of the prediction error. Another method is to propagate a state sensitivity matrix simultaneously with the satellite state, which allows the epoch covariances to be propagated forward in a linear fashion. This method does not preserve the non-linearity of the satellite state uncertainty but is much less computationally intensive. The propagated state covariance is the scaled to represent the realistic level of GPM state uncertainty via a "e-tuning process." The tuning process generates an inflation factor based on the observed error statistics of the predictive satellite trajectories when compared to the definitive ones. Difference tuning strategies are considered and compared via Goodness-of-Fit method testing for the Gaussian properties of the scaled covariance.

prediction error↗
NASA NTRS1975

Some estimation formulae for continuous time-invariant linear systems

In this brief paper we examine a Riccati equation decomposition due to Reid and Lainiotis and apply the result to the continuous time-invariant linear filtering problem. Exploitation of the time-invariant structure leads to integration-free covariance recursions which are of use in covariance analyses and in filter implementations. A super-linearly convergent iterative solution to the algebraic Riccati equation (ARE) is developed. The resulting algorithm, arranged in a square-root form, is thought to be numerically stable and competitive with other ARE solution methods. Certain covariance relations that are relevant to the fixed-point and fixed-lag smoothing problems are also discussed.

Bierman, G. J.↗
NASA NTRS1988

Random field estimation approach to multibody dynamics

The use of recursive techniques similar to random field models to factor and invert the inertia matrix of a multibody system is discussed. An equivalence is established between the composite multibody system inertia matrix and the covariance of the output of a described linear system model. Conditional mean estimation and sequential estimation problems are solved along with problems of filtering and smoothing. Formulas are developed to compute the covariance of several relevant quantities. The foregoing results are used to obtain the inverse of the composite multibody system inertia in closed form.

Rodriguez, G.↗
NASA NTRS1987

Controller design for the improvement of feedback properties: A method for tuning the weight in the evaluation function of the LQG theory

In the controller design of a linear time-invariant system, it is important to improve the feedback properties such as robust stability and sensitivity. In the multi-input multi-output case, these properties can be estimated by using the singular values of return difference matrix. The design method to obtain better singular-value-points is desired. How to tune the weight matrix of performance index and/or covariance matrix of noise in the Linear Quadratic Gaussian (LQC) theory to get a desired singular-value-plot was studied. First, the property of singular-value plots of return difference matrix of a system designed by LQG theory is examined from the viewpoint of tuning weight. Second, a distance between real singular-value-plots and a desired plot is defined, and the weight of performance index is numerically determined by quasi-Newton method so that the distance is minimized.

Saeki, Masami↗
DOE OSTI2024

Chiral properties of the nucleon interpolating current and θ-dependent observables

We revisit the chiral properties of nucleon interpolating currents, and show that of the two leading order currents j 1 and j 2 , only two linear combinations j 1 ± j 2 transform covariantly under the anomalous U⁢(1) A symmetry. As a result, calculations of quantities which vanish by symmetry in the chiral limit may produce unphysical results if carried out with different linear combinations of the currents. This includes observables such as electric dipole moments, induced by the quantum chromodynamics (QCD) parameter θ, and the θ-dependence of the nucleon mass. For completeness, we also exhibit the leading order results for nucleon electric dipole moments (d n,p ) induced by θ, and the nucleon magnetic moments (μ n,p ), when calculated using QCD sum rules for both the covariant choices of the nucleon interpolating current. The results in each channel, conveniently expressed as the ratios, d n,p /μ n,p , are numerically consistent, and reflect the required physical dependence on θ.

72 PHYSICS OF ELEMENTARY PARTICLES AND FIELDS↗
DOE OSTI2023

Assessing variation in faecal glucocorticoid concentrations in gray whales exposed to anthropogenic stressors

Understanding how individual animals respond to stressors behaviourally and physiologically is a critical step towards quantifying long-term population consequences and informing management efforts. Glucocorticoid (GC) metabolite accumulation in various matrices provides an integrated measure of adrenal activation in baleen whales and could thus be used to investigate physiological changes following exposure to stressors. In this study, we measured GC concentrations in faecal samples of Pacific Coast Feeding Group (PCFG) gray whales (Eschrichtius robustus) collected over seven consecutive years to assess the association between GC content and metrics of exposure to sound levels and vessel traffic at different temporal scales, while controlling for contextual variables such as sex, reproductive status, age, body condition, year, time of year and location. We develop a Bayesian Generalized Additive Modelling approach that accommodates the many complexities of these data, including non-linear variation in hormone concentrations, missing covariate values, repeated samples, sampling variability and some hormone concentrations below the limit of detection. Estimated relationships showed large variability, but emerging patterns indicate a strong context-dependency of physiological variation, depending on sex, body condition and proximity to a port. Our results highlight the need to control for baseline hormone variation related to context, which otherwise can obscure the functional relationship between faecal GCs and stressor exposure. Therefore, extensive data collection to determine sources of baseline variation in well-studied populations, such as PCFG gray whales, could shed light on cetacean stress physiology and be used to extend applicability to less-well-studied taxa. GC analyses may offer greatest utility when employed as part of a suite of markers that, in aggregate, provide a multivariate measure of physiological status, better informing estimates of individuals’ health and ultimately the consequences of anthropogenic stressors on populations.

59 BASIC BIOLOGICAL SCIENCES↗