SEARCH · Search NASA

Results for “Maximum likelihood estimation”

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.

SourceResearch connectionFrom yearThrough year

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

At least 145 records · Page 8

All sources NASA NTRS DOE OSTI

NASA NTRS1989

Probabilities and statistics for backscatter estimates obtained by a scatterometer with applications to new scatterometer design data

The values of the Normalized Radar Backscattering Cross Section (NRCS), sigma (o), obtained by a scatterometer are random variables whose variance is a known function of the expected value. The probability density function can be obtained from the normal distribution. Models for the expected value obtain it as a function of the properties of the waves on the ocean and the winds that generated the waves. Point estimates of the expected value were found from various statistics given the parameters that define the probability density function for each value. Random intervals were derived with a preassigned probability of containing that value. A statistical test to determine whether or not successive values of sigma (o) are truly independent was derived. The maximum likelihood estimates for wind speed and direction were found, given a model for backscatter as a function of the properties of the waves on the ocean. These estimates are biased as a result of the terms in the equation that involve natural logarithms, and calculations of the point estimates of the maximum likelihood values are used to show that the contributions of the logarithmic terms are negligible and that the terms can be omitted.

Pierson, Willard J., Jr.↗

NASA NTRS1987

A new method of boundary parameter estimation for a two-dimensional diffusion system under noisy observations

The purpose of this paper is to establish a method for identifying unknown parameters involved in the boundary state of a class of diffusion systems under noisy observations. A mathematical model of the system dynamics is given by a two-dimensional diffusion equation. Noisy observations are made by sensors allocated on the system boundary. Starting with the mathematical model mentioned above, an online parameter estimation algorithm is proposed within the framework of the maximum likelihood estimation. Existence of the optimal solution and related necessary conditions are discussed. By solving a local variation of the cost functional with respect to the perturbation of parameters, the estimation mechanism is proposed in a form of recursive computations. Finally, the feasibility of the estimator proposed here is demonstrated through results of digital simulation experiments.

Sunahara, Y.↗

NASA NTRS1988

A method of boundary parameter estimation for a two-dimensional diffusion system under noisy observations

Sunahara, Y.↗

NASA NTRS1991

Improved geometric calibration of the SIR-C data

Errors in the determination of the platform state vector (position and velocity) limit the accuracy with which individual pixels in a SAR (synthetic aperture radar) image can be located. A method of updating the state vector based on the SAR data is described. The algorithm combines reference targets at known locations with the estimates available from the mission control center, utilizing a maximum likelihood estimator. The targets can be located at calibration sites or be easily recognizable targets of opportunity. The accuracy of the update depends on the number of targets, their geometry, and the accuracy of their position determination. The algorithm is tested using Seasat SAR data. High-accuracy state vectors were perturbed by Gaussian distributed errors with standard deviations and cross-correlations based on worst-case expectations for SIR-C (Shuttle Imaging Radar). Tests using ground targets located in topographic maps (1:24,000) showed that state vector position errors on the order of 300-400 m and velocity accuracies of 2-3 m/s are readily achievable.

Madsen, S. N.↗

NASA NTRS1993

Coherent lidar design and performance verification

The verification of LAWS beam alignment in space can be achieved by a measurement of heterodyne efficiency using the surface return. The crucial element is a direct detection signal that can be identified for each surface return. This should be satisfied for LAWS but will not be satisfied for descoped LAWS. The performance of algorithms for velocity estimation can be described with two basic parameters: the number of coherently detected photo-electrons per estimate and the number of independent signal samples per estimate. The average error of spectral domain velocity estimation algorithms are bounded by a new periodogram Cramer-Rao Bound. Comparison of the periodogram CRB with the exact CRB indicates a factor of two improvement in velocity accuracy is possible using non-spectral domain estimators. This improvement has been demonstrated with a maximum-likelihood estimator. The comparison of velocity estimation algorithms for 2 and 10 micron coherent lidar was performed by assuming all the system design parameters are fixed and the signal statistics are dominated by a 1 m/s rms wind fluctuation over the range gate. The beam alignment requirements for 2 micron are much more severe than for a 10 micron lidar. The effects of the random backscattered field on estimating the alignment error is a major problem for space based lidar operation, especially if the heterodyne efficiency cannot be estimated. For LAWS, the biggest science payoff would result from a short transmitted pulse, on the order of 0.5 microseconds instead of 3 microseconds. The numerically errors for simulation of laser propagation in the atmosphere have been determined as a joint project with the University of California, San Diego. Useful scaling laws were obtained for Kolmogorov atmospheric refractive turbulence and an atmospheric refractive turbulence characterized with an inner scale. This permits verification of the simulation procedure which is essential for the evaluation of the effects of refractive turbulence on coherent Doppler lidar systems. The analysis of 2 micron Doppler lidar data from Coherent Technologies, Inc. (CTI) has demonstrated many of the advantages of doppler lidar measurements of boundary layer winds. The effects of wind shear and wind turbulence over the pulse volume are probably the dominant source of the reduced performance. The effects of wind shear and wind turbulence on the statistical description of doppler lidar data has been derived and calculated.

Frehlich, Rod↗

NASA NTRS1983

Optimal design and use of retry in fault tolerant real-time computer systems

A new method to determin an optimal retry policy and for use in retry of fault characterization is presented. An optimal retry policy for a given fault characteristic, which determines the maximum allowable retry durations to minimize the total task completion time was derived. The combined fault characterization and retry decision, in which the characteristics of fault are estimated simultaneously with the determination of the optimal retry policy were carried out. Two solution approaches were developed, one based on the point estimation and the other on the Bayes sequential decision. The maximum likelihood estimators are used for the first approach, and the backward induction for testing hypotheses in the second approach. Numerical examples in which all the durations associated with faults have monotone hazard functions, e.g., exponential, Weibull and gamma distributions are presented. These are standard distributions commonly used for modeling analysis and faults.

Lee, Y. H.↗

NASA NTRS1990

Distributed parameter estimation for large beam-like structures for general inputs

In this paper, maximum likelihood estimation for distributed parameter models of large flexible structures has been formulated. Distributed parameter models involve far fewer unknown parameters than independent modal characteristics of finite element models. The closed-form solutions for the partial differential equations with general forced inputs have been derived. The closed-form expressions of the sensitivity functions lead to highly efficient algorithms for analyzing ground or on-orbit test results. Numerical simulations with impulse and step inputs to the NASA Mini-MAST trust have been demonstrated. The estimations of modal properties involve its longitudinal elongation modes, lateral bending modes and torsional modes. The results show that distributed parameter models are promising in the parameter estimation of large flexible structures.

Shen, Ji-Yao↗

NASA NTRS2024

Aircraft Parameter Estimation Considering Process and Measurement Noise

A practical formulation is proposed for parameter estimation using the filter-error method, which is a maximum-likelihood estimator for dynamic systems having both process and measurement noise inputs. The novelty of the proposed formulation is that by accurately estimating the measurement noise covariance matrix using a time series analysis method, the remaining unknowns (which include the unknown parameters in the state-space matrices and the process noise covariance matrix) become decorrelated and can be estimated simultaneously in a straightforward manner. The approach is demonstrated using simulation data and flight test data from a subscale airplane. Results indicate that proposed algorithm can obtain accurate modeling results when both measurement noise and process noise are present in the data.

Kalman filter↗

NASA NTRS1971

A note on some efficient estimates of the noise variance for first-order Reed-Muller codes

Noise variance maximum likelihood estimate based on order statistics for first order Reed-Muller code transmission over zero-mean white Gaussian noise channel

Holmes, J. K.↗

NASA NTRS1978

Estimation of aerodynamic characteristics from dynamic flight test data

Significant effort was spent in estimating unknown aircraft coefficients, such as stability and control derivatives from dynamic flight maneuvers. The techniques used to estimate these coefficients are becoming increasingly complex; however, these techniques make it possible to obtain estimates of coefficients that in the past were nearly impossible to obtain. A survey of the investigations that were undertaken to obtain estimates of coefficients from dynamic flight maneuvers is presented. One method, the maximum likelihood estimation technique, is described briefly and some of the successful applications of the technique are presented. Possible techniques for analyzing responses obtained in the stall/spin regime are discussed. Recent data obtained in the stall/spin flight regime are presented along with a discussion of how some basic results can be obtained with simple analysis techniques.

Liff, K. W.↗

NASA NTRS1978

Aircraft parameter estimation in frequency domain

The algorithms for the equation error and output error methods, the two basic procedures for the extraction of aircraft parameters from flight data, are formulated in the frequency domain. The output error method includes the maximum likelihood estimation technique. This is further extended to those cases where the measured data is in the form of frequency response curves and the model of an aircraft includes elastic degrees of freedom and unsteady aerodynamics. Then the generalized maximum likelihood method, which can be applied to the identification of an aircraft subjected to external disturbances, is introduced. Next, all estimation methods mentioned are discussed with emphasis on advantages of the frequency domain analysis. The paper concludes with an example using real flight data.

Klein, V.↗

NASA NTRS1975

A FORTRAN program for determining aircraft stability and control derivatives from flight data

A digital computer program written in FORTRAN IV for the estimation of aircraft stability and control derivatives is presented. The program uses a maximum likelihood estimation method, and two associated programs for routine, related data handling are also included. The three programs form a package that can be used by relatively inexperienced personnel to process large amounts of data with a minimum of manpower. This package was used to successfully analyze 1500 maneuvers on 20 aircraft, and is designed to be used without modification on as many types of computers as feasible. Program listings and sample check cases are included.

Maine, R. E.↗

NASA NTRS1980

The luminosity functions of the 1969 Perseid and Orionid meteor showers

Observations of the 1969 Perseid and Orionid meteor showers are presented and used to derive luminosity functions for the 288 Perseids and 56 Orionids detected. Visual counts were performed under very good to excellent seeing conditions at the times of peak activities, and the brightnesses of the meteors were estimated to the nearest magnitude by comparison with the magnitudes of known objects. Maximum likelihood estimates of the power law index of the luminosity function of 1.56 + or - 0.06 for the Perseids and of 1.85 + or - 0.1 for the Orionids are obtained which are lower than the values found by other investigators. Under the assumption that the luminosity of visual meteors is proportional to their mass, the luminosity function power law may also be used to characterize the mass function.

Krisciunas, K.↗

NASA NTRS1984

Estimation of parameters in linear structural relationships: Sensitivity to the choice of the ratio of error variances

Maximum likelihood estimation of parameters in linear structural relationships under normality assumptions requires knowledge of one or more of the model parameters if no replication is available. The most common assumption added to the model definition is that the ratio of the error variances of the response and predictor variates is known. The use of asymptotic formulae for variances and mean squared errors as a function of sample size and the assumed value for the error variance ratio is investigated.

Lakshminarayanan, M. Y.↗

NASA NTRS1984

Estimation of parameters in linear structural relationships Sensitivity to the choice of the ratio of error variances

Maximum likelihood estimation of parameters in linear structural relationships under normality assumptions requires knowledge of one or more of the model parameters if no replication is available. The most common assumption added to the model definition is that the ratio of the error variances of the response and predictor variates is known. This paper investigates the use of asymptotic formulae for variances and mean squared errors as a function of sample size and the assumed value for the error variance ratio.

Lakshminarayanan, M. Y.↗

NASA NTRS1994

On determining the spectrum of primordial inhomogeneity from the COBE DMR sky maps: Results of two-year data analysis

A new technique of Fourier analysis on a cut sky has been applied to the two-year Cosmic Background Explorer (COBE) Differential Microwave Radiometer (DMR) 53 and 90 GHz sky maps. The Bayesian power spectrum estimation results are consistent with the Harrison-Zel'dovich n = 1 model. The maximum likelihood estimates of the usual parameters defining the power spectrum of primordial perturbations are n = 1.22 (1.02) and Q(sub rms-PS) = 17 (20) microK including (excluding) the quadrupole. A spectral-index-independent normalization is naturally expressed for the two-year maps in terms of the multipole amplitude a(sub 9) = 8.2 (8.3) microK (to approximately 12 sigma significance). The marginal likelihood function on n obtained by intergration with respect to a(sub 9) renders n = 1.17 +/- 0.31 (0.96 +/- 0.36).

Gorski, K. M.↗

NASA NTRS1994

Performance of mean-frequency estimators for Doppler radar and lidar

The performance of mean-frequency estimators for Doppler radar and lidar measurements of winds is presented in terms of two basic parameters: Phi, the ratio of the average signal energy per estimate to the spectral noise level; and Omega, which is proportional to the number of independent samples per estimate. For fixed Phi and Omega, the Cramer-Rao bound (CRB) (theoretical best performance) for unbiased estimators of mean frequency (normalized by the spectral width of the signal), signal power, and spectral width are essentially independent of the number of data samples M. For large Phi, the estimators of mean frequency are unbiased and the performance is independent of M. The spectral domain estimators and covariance based estimators are bounded by the approximate period of M. The spectral domain estimators and covariance based estimators are bounded by the approximate periodogram CRB. The standard deviation of the maximum-likelihood estimator approaches the exact CRB, which can be more than a factor of 2 better than the performance of the spectral domain estimators or covariance-based estimators for typical Omega. For small Phi, the estimators are biased due to the effects of the uncorrelated noise (white noise), which results in uniformly distributed 'bad' estimates. The fraction of bad estimates is a function of Phi and M with weak dependence on the parameter Omega. Simple empirical models describe the standard deviation of the good estimates and the fraction of bad estimates. For Doppler lidar and for large Phi, better performance is obtained by using many low-energy pulses instead of one pulse with the same total energy. For small Phi, the converse is true.

Frehlich, R. G.↗

NASA NTRS2022

Vision-based Velocimetry over Unknown Terrain with a Low-Noise IMU

This paper presents a novel approach to terrain-relative navigation with a visual camera and Inertial Measurement Unit (IMU). The proposed algorithm uses an Extended Kalman Filter (EKF) to combine an IMU propagated state estimate with batch correction estimates computed over a sliding window of measurements. The batch correction algorithm follows the Maximum Likelihood Estimation (MLE) approach used in other Bundle Adjustment systems. Unlike other systems, the proposed system parameterizes the state over the entire window in terms of the state at a single epoch. By ignoring IMU error over the window duration, we obtain a state epoch MLE that jointly estimates the epoch state and terrain parameters with drastically reduced computationally cost. This paper presents the general architecture which can be adapted for various state parameterizations and measurement inputs. For space applications with high-accuracy IMUs, the reduction in computational cost comes with only a modest increase in estimation errors. The increase in error is quantified via a linear covariance analysis presented in this paper. Furthermore, we present simulation results which show the applicability of this algorithm to planetary landing problems.

San Martin, A. Miguel↗