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At least 163 records · Page 9

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DOE OSTI2018

Kumaraswamy distribution: different methods of estimation

This paper addresses different methods of estimation of the unknown parameters of a two-parameter Kumaraswamy distribution from a frequentist point of view. We briefly describe ten different frequentist approaches, namely, maximum likelihood estimators, moments estimators, L-moments estimators, percentile based estimators, least squares estimators, weighted least squares estimators, maximum product of spacings estimators, Cramér–von-Mises estimators, Anderson–Darling estimators and right tailed Anderson–Darling estimators. Monte Carlo simulations and two real data applications are performed to compare the performances of the estimators for both small and large samples.

97 MATHEMATICS AND COMPUTING↗

DOE OSTI2022

Fast Gaussian Process Estimation for Large-Scale In Situ Inference using Convolutional Neural Networks

Exascale computing will bring with it significant I/O limitations. One foreseeable consequence of such restrictions is that the user can save only a small fraction of complex simulation data to disk for subsequent analysis. An alternative is to fit statistical models to data in situ, that is, inside the simulation as it runs. This option requires extremely fast statistical estimation to avoid slowing down the simulation. Gaussian processes (GPs) have state-of-the-art predictive performance for modeling spatial data. However, standard estimation methods for GPs scale quite poorly to large data sets as parameter estimation requires inverting a covariance matrix to the size of the data set. In the presented work, we use a convolutional neural network (CNN) to predict the GP parameters for a spatial data set, from a simulation or otherwise, rather than optimize the parameters directly. Here, our presented case study models spatial data from E3SM, the Department of Energy’s Exascale climate model. The CNN is trained on synthetic data simulated from GP models with known parameters and then applied to data from the climate simulation. In the presented examples, the neural network scheme produces parameter estimates that compare well with standard methods such as maximum likelihood estimation in predictive performance but is obtained four orders of magnitude faster.

big data↗

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↗

DOE OSTI2023

Scalable computations for nonstationary Gaussian processes

Nonstationary Gaussian process models can capture complex spatially varying dependence structures in spatial datasets. However, the large number of observations in modern datasets makes fitting such models computationally intractable with conventional dense linear algebra. In addition, derivative-free or even first-order optimization methods can be very slow to converge when estimating many spatially varying parameters. In this paper, we present a computational framework which couples an algebraic block diagonal plus low-rank covariance matrix approximation with stochastic trace estimation to facilitate the efficient use of second-order solvers for maximum likelihood estimation of Gaussian process models with many parameters. We demonstrate the effectiveness of these methods by simultaneously fitting 192 parameters in the popular nonstationary model of Paciorek and Schervish using 107,600 sea surface temperature anomaly measurements.

97 MATHEMATICS AND COMPUTING↗

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.↗

DOE OSTI2022

Likelihood Maximization and Moment Matching in Low SNR Gaussian Mixture Models

We derive an asymptotic expansion for the log-likelihood of Gaussian mixture models (GMMs) with equal covariance matrices in the low signal-to-noise regime. The expansion reveals an intimate connection between two types of algorithms for parameter estimation: the method of moments and likelihood optimizing algorithms such as Expectation-Maximization (EM). We show that likelihood optimization in the low SNR regime reduces to a sequence of least squares optimization problems that match the moments of the estimate to the ground truth moments one by one. This connection is a stepping stone towards the analysis of EM and maximum likelihood estimation in a wide range of models. A motivating application for the study of low SNR mixture models is cryo-electron microscopy data, which can be modeled as a GMM with algebraic constraints imposed on the mixture centers. We discuss the application of our expansion to algebraically constrained GMMs, among other example models of interest. © 2022 The Authors. Communications on Pure and Applied Mathematics published by Wiley Periodicals LLC.

97 MATHEMATICS AND COMPUTING↗