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At least 163 records · Page 9

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NASA NTRS1991

Technical notes and correspondence: Stochastic robustness of linear time-invariant control systems

A simple numerical procedure for estimating the stochastic robustness of a linear time-invariant system is described. Monte Carlo evaluations of the system's eigenvalues allows the probability of instability and the related stochastic root locus to be estimated. This analysis approach treats not only Gaussian parameter uncertainties but non-Gaussian cases, including uncertain-but-bounded variation. Confidence intervals for the scalar probability of instability address computational issues inherent in Monte Carlo simulation. Trivial extensions of the procedure admit consideration of alternate discriminants; thus, the probabilities that stipulated degrees of instability will be exceeded or that closed-loop roots will leave desirable regions can also be estimated. Results are particularly amenable to graphical presentation.

Stengel, Robert F.↗

NASA NTRS1984

A Monte Carlo comparison of the recovery of winds near upwind and downwind from the SASS-1 model function by means of the sum of squares algorithm and a maximum likelihood estimator

Backscatter measurements at upwind and crosswind are simulated for five incidence angles by means of the SASS-1 model function. The effects of communication noise and attitude errors are simulated by Monte Carlo methods, and the winds are recovered by both the Sum of Square (SOS) algorithm and a Maximum Likelihood Estimater (MLE). The SOS algorithm is shown to fail for light enough winds at all incidence angles and to fail to show areas of calm because backscatter estimates that were negative or that produced incorrect values of K sub p greater than one were discarded. The MLE performs well for all input backscatter estimates and returns calm when both are negative. The use of the SOS algorithm is shown to have introduced errors in the SASS-1 model function that, in part, cancel out the errors that result from using it, but that also cause disagreement with other data sources such as the AAFE circle flight data at light winds. Implications for future scatterometer systems are given.

Pierson, W. J., Jr.↗

NASA NTRS2013

Estimating the Properties of Hard X-Ray Solar Flares by Constraining Model Parameters

We wish to better constrain the properties of solar flares by exploring how parameterized models of solar flares interact with uncertainty estimation methods. We compare four different methods of calculating uncertainty estimates in fitting parameterized models to Ramaty High Energy Solar Spectroscopic Imager X-ray spectra, considering only statistical sources of error. Three of the four methods are based on estimating the scale-size of the minimum in a hypersurface formed by the weighted sum of the squares of the differences between the model fit and the data as a function of the fit parameters, and are implemented as commonly practiced. The fourth method is also based on the difference between the data and the model, but instead uses Bayesian data analysis and Markov chain Monte Carlo (MCMC) techniques to calculate an uncertainty estimate. Two flare spectra are modeled: one from the Geostationary Operational Environmental Satellite X1.3 class flare of 2005 January 19, and the other from the X4.8 flare of 2002 July 23.We find that the four methods give approximately the same uncertainty estimates for the 2005 January 19 spectral fit parameters, but lead to very different uncertainty estimates for the 2002 July 23 spectral fit. This is because each method implements different analyses of the hypersurface, yielding method-dependent results that can differ greatly depending on the shape of the hypersurface. The hypersurface arising from the 2005 January 19 analysis is consistent with a normal distribution; therefore, the assumptions behind the three non- Bayesian uncertainty estimation methods are satisfied and similar estimates are found. The 2002 July 23 analysis shows that the hypersurface is not consistent with a normal distribution, indicating that the assumptions behind the three non-Bayesian uncertainty estimation methods are not satisfied, leading to differing estimates of the uncertainty. We find that the shape of the hypersurface is crucial in understanding the output from each uncertainty estimation technique, and that a crucial factor determining the shape of hypersurface is the location of the low-energy cutoff relative to energies where the thermal emission dominates. The Bayesian/MCMC approach also allows us to provide detailed information on probable values of the low-energy cutoff, Ec, a crucial parameter in defining the energy content of the flare-accelerated electrons. We show that for the 2002 July 23 flare data, there is a 95% probability that Ec lies below approximately 40 keV, and a 68% probability that it lies in the range 7-36 keV. Further, the low-energy cutoff is more likely to be in the range 25-35 keV than in any other 10 keV wide energy range. The low-energy cutoff for the 2005 January 19 flare is more tightly constrained to 107 +/- 4 keV with 68% probability.

X-rays↗

NASA NTRS1989

Estimating laser transit anemometry noise performance capabilities

A Monte Carlo based LTA (laser transit anemometry) simulation system has been used to perform a detailed evaluation of a set of processing algorithms proposed by Mayo and Smart (1984) for the extraction of two-dimensional flow parameters from LTA data sets collected in a plane normal to the optical axis of the system. The present evaluation includes data ensembles containing 0.0, 5.0, 10.0, and 20.0 percent background noise levels in the constituent correlograms. The results of these evaluations indicate that for turbulence levels of up to 10.0 percent the processing system is able to extract the necessary flow parameters accurately from the LTA data sets. Mean velocity magnitude and flow angle are measurable to within 2.0 percent for turbulence intensity levels of up to 14.0 percent. Standard deviations are measureable to within 10.0 percent over a turbulence range of 3.0-10.0 percent at the same noise levels. These results indicate that the algorithms described have applications in fluid flow surveys.

Humphreys, William M., Jr.↗

NASA NTRS1994

Preliminary estimates of nucleon fluxes in a water target exposed to solar-flare protons: BRYNTRN versus Monte Carlo code

A baryon transport code (BRYNTRN) has previously been verified using available Monte Carlo results for a solar-flare spectrum as the reference. Excellent results were obtained, but the comparisons were limited to the available data on dose and dose equivalent for moderate penetration studies that involve minor contributions from secondary neutrons. To further verify the code, the secondary energy spectra of protons and neutrons are calculated using BRYNTRN and LAHET (Los Alamos High-Energy Transport code, which is a Monte Carlo code). These calculations are compared for three locations within a water slab exposed to the February 1956 solar-proton spectrum. Reasonable agreement was obtained when various considerations related to the calculational techniques and their limitations were taken into account. Although the Monte Carlo results are preliminary, it appears that the neutron albedo, which is not currently treated in BRYNTRN, might be a cause for the large discrepancy seen at small penetration depths. It also appears that the nonelastic neutron production cross sections in BRYNTRN may underestimate the number of neutrons produced in proton collisions with energies below 200 MeV. The notion that the poor energy resolution in BRYNTRN may cause a large truncation error in neutron elastic scattering requires further study.

Shinn, Judy L.↗

NASA NTRS2019

Development of a Model for the Small-Particle Orbital Debris Population Based on the STS Impact Record

In preparation for the release of the Orbital Debris Engineering Model (ORDEM) version 3.1, the NASA Orbital Debris Program Office (ODPO) revisited how orbiting debris populations of characteristic sizes smaller than 1 cm were modeled. The primary contributor to the population of sub-centimeter debris particles is the surface deterioration or erosion of spacecraft materials exposed to the outer-space environment. Because small particulates are not directly trackable by remote sensing, the primary means of detection is via historical counts of small impact features on flown radiator and window surfaces of the U.S. Space Transportation System (STS, also known as the Space Shuttle) from 1995-2011. Historic NASA studies of high-velocity impact tests have related impact-feature size to particle mass and velocity for certain STS surfaces, so that a corresponding particle size may be inferred from each small-impact feature observed. Micro-debris populations are then estimated by modeling the path and orientation of an STS mission through a simulated debris environment, and the densities of this simulated environment are rescaled to approximate the number of observed STS impact features. Monte-Carlo methods are further employed to gauge the estimation uncertainty of the rescaled environment. A description of the chosen methodologies for estimating and adjusting the micro-debris population model, and the results, are presented.

Seago, J..↗

NASA NTRS2019

Computational Bayesian Methods Applied to Complex Problems in Bio and Astro Statistics

In this dissertation we apply computational Bayesian methods to three distinct problems. In the first chapter, we address the issue of unrealistic covariance matrices used to estimate collision probabilities. We model covariance matrices with a Bayesian Normal-Inverse-Wishart model, which we fit with Gibbs sampling. In the second chapter, we are interested in determining the sample sizes necessary to achieve a particular interval width and establish non-inferiority in the analysis of prevalences using two fallible tests. To this end, we use a third order asymptotic approximation. In the third chapter, we wish to synthesize evidence across multiple domains in measurements taken longitudinally across time, featuring a substantial amount of structurally missing data, and fit the model with Hamiltonian Monte Carlo in a simulation to analyze how estimates of a parameter of interest change across sample sizes.

Elrod, Chris↗

NASA NTRS2013

Dependence of Dynamic Modeling Accuracy on Sensor Measurements, Mass Properties, and Aircraft Geometry

The NASA Generic Transport Model (GTM) nonlinear simulation was used to investigate the effects of errors in sensor measurements, mass properties, and aircraft geometry on the accuracy of identified parameters in mathematical models describing the flight dynamics and determined from flight data. Measurements from a typical flight condition and system identification maneuver were systematically and progressively deteriorated by introducing noise, resolution errors, and bias errors. The data were then used to estimate nondimensional stability and control derivatives within a Monte Carlo simulation. Based on these results, recommendations are provided for maximum allowable errors in sensor measurements, mass properties, and aircraft geometry to achieve desired levels of dynamic modeling accuracy. Results using additional flight conditions and parameter estimation methods, as well as a nonlinear flight simulation of the General Dynamics F-16 aircraft, were compared with these recommendations

Grauer, Jared A.↗

NASA NTRS1993

RENEW v3.2 user's manual, maintenance estimation simulation for Space Station Freedom Program

RENEW is a maintenance event estimation simulation program developed in support of the Space Station Freedom Program (SSFP). This simulation uses reliability and maintainability (R&M) and logistics data to estimate both average and time dependent maintenance demands. The simulation uses Monte Carlo techniques to generate failure and repair times as a function of the R&M and logistics parameters. The estimates are generated for a single type of orbital replacement unit (ORU). The simulation has been in use by the SSFP Work Package 4 prime contractor, Rocketdyne, since January 1991. The RENEW simulation gives closer estimates of performance since it uses a time dependent approach and depicts more factors affecting ORU failure and repair than steady state average calculations. RENEW gives both average and time dependent demand values. Graphs of failures over the mission period and yearly failure occurrences are generated. The averages demand rate for the ORU over the mission period is also calculated. While RENEW displays the results in graphs, the results are also available in a data file for further use by spreadsheets or other programs. The process of using RENEW starts with keyboard entry of the R&M and operational data. Once entered, the data may be saved in a data file for later retrieval. The parameters may be viewed and changed after entry using RENEW. The simulation program runs the number of Monte Carlo simulations requested by the operator. Plots and tables of the results can be viewed on the screen or sent to a printer. The results of the simulation are saved along with the input data. Help screens are provided with each menu and data entry screen.

Bream, Bruce L.↗

NASA NTRS1993

Three-dimensional hypersonic rarefied flow calculations using direct simulation Monte Carlo method

A summary of three-dimensional simulations on the hypersonic rarefied flows in an effort to understand the highly nonequilibrium flows about space vehicles entering the Earth's atmosphere for a realistic estimation of the aerothermal loads is presented. Calculations are performed using the direct simulation Monte Carlo method with a five-species reacting gas model, which accounts for rotational and vibrational internal energies. Results are obtained for the external flows about various bodies in the transitional flow regime. For the cases considered, convective heating, flowfield structure and overall aerodynamic coefficients are presented and comparisons are made with the available experimental data. The agreement between the calculated and measured results are very good.

Celenligil, M. Cevdet↗

NASA NTRS2012

Modeling the Flow of Rarefied Gases at NASA

At modest temperatures, the thermal energy of atmospheric diatomic gases such as nitrogen is primarily distributed between only translational and rotational energy modes. Furthermore, these energy modes are fully excited such that the specific heat at constant volume is well approximated by the simple expression C(sub v) = 5/2 R. As a result, classical mechanics provides a suitable approximation at such temperatures of the true quantum mechanical behavior of the inter-molecular collisions of such molecules. Using classical mechanics, the transfer of energy between rotational and translation energy modes is studied. The approach of Lordi and Mates is adopted to compute the trajectories and time dependent rotational orientations and energies during the collision of two non-polar diatomic molecules. A Monte-Carlo analysis is performed collecting data from the results of many such simulations in order to estimate the rotational relaxation time. A Graphical Processing Unit (GPU) is employed to improve the performance of the Monte-Carlo analysis. A comparison of the performance of the GPU implementation to an implementation on traditional computer architecture is made. Effects of the assumed inter-molecular potential on the relaxation time are studied. The seminar will also present highlights of computational analyses performed at NASA Johnson Space Center of heat transfer in rarefied gases.

Forrest E. Lumpkin, III↗

NASA NTRS2020

Multi Model Monte Carlo with Python (MXMCPy)

Multi Model Monte Carlo with Python (\mxmc {}) is a software package developed as a general capability for computing the statistics of outputs from an expensive, high-fidelity model by leveraging faster, low-fidelity models for speedup. Motivated by uncertainty propagation problems where classical Monte Carlo (MC) simulation is computationally intractable, various multi-model MC approaches have recently emerged that yield unbiased estimators with significantly reduced variance relative to MC for the same cost. These existing methods include multi-level Monte Carlo (MLMC), multi-fidelity Monte Carlo (MFMC), and approximate control variates (ACV). Given a fixed computational budget and a collection of models with varying cost/accuracy, each method seeks a sample allocation strategy across the models that results in an estimator with optimal variance reduction. \mxmc {} is a versatile tool that enables convenient access to many existing multi-model MC approaches within one modular and extensible package. With \mxmc {}, users can easily compare existing methods to determine the best choice for their particular problem, while developers have a basis for implementing and sharing new variance reduction approaches. This report introduces the \mxmc {} software, providing a summary of the problem-solving workflow for users as well as a brief overview of the code layout for developers.

Geoffrey F Bomarito↗

NASA NTRS1987

On the representation and estimation of spatial uncertainty

This paper describes a general method for estimating the nominal relationship and expected error (covariance) between coordinate frames representing the relative locations of objects. The frames may be known only indirectly through a series of spatial relationships, each with its associated error, arising from diverse causes, including positioning errors, measurement errors, or tolerances in part dimensions. This estimation method can be used to answer such questions as whether a camera attached to a robot is likely to have a particular reference object in its field of view. The calculated estimates agree well with those from an independent Monte Carlo simulation. The method makes it possible to decide in advance whether an uncertain relationship is known accurately enough for some task and, if not, how much of an improvement in locational knowledge a proposed sensor will provide. The method presented can be generalized to six degrees of freedom and provides a practical means of estimating the relationships (position and orientation) among objects, as well as estimating the uncertainty associated with the relationships.

Smith, Randall C.↗

NASA NTRS1972

Approximate estimation for systems with quantized data.

Estimation of the state of a nonlinear discrete-time system using quantized data is considered. An exact solution for the maximum likelihood estimate is expressed as the solution of a nonlinear two-point boundary-value problem. Approximate recursive solutions for both the maximum likelihood and the conditional-mean estimates are obtained. The results of Monte-Carlo simulations are presented in which the performance of these two algorithms is compared with that of a Kalman filter in which the quantization error is approximated by white noise.-

Clements, K. A.↗

NASA NTRS1988

Periodicities in gamma-ray burst light curves

Only one case is known where a gamma-ray burst (GRB) light curve indisputably exhibits a periodic behavior. However, a number of GRB light curves have claims for periodicity of varying degrees of plausibility. A vital part of each claim is some mathematical calculation of the significance of the period when compared to some appropriate hypothesis where no modulation is present. For the period search techniques of Fourier transforms, periodograms, and model fitting, well known statistical procedures allow the significance to be evaluated. However, a fourth period search technique, so called 'pattern recognition', does not have any published means of estimating confidence levels. Here, a series of Monte Carlo calculations is presented which will allow evaluation of a period's significance. These results are then applied to periods proposed for 16 bursts.

Schaefer, B. E.↗

NASA NTRS1990

The shape of Eros

Monte Carlo simulations are presently used to optimize estimation, ascertain associated errors, and guide bias-correction procedures, for the Eros polar silhouette convex hull that has been estimated from radar echo spectra. This hull is trapezoidal; this nonaxisymmetric shape may account for odd harmonics in Eros' echo spectral signature as a function of rotation phase. Additional constraints have been obtained for the figure of Eros through the inversion of the optical lightcurve to estimate the asteroid's two-dimensional average of the three-dimensional shape. This 'mean cross-section' and the polar silhouette exhibit similar elongations.

Ostro, S. J.↗

NASA NTRS1991

A satellite-based radar wind sensor

The objective is to investigate the application of Doppler radar systems for global wind measurement. A model of the satellite-based radar wind sounder (RAWS) is discussed, and many critical problems in the designing process, such as the antenna scan pattern, tracking the Doppler shift caused by satellite motion, and backscattering of radar signals from different types of clouds, are discussed along with their computer simulations. In addition, algorithms for measuring mean frequency of radar echoes, such as the Fast Fourier Transform (FFT) estimator, the covariance estimator, and the estimators based on autoregressive models, are discussed. Monte Carlo computer simulations were used to compare the performance of these algorithms. Anti-alias methods are discussed for the FFT and the autoregressive methods. Several algorithms for reducing radar ambiguity were studied, such as random phase coding methods and staggered pulse repitition frequncy (PRF) methods. Computer simulations showed that these methods are not applicable to the RAWS because of the broad spectral widths of the radar echoes from clouds. A waveform modulation method using the concept of spread spectrum and correlation detection was developed to solve the radar ambiguity. Radar ambiguity functions were used to analyze the effective signal-to-noise ratios for the waveform modulation method. The results showed that, with suitable bandwidth product and modulation of the waveform, this method can achieve the desired maximum range and maximum frequency of the radar system.

Xin, Weizhuang↗

NASA NTRS1994

Fatigue reliability method with in-service inspections

The first reliability method (FORM) has traditionally been applied in a fatigue reliability setting to one inspection interval at a time, so that the random distribution of crack lengths must be recharacterized following each inspection. The FORM presented here allow each analysis to span several inspection periods without explicit characterization of the crack length distribution upon each inspection. The method thereby preserves the attractive feature of FORM in that relatively few realizations in the random variable space need to be considered. Examples are given which show that the present methodology gives estimates which are in good agreement with Monte Carlo simulations and is efficient even for complex components.

Harkness, H. H.↗