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Additional comments on 'Multistage least-squares parameter estimation'

The purpose of this correspondence is to call attention to other solutions to the problem addressed in the above paper, that of adding or deleting parameters or measurements from a given linear model. The solution algorithms proposed in the article are numerically ill-conditioned and are less efficient, in terms of both computational and storage requirements, than the methods described here. Several numerically stable, compact, flexible, and efficient algorithms for analyzing the parameter estimation problem are described and others are referenced.

Bierman, G. J.

Inclusion of unsteady aerodynamics in longitudinal parameter estimation from flight data

A simple vortex system, used to model unsteady aerodynamic effects into the rigid body longitudinal equations of motion of an aircraft, is described. The equations are used in the development of a parameter extraction algorithm. Use of the two parameter-estimation modes, one including and the other omitting unsteady aerodynamic modeling, is discussed as a means of estimating some acceleration derivatives. Computer generated data and flight data, used to demonstrate the use of the parameter-extraction algorithm are studied.

Queijo, M. J.

A methodology for airplane parameter estimation and confidence interval determination in nonlinear estimation problems

An algorithm for maximum likelihood (ML) estimation is developed with an efficient method for approximating the sensitivities. The ML algorithm relies on a new optimization method referred to as a modified Newton-Raphson with estimated sensitivities (MNRES). MNRES determines sensitivities by using slope information from local surface approximations of each output variable in parameter space. With the fitted surface, sensitivity information can be updated at each iteration with less computational effort than that required by either a finite-difference method or integration of the analytically determined sensitivity equations. MNRES eliminates the need to derive sensitivity equations for each new model, and thus provides flexibility to use model equations in any convenient format. A random search technique for determining the confidence limits of ML parameter estimates is applied to nonlinear estimation problems for airplanes. The confidence intervals obtained by the search are compared with Cramer-Rao (CR) bounds at the same confidence level. The degree of nonlinearity in the estimation problem is an important factor in the relationship between CR bounds and the error bounds determined by the search technique. Beale's measure of nonlinearity is developed in this study for airplane identification problems; it is used to empirically correct confidence levels and to predict the degree of agreement between CR bounds and search estimates.

Murphy, P. C.

An implementation of neural simulation-based inference for parameter estimation in ATLAS

Neural simulation-based inference (NSBI) is a powerful class of machine-learning-based methods for statistical inference that naturally handles high-dimensional parameter estimation without the need to bin data into low-dimensional summary histograms. Such methods are promising for a range of measurements, including at the Large Hadron Collider, where no single observable may be optimal to scan over the entire theoretical phase space under consideration, or where binning data into histograms could result in a loss of sensitivity. This work develops a NSBI framework for statistical inference, using neural networks to estimate probability density ratios, which enables the application to a full-scale analysis. It incorporates a large number of systematic uncertainties, quantifies the uncertainty due to the finite number of events in training samples, develops a method to construct confidence intervals, and demonstrates a series of intermediate diagnostic checks that can be performed to validate the robustness of the method. As an example, the power and feasibility of the method are assessed on simulated data for a simplified version of an off-shell Higgs boson couplings measurement in the four-lepton final states. This approach represents an extension to the standard statistical methodology used by the experiments at the Large Hadron Collider, and can benefit many physics analyses.

frequentist statistics

Toward Accelerated Nuclear-physics Parameter Estimation from Binary Neutron Star Mergers: Emulators for the Tolman–Oppenheimer–Volkoff Equations

Abstract Gravitational-wave observations of binary neutron-star (BNS) mergers have the potential to revolutionize our understanding of the nuclear equation of state (EOS) and the fundamental interactions that determine its properties. However, Bayesian parameter estimation frameworks do not typically sample over microscopic nuclear-physics parameters that determine the EOS. One of the major hurdles in doing so is the computational cost involved in solving the neutron-star structure equations, known as the Tolman–Oppenheimer–Volkoff (TOV) equations. In this paper, we explore approaches to emulating solutions for the TOV equations: multilayer perceptrons (MLPs), Gaussian processes, and a data-driven variant of the reduced basis method (RBM). We implement these emulators for three different parameterizations of the nuclear EOS, each with a different degree of complexity represented by the number of model parameters. We find that our MLP-based emulators are generally more accurate than the other two algorithms, whereas the RBM results in the largest speedup with respect to the full high-fidelity TOV solver. We employ these emulators for a simple parameter inference using a potentially loud BNS observation and show that the posteriors predicted by our emulators are in excellent agreement with those obtained from the full TOV solver.

79 ASTRONOMY AND ASTROPHYSICS

Joint state and parameter estimation

Recent results are described concerning the problem of state reconstruction for a class of nonlinear distributed systems. The methods are then applied to the problem of joint state and parameter estimation. An example with the wave equation is presented.

Carmichael, N.

Cubic spline approximation techniques for parameter estimation in distributed systems

Approximation schemes employing cubic splines in the context of a linear semigroup framework are developed for both parabolic and hyperbolic second-order partial differential equation parameter estimation problems. Convergence results are established for problems with linear and nonlinear systems, and a summary of numerical experiments with the techniques proposed is given.

Banks, H. T.

A parameter estimation subroutine package

Linear least squares estimation and regression analyses continue to play a major role in orbit determination and related areas. FORTRAN subroutines have been developed to facilitate analyses of a variety of parameter estimation problems. Easy to use multipurpose sets of algorithms are reported that are reasonably efficient and which use a minimal amount of computer storage. Subroutine inputs, outputs, usage and listings are given, along with examples of how these routines can be used.

Bierman, G. J.

Real-Time Parameter Estimation for Flexible Aircraft

A method for estimating aeroelastic stability and control derivatives for flexible aircraft is developed and demonstrated using flight test data for the X-56A subscale demonstrator. The method uses the equation-error approach with frequency-domain data, and can be applied post-flight or in real time during flight. The non-dimensional aeroelastic forces and moments and the explanatory variables (including generalized displacement, rate, and acceleration states for the vibration modes) are estimated using a finite element model and onboard sensor measurements in both a least squares and Kalman filtering framework. The data are then transformed into the frequency domain for parameter estimation using equation error. This method can result in a more efficient analysis than with other iterative methods, and can leverage existing statistical tools for model structure determination, data collinearity detection, combining multiple maneuvers or prior information, and others to improve model quality.

Grauer, Jared A.

Flight Test of Orthogonal Square Wave Inputs for Hybrid-Wing-Body Parameter Estimation

As part of an effort to improve emissions, noise, and performance of next generation aircraft, it is expected that future aircraft will use distributed, multi-objective control effectors in a closed-loop flight control system. Correlation challenges associated with parameter estimation will arise with this expected aircraft configuration. The research presented in this paper focuses on addressing the correlation problem with an appropriate input design technique in order to determine individual control surface effectiveness. This technique was validated through flight-testing an 8.5-percent-scale hybrid-wing-body aircraft demonstrator at the NASA Dryden Flight Research Center (Edwards, California). An input design technique that uses mutually orthogonal square wave inputs for de-correlation of control surfaces is proposed. Flight-test results are compared with prior flight-test results for a different maneuver style.

Taylor, Brian R.

The application of parameter estimation to flight measurements to obtain lateral-directional stability derivatives of an augmented jet-flap STOL airplane

Flight experiments with an augmented jet flap STOL aircraft provided data from which the lateral directional stability and control derivatives were calculated by applying a linear regression parameter estimation procedure. The tests, which were conducted with the jet flaps set at a 65 deg deflection, covered a large range of angles of attack and engine power settings. The effect of changing the angle of the jet thrust vector was also investigated. Test results are compared with stability derivatives that had been predicted. The roll damping derived from the tests was significantly larger than had been predicted, whereas the other derivatives were generally in agreement with the predictions. Results obtained using a maximum likelihood estimation procedure are compared with those from the linear regression solutions.

Stephenson, J. D.

Parameter Estimation for Compact Binaries with Ground-Based Gravitational-Wave Observations Using the LALInference

The Advanced LIGO and Advanced Virgo gravitational wave (GW) detectors will begin operation in the coming years, with compact binary coalescence events a likely source for the first detections. The gravitational waveforms emitted directly encode information about the sources, including the masses and spins of the compact objects. Recovering the physical parameters of the sources from the GW observations is a key analysis task. This work describes the LALInference software library for Bayesian parameter estimation of compact binary signals, which builds on several previous methods to provide a well-tested toolkit which has already been used for several studies. We show that our implementation is able to correctly recover the parameters of compact binary signals from simulated data from the advanced GW detectors. We demonstrate this with a detailed comparison on three compact binary systems: a binary neutron star (BNS), a neutron star - black hole binary (NSBH) and a binary black hole (BBH), where we show a cross-comparison of results obtained using three independent sampling algorithms. These systems were analysed with non-spinning, aligned spin and generic spin configurations respectively, showing that consistent results can be obtained even with the full 15-dimensional parameter space of the generic spin configurations. We also demonstrate statistically that the Bayesian credible intervals we recover correspond to frequentist confidence intervals under correct prior assumptions by analysing a set of 100 signals drawn from the prior. We discuss the computational cost of these algorithms, and describe the general and problem-specific sampling techniques we have used to improve the efficiency of sampling the compact binary coalescence (CBC) parameter space.

gravitational wave

Mechanical Analog Approach to Parameter Estimation of Lateral Spacecraft Fuel Slosh

The nutation (wobble) of a spinning spacecraft in the presence of energy dissipation is a well-known problem in dynamics and is of particular concern for space missions. Even with modern computing systems, CFD type simulations are not fast enough to allow for large scale Monte Carlo analyses of spacecraft and launch vehicle dynamic behavior with slosh included. Simplified mechanical analogs for the slosh are preferred during the initial stages of design to reduce computational time and effort to evaluate the Nutation Time Constant (NTC). Analytic determination of the slosh analog parameters has met with mixed success and is made even more difficult by the introduction of propellant management devices such as elastomeric diaphragms. By subjecting full-sized fuel tanks with actual flight fuel loads to motion similar to that experienced in flight and measuring the forces experienced by the tanks, these parameters can be determined experimentally. Currently, the identification of the model parameters is a laborious trial-and-error process in which the hand-derived equations of motion for the mechanical analog are evaluated and their results compared with the experimental results. Of particular interest is the effect of diaphragms and bladders on the slosh dynamics and how best to model these devices. An experimental set-up is designed and built to include a diaphragm in the simulated spacecraft fuel tank subjected to lateral slosh. This research paper focuses on the parameter estimation of a SimMechanics model of the simulated spacecraft propellant tank with and without diaphragms using lateral fuel slosh experiments. Automating the parameter identification process will save time and thus allow earlier identification of potential vehicle problems.

Chatman, Yadira

Comparison of laser anemometer measurements and theory in an annular turbine cascade with experimental accuracy determined by parameter estimation

Experimental measurements of the velocity components in the blade to blade (axial tangential) plane were obtained with an axial flow turbine stator passage and were compared with calculations from three turbomachinery computer programs. The theoretical results were calculated from a quasi three dimensional inviscid code, a three dimensional inviscid code, and a three dimensional viscous code. Parameter estimation techniques and a particle dynamics calculation were used to assess the accuracy of the laser measurements, which allow a rational basis for comparison of the experimenal and theoretical results. The general agreement of the experimental data with the results from the two inviscid computer codes indicates the usefulness of these calculation procedures for turbomachinery blading. The comparison with the viscous code, while generally reasonable, was not as good as for the inviscid codes.

Goldman, L. J.

Transfer-function-parameter estimation from frequency response data: A FORTRAN program

A FORTRAN computer program designed to fit a linear transfer function model to given frequency response magnitude and phase data is presented. A conjugate gradient search is used that minimizes the integral of the absolute value of the error squared between the model and the data. The search is constrained to insure model stability. A scaling of the model parameters by their own magnitude aids search convergence. Efficient computer algorithms result in a small and fast program suitable for a minicomputer. A sample problem with different model structures and parameter estimates is reported.

Seidel, R. C.

A parameter-estimation subroutine package

Estimation subroutine package comprises fast, efficient, and simple least-squares data-processing algorithms for use in orbit determination and related analyses. Very reliable and general algorithms have been documented. Package contains collection of streamlined subroutines that can be used to solve large variety of parameter-estimation and filtering problems. Special routines are included for problems with colored process noise and covariance (factor) mapping.

Bierman, G.

Parameter estimation of the vibrational model for the SCOLE experimental facility

The objective of this study is to experimentally determine an empirical model of the vibrational dynamics of the Spacecraft COntrol Laboratory Experiment (SCOLE) facility. The first two flexible modes of this test article are identified using a linear least-square identification procedure and the data utilized for this procedure are obtained by exciting the structure from a quiescent state with torque wheels. The time history data of rate gyro sensors and accelerometers due to excitation and after excitation in terms of free-decay are used in the parameter estimation of the vibrational model. The free-decay portion of the data is analyzed using the Discrete Fourier transform to determine the optimal model order to use in modelling the response. Linear least-square analysis is then used to select the parameters that best fit the output of an Autoregressive (AR) model to the data. The control effectiveness of the torque wheels is then determined using the excitation portion of the test data, again using linear least squares.

Crotts, B. D.

Statistical precipitation cell parameter estimation using passive 118-GHz O2 observations

This paper investigates the statistical retrieval of cell top altitude using high-resolution passive 118-GHz multichannel precipitation cell imagery. The observations were made using the millimeter-wave temperature sounder scanning spectrometer aboard the NASA ER-2 high-altitude research aircraft, during the Genesis of Atlantic Lows Experiment and the Cooperative Huntsville Meteorological Experiment, 1986. Results obtained using a nonlinear statistical 118-GHz cell top altitude retrieval technique are presented, illustrating a systematic method for parameter estimation from noisy nonlinearly dependent observations.

Gasiewski, A. J.