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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.

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At least 163 records · Page 9
All sourcesNASA NTRSDOE OSTI
NASA NTRS2019

Analytic Spacecraft Attitude and Rate Estimation Performance During Attitude Sensor Outages

Analytic expressions for spacecraft attitude and rate estimation performance of an attitude estimation filter in terms of sensor specifications are useful tools for spacecraft design. Farrenkopf (1978) famously found analytic expressions for steady-state pre-update and post-update attitude and gyro bias estimate error variances for an attitude estimation filter for a single-axis spacecraft with a Rate Output Gyro (ROG). Markley and Reynolds (2000) extended the analysis for a Rate-Integrating Gyro (RIG) with angle white noise. These expressions allow for the rapid evaluation of system performance during preliminary mission design phases. One contribution of this paper is the analytic calculation of the steady-state pre-update and post-update angular rate estimate uncertainty for both the ROG and RIG cases. The primary contribution of this paper is the extension of the results for both the ROG and the RIG cases to the situation of an attitude sensor outage. This situation arises frequently in practice; for example when a star sensor’s field of view is occluded, when a star sensor’s readings are unreliable during a thruster burn that vibrates the spacecraft, or during star sensor outages due to radiation upsets. Analytic expressions for the attitude estimate uncertainty, gyro bias estimate uncertainty, and angular rate estimate uncertainty are given in terms of the attitude sensor outage interval, the star tracker measurement noise, and gyro noise parameters. Validity of the analytic results is demonstrated via Monte Carlo simulation.

Galante, Joseph M.↗
NASA NTRS2019

Analytic Spacecraft Attitude and Rate Estimation Performance During Attitude Sensor Outages

Analytic expressions for spacecraft attitude and rate estimation performance of an attitude estimation filter in terms of sensor specifications are useful tools for spacecraft design. Farrenkopf (1978) famously found analytic expressions for steady-state pre-update and post-update attitude and gyro bias estimate error variances for an attitude estimation filter for a single-axis spacecraft with a Rate Output Gyro (ROG). Markley and Reynolds (2000) extended the analysis for a Rate-Integrating Gyro (RIG) with angle white noise. These expressions allow for the rapid evaluation of system performance during preliminary mission design phases. One contribution of this paper is the analytic calculation of the steady-state pre-update and post-update angular rate estimate uncertainty for both the ROG and RIG cases. The primary contribution of this paper is the extension of the results for both the ROG and the RIG cases to the situation of an attitude sensor outage. This situation arises frequently in practice; for example when a star sensor’s field of view is occluded, when a star sensor’s readings are unreliable during a thruster burn that vibrates the spacecraft, or during star sensor outages due to radiation upsets. Analytic expressions for the attitude estimate uncertainty, gyro bias estimate uncertainty, and angular rate estimate uncertainty are given in terms of the attitude sensor outage interval, the star tracker measurement noise, and gyro noise parameters. Validity of the analytic results is demonstrated via Monte Carlo simulation.

Galante, Joseph M.↗
NASA NTRS1989

Minimum-variance reduced-order estimation algorithms from Pontrygin's minimum principle

A uniform derivation of minimum-variance reduced-order (MVRO) filter-smoother algorithms from Pontrygin's Minimum Principle is presented. An appropriate performance index for a general class of reduced order estimation problem is formulated herein to yield optimal results over the entire time interval of estimation. These results provide quantitative criteria for measuring the performance of certain classes of heuristically designed, suboptimal reduced-order estimators as well as explicit guidance to the suboptimal filter design process with both continuous and discrete filter-smoother algorithms being considered. By the duality principle, the algorithms of reduced-order estimation can be easily extended to the deterministic problems of optimal control (i.e., the regulator and linear tracking problem).

Ebrahimi, Yaghoob S.↗
DOE OSTI2018

A Projected Estimate of the Reionization Optical Depth Using the CLASS Experiment’s Sample Variance Limited E-mode Measurement

Here, we analyze simulated maps of the Cosmology Large Angular Scale Surveyor (CLASS) experiment and recover a nearly cosmic variance limited estimate of the reionization optical depth τ. We use a power spectrum-based likelihood to simultaneously clean foregrounds and estimate cosmological parameters in multipole space. Using software specifically designed to constrain τ, the amplitude of scalar fluctuations A s , and the tensor-to-scalar ratio r, we demonstrate that the CLASS experiment will be able to estimate τ within a factor of two of the cosmic variance limit allowed by full-sky cosmic microwave background polarization measurements. Additionally, we discuss the role of CLASS's τ constraint in conjunction with gravitational lensing of the CMB on obtaining a ≳4σ measurement of the sum of the neutrino masses.

79 ASTRONOMY AND ASTROPHYSICS↗
NASA NTRS2003

Estimation and Simulation of Slow Crack Growth Parameters from Constant Stress Rate Data

Closed form, approximate functions for estimating the variances and degrees-of-freedom associated with the slow crack growth parameters n, D, B, and A(sup *) as measured using constant stress rate ('dynamic fatigue') testing were derived by using propagation of errors. Estimates made with the resulting functions and slow crack growth data for a sapphire window were compared to the results of Monte Carlo simulations. The functions for estimation of the variances of the parameters were derived both with and without logarithmic transformation of the initial slow crack growth equations. The transformation was performed to make the functions both more linear and more normal. Comparison of the Monte Carlo results and the closed form expressions derived with propagation of errors indicated that linearization is not required for good estimates of the variances of parameters n and D by the propagation of errors method. However, good estimates variances of the parameters B and A(sup *) could only be made when the starting slow crack growth equation was transformed and the coefficients of variation of the input parameters were not too large. This was partially a result of the skewered distributions of B and A(sup *). Parametric variation of the input parameters was used to determine an acceptable range for using closed form approximate equations derived from propagation of errors.

Salem, Jonathan A.↗
DOE OSTI2022

Interpolation as a means of shift selection for multilevel Monte Carlo with lattice displacements

The calculation of disconnected diagram contributions to physical signals is a computationally expensive task in Lattice QCD. To extract the physical signal, the trace of the inverse Lattice Dirac operator, a large sparse matrix, must be stochastically estimated. Because the variance of the stochastic estimator is typically large, variance reduction techniques must be employed. Multilevel Monte Carlo (MLMC) methods reduce the variance of the trace estimator by utilizing a telescoping sequence of estimators. Frequency Splitting is one such method that uses a sequence of inverses of shifted operators to estimate the trace of the inverse of the lattice Dirac operator, however there is no a priori way to select the shifts that minimize the cost of the multilevel trace estimation. We present a sampling and interpolation scheme that is able to predict the variances associated with Frequency Splitting under displacements of the underlying space time lattice. The interpolation scheme is able to predict the variances to high accuracy and therefore choose shifts that correspond to an approximate minimum of the cost for the trace estimation. We show that Frequency Splitting with the chosen shifts displays significant speedups over multigrid deflation

Whyte, Travis↗
DOE OSTI2023

Optimizing shift selection in multilevel Monte Carlo for disconnected diagrams in lattice QCD

The calculation of disconnected diagram contributions to physical signals is a computationally expensive task in Lattice QCD. To extract the physical signal, the trace of the inverse Lattice Dirac operator, a large sparse matrix, must be stochastically estimated. Because the variance of the stochastic estimator is typically large, variance reduction techniques must be employed. Multilevel Monte Carlo (MLMC) methods reduce the variance of the trace estimator by utilizing a telescoping sequence of estimators. Frequency Splitting is one such method that uses a sequence of inverses of shifted operators to estimate the trace of the inverse lattice Dirac operator, however there is no a priori way to select the shifts that minimize the cost of the multilevel trace estimation. Here we present a sampling and interpolation scheme that is able to predict the variances associated with Frequency Splitting under displacements of the underlying space time lattice. The interpolation scheme is able to predict the variances to high accuracy and therefore chooses shifts that correspond to an approximate minimum of the cost for the trace estimation. We show that Frequency Splitting with the chosen shifts displays significant speedups over multigrid deflation, and that these shifts can be used for multiple configurations within the same ensemble with no penalty to performance.

97 MATHEMATICS AND COMPUTING↗
NASA NTRS1995

Estimating the Modified Allan Variance

The third-difference approach to modified Allan variance (MVAR) leads to a tractable formula for a measure of MVAR estimator confidence, the equivalent degrees of freedom (edf), in the presence of power-law phase noise. The effect of estimation stride on edf is tabulated. A simple approximation for edf is given, and its errors are tabulated. A theorem allowing conservative estimates of edf in the presence of compound noise processes is given.

Allan Variance↗
DOE OSTI2017

Additive and Non-Additive Genetic Variances for Tree Growth in Several Hybrid Poplar Populations and Implications Regarding Breeding Strategy

Populus species (P. deltoides, P. maximowiczii, P. nigra) and their inter-specific hybrids were tested for growth rate over a five year period at four test locations in Minnesota, USA, to estimate genetic variance components. The breeding scheme incorporated recurrent selection of full-sib families of pure species parents, production of F 1 inter-specific hybrids from selected families, and selection of clones within the F 1 s. Improvement of yield through time using this scheme is predicated on the assumption that additive effects comprise a significant portion of the total genetic variance. The estimates of additive and non-additive variances reported are not traditional point estimates, because a fully balanced mating design was impossible due to parental incompatibilities which result in incomplete breeding matrices. Instead, bounded estimates, not previously used in tree genetics research, are derived from linear combinations of formulae of genetic expectations observed among-family, among-clone, and environmental variances. Our results suggest that combined family and mass selection would lead to increases in growth rate of 27 % and 47 % per generation in P. deltoides and P. nigra , respectively. Broad sense-based clonal selection within the F 1 could yield selection responses in excess of 90 % of the mean of such populations. Among-family variance comprised about 1/3 of total genetic variance while within-family variance was always about 2/3 of total genetic variance, regardless of pedigree. With this beind said, the results indicate that recurrent intraspecific selective breeding followed by interspecific hybridization and non-recurrent selection based on broad sense genetic variation would constitute an effective yield improvement strategy.

54 ENVIRONMENTAL SCIENCES↗
NASA NTRS1995

Reliability Stress-Strength Models for Dependent Observations with Applications in Clinical Trials

We consider the applications of stress-strength models in studies involving clinical trials. When studying the effects and side effects of certain procedures (treatments), it is often the case that observations are correlated due to subject effect, repeated measurements and observing many characteristics simultaneously. We develop maximum likelihood estimator (MLE) and uniform minimum variance unbiased estimator (UMVUE) of the reliability which in clinical trial studies could be considered as the chances of increased side effects due to a particular procedure compared to another. The results developed apply to both univariate and multivariate situations. Also, for the univariate situations we develop simple to use lower confidence bounds for the reliability. Further, we consider the cases when both stress and strength constitute time dependent processes. We define the future reliability and obtain methods of constructing lower confidence bounds for this reliability. Finally, we conduct simulation studies to evaluate all the procedures developed and also to compare the MLE and the UMVUE.

Kushary, Debashis↗
NASA NTRS1991

Recipes for degrees of freedom of frequency stability estimators

The Allan variance for an averaging time tau can be estimated either from all available phase samples or from a subgrid of samples with spacing tau. This paper gives a set of computational recipes that yield the variance of both estimators, with less than 2 percent error, for the five power-law components of the classical continuous-time clock noise model.

Greenhall, Charles A.↗
DOE OSTI2016

Effects of sample design and landscape features on a measure of environmental heterogeneity

Environmental heterogeneity, an important influence on organisms and ecological processes, can be quantified by the variance of an environmental characteristic over all locations within a study extent. However on landscapes with autocorrelation and gradient patterns, estimating this variance from a sample of locations may lead to errors that cannot be corrected with statistical techniques. We analytically derived the relative expected sampling error of sample designs on landscapes with particular gradient pattern and autocorrelation features. We applied this closed-form approach to temperature observations from an existing study. The expected heterogeneity differed, both in magnitude and direction, amongst sample designs over the study site's likely range of autocorrelation and gradient features. We conducted a simulation study to understand the effects of (i) landscape variability and (ii) design variability on an average sampling error. On 10 000 simulated landscapes with varying gradient and autocorrelation features, we compared estimates of variance from a variety of structured and random sample designs. While gradient patterns and autocorrelation cause large errors for some designs, others yield near-zero average sampling error. Sample location spacing is a key factor in sample design performance. Random designs have larger range of possible sampling errors than structured designs due to the potential for sample arrangements that over- and under-sample certain areas of the landscape. Furthermore, when implementing a new sample design to quantify environmental heterogeneity via variance, we recommend using a simple structured design with appropriate sample spacing. For existing designs, we recommend calculating the relative expected sampling error via our analytical derivation.

54 ENVIRONMENTAL SCIENCES↗
NASA NTRS1980

Development of advanced techniques for rotorcraft state estimation and parameter identification

An integrated methodology for rotorcraft system identification consists of rotorcraft mathematical modeling, three distinct data processing steps, and a technique for designing inputs to improve the identifiability of the data. These elements are as follows: (1) a Kalman filter smoother algorithm which estimates states and sensor errors from error corrupted data. Gust time histories and statistics may also be estimated; (2) a model structure estimation algorithm for isolating a model which adequately explains the data; (3) a maximum likelihood algorithm for estimating the parameters and estimates for the variance of these estimates; and (4) an input design algorithm, based on a maximum likelihood approach, which provides inputs to improve the accuracy of parameter estimates. Each step is discussed with examples to both flight and simulated data cases.

Hall, W. E., Jr.↗
NASA NTRS1992

Modified fast frequency acquisition via adaptive least squares algorithm

A method and the associated apparatus for estimating the amplitude, frequency, and phase of a signal of interest are presented. The method comprises the following steps: (1) inputting the signal of interest; (2) generating a reference signal with adjustable amplitude, frequency and phase at an output thereof; (3) mixing the signal of interest with the reference signal and a signal 90 deg out of phase with the reference signal to provide a pair of quadrature sample signals comprising respectively a difference between the signal of interest and the reference signal and a difference between the signal of interest and the signal 90 deg out of phase with the reference signal; (4) using the pair of quadrature sample signals to compute estimates of the amplitude, frequency, and phase of an error signal comprising the difference between the signal of interest and the reference signal employing a least squares estimation; (5) adjusting the amplitude, frequency, and phase of the reference signal from the numerically controlled oscillator in a manner which drives the error signal towards zero; and (6) outputting the estimates of the amplitude, frequency, and phase of the error signal in combination with the reference signal to produce a best estimate of the amplitude, frequency, and phase of the signal of interest. The preferred method includes the step of providing the error signal as a real time confidence measure as to the accuracy of the estimates wherein the closer the error signal is to zero, the higher the probability that the estimates are accurate. A matrix in the estimation algorithm provides an estimate of the variance of the estimation error.

Kumar, Rajendra↗
DOE OSTI2020

System and method for modeling and forecasting cyclical demand systems with dynamic controls and dynamic incentives

Systems and methods for modeling and forecasting cyclical demand systems in the presence of dynamic control or dynamic incentives. A method for modeling a cyclical demand system comprises obtaining historical data on one or more demand measurements over a plurality of demand cycles, obtaining historical data on incentive signals over the plurality of demand cycles, constructing a model using the obtained historical data on the one or more demand measurements and the incentive signals, wherein constructing the model comprises specifying a state-space model, specifying variance parameters in the model, and estimating unknown variance parameters.

24 POWER TRANSMISSION AND DISTRIBUTION↗
NASA NTRS1995

Estimating the Modified Allan Variance

A paper at the 1992 FCS showed how to express the modified Allan variance (mvar) in terms of the third difference of the cumulative sum of time residuals. Although this reformulated definition was presented merely as a computational trick for simplifying the calculation of mvar estimates, it has since turned out to be a powerful theoretical tool for deriving the statistical quality of those estimates in terms of their equivalent degrees of freedom (edf), defined for an estimator V by edf V = 2(EV)2/(var V). Confidence intervals for mvar can then be constructed from levels of the appropriate 2 distribution.

Allan Variance↗