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At least 19 records

Covariance operator estimation via adaptive thresholding

This paper studies sparse covariance operator estimation for nonstationary processes with sharply varying marginal variance and small correlation lengthscale. We introduce a covariance operator estimator that adaptively thresholds the sample covariance function using an estimate of the variance component. Building on recent results from empirical process theory, we derive an operator norm bound on the estimation error in terms of the sparsity level of the covariance and the expected supremum of a normalized process. Furthermore, our theory and numerical simulations demonstrate the advantage of adaptive threshold estimators over universal threshold and sample covariance estimators in nonstationary settings.

Al-Ghattas, Omar [University of Chicago, IL (Unite↗

Covariance operator estimation: Sparsity, lengthscale, and ensemble Kalman filters

This paper investigates covariance operator estimation via thresholding. For Gaussian random fields with approximately sparse covariance operators, we establish non-asymptotic bounds on the estimation error in terms of the sparsity level of the covariance and the expected supremum of the field. We prove that thresholded estimators enjoy an exponential improvement in sample complexity compared with the standard sample covariance estimator if the field has a small correlation lengthscale. As an application of the theory, we study thresholded estimation of covariance operators within ensemble Kalman filters.

Covariance operator estimation↗

Peak Pc Prediction in Conjunction Analysis: Conjunction Assessment Risk Analysis

Satellite conjunction risk typically evaluated through the probability of collision (Pc). Considers both conjunction geometry and uncertainties in both state estimates. Conjunction events initially discovered through Joint Space Operations Center (JSpOC) screenings, usually seven days before Time of Closest Approach (TCA). However, JSpOC continues to track objects and issue conjunction updates. Changes in state estimate and reduced propagation time cause Pc to change as event develops. These changes a combination of potentially predictable development and unpredictable changes in state estimate covariance. Operationally useful datum: the peak Pc. If it can reasonably be inferred that the peak Pc value has passed, then risk assessment can be conducted against this peak value. If this value is below remediation level, then event intensity can be relaxed. Can the peak Pc location be reasonably predicted?

Operations↗

Resolution of Orbit Determination Prediction Instabilities at Titan During Cassini's Solstice Mission

The Cassini spacecraft has been in orbit about Saturn since 2004. Exploration of the Saturn system is driven by gravitational flybys of the moon Titan which alter the spacecraft trajectory. The Cassini Navigation Team receives regular updates to the Saturn satellites ephemeris from JPL's Solar System Dynamics group. The difference between subsequent ephemeris deliveries can be hundreds of meters in the position of Titan at the time of a flyby. Errors in Titan's position propagate downstream to the next flyby through the estimated spacecraft trajectory. Prior to 2013, the Cassini Orbit Determination Team estimated the Saturn satellite ephemeris parameters and used the a posteriori states and covariance of an operations arc as a priori inputs to subsequent estimation arcs. Since 2013, the OD Team has only been considering errors in the ephemeris and not estimating a correction to the satellite positions. The T119 Titan flyby exhibited a 3D miss distance of 2.44 km and the following T120 flyby yielded a smaller miss of 1.06 km at the 2.9s error level. These discrepancies between pre-flyby prediction and post-flyby trajectory reconstruction were due to errors in the Titan ephemeris. In order to improve the targeting of Titan in future flybys, the team restarted the satellite ephemeris estimation process for orbit determination solutions. Subsequent flybys had target misses of less than 1 km at the sub-3 error level. This paper describes the method of scaling the a priori satellite ephemeris covariance in the orbit determination process to allow larger corrections to the satellite system and improve the prediction of the spacecraft’s Titan-relative position at the time of encounters.

Boone, Dylan↗

A Hyperspectral Inversion Framework for Estimating Absorbing Inherent Optical Properties and Biogeochemical Parameters in Inland and Coastal Waters

The simultaneous remote estimation of biogeochemical parameters (BPs) and inherent optical properties (IOPs) from hyperspectral satellite imagery of globally distributed optically distinct inland and coastal waters is a complex, unsolved, non-unique inverse problem. To tackle this problem, we leverage a machine-learning model termed Mixture Density Networks (MDNs). MDNs outperform operational algorithms by calculating the covariance between the simultaneously estimated products. We train the MDNs on a large ( N = 8237) dataset of co-aligned, in situ measured, hyperspectral remote sensing reflectance (R rs ), BPs, and absorbing IOPs from globally representative optically distinct inland and coastal waters. The estimated IOPs include absorption due to phytoplankton (a ph ), chromophoric dissolved organic matter (a cdom ), and non-algal particles (a nap ). The estimated BPs include chlorophyll-a, total suspended solids, and phycocyanin (PC). MDNs dramatically reduce uncertainty in the retrievals, relative to operational algorithms, when using a 50/50 dataset split, where the MDNs are trained on a randomly selected half of the in situ dataset and validated on the other half. Our model is shown to have higher, or equivalent, generalization performance than the calculated operational algorithms available for all BPs and IOPs (except PC) via a leave-one-out cross-validation assessment. The MDNs are sensitive to uncertainties in the hyperspectral satellite R rs , resulting from instrument noise and atmospheric correction; there is a difference of ~37.4–62.8% (using median symmetric accuracy) between the MDNs’ estimates derived from co-located satellite-derived R rs and in situ R rs . Of the IOPs, a cdom and a nap are less sensitive to uncertainties in hyperspectral satellite imagery relative to a ph , with remote estimates of a ph exhibiting incorrect spectral shape and magnitude relative to in situ measured IOPs. Despite the uncertainties in satellite derived R rs , the spatial distributions of BPs and IOPs in MDN-derived product maps of Lake Erie and the Curonian Lagoon, based on imagery taken with the Hyperspectral Imager for the Coastal Ocean (HICO) and PRecursore Iper-Spettrale della Missione Applicativa (PRISMA), are confirmed via co-aligned in situ measurements and agree with the literature’s understanding of these well-studied regions. The consistency and accuracy of the model on HICO and PRISMA imagery, despite radiometric uncertainties, demonstrate its applicability to future hyperspectral missions, such as the Plankton, Aerosol, Cloud, ocean Ecosystem (PACE) mission, where the simultaneous estimation model will serve as a key part of phytoplankton community composition analysis.

Ryan E. O'Shea↗

Low-dimensional Representation of Error Covariance

Ensemble and reduced-rank approaches to prediction and assimilation rely on low-dimensional approximations of the estimation error covariances. Here stability properties of the forecast/analysis cycle for linear, time-independent systems are used to identify factors that cause the steady-state analysis error covariance to admit a low-dimensional representation. A useful measure of forecast/analysis cycle stability is the bound matrix, a function of the dynamics, observation operator and assimilation method. Upper and lower estimates for the steady-state analysis error covariance matrix eigenvalues are derived from the bound matrix. The estimates generalize to time-dependent systems. If much of the steady-state analysis error variance is due to a few dominant modes, the leading eigenvectors of the bound matrix approximate those of the steady-state analysis error covariance matrix. The analytical results are illustrated in two numerical examples where the Kalman filter is carried to steady state. The first example uses the dynamics of a generalized advection equation exhibiting nonmodal transient growth. Failure to observe growing modes leads to increased steady-state analysis error variances. Leading eigenvectors of the steady-state analysis error covariance matrix are well approximated by leading eigenvectors of the bound matrix. The second example uses the dynamics of a damped baroclinic wave model. The leading eigenvectors of a lowest-order approximation of the bound matrix are shown to approximate well the leading eigenvectors of the steady-state analysis error covariance matrix.

Tippett, Michael K.↗

Preliminary Analysis of Ground-based Orbit Determination Accuracy for the Wide Field Infrared Survey Telescope (WFIRST)

The Wide Field Infrared Survey Telescope is a 2.4-meter telescope planned for launch to the Sun-Earth L2 point in 2026. This paper details a preliminary study of the achievable accuracy for WFIRST from ground-based orbit determination routines. The analysis here is divided into two segments. First, a linear covariance analysis of early mission and routine operations provides an estimate of the tracking schedule required to meet mission requirements. Second, a simulated operations scenario gives insight into the expected behavior of a daily Extended Kalman Filter orbit estimate over the first mission year given a variety of potential momentum unloading schemes.

Estimation↗

Preliminary Analysis of Ground-Based Orbit Determination Accuracy for the Wide Field Infrared Survey Telescope (WFIRST)

The Wide Field Infrared Survey Telescope is a 2.4-meter telescope planned for launch to the Sun-Earth L2 point in 2026. This paper details a preliminary study of the achievable accuracy for WFIRST from ground-based orbit determination routines. The analysis here is divided into two segments. First, a linear covariance analysis of early mission and routine operations provides an estimate of the tracking schedule required to meet mission requirements. Second, a simulated operations'' scenario gives insight into the expected behavior of a daily Extended Kalman Filter orbit estimate over the first mission year given a variety of potential momentum unloading schemes.

Libration Point↗

Orbit Determination Accuracy Analysis of the Magnetospheric Multiscale Mission During Perigee Raise

The Goddard Space Flight Center (GSFC) Flight Dynamics Facility (FDF) will provide orbit determination and prediction support for the Magnetospheric Multiscale (MMS) mission during the missions commissioning period. The spacecraft will launch into a highly elliptical Earth orbit in 2015. Starting approximately four days after launch, a series of five large perigee-raising maneuvers will be executed near apogee on a nearly every-other-orbit cadence. This perigee-raise operations concept requires a high-accuracy estimate of the orbital state within one orbit following the maneuver for performance evaluation and a high-accuracy orbit prediction to correctly plan and execute the next maneuver in the sequence. During early mission design, a linear covariance analysis method was used to study orbit determination and prediction accuracy for this perigee-raising campaign. This paper provides a higher fidelity Monte Carlo analysis using the operational COTS extended Kalman filter implementation that was performed to validate the linear covariance analysis estimates and to better characterize orbit determination performance for actively maneuvering spacecraft in a highly elliptical orbit. The study finds that the COTS extended Kalman filter tool converges on accurate definitive orbit solutions quickly, but prediction accuracy through orbits with very low altitude perigees is degraded by the unpredictability of atmospheric density variation.

Determination↗

Orbit Determination Accuracy Analysis of the Magnetospheric Multiscale Mission During Perigee Raise

The Goddard Space Flight Center (GSFC) Flight Dynamics Facility (FDF) will provide orbit determination and prediction support for the Magnetospheric Multiscale (MMS) mission during the mission's commissioning period. The spacecraft will launch into a highly elliptical Earth orbit in 2015. Starting approximately four days after launch, a series of five large perigee-raising maneuvers will be executed near apogee on a nearly every-other-orbit cadence. This perigee-raise operations concept requires a high-accuracy estimate of the orbital state within one orbit following the maneuver for performance evaluation and a high-accuracy orbit prediction to correctly plan and execute the next maneuver in the sequence. During early mission design, a linear covariance analysis method was used to study orbit determination and prediction accuracy for this perigee-raising campaign. This paper provides a higher fidelity Monte Carlo analysis using the operational COTS extended Kalman filter implementation that was performed to validate the linear covariance analysis estimates and to better characterize orbit determination performance for actively maneuvering spacecraft in a highly elliptical orbit. The study finds that the COTS extended Kalman filter tool converges on accurate definitive orbit solutions quickly, but prediction accuracy through orbits with very low altitude perigees is degraded by the unpredictability of atmospheric density variation.

Multiscale↗

Error estimation for ORION baseline vector determination

Effects of error sources on Operational Radio Interferometry Observing Network (ORION) baseline vector determination are studied. Partial derivatives of delay observations with respect to each error source are formulated. Covariance analysis is performed to estimate the contribution of each error source to baseline vector error. System design parameters such as antenna sizes, system temperatures and provision for dual frequency operation are discussed.

Wu, S. C.↗

On-line estimation of error covariance parameters for atmospheric data assimilation

A simple scheme is presented for on-line estimation of covariance parameters in statistical data assimilation systems. The scheme is based on a maximum-likelihood approach in which estimates are produced on the basis of a single batch of simultaneous observations. Simple-sample covariance estimation is reasonable as long as the number of available observations exceeds the number of tunable parameters by two or three orders of magnitude. Not much is known at present about model error associated with actual forecast systems. Our scheme can be used to estimate some important statistical model error parameters such as regionally averaged variances or characteristic correlation length scales. The advantage of the single-sample approach is that it does not rely on any assumptions about the temporal behavior of the covariance parameters: time-dependent parameter estimates can be continuously adjusted on the basis of current observations. This is of practical importance since it is likely to be the case that both model error and observation error strongly depend on the actual state of the atmosphere. The single-sample estimation scheme can be incorporated into any four-dimensional statistical data assimilation system that involves explicit calculation of forecast error covariances, including optimal interpolation (OI) and the simplified Kalman filter (SKF). The computational cost of the scheme is high but not prohibitive; on-line estimation of one or two covariance parameters in each analysis box of an operational bozed-OI system is currently feasible. A number of numerical experiments performed with an adaptive SKF and an adaptive version of OI, using a linear two-dimensional shallow-water model and artificially generated model error are described. The performance of the nonadaptive versions of these methods turns out to depend rather strongly on correct specification of model error parameters. These parameters are estimated under a variety of conditions, including uniformly distributed model error and time-dependent model error statistics.

Dee, Dick P.↗

The NASA Phoenix 2007 Mars Lander Thruster Calibration Estimator: Design and Validation

The NASA Phoenix 2007 Mars Lander mission, launched in August 2007 on its mission to land near the north pole of Mars in May 2008, had a driving need for entry-corridor delivery precision, which parlayed into stringent requirements on deep space navigation accuracy. This, in turn, necessitated in-cruise calibration of the three-axis thrust force vectors produced by each of the vehicle's four reactioncontrol system (RCS) thrusters during frequent daily low-catalyst-bed-temperature firings done to maintain the 3-axis attitude deadbands. A novel recursive sigmapoint consider-covariance filter was designed, validated and ultimately utilized extensively during flight operations, to estimate the RCS force vectors, per individual thruster. The estimate was achieved through ground-based processing of Deep Space Network (DSN) and telemetered gyroscope data from the spacecraft's inertial measurement unit (IMU), using a novel sigma-point consider filter (SPCF) formulation. During early-cruise active calibration, the spacecraft was flown in attitudes chosen, using this filter, to maximize observability of all thruster axes, to an extent constrained by vehicle thermal and communication considerations. The design of the Phoenix thruster calibration filter, and its validation through processing of archived Mars Odyssey thruster calibration radiometric data, and simulated sets of data, are discussed in this paper. The paper concludes with the formulation of the thruster calibration campaign and a summary of the thruster calibration campaign results. The SPCF algorithm is summarized in the Appendix.

sigma-point filter↗

Online eco-routing for electric vehicles using combinatorial multi-armed bandit with estimated covariance

Identifying energy-efficient routes in real-time has significant implications for the energy-optimal operations of electric vehicles (EVs). Here, this study proposes a novel model for EV online eco-routing problem, which obtains the minimal expected energy consumption paths (MECPs) for multiple origin-destination (OD) pairs simultaneously. Specifically, we formulate the routing problem as a bandit problem and solve it with online algorithms. We extend the algorithms by implementing a path elimination mechanism to reduce the candidate path set and introducing the variance and covariance of the energy consumption to reduce the uncertainties. The numerical results show that the proposed algorithms can efficiently obtain near-optimal MECPs, and the solution is significantly better than the widely used shortest trip time path algorithm (STTP) and shortest trip distance path algorithm (SDP). The variation considering link energy covariance and path elimination generates paths that save 4.1% of energy compared to the SDP and 5.4% to the STTP.

33 ADVANCED PROPULSION SYSTEMS↗

Estimation of Model Error Variances During Data Assimilation

Data assimilation is all about understanding the error characteristics of the data and models that are used in the assimilation process. Reliable error estimates are needed to implement observational quality control, bias correction of observations and model fields, and intelligent data selection. Meaningful covariance specifications are obviously required for the analysis as well, since the impact of any single observation strongly depends on the assumed structure of the background errors. Operational atmospheric data assimilation systems still rely primarily on climatological background error covariances. To obtain error estimates that reflect both the character of the flow and the current state of the observing system, it is necessary to solve three problems: (1) how to account for the short-term evolution of errors in the initial conditions; (2) how to estimate the additional component of error caused by model defects; and (3) how to compute the error reduction in the analysis due to observational information. Various approaches are now available that provide approximate solutions to the first and third of these problems. However, the useful accuracy of these solutions very much depends on the size and character of the model errors and the ability to account for them. Model errors represent the real-world forcing of the error evolution in a data assimilation system. Clearly, meaningful model error estimates and/or statistics must be based on information external to the model itself. The most obvious information source is observational, and since the volume of available geophysical data is growing rapidly, there is some hope that a purely statistical approach to model error estimation can be viable. This requires that the observation errors themselves are well understood and quantifiable. We will discuss some of these challenges and present a new sequential scheme for estimating model error variances from observations in the context of an atmospheric data assimilation system.

Dee, Dick↗

Progress in navigation filter estimate fusion and its application to spacecraft rendezvous

A new derivation of an algorithm which fuses the outputs of two Kalman filters is presented within the context of previous research in this field. Unlike other works, this derivation clearly shows the combination of estimates to be optimal, minimizing the trace of the fused covariance matrix. The algorithm assumes that the filters use identical models, and are stable and operating optimally with respect to their own local measurements. Evidence is presented which indicates that the error ellipsoid derived from the covariance of the optimally fused estimate is contained within the intersections of the error ellipsoids of the two filters being fused. Modifications which reduce the algorithm's data transmission requirements are also presented, including a scalar gain approximation, a cross-covariance update formula which employs only the two contributing filters' autocovariances, and a form of the algorithm which can be used to reinitialize the two Kalman filters. A sufficient condition for using the optimally fused estimates to periodically reinitialize the Kalman filters in this fashion is presented and proved as a theorem. When these results are applied to an optimal spacecraft rendezvous problem, simulated performance results indicate that the use of optimally fused data leads to significantly improved robustness to initial target vehicle state errors. The following applications of estimate fusion methods to spacecraft rendezvous are also described: state vector differencing, and redundancy management.

Carpenter, J. Russell↗

A water-vapor radiometer error model

The water-vapor radiometer (WVR) is used to calibrate unpredictable delays in the wet component of the troposphere in geodetic microwave techniques such as very-long-baseline interferometry (VLBI) and Global Positioning System (GPS) tracking. Based on experience with Jet Propulsion Laboratory (JPL) instruments, the current level of accuracy in wet-troposphere calibration limits the accuracy of local vertical measurements to 5-10 cm. The goal for the near future is 1-3 cm. Although the WVR is currently the best calibration method, many instruments are prone to systematic error. In this paper, a treatment of WVR data is proposed and evaluated. This treatment reduces the effect of WVR systematic errors by estimating parameters that specify an assumed functional form for the error. The assumed form of the treatment is evaluated by comparing the results of two similar WVR's operating near each other. Finally, the observability of the error parameters is estimated by covariance analysis.

Beckman, B.↗

Wake-Resolving Acoustic Tomography: Advances through Numerical Covariance Methods

Acoustic tomography offers path-integrated measurements of atmospheric velocity and temperature fluctuations with high spatial resolution. Classical implementations of time-dependent stochastic inversion rely on homogeneous, isotropic covariance models that are poorly suited to the anisotropic structure of wind turbine wakes. By directly estimating heterogeneous covariances from large-eddy simulations (LESs) into the time-dependent stochastic inversion operator, we relax implicit assumptions in the analytical models used historically. Retrievals using these LES-informed models improve agreement with true fields in variance, turbulent kinetic energy, and spectral content compared to analytical and precursor-based covariance models. The results indicate that LES-informed covariance models can enhance the accuracy of acoustic tomography retrievals in complex, anisotropic flows such as wind turbine wakes in some cases and highlight instances where analytical models still offer competitive performance, despite their simplifying assumptions.

17 WIND ENERGY↗