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All sourcesNASA NTRSDOE OSTI
NASA NTRS2016

On the Calculation of Uncertainty Statistics with Error Bounds for CFD Calculations Containing Random Parameters and Fields

This chapter discusses the ongoing development of combined uncertainty and error bound estimates for computational fluid dynamics (CFD) calculations subject to imposed random parameters and random fields. An objective of this work is the construction of computable error bound formulas for output uncertainty statistics that guide CFD practitioners in systematically determining how accurately CFD realizations should be approximated and how accurately uncertainty statistics should be approximated for output quantities of interest. Formal error bounds formulas for moment statistics that properly account for the presence of numerical errors in CFD calculations and numerical quadrature errors in the calculation of moment statistics have been previously presented in [8]. In this past work, hierarchical node-nested dense and sparse tensor product quadratures are used to calculate moment statistics integrals. In the present work, a framework has been developed that exploits the hierarchical structure of these quadratures in order to simplify the calculation of an estimate of the quadrature error needed in error bound formulas. When signed estimates of realization error are available, this signed error may also be used to estimate output quantity of interest probability densities as a means to assess the impact of realization error on these density estimates. Numerical results are presented for CFD problems with uncertainty to demonstrate the capabilities of this framework.

Uncertainty↗
NASA NTRS2009

Phase measurement device using inphase and quadrature components for phase estimation

A phasemeter for estimating the phase of a signal. For multi-tone signals, multiple phase estimates may be provided. An embodiment includes components operating in the digital domain, where a sampled input signal is multiplied by cosine and sine terms to provide estimates of the inphase and quadrature components. The quadrature component provides an error signal that is provided to a feedback loop, the feedback loop providing a model phase that tends to track the phase of a tone in the input signal. The cosine and sine terms are generated from the model phase. The inphase and quadrature components are used to form a residual phase, which is added to the model phase to provide an estimate of the phase of the input signal. Other embodiments are described and claimed.

Halverson, Peter G.↗
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↗
NASA NTRS1985

Statistical magnetic anomalies from satellite measurements for geologic analysis

The errors of numerically averaging satellite magnetic anomaly data for geologic analysis are investigated using orbital anomaly simulations of crustal magnetic sources by Gauss-Legendre quadrature integration. These simulations suggest that numerical averaging errors constitute small and relatively minor contributions to the total error-budget of higher orbital estimates (approx. 400 km), whereas for lower orbital estimates the error of averaging may increase substantially. Least-squares collocation is also investigated as an alternative to numerical averaging and found to produce substantially more accurate anomaly estimates as the elevation of prediction is decreased towards the crustal sources.

Goyal, H. K.↗
NASA NTRS1974

Decision-directed automatic gain control for MAPSK systems

An automatic gain control (AGC) loop is presented for use with M-ary amplitude and phase shift keying (MAPSK) systems. The gain control amplifier is regulated by an error signal formed by the difference between the estimated amplitude level and the received amplitude level. The AGC performance is thus independent of the short-term average received signal energy. AGC loop analysis and simulation is presented for M-ary amplitude shift keying and quadrature amplitude shift keying. The AGC is shown to have a negligible degradation on the symbol probability of error for most practical cases. A generalized AGC for an arbitrary MAPSK system is presented.

Weber, W. J., III↗
NASA NTRS1991

A measurement of the value of the Hubble constant from the X-ray properties and the Sunyaev-Zel'dovich effect of Abell 665

A comparison of the X-ray properties and the Sunyaev-Zel'dovich (SZ) effect for a cluster of galaxies can be used to measure the distance of the cluster and hence the Hubble constant. This method was applied to the rich cluster Abell 665. The relative normalization of X-ray and SZ-effect data leads to an estimated Hubble constant of H sub 0 = 40 + or - 9 km/s Mpc if only the random errors are included. When the possible systematic errors are added in quadrature, the range of possible values of the Hubble constants expands to (40 to 50) + or - 12 km/s Mpc.

Birkinshaw, M.↗
NASA NTRS2009

Joint Carrier-Phase Synchronization and LDPC Decoding

A method has been proposed to increase the degree of synchronization of a radio receiver with the phase of a suppressed carrier signal modulated with a binary- phase-shift-keying (BPSK) or quaternary- phase-shift-keying (QPSK) signal representing a low-density parity-check (LDPC) code. This method is an extended version of the method described in Using LDPC Code Constraints to Aid Recovery of Symbol Timing (NPO-43112), NASA Tech Briefs, Vol. 32, No. 10 (October 2008), page 54. Both methods and the receiver architectures in which they would be implemented belong to a class of timing- recovery methods and corresponding receiver architectures characterized as pilotless in that they do not require transmission and reception of pilot signals. The proposed method calls for the use of what is known in the art as soft decision feedback to remove the modulation from a replica of the incoming signal prior to feeding this replica to a phase-locked loop (PLL) or other carrier-tracking stage in the receiver. Soft decision feedback refers to suitably processed versions of intermediate results of iterative computations involved in the LDPC decoding process. Unlike a related prior method in which hard decision feedback (the final sequence of decoded symbols) is used to remove the modulation, the proposed method does not require estimation of the decoder error probability. In a basic digital implementation of the proposed method, the incoming signal (having carrier phase theta theta (sub c) plus noise would first be converted to inphase (I) and quadrature (Q) baseband signals by mixing it with I and Q signals at the carrier frequency [wc/(2 pi)] generated by a local oscillator. The resulting demodulated signals would be processed through one-symbol-period integrate and- dump filters, the outputs of which would be sampled and held, then multiplied by a soft-decision version of the baseband modulated signal. The resulting I and Q products consist of terms proportional to the cosine and sine of the carrier phase cc as well as correlated noise components. These products would be fed as inputs to a digital PLL that would include a number-controlled oscillator (NCO), which provides an estimate of the carrier phase, theta(sub c).

Simon, Marvin↗
NASA NTRS1990

Performance of concatenated Reed-Solomon trellis-coded modulation over Rician fading channels

A concatenated coding scheme for providing very reliable data over mobile-satellite channels at power levels similar to those used for vocoded speech is described. The outer code is a shorter Reed-Solomon code which provides error detection as well as error correction capabilities. The inner code is a 1-D 8-state trellis code applied independently to both the inphase and quadrature channels. To achieve the full error correction potential of this inner code, the code symbols are multiplexed with a pilot sequence which is used to provide dynamic channel estimation and coherent detection. The implementation structure of this scheme is discussed and its performance is estimated.

Moher, Michael L.↗
NASA NTRS1976

Linear minimum variance filters applied to carrier tracking

A new approach is taken to the problem of tracking a fixed amplitude signal with a Brownian-motion phase process. Classically, a first-order phase-lock loop (PLL) is used; here, the problem is treated via estimation of the quadrature signal components. In this space, the state dynamics are linear with white multiplicative noise. Therefore, linear minimum-variance filters, which have a particularly simple mechanization, are suggested. The resulting error dynamics are linear at any signal/noise ratio, unlike the classical PLL. During synchronization, and above threshold, this filter with constant gains degrades by 3 per cent in output rms phase error with respect to the classical loop. However, up to 80 per cent of the maximum possible noise improvement is obtained below threshold, where the classical loop is nonoptimum, as demonstrated by a Monte Carlo analysis. Filter mechanizations are presented for both carrier and baseband operation.

Gustafson, D. E.↗
NASA NTRS2007

Real-time Signal-to-noise Ratio (SNR) Estimation for BPSK and QPSK Modulation Using the Active Communications Channel

Method and apparatus for estimating signal-to-noise ratio (SNR) gamma of a composite input signal e(t) on a phase modulated (e.g., BPSK) communications link. A first demodulator receives the composite input signal and a stable carrier signal and outputs an in-phase output signal; a second demodulator receives the composite input signal and a phase-shifted version of the carrier signal and outputs a quadrature-phase output signal; and phase error theta(sub E)(t) contained within the composite input signal e(t) is calculated from the outputs of the first and second demodulators. A time series of statistically independent phase error measurements theta(sub E)(t(sub 1)), theta (sub E)(t(sub 2)),..., theta (sub E)(t(sub k)) is obtained from the composite input signal subtending a time interval delta t = t(sub k) - t(sub 1) whose value is small enough such that gamma(t) and sigma(t) can be taken to be constant in delta t. A biased estimate gamma(sup *) for the signal-to-noise ratio (SNR) gamma if the composite input signal is calculated using maximum likelihood (ML) estimation techniques, and an unbiased estimate gamma(sup ^) for the signal-to-noise ratio (SNR) gamma of the composite input signal is determined from the biased estimate gamma(sup *), such as by use of a look-up table.

Manning, Robert M.↗
NASA NTRS1985

Geologic analysis of averaged magnetic satellite anomalies

To investigate relative advantages and limitations for quantitative geologic analysis of magnetic satellite scalar anomalies derived from arithmetic averaging of orbital profiles within equal-angle or equal-area parallelograms, the anomaly averaging process was simulated by orbital profiles computed from spherical-earth crustal magnetic anomaly modeling experiments using Gauss-Legendre quadrature integration. The results indicate that averaging can provide reasonable values at satellite elevations, where contributing error factors within a given parallelogram include the elevation distribution of the data, and orbital noise and geomagnetic field attributes. Various inversion schemes including the use of equivalent point dipoles are also investigated as an alternative to arithmetic averaging. Although inversion can provide improved spherical grid anomaly estimates, these procedures are problematic in practice where computer scaling difficulties frequently arise due to a combination of factors including large source-to-observation distances ( 400 km), high geographic latitudes, and low geomagnetic field inclinations.

Goyal, H. K.↗
NASA NTRS1989

Problems in determining the surface density of the Galactic disk

A new method is presented for determining the local surface density of the Galactic disk from distance and velocity measurements of stars toward the Galactic poles. The procedure is fully three-dimensional, approximating the Galactic potential by a potential of Staeckel form and using the analytic third integral to treat the tilt and the change of shape of the velocity ellipsoid consistently. Applying the procedure to artificial data superficially resembling the K dwarf sample of Kuijken and Gilmore (1988, 1989), it is shown that the current best estimates of local disk surface density are uncertain by at least 30 percent. Of this, about 25 percent is due to the size of the velocity sample, about 15 percent comes from uncertainties in the rotation curve and the solar galactocentric distance, and about 10 percent from ignorance of the shape of the velocity distribution above z = 1 kpc, the errors adding in quadrature. Increasing the sample size by a factor of 3 will reduce the error to 20 percent. To achieve 10 percent accuracy, observations will be needed along other lines of sight to constrain the shape of the velocity ellipsoid.

Statler, Thomas S.↗
NASA NTRSDate not supplied

Uncertainty Estimates for Sonic-Boom Pressure Signatures and Loudness Carpets

A non-intrusive uncertainty quantification method is applied to computational analysis of supersonic, low-boom aircraft. The mean and standard deviation statistics of the pressure waveforms and loudness metrics are evaluated through use of numerical quadrature. The probability density function (p.d.f.) of these outputs is evaluated via kernel density estimation. The simulations use an inviscid, embedded-boundary Cartesian-mesh flow solver in the nearfield combined with an augmented Burgers’ equation solver for propagation in the farfield. The results show that the p.d.f. of the waveform is bimodal at shocks, which makes the mean and standard deviation statistics inappropriate. Despite this limitation, we show that the moment statistics can provide effective assessment of discrepancies when comparing with experimental data. This is demonstrated by presenting uncertainty analysis of a wind-tunnel test and showing that we significantly improve the predictions when we include the test uncertainties in the simulation. Normal distributions are obtained for the ground signature and loudness metrics, which is primarily due to the careful shaping of the low-boom waveform. Separation of variables and error control are used to reduce computational cost. We demonstrate that this is an efficient approach in the sense of balancing numerical errors in the statistics quadrature with discretization errors in the solvers.

ARMD↗
NASA NTRS2018

Combined Error and Uncertainty Estimates for CFD Problems

Given input sources of uncertainty, non-intrusive uncertainty propagation methods quantify the uncertainty in output quantities of interest (QoI) by performing a nite number of CFD (Computational Fluid Dynamics) instance realizations needed in the calculation of output statistics. It is well known that this introduces multiple sources of error. CFD codes often utilize finite-dimensional approximation (grids, basis functions, etc.) thus incurring CFD numerical errors often approximately reinterpreted as a statistical bias. Uncertainty propagation methods calculate uncertainty statistics for output quantities of interest using a numerical method (e.g. deterministic quadrature, sampling, etc.) thus incurring UQ (Uncertainty Quantification) numerical errors. Importance of quantifying these errors in large scale scientific computing: How accurate is an output statistic?; How should additional computational resources be invested to further reduce the error in a statistic?

Posteriori↗
NASA NTRS1990

Numerical experiments in geomagnetic modeling

Numerical tests were made, using least squares fitting of a spherical harmonic model, to a selection of Magsat data to determine the practical limits of this technique with modern computers. The resulting (M102189) model, whose coefficients were adjusted up to n = 50, was compared with M07AV6, a previous model which used least squares (on vector data) for coefficients up to n = 29, and Gauss-Legendre quadrature (on Z residuals) to adjust the coefficients up to n = 63. For the new least squares adjustment to n = 50 a condition number of 115 was obtained for the solution matrix, with a resulting precision of 11 significant figures. The M102189 model shows a lower and more Gaussian residual distribution than did M07AV6, though the Gaussian envelope fits to the residual distributions, even for the scalar field, gives "standard deviations' never lower than 6 nT, a factor of three higher than the estimated Magsat observational errors. Ionospheric currents are noted to have a significant effect on the coefficients of the internal potential functions.

Cain, Joseph C.↗
NASA NTRS1979

A semi-analytic theory for the motion of a close-earth artificial satellite with drag

A semi-analytic method is used to estimate the decay history/lifetime and to generate orbital ephemeris for close-earth satellites perturbed by the atmospheric drag and earth oblateness due to the spherical harmonics J2, J3, and J4. The theory maintains efficiency through the application of the theory of a method of averaging and employs sufficient numerical emphasis to include a rather sophisticated atmospheric density model. The averaged drag effects with respect to mean anomaly are evaluated by a Gauss-Legendre quadrature while the averaged variational equations of motion are integrated numerically with automatic step size and error control.

Liu, J. J. F.↗
NASA NTRS1999

Mantle Q at Period 12.4 Hours: New Estimates from Satellite Tracking and Altimetry

The most convincing estimates of mantle Q at periods of many hours have historically come from extrapolating seismic and free-oscillation estimates via some assumed frequency dependence, sometimes contrained by estimates from the Chandler Wobble. At the semidiurnal tidal period, direct estimates of Q have been difficult to obtain because of the dominating signals of the ocean tides, which account for more than 95!k of the tidal energy dissipation. But knowledge of the ocean tides has been rapidly improving, primarily owing to satellite altimetry, and in 1996 we reported (NATURE, 381, 595-7) an estimate of solid-earth tidal energy dissipation and mantle Q based on combining satellite altimeter measurements with tracking observations of tidally induced satellite orbit perturbations. Tidal estimates from both reveal a small systematic difference in the quadrature component of the degree-2, order-2 spherical harmonic coefficients, which we attribute to a small lag in the earth's body tide. The formalism accounts for this lag in both the altimeter and tracking solutions and also accounts for a very small contribution from the lunar atmospheric tide. Since this original report, both altimeter and tracking estimates have improved. Recent solutions for the body-tide lag at the M2 period are 0.20 +/- 0.09 degrees, implying an energy dissipation of 100 +/- 50 gigawatts and a solid-earth Q of 300. Further new solutions will be discussed, as will the prospects for significantly reducing error bars and for obtaining estimates from other tides in the diurnal band.

Ray, Richard D.↗