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Results for “colored noise”

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 19 records
All sourcesNASA NTRSDOE OSTI
NASA NTRS1991

Colored noise effects on batch attitude accuracy estimates

The effects of colored noise on the accuracy of batch least squares parameter estimates with applications to attitude determination cases are investigated. The standard approaches used for estimating the accuracy of a computed attitude commonly assume uncorrelated (white) measurement noise, while in actual flight experience measurement noise often contains significant time correlations and thus is colored. For example, horizon scanner measurements from low Earth orbit were observed to show correlations over many minutes in response to large scale atmospheric phenomena. A general approach to the analysis of the effects of colored noise is investigated, and interpretation of the resulting equations provides insight into the effects of any particular noise color and the worst case noise coloring for any particular parameter estimate. It is shown that for certain cases, the effects of relatively short term correlations can be accommodated by a simple correction factor. The errors in the predicted accuracy assuming white noise and the reduced accuracy due to the suboptimal nature of estimators that do not take into account the noise color characteristics are discussed. The appearance of a variety of sample noise color characteristics are demonstrated through simulation, and their effects are discussed for sample estimation cases. Based on the analysis, options for dealing with the effects of colored noise are discussed.

Bilanow, Stephen↗
DOE OSTI2020

Improving Solution Accuracy and Convergence for Stochastic Physics Parameterizations with Colored Noise

Stochastic parameterizations are used in numerical weather prediction and climate modeling to help capture the uncertainty in the simulations and improve their statistical properties. Convergence issues can arise when time integration methods originally developed for deterministic differential equations are applied naively to stochastic problems. In previous studies, it has been demonstrated that a correction term, known in stochastic analysis as the Itô correction, can help improve solution accuracy for various deterministic numerical schemes and ensure convergence to the physically relevant solution without substantial computational overhead. The usual formulation of the Itô correction is valid only when the stochasticity is represented by white noise. In this study, a generalized formulation of the Itô correction is derived for noises of any color. The formulation is applied to a test problem described by an advection–diffusion equation forced with a spectrum of fast processes. We present numerical results for cases with both constant and spatially varying advection velocities to show that, for the same time step sizes, the introduction of the generalized Itô correction helps to substantially reduce time integration error and significantly improve the convergence rate of the numerical solutions when the forcing term in the governing equation is rough (fast varying); alternatively, for the same target accuracy, the generalized Itô correction allows for the use of significantly longer time steps and, hence, helps to reduce the computational cost of the numerical simulation.

54 ENVIRONMENTAL SCIENCES↗
DOE OSTI2021

The color of magnetic monopole noise

We relate the anomaly in the noise color of spin ice to the emergent nature of its magnetic monopoles and their random walk. Monopoles are quasi-particles, and the spin vacuum in which they wander is not structureless. Rather, the underlying spin ensemble filters the thermal white noise, leading to non-trivial coevolution. Thus, monopoles can be considered as "dressed" random walkers, activated by a non-trivial stochastic noise that subsumes mutual interactions and the coevolution of their spin vacuum. From this, we suggest that recent experimental results are interpretable in terms of monopole subdiffusion. Furthermore, we then conjecture relations between the color of the noise and other observables, such as relaxation time, monopole density, the dynamic exponent, and the order of the annihilation reaction, which suggests to us the introduction of spin-ice-specific critical exponents in a neighborhood of the ice manifold criticality.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗
NASA NTRS2011

AMT-200S Motor Glider Parameter and Performance Estimation

Parameter and performance estimation of an instrumented motor glider was conducted at the National Aeronautics and Space Administration Dryden Flight Research Center in order to provide the necessary information to create a simulation of the aircraft. An output-error technique was employed to generate estimates from doublet maneuvers, and performance estimates were compared with results from a well-known flight-test evaluation of the aircraft in order to provide a complete set of data. Aircraft specifications are given along with information concerning instrumentation, flight-test maneuvers flown, and the output-error technique. Discussion of Cramer-Rao bounds based on both white noise and colored noise assumptions is given. Results include aerodynamic parameter and performance estimates for a range of angles of attack.

Taylor, Brian R.↗
DOE OSTI2021

Combined selection of the dynamic model and modeling error in nonlinear aeroelastic systems using Bayesian Inference

Here, we report a Bayesian framework for concurrent selection of physics-based models and (modeling) error models. We investigate the use of colored noise to capture the mismatch between the predictions of calibrated models and observational data that cannot be explained by measurement error alone within the context of Bayesian estimation for stochastic ordinary differential equations. Proposed models are characterized by the average data-fit, a measure of how well a model fits the measurements, and the model complexity measured using the Kullback–Leibler divergence. The use of a more complex error models increases the average data-fit but also increases the complexity of the combined model, possibly over-fitting the data. Bayesian model selection is used to find the optimal physical model as well as the optimal error model. The optimal model is defined using the evidence, where the average data-fit is balanced by the complexity of the model. The effect of colored noise process is illustrated using a nonlinear aeroelastic oscillator representing a rigid NACA0012 airfoil undergoing limit cycle oscillations due to complex fluid–structure interactions. Several quasi-steady and unsteady aerodynamic models are proposed with colored noise or white noise for the model error. The use of colored noise improves the predictive capabilities of simpler models.

42 ENGINEERING↗
NASA NTRS1993

Optimal realizable filters and the minimum Euclidean distance principle

Minimizing a Euclidean distance in the complex plane optimizes a wide class of correlation metrics for filters implemented on realistic devices. The algorithm searches over no more than two real scalars (gain and phase). It unifies a variety of previous solutions for special cases (e.g., a maximum signal-to-noise ratio with colored noise and a real filter and a maximum correlation intensity with no noise and a coupled filter). It extends optimal partial information filter theory to arbitrary spatial light modulators (fully complex, coupled, discrete, finite contrast ratio, and so forth), additive input noise (white or colored), spatially nonuniform filter modulators, and additive correlation detection noise (including signal dependent noise).

Juday, Richard D.↗
NASA NTRS2012

Using Indirect Turbulence Measurements for Real-Time Parameter Estimation in Turbulent Air

The use of indirect turbulence measurements for real-time estimation of parameters in a linear longitudinal dynamics model in atmospheric turbulence was studied. It is shown that measuring the atmospheric turbulence makes it possible to treat the turbulence as a measured explanatory variable in the parameter estimation problem. Commercial off-the-shelf sensors were researched and evaluated, then compared to air data booms. Sources of colored noise in the explanatory variables resulting from typical turbulence measurement techniques were identified and studied. A major source of colored noise in the explanatory variables was identified as frequency dependent upwash and time delay. The resulting upwash and time delay corrections were analyzed and compared to previous time shift dynamic modeling research. Simulation data as well as flight test data in atmospheric turbulence were used to verify the time delay behavior. Recommendations are given for follow on flight research and instrumentation.

Martos, Borja↗
NASA NTRS1980

Parameter identification of linear discrete stochastic systems with time delays

An identification algorithm that uses the maximum likelihood technique to identify the unknown time delays, plant parameters, and noise covariances of linear discrete stochastic systems is presented. Cases of additive white noise and colored measurement noises are considered. The likelihood function is evaluated using either a minimum-variance (Kalman) filter or a minimal-order observer. The Kalman filter is used in the identification algorithm to provide minimum-variance estimates. The minimal-order observer is a lower-dimensional and computationally simpler filter, and is advantageous especially for systems with long delays. It provides a less optimal solution to the minimum-mean-square state estimation problem. The colored-noise observer algorithm has the disadvantage of having to compute an extra error covariance matrix of lower order.

Wong, E. C.↗
DOE OSTI2025

Data-Driven Closures and Assimilation for Stiff Multiscale Random Dynamics

Here, we introduce a data-driven and physics-informed framework for propagating uncertainty in stiff, multiscale random ordinary differential equations (RODEs) driven by correlated (colored) noise. Unlike systems subjected to Gaussian white noise, a deterministic equation for the joint probability density function (PDF) of RODE state variables does not exist in closed form. Moreover, such an equation would require as many phase-space variables as there are states in the RODE system. To alleviate this curse of dimensionality, we instead derive exact, albeit unclosed, reduced-order PDF (RoPDF) equations for low-dimensional observables/quantities of interest. The unclosed terms take the form of state-dependent conditional expectations, which are directly estimated from data at sparse observation times. However, for systems exhibiting stiff, multiscale dynamics, data sparsity introduces regression discrepancies that compound during RoPDF evolution. This is overcome by introducing a kinetic-like defect term to the RoPDF equation, which is learned by assimilating in sparse, low-fidelity RoPDF estimates. Two assimilation methods are considered, namely nudging and deep neural networks, which are successfully tested against Monte Carlo simulations.

97 MATHEMATICS AND COMPUTING↗
NASA NTRS1988

On the precision of automated activation time estimation

We examined how the assignment of local activation times in epicardial and endocardial electrograms is affected by sampling rate, ambient signal-to-noise ratio, and sinx/x waveform interpolation. Algorithms used for the estimation of fiducial point locations included dV/dtmax, and a matched filter detection algorithm. Test signals included epicardial and endocardial electrograms overlying both normal and infarcted regions of dog myocardium. Signal-to-noise levels were adjusted by combining known data sets with white noise "colored" to match the spectral characteristics of experimentally recorded noise. For typical signal-to-noise ratios and sampling rates, the template-matching algorithm provided the greatest precision in reproducibly estimating fiducial point location, and sinx/x interpolation allowed for an additional significant improvement. With few restrictions, combining these two techniques may allow for use of digitization rates below the Nyquist rate without significant loss of precision.

NASA Discipline Cardiopulmonary↗
DOE OSTI2022

Relaxation of stationary states on a quantum computer yields a unique spectroscopic fingerprint of the computer’s noise

Abstract Quantum computing has the potential to revolutionize computing, but its significant sensitivity to noise requires sophisticated error correction and mitigation. Traditionally, noise on the quantum device is characterized directly through qubit and gate measurements, but this approach has drawbacks in that it does not adequately capture the effect of noise on realistic multi-qubit applications. In this paper, we simulate the relaxation of stationary quantum states on a quantum computer to obtain a unique spectroscopic fingerprint of the computer’s noise. In contrast to traditional approaches, we obtain the frequency profile of the noise as it is experienced by the simulated stationary quantum states. Data from multiple superconducting-qubit IBM processors show that noise generates a bath within the simulation that exhibits both colored noise and non-Markovian behavior. Our results provide a direction for noise mitigation but also suggest how to use noise for quantum simulations of open systems.

97 MATHEMATICS AND COMPUTING↗
NASA NTRS1975

Estimation and Analysis of Nonlinear Stochastic Systems

The algebraic and geometric structures of certain classes of nonlinear stochastic systems were exploited in order to obtain useful stability and estimation results. The class of bilinear stochastic systems (or linear systems with multiplicative noise) was discussed. The stochastic stability of bilinear systems driven by colored noise was considered. Approximate methods for obtaining sufficient conditions for the stochastic stability of bilinear systems evolving on general Lie groups were discussed. Two classes of estimation problems involving bilinear systems were considered. It was proved that, for systems described by certain types of Volterra series expansions or by certain bilinear equations evolving on nilpotent or solvable Lie groups, the optimal conditional mean estimator consists of a finite dimensional nonlinear set of equations. The theory of harmonic analysis was used to derive suboptimal estimators for bilinear systems driven by white noise which evolve on compact Lie groups or homogeneous spaces.

Marcus, S. I.↗
DOE OSTI2024

Accurate numerical simulations of open quantum systems using spectral tensor trains

Decoherence between qubits is a major bottleneck in quantum computations. Decoherence results from intrinsic quantum and thermal fluctuations as well as noise in the external fields that perform the measurement and preparation processes. With prescribed colored noise spectra for intrinsic and extrinsic noise, we present a numerical method, Quantum Accelerated Stochastic Propagator Evaluation (Q-ASPEN), to solve the time-dependent noise-averaged reduced density matrix in the presence of intrinsic and extrinsic noise. Q-ASPEN is arbitrarily accurate and can be applied to provide estimates for the resources needed to error-correct quantum computations. We employ spectral tensor trains, which combine the advantages of tensor networks and pseudospectral methods, as a variational ansatz to the quantum relaxation problem and optimize the ansatz using methods typically used to train neural networks. Here, the spectral tensor trains in Q-ASPEN make accurate calculations with tens of quantum levels feasible. We present benchmarks for Q-ASPEN on the spin-boson model in the presence of intrinsic noise and on a quantum chain of up to 32 sites in the presence of extrinsic noise. In our benchmark, the memory cost of Q-ASPEN scales as a low-order polynomial in the size of the system once the number of system states surpasses the number of basis functions used in the spectral expansion.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗