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Analysis of equation for conditional probability distribution of state of nonlinear system and application to nonlinear filtering
The lack of well-developed techniques for modeling changing statistical moments in our observations has stymied the application of stochastic process theory for many scientific and engineering applications. Non linear effects of the observation methodology is one of the most perplexing aspects to modeling non stationary processes. This perplexing problem was encountered when modeling the effect of non stationary receiver fluctuations on the performance of radiometer calibration architectures. Existing modeling approaches were found not applicable; particularly problematic is modeling processes across scales over which they begin to exhibit non stationary behavior within the time interval of the calibration algorithm. Alternatively, the radiometer output is modeled as samples from a sequence random variables; the random variables are treated using a conditional probability distribution function conditioned on the use of the variable in the calibration algorithm. This approach of treating a process as a sequence of random variables with non stationary stochastic moments produce sensible predictions of temporal effects of calibration algorithms. To test these model predictions, an experiment using the Millimeter wave Imaging Radiometer (MIR) was conducted. The MIR with its two black body calibration references was configured in a laboratory setting to observe a third ultra-stable reference (CryoTarget). The MIR was programmed to sequentially sample each of the three references in approximately a 1 second cycle. Data were collected over a six-hour interval. The sequence of reference measurements form an ensemble sample set comprised of a series of three reference measurements. Two references are required to estimate the receiver response. A third reference is used to estimate the uncertainty in the estimate. Typically, calibration algorithms are designed to suppress the non stationary effects of receiver fluctuations. By treating the data sequence as an ensemble collection, it is possible to apply temporal algorithms which exacerbate the non stationary effects. By varying the algorithm, information about the properties of the non stationary receiver fluctuations is obtained. Comparisons of analytical calculations and statistical analysis of data demonstrate impressive agreement.
We present a study of the distribution of ozone in the lowermost stratosphere with the goal of understanding the relative contribution to the observations of air of either distinctly tropospheric or stratospheric origin. The air in the lowermost stratosphere is divided into two population groups based on Ertel's potential vorticity at 300 hPa. High [low] potential vorticity at 300 hPa suggests that the tropopause is low [high], and the identification of the two groups helps to account for dynamic variability. Conditional probability distribution functions are used to define the statistics of the mix from both observations and model simulations. Two data sources are chosen. First, several years of ozonesonde observations are used to exploit the high vertical resolution. Second, observations made by the Halogen Occultation Experiment [HALOE] on the Upper Atmosphere Research Satellite [UARS] are used to understand the impact on the results of the spatial limitations of the ozonesonde network. The conditional probability distribution functions are calculated at a series of potential temperature surfaces spanning the domain from the midlatitude tropopause to surfaces higher than the mean tropical tropopause [about 380K]. Despite the differences in spatial and temporal sampling, the probability distribution functions are similar for the two data sources. Comparisons with the model demonstrate that the model maintains a mix of air in the lowermost stratosphere similar to the observations. The model also simulates a realistic annual cycle. By using the model, possible mechanisms for the maintenance of mix of air in the lowermost stratosphere are revealed. The relevance of the results to the assessment of the environmental impact of aircraft effluence is discussed.
We present a study of the distribution of ozone in the lowermost stratosphere with the goal of understanding the relative contribution to the observations of air of either distinctly tropospheric or stratospheric origin. The air in the lowermost stratosphere is divided into two population groups based on Ertel's potential vorticity at 300 hPa. High [low] potential vorticity at 300 hPa suggests that the tropopause is low [high], and the identification of the two groups helps to account for dynamic variability. Conditional probability distribution functions are used to define the statistics of the mix from both observations and model simulations. Two data sources are chosen. First, several years of ozonesonde observations are used to exploit the high vertical resolution. Second, observations made by the Halogen Occultation Experiment [HALOE) on the Upper Atmosphere Research Satellite [UARS] are used to understand the impact on the results of the spatial limitations of the ozonesonde network. The conditional probability distribution functions are calculated at a series of potential temperature surfaces spanning the domain from the midlatitude tropopause to surfaces higher than the mean tropical tropopause [approximately 380K]. Despite the differences in spatial and temporal sampling, the probability distribution functions are similar for the two data sources. Comparisons with the model demonstrate that the model maintains a mix of air in the lowermost stratosphere similar to the observations. The model also simulates a realistic annual cycle. By using the model, possible mechanisms for the maintenance of mix of air in the lowermost stratosphere are revealed. The relevance of the results to the assessment of the environmental impact of aircraft effluence is discussed.
We present a study of the distribution of ozone in the lowermost stratosphere with the goal of characterizing the observed variability. The air in the lowermost stratosphere is divided into two population groups based on Ertel's potential vorticity at 300 hPa. High (low) potential vorticity at 300 hPa indicates that the tropopause is low (high), and the identification of these two groups is made to account for the dynamic variability. Conditional probability distribution functions are used to define the statistics of the ozone distribution from both observations and a three-dimensional model simulation using winds from the Goddard Earth Observing System Data Assimilation System for transport. Ozone data sets include ozonesonde observations from northern midlatitude stations (1991-96) and midlatitude observations made by the Halogen Occultation Experiment (HALOE) on the Upper Atmosphere Research Satellite (UARS) (1994- 1998). The conditional probability distribution functions are calculated at a series of potential temperature surfaces spanning the domain from the midlatitude tropopause to surfaces higher than the mean tropical tropopause (approximately 380K). The probability distribution functions are similar for the two data sources, despite differences in horizontal and vertical resolution and spatial and temporal sampling. Comparisons with the model demonstrate that the model maintains a mix of air in the lowermost stratosphere similar to the observations. The model also simulates a realistic annual cycle. Results show that during summer, much of the observed variability is explained by the height of the tropopause. During the winter and spring, when the tropopause fluctuations are larger, less of the variability is explained by tropopause height. This suggests that more mixing occurs during these seasons. During all seasons, there is a transition zone near the tropopause that contains air characteristic of both the troposphere and the stratosphere. The relevance of the results to the assessment of the environmental impact of aircraft effluence is also discussed.
Report presents conditional-probability interpretation of Kanerva's sparse distributed memory (SDM). SDM is conceptual digital electronic memory in which addresses chosen sparsely in space of many dimensions and content of memory at each address positive or negative integer written (incremented or decremented) or read according to special rules. Contents of SDM constitute Monte Carlo approximation to multidimensional conditional-probability integral.
A financial accounting model that incorporates physical and institutional uncertainties was developed for geothermal projects. Among the uncertainties it can handle are well depth, flow rate, fluid temperature, and permit and construction times. The outputs of the model are cumulative probability distributions of financial measures such as capital cost, levelized cost, and profit. These outputs are well suited for use in an investment decision incorporating risk. The model has the powerful feature that conditional probability distribution can be used to account for correlations among any of the input variables. The model has been applied to a geothermal reservoir at Heber, California, for a 45-MW binary electric plant. Under the assumptions made, the reservoir appears to be economically viable.
Probabilistic aerodynamic databases are a crucial component of the development lifecycle for aerospace vehicles. A key challenge when building aerodynamic databases is that most data used to construct them represent various simplifications of the real flight vehicle. For example, wind tunnel models often simplify the vehicle geometry and surface roughness characteristics, while CFD computations often make simplifications to the physics being modeled, such as fully laminar or turbulent calculations. Multifidelity data fusion models rely on a user being able to define a hierarchy of fidelity levels anchored to some "truth" data. This approach is unsatisfactory when no data can be considered to accurately reflect real flight conditions. In this work, we provide an alternative approach by presenting a consistent mathematical framework for building probabilistic aerodynamic databases in the form of a conditional probability distribution described by an ensemble of multifidelity Gaussian Processes. Instead of relying on a single hierarchy of data fidelity levels, the presented framework identifies a "nominal" configuration and potential corrections to the nominal which represent specific physical phenomena not represented in the nominal data. The nominal and correction functions themselves are constructed as multifidelity Gaussian Processes and linearly combined to form an ensemble model which fuses the uncertainties associated nominal and correction models. Results obtained using the proposed framework on a simplified Orion Crew Module wind tunnel dataset demonstrate the predictive capability of the multihierarchy framework. We further demonstrate the benefits of such a probabilistic aerodynamic database approach through function sampling and computing the conditional distributions of derived quantities, such as the trim angle of attack and aerodynamic coefficients at trim.
The probability of exceeding interference power levels and the duration of interference at the Deep Space Network (DSN) antenna is calculated parametrically when the state vector of an Earth-orbiting satellite over the DSN station view area is not known. A conditional probability distribution function is derived, transformed, and then convolved with the interference signal uncertainties to yield the probability distribution of interference at any given instant during the orbiter's mission period. The analysis is applicable to orbiting satellites having circular orbits with known altitude and inclination angle.
Precipitation estimation from satellite passive microwave radiometer observations is a problem that does not have a unique solution that is insensitive to errors in the input data. Traditionally, to make this problem well posed, a priori information derived from physical models or independent, high-quality observations is incorporated into the solution. In the present study, a database of precipitation profiles and associated brightness temperatures is constructed to serve as a priori information in a passive microwave radiometer algorithm. The precipitation profiles are derived from a Tropical Rainfall Measuring Mission (TRMM) combined radar radiometer algorithm, and the brightness temperatures are TRMM Microwave Imager (TMI) observed. Because the observed brightness temperatures are consistent with those derived from a radiative transfer model embedded in the combined algorithm, the precipitation brightness temperature database is considered to be physically consistent. The database examined here is derived from the analysis of a month-long record of TRMM data that yields more than a million profiles of precipitation and associated brightness temperatures. These profiles are clustered into a tractable number of classes based on the local sea surface temperature, a radiometer-based estimate of the echo-top height (the height beyond which the reflectivity drops below 17 dBZ), and brightness temperature principal components. For each class, the mean precipitation profile, brightness temperature principal components, and probability of occurrence are determined. The precipitation brightness temperature database supports a radiometer-only algorithm that incorporates a Bayesian estimation methodology. In the Bayesian framework, precipitation estimates are weighted averages of the mean precipitation values corresponding to the classes in the database, with the weights being determined according to the similarity between the observed brightness temperature principal components and the brightness temperature principal components of the classes. Because the classes are stratified by the sea surface temperature and the echo-top-height estimator, the number of classes that are considered for retrieval is significantly smaller than the total number of classes, making the algorithm computationally efficient. The radiometer-only algorithm is applied to TMI observations, and precipitation estimates are compared with combined TRMM precipitation radar (PR) TMI reference estimates. The TMI-only algorithm, supported by the empirically derived database, produces estimates that are more consistent with the reference values than the precipitation estimates from the version-6 TRMM facility TMI algorithm. Cloud-resolving model simulations are used to assign a latent heating profile to each precipitation profile in the empirically derived database, making it possible to estimate latent heating using the radiometer-only algorithm. Although the evaluation of latent heating estimates in this study is preliminary, because realistic conditional probability distribution functions are attached to latent heating structures in the algorithm s database, a generally positive impact on latent heating estimation from passive microwave observations is expected.
In situ measurements in the tropics have shown that in regions of active convection, relative humidity with respect to ice in the upper troposphere is typically close to saturation on average, and supersaturations greater than 20% are not uncommon. Balloon soundings with the cryogenic frost point hygrometer (CFH) at Costa Rica during northern summer, for example, show this tendency to be strongest between 11 and 15.5 km (345-360 K potential temperature, or approximately 250-120 hPa). this is the altitude range of deep convective detrainment. Additionally, simultaneous ozonesonde measurements show that stratospheric air (O3 greater than 150 ppbv) can be found as low as approximately 14 km (350 K/150 hPa). In contrast, results from northern winter show a much drier upper troposphere and little penetration of stratospheric air below the tropopause at 17.5 km (approximately 383 K). We show that these results are consistent with in situ measurements from the Measurement of Ozone and water vapor by Airbus In-service airCraft (MOZAIC) program which samples a wider, though still limited, range of tropical locations. To generalize to the tropics as a whole, we compare our insitu results to data from two A-Train satellite instruments, the Atmospheric Infrared Sounder (AIRS) and the Microwave Limb Sounder (MLS) on the Aqua and Aura satellites respectively. Finally, we examine the vertical structure of water vapor, relative humidity and ozone in the NASA Goddard MERRA analysis, an assimilation dataset, and a new version of the GEOS CCM, a free-running chemistry-climate model. We demonstrate that conditional probability distributions of relative humidity and ozone are a sensitive diagnostic for assessing the representation of deep convection and upper troposphere/lower stratosphere mixing processes in large-scale analyses and climate models.
The techniques are presented to derive several statistical wind models. The techniques are from the properties of the multivariate normal probability function. Assuming that the winds can be considered as bivariate normally distributed, then (1) the wind components and conditional wind components are univariate normally distributed, (2) the wind speed is Rayleigh distributed, (3) the conditional distribution of wind speed given a wind direction is Rayleigh distributed, and (4) the frequency of wind direction can be derived. All of these distributions are derived from the 5-sample parameter of wind for the bivariate normal distribution. By further assuming that the winds at two altitudes are quadravariate normally distributed, then the vector wind shear is bivariate normally distributed and the modulus of the vector wind shear is Rayleigh distributed. The conditional probability of wind component shears given a wind component is normally distributed. Examples of these and other properties of the multivariate normal probability distribution function as applied to Cape Kennedy, Florida, and Vandenberg AFB, California, wind data samples are given. A technique to develop a synthetic vector wind profile model of interest to aerospace vehicle applications is presented.
An analytic model and procedure are described which can be used to estimate probability distributions of touchdown conditions, without utilizing a Monte Carlo simulation. Example applications are presented, including one-step and two-step flare strategies for the space shuttle orbiter. The computed probability distributions for the two-step flare are compared with the corresponding histograms from an independent Monte Carlo simulation of the same situation. The computed distributions are very good fits to the Monte-Carlo-generated histograms for pertinent longitudinal and lateral variables at three points (including touchdown) along the vehicle's final approach trajectory. The model, thus verified, has more inherent power for assessing the effects of system element changes than conventional Monte Carlo techniques.
Some results for the bivariate normal distribution analysis are presented. Computer programs for conditional normal probabilities, marginal probabilities, as well as joint probabilities for rectangular regions are given: routines for computing fractile points and distribution functions are also presented. Some examples from a closed circuit television experiment are included.
The Medical Extensible Dynamic Probabilistic Risk Assessment Tool (MEDPRAT) is a computational model that provides human health and medical risk predictions for crewed spaceflight missions. MEDPRAT utilizes discrete event modeling and dynamic probabilistic simulation to predict critical mission outcomes (total medical events, crew health index, quality time lost, loss of crew life, removal to definitive care), condition occurrences, and resource consumption. Input parameters for MEDPRAT include crew attributes (e.g., sex), types of mission activities (e.g., whether and where crew members perform an extravehicular activity (EVA)), available resources, treatment information, and probability distributions for medical conditions. As an evolution of the Integrated Medical Model (IMM), MEDPRAT provides enhanced capabilities and higher fidelity, and incorporates more appropriate assumptions for long-duration spaceflight. IMM is the currently accepted standard for quantifying spaceflight mission medical risk in NASA operations that uses a probabilistic risk assessment (PRA) approach. MEDPRAT builds on the same logical foundation as IMM but implements the model architecture through highly optimized Monte Carlo sampling methods. An analysis is performed comparing the outputs from IMM with those from MEDPRAT V1.0 and V2.0 for the same reference missions in order to quantify similarities and differences in the model outcomes. The juxtaposition between IMM and MEDPRAT V1.0 and 2.0 shown in this report demonstrates that these two models generate very similar results; where differences in outcomes are shown, these are in accordance with the underlying assumptions and differences in the model architectures. This validation effort further establishes the credibility and reliability of the MEDPRAT software.
Schedule Risk Assessment (SRA) determines the probability of finishing on or before a given point in time. This viewgraph presentation introduces the prerequisites, probability distribution curves, special conditions, calculations, and results analysis for SRA.
It is well known that failure of a material is a locally driven event. In the case of ceramic matrix composites (CMCs), significant variations in the microstructure of the composite exist and their significance on both deformation and life response need to be assessed. Examples of these variations include changes in the fiber tow shape, tow shifting/nesting and voids within and between tows. In the present work, the influence of scale specific architectural features of woven ceramic composite are examined stochastically at both the macroscale (woven repeating unit cell (RUC)) and structural scale (idealized using multiple RUCs). The recently developed MultiScale Generalized Method of Cells methodology is used to determine the overall deformation response, proportional elastic limit (first matrix cracking), and failure under tensile loading conditions and associated probability distribution functions. Prior results showed that the most critical architectural parameter to account for is weave void shape and content with other parameters being less in severity. Current results show that statistically only the post-elastic limit region (secondary hardening modulus and ultimate tensile strength) is impacted by local uncertainties both at the macro and structural level.
Continuous monitoring of the ratio of cloud flashes to ground flashes may provide a better understanding of thunderstorm dynamics, intensification, and evolution, and it may be useful in severe weather warning. The National Lighting Detection Network TM (NLDN) senses ground flashes with exceptional detection efficiency and accuracy over most of the continental United States. A proposed Geostationary Lightning Mapper (GLM) aboard the Geostationary Operational Environmental Satellite (GOES-R) will look at the western hemisphere, and among the lightning data products to be made available will be the fundamental optical flash parameters for both cloud and ground flashes: radiance, area, duration, number of optical groups, and number of optical events. Previous studies have demonstrated that the optical flash parameter statistics of ground and cloud lightning, which are observable from space, are significantly different. This study investigates a Bayesian network methodology for discriminating lightning flash type (ground or cloud) using the lightning optical data and ancillary GOES-R data. A Directed Acyclic Graph (DAG) is set up with lightning as a "root" and data observed by GLM as the "leaves." This allows for a direct calculation of the joint probability distribution function for the lighting type and radiance, area, etc. Initially, the conditional probabilities that will be required can be estimated from the Lightning Imaging Sensor (LIS) and the Optical Transient Detector (OTD) together with NLDN data. Directly manipulating the joint distribution will yield the conditional probability that a lightning flash is a ground flash given the evidence, which consists of the observed lightning optical data [and possibly cloud data retrieved from the GOES-R Advanced Baseline Imager (ABI) in a more mature Bayesian network configuration]. Later, actual GLM and NLDN data can be used to refine the estimates of the conditional probabilities used in the model; i.e., the Bayesian network is a learning network. Methods for efficient calculation of the conditional probabilities (e.g., an algorithm using junction trees), finding data conflicts, goodness of fit, and dealing with missing data will also be addressed.