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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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All sourcesNASA NTRSDOE OSTI
NASA NTRS1992

Minimax confidence intervals in geomagnetism

The present paper uses theory of Donoho (1989) to find lower bounds on the lengths of optimally short fixed-length confidence intervals (minimax confidence intervals) for Gauss coefficients of the field of degree 1-12 using the heat flow constraint. The bounds on optimal minimax intervals are about 40 percent shorter than Backus' intervals: no procedure for producing fixed-length confidence intervals, linear or nonlinear, can give intervals shorter than about 60 percent the length of Backus' in this problem. While both methods rigorously account for the fact that core field models are infinite-dimensional, the application of the techniques to the geomagnetic problem involves approximations and counterfactual assumptions about the data errors, and so these results are likely to be extremely optimistic estimates of the actual uncertainty in Gauss coefficients.

Stark, Philip B.↗
NASA NTRS1988

On the appropriateness of applying chi-square distribution based confidence intervals to spectral estimates of helicopter flyover data

The validity of applying chi-square based confidence intervals to far-field acoustic flyover spectral estimates was investigated. Simulated data, using a Kendall series and experimental acoustic data from the NASA/McDonnell Douglas 500E acoustics test, were analyzed. Statistical significance tests to determine the equality of distributions of the simulated and experimental data relative to theoretical chi-square distributions were performed. Bias and uncertainty errors associated with the spectral estimates were easily identified from the data sets. A model relating the uncertainty and bias errors to the estimates resulted, which aided in determining the appropriateness of the chi-square distribution based confidence intervals. Such confidence intervals were appropriate for nontonally associated frequencies of the experimental data but were inappropriate for tonally associated estimate distributions. The appropriateness at the tonally associated frequencies was indicated by the presence of bias error and noncomformity of the distributions to the theoretical chi-square distribution. A technique for determining appropriate confidence intervals at the tonally associated frequencies was suggested.

Rutledge, Charles K.↗
NASA NTRS2007

A Comparison of Various Stress Rupture Life Models for Orbiter Composite Pressure Vessels and Confidence Intervals

In conjunction with a recent NASA Engineering and Safety Center (NESC) investigation of flight worthiness of Kevlar Overwrapped Composite Pressure Vessels (COPVs) on board the Orbiter, two stress rupture life prediction models were proposed independently by Phoenix and by Glaser. In this paper, the use of these models to determine the system reliability of 24 COPVs currently in service on board the Orbiter is discussed. The models are briefly described, compared to each other, and model parameters and parameter uncertainties are also reviewed to understand confidence in reliability estimation as well as the sensitivities of these parameters in influencing overall predicted reliability levels. Differences and similarities in the various models will be compared via stress rupture reliability curves (stress ratio vs. lifetime plots). Also outlined will be the differences in the underlying model premises, and predictive outcomes. Sources of error and sensitivities in the models will be examined and discussed based on sensitivity analysis and confidence interval determination. Confidence interval results and their implications will be discussed for the models by Phoenix and Glaser.

Grimes-Ledesma, Lorie↗
NASA NTRS2006

A Comparison of Various Stress Rupture Life Models for Orbiter Composite Pressure Vessels and Confidence Intervals

In conjunction with a recent NASA Engineering and Safety Center (NESC) investigation of flight worthiness of Kevlar Ovenvrapped Composite Pressure Vessels (COPVs) on board the Orbiter, two stress rupture life prediction models were proposed independently by Phoenix and by Glaser. In this paper, the use of these models to determine the system reliability of 24 COPVs currently in service on board the Orbiter is discussed. The models are briefly described, compared to each other, and model parameters and parameter error are also reviewed to understand confidence in reliability estimation as well as the sensitivities of these parameters in influencing overall predicted reliability levels. Differences and similarities in the various models will be compared via stress rupture reliability curves (stress ratio vs. lifetime plots). Also outlined will be the differences in the underlying model premises, and predictive outcomes. Sources of error and sensitivities in the models will be examined and discussed based on sensitivity analysis and confidence interval determination. Confidence interval results and their implications will be discussed for the models by Phoenix and Glaser.

stress ratios↗
NASA NTRS1987

Efficient computation of parameter confidence intervals

An important step in system identification of aircraft is the estimation of stability and control derivatives from flight data along with an assessment of parameter accuracy. When the maximum likelihood estimation technique is used, parameter accuracy is commonly assessed by the Cramer-Rao lower bound. It is known, however, that in some cases the lower bound can be substantially different from the parameter variance. Under these circumstances the Cramer-Rao bounds may be misleading as an accuracy measure. This paper discusses the confidence interval estimation problem based on likelihood ratios, which offers a more general estimate of the error bounds. Four approaches are considered for computing confidence intervals of maximum likelihood parameter estimates. Each approach is applied to real flight data and compared.

Murphy, Patrick C.↗
NASA NTRS1992

Efficient Computation Of Confidence Intervals Of Parameters

Study focuses on obtaining efficient algorithm for estimation of confidence intervals of ML estimates. Four algorithms selected to solve associated constrained optimization problem. Hybrid algorithms, following search and gradient approaches, prove best.

Murphy, Patrick C.↗
DOE OSTI2025

Monte Carlo method for constructing confidence intervals with unconstrained and constrained nuisance parameters in the NOvA experiment

Measuring observables to constrain models using maximum-likelihood estimation is fundamental to many physics experiments. Wilks' theorem provides a simple way to construct confidence intervals on model parameters, but it only applies under certain conditions. These conditions, such as nested hypotheses and unbounded parameters, are often violated in neutrino oscillation measurements and other experimental scenarios. Monte Carlo methods can address these issues, albeit at increased computational cost. In the presence of nuisance parameters, however, the best way to implement a Monte Carlo method is ambiguous. Furthermore, this paper documents the method selected by the NOvA experiment, the profile construction. It presents the toy studies that informed the choice of method, details of its implementation, and tests performed to validate it. It also includes some practical considerations which may be of use to others choosing to use the profile construction.

72 PHYSICS OF ELEMENTARY PARTICLES AND FIELDS↗
NASA NTRS1984

Maximum likelihood algorithm using an efficient scheme for computing sensitivities and parameter confidence intervals

Improved techniques for estimating airplane stability and control derivatives and their standard errors are presented. A maximum likelihood estimation algorithm is developed which relies on an optimization scheme referred to as a modified Newton-Raphson scheme with estimated sensitivities (MNRES). MNRES determines sensitivities by using slope information from local surface approximations of each output variable in parameter space. The fitted surface allows sensitivity information to be updated at each iteration with a significant reduction in computational effort compared to integrating the analytically-determined sensitivity equations or using a finite difference scheme. An aircraft estimation problem is solved using real flight data to compare MNRES with the commonly used modified Newton-Raphson technique; MNRES is found to be faster and more generally applicable. Parameter standard errors are determined using a random search technique. The confidence intervals obtained are compared with Cramer-Rao lower bounds at the same confidence level. It is observed that the nonlinearity of the cost function is an important factor in the relationship between Cramer-Rao bounds and the error bounds determined by the search technique.

Murphy, P. C.↗
NASA NTRS1986

A methodology for airplane parameter estimation and confidence interval determination in nonlinear estimation problems

An algorithm for maximum likelihood (ML) estimation is developed with an efficient method for approximating the sensitivities. The ML algorithm relies on a new optimization method referred to as a modified Newton-Raphson with estimated sensitivities (MNRES). MNRES determines sensitivities by using slope information from local surface approximations of each output variable in parameter space. With the fitted surface, sensitivity information can be updated at each iteration with less computational effort than that required by either a finite-difference method or integration of the analytically determined sensitivity equations. MNRES eliminates the need to derive sensitivity equations for each new model, and thus provides flexibility to use model equations in any convenient format. A random search technique for determining the confidence limits of ML parameter estimates is applied to nonlinear estimation problems for airplanes. The confidence intervals obtained by the search are compared with Cramer-Rao (CR) bounds at the same confidence level. The degree of nonlinearity in the estimation problem is an important factor in the relationship between CR bounds and the error bounds determined by the search technique. Beale's measure of nonlinearity is developed in this study for airplane identification problems; it is used to empirically correct confidence levels and to predict the degree of agreement between CR bounds and search estimates.

Murphy, P. C.↗
NASA NTRS1980

Spacecraft utility and the development of confidence intervals for criticality of anomalies

The concept of spacecraft utility, a measure of its performance in orbit, is discussed and its formulation is described. Performance is defined in terms of the malfunctions that occur and the criticality to the mission of these malfunctions. Different approaches to establishing average or expected values of criticality are discussed and confidence intervals are developed for parameters used in the computation of utility.

Williams, R. E.↗
NASA NTRS1985

An Algorithm for Efficient Maximum Likelihood Estimation and Confidence Interval Determination in Nonlinear Estimation Problems

An algorithm for maximum likelihood (ML) estimation is developed with an efficient method for approximating the sensitivities. The algorithm was developed for airplane parameter estimation problems but is well suited for most nonlinear, multivariable, dynamic systems. The ML algorithm relies on a new optimization method referred to as a modified Newton-Raphson with estimated sensitivities (MNRES). MNRES determines sensitivities by using slope information from local surface approximations of each output variable in parameter space. The fitted surface allows sensitivity information to be updated at each iteration with a significant reduction in computational effort. MNRES determines the sensitivities with less computational effort than using either a finite-difference method or integrating the analytically determined sensitivity equations. MNRES eliminates the need to derive sensitivity equations for each new model, thus eliminating algorithm reformulation with each new model and providing flexibility to use model equations in any format that is convenient. A random search technique for determining the confidence limits of ML parameter estimates is applied to nonlinear estimation problems for airplanes. The confidence intervals obtained by the search are compared with Cramer-Rao (CR) bounds at the same confidence level. It is observed that the degree of nonlinearity in the estimation problem is an important factor in the relationship between CR bounds and the error bounds determined by the search technique. The CR bounds were found to be close to the bounds determined by the search when the degree of nonlinearity was small. Beale's measure of nonlinearity is developed in this study for airplane identification problems; it is used to empirically correct confidence levels for the parameter confidence limits. The primary utility of the measure, however, was found to be in predicting the degree of agreement between Cramer-Rao bounds and search estimates.

Murphy, Patrick Charles↗
NASA NTRS2008

Reliability and Confidence Interval Analysis of a CMC Turbine Stator Vane

High temperature ceramic matrix composites (CMC) are being explored as viable candidate materials for hot section gas turbine components. These advanced composites can potentially lead to reduced weight, enable higher operating temperatures requiring less cooling and thus leading to increased engine efficiencies. However, these materials are brittle and show degradation with time at high operating temperatures due to creep as well as cyclic mechanical and thermal loads. In addition, these materials are heterogeneous in their make-up and various factors affect their properties in a specific design environment. Most of these advanced composites involve two- and three-dimensional fiber architectures and require a complex multi-step high temperature processing. Since there are uncertainties associated with each of these in addition to the variability in the constituent material properties, the observed behavior of composite materials exhibits scatter. Traditional material failure analyses employing a deterministic approach, where failure is assumed to occur when some allowable stress level or equivalent stress is exceeded, are not adequate for brittle material component design. Such phenomenological failure theories are reasonably successful when applied to ductile materials such as metals. Analysis of failure in structural components is governed by the observed scatter in strength, stiffness and loading conditions. In such situations, statistical design approaches must be used. Accounting for these phenomena requires a change in philosophy on the design engineer s part that leads to a reduced focus on the use of safety factors in favor of reliability analyses. The reliability approach demands that the design engineer must tolerate a finite risk of unacceptable performance. This risk of unacceptable performance is identified as a component's probability of failure (or alternatively, component reliability). The primary concern of the engineer is minimizing this risk in an economical manner. The methods to accurately determine the service life of an engine component with associated variability have become increasingly difficult. This results, in part, from the complex missions which are now routinely considered during the design process. These missions include large variations of multi-axial stresses and temperatures experienced by critical engine parts. There is a need for a convenient design tool that can accommodate various loading conditions induced by engine operating environments, and material data with their associated uncertainties to estimate the minimum predicted life of a structural component. A probabilistic composite micromechanics technique in combination with woven composite micromechanics, structural analysis and Fast Probability Integration (FPI) techniques has been used to evaluate the maximum stress and its probabilistic distribution in a CMC turbine stator vane. Furthermore, input variables causing scatter are identified and ranked based upon their sensitivity magnitude. Since the measured data for the ceramic matrix composite properties is very limited, obtaining a probabilistic distribution with their corresponding parameters is difficult. In case of limited data, confidence bounds are essential to quantify the uncertainty associated with the distribution. Usually 90 and 95% confidence intervals are computed for material properties. Failure properties are then computed with the confidence bounds. Best estimates and the confidence bounds on the best estimate of the cumulative probability function for R-S (strength - stress) are plotted. The methodologies and the results from these analyses will be discussed in the presentation.

Murthy, Pappu L. N.↗
DOE OSTI2025

The Profiled Feldman-Cousins Method for Confidence Interval Construction for the Nova 3-Flavor Oscillation Analysis

The small interaction cross-section of neutrinos makes experimental neutrino physics particularly responsive to technological advancements. A significant development leveraged by the NOvA experiment is large-scale parallel processing, enabling novel computational approaches to longstanding experimental challenges. Central to managing the resulting high-throughput data is NOvA’s implementation of the Freight Train model, designed for efficient data production and handling.This dissertation details the methodology and execution of the NOvA 2024 3-Flavor Oscillation Analysis, supported by a comprehensive dataset spanning ten years. It emphasizes frequentist results refined through the Feldman-Cousins (FC) technique, specifically addressing confidence interval corrections in parameter estimation. The computational intensity associated with Feldman-Cousins arises from extensive Monte Carlo simulations, which were substantially mitigated through parallel computing on the Perlmutter supercomputer at the National Energy Research Scientific Computing Center (NERSC), employing the MPI framework.To further enhance computational efficiency, an Importance Sampling method is introduced and evaluated, demonstrating significant potential to reduce complexity, particularly in exploring extreme parameter space regions. This thesis presents both the successful application of advanced computational resources and the development of sophisticated statistical techniques, aiming to enhance the precision and scope of neutrino oscillation analyses.

Dye ajdye11190@gmail.com, Andrew Joseph [Mississip↗
NASA NTRS2016

Confidence Intervals for Laboratory Sonic Boom Annoyance Tests

Commercial supersonic flight is currently forbidden over land because sonic booms have historically caused unacceptable annoyance levels in overflown communities. NASA is providing data and expertise to noise regulators as they consider relaxing the ban for future quiet supersonic aircraft. One deliverable NASA will provide is a predictive model for indoor annoyance to aid in setting an acceptable quiet sonic boom threshold. A laboratory study was conducted to determine how indoor vibrations caused by sonic booms affect annoyance judgments. The test method required finding the point of subjective equality (PSE) between sonic boom signals that cause vibrations and signals not causing vibrations played at various amplitudes. This presentation focuses on a few statistical techniques for estimating the interval around the PSE. The techniques examined are the Delta Method, Parametric and Nonparametric Bootstrapping, and Bayesian Posterior Estimation.

Rathsam, Jonathan↗