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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.↗
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.↗
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↗
NASA NTRS2008

Uncertainty and Sensitivity Analyses of a Two-Parameter Impedance Prediction Model

This paper presents comparisons of predicted impedance uncertainty limits derived from Monte-Carlo-type simulations with a Two-Parameter (TP) impedance prediction model and measured impedance uncertainty limits based on multiple tests acquired in NASA Langley test rigs. These predicted and measured impedance uncertainty limits are used to evaluate the effects of simultaneous randomization of each input parameter for the impedance prediction and measurement processes. A sensitivity analysis is then used to further evaluate the TP prediction model by varying its input parameters on an individual basis. The variation imposed on the input parameters is based on measurements conducted with multiple tests in the NASA Langley normal incidence and grazing incidence impedance tubes; thus, the input parameters are assigned uncertainties commensurate with those of the measured data. These same measured data are used with the NASA Langley impedance measurement (eduction) processes to determine the corresponding measured impedance uncertainty limits, such that the predicted and measured impedance uncertainty limits (95% confidence intervals) can be compared. The measured reactance 95% confidence intervals encompass the corresponding predicted reactance confidence intervals over the frequency range of interest. The same is true for the confidence intervals of the measured and predicted resistance at near-resonance frequencies, but the predicted resistance confidence intervals are lower than the measured resistance confidence intervals (no overlap) at frequencies away from resonance. A sensitivity analysis indicates the discharge coefficient uncertainty is the major contributor to uncertainty in the predicted impedances for the perforate-over-honeycomb liner used in this study. This insight regarding the relative importance of each input parameter will be used to guide the design of experiments with test rigs currently being brought on-line at NASA Langley.

Jones, M. G.↗
NASA NTRSDate not supplied

Comparison of Entry Descent and Landing Aerodynamic Databases with Uncertainty Quantification Developed Using Machine Learning Techniques

When developing the aerodynamic databases for use in trajectory simulations, it is important to develop a system of metrics to qualify which aerodynamic models are best to use. Since aerodynamics are just one input into trajectory simulations, the results of these simulations do not reflect on the quality of the aerodynamic database used. This means that aerodynamic database comparisons must be done offline. While traditional metrics that focus on mean/nominal predictions are a good first step, more robust estimates of the prediction interval become important as more focused uncertainty models are developed. We explore the limitations of evaluating aerodynamic models based purely on nominal-centered response surfaces. Before elaborating and evaluating metrics based on distributed models, the value of evaluating prediction interval and confidence interval are discussed to conclude that prediction intervals are more relevant to the use of trajectory analysis. Several metrics to evaluate the prediction interval are introduced with a focus on the standard calibration metric. Finally, we compare candidate models using both mean and distributed metrics. A finalized candidate model developed using state of the art machine learning methods is compared to a baseline model developed using traditional aerodynamic database modeling techniques.

Aerodynamic Database↗
NASA NTRS1999

UV Spectral Variability and the Lyman-Alpha Forest in the Lensed Quasar Q0957+561

Far-ultraviolet spectra of the gravitational lens components Q0957+561 A and B were obtained with the Hubble Space Telescope Faint Object Spectrograph (FOS) at five equally spaced epochs, one every two weeks. We confirm the flux variability of the quasar's Lyman-alpha and O VI lambda 1037 emission lines reported in IUE (International Ultraviolet Explorer) spectra. The fluxes in these lines vary on a time scale of weeks in the local rest frame (LRF), independently of each other and of the surrounding continuum. The individual spectra of each image were co-added to investigate the properties of the Lyman-alpha forest along the two lines of sight to the quasar. Absorption lines having equivalent width W (sub lambda) greater than or equal to 0.3 Angstroms in the LRF not previously identified as interstellar lines, metal lines, or higher order Lyman lines were taken to be LY-alpha forest lines. The existence of each line in this consistently selected set was then verified by its presence in two archival FOS spectra with approx. 1.5 times higher signal to noise than our co-added spectra. Ly-alpha forest lines with W (sub lambda) greater than or equal to 0.3 Angstroms appear at 42 distinct wavelengths in the spectra of the two images. Two absorption lines in the spectrum of image A have no counterpart at that wavelength in the spectrum of image B, and two lines in image B have no counterpart in image A. Based on the separation of the lines of sight at the redshift of the absorption lines appearing in only one spectrum, the density of the absorbing clouds in the direction of Q0957+561 must change significantly over a distance of 79 (+34, -26) h (sub 50) (sup -1) kpc in the simplified model where the absorbers are treated as spherical clouds and the characteristic dimension is the radius. (We adopt H (sub 0)= 50 h (sub 50) km s (sup -1) kpc (sup -1), q (sub 0) = 1/2, and LAMBDA = 0 throughout the paper.) The two limits define the 68% confidence interval on the characteristic dimension, equivalent to the 1 sigma confidence interval for a Gaussian distribution. The 95% confidence interval extends from (32 - 250) h (sub 50) (sup -1) kpc. We show in the Appendix that the fraction of Ly-alpha forest lines that appear in only one spectrum can be expressed as a rapidly converging power series in 1/r, where r the ratio of the radius of the cloud to the separation of the two LOS at the redshift of the cloud. This power series can be rewritten to give r in terms of the fraction of Ly-alpha forest wavelengths that appear in the spectrum of only one image. A simple linear approximation to the solution which everywhere agrees with the power series solution to better than 0.8% for r greater than or equal to 2 is derived in the Appendix.

Dolan, J. F.↗
NASA NTRS1992

Inference in infinite-dimensional inverse problems - Discretization and duality

Many techniques for solving inverse problems involve approximating the unknown model, a function, by a finite-dimensional 'discretization' or parametric representation. The uncertainty in the computed solution is sometimes taken to be the uncertainty within the parametrization; this can result in unwarranted confidence. The theory of conjugate duality can overcome the limitations of discretization within the 'strict bounds' formalism, a technique for constructing confidence intervals for functionals of the unknown model incorporating certain types of prior information. The usual computational approach to strict bounds approximates the 'primal' problem in a way that the resulting confidence intervals are at most long enough to have the nominal coverage probability. There is another approach based on 'dual' optimization problems that gives confidence intervals with at least the nominal coverage probability. The pair of intervals derived by the two approaches bracket a correct confidence interval. The theory is illustrated with gravimetric, seismic, geomagnetic, and helioseismic problems and a numerical example in seismology.

Stark, Philip B.↗