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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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At least 19 records
All sourcesNASA NTRSDOE OSTI
DOE OSTI2024

Experimental Covariance Determination for Critical Integral Experiments

Integral benchmarks for criticality safety and nuclear data validation require expensive uncertainty quantification studies. In general, uncertainty quantification techniques ignore correlations between experiments and shared parts. Experiments, such as the TEX (Thermal/Epithermal eXperiments) campaigns, consist of many shared parts, such as the ‘Jemima’ HEU fuel plates, which create a strong correlation in their uncertainties. While these correlations are known to exist, they are often not estimated due to the complexity of such calculations. This paper describes an intuitive method of determining the covariance for each of the experimental components, providing a correlation for each family of parts across the multiple cases examined within a benchmark. A proof-of-principle study using the TEX-HEU experimental campaign was performed and verified that the correlations can be calculated with information commonly found in the ICSBEP (International Criticality Safety Benchmark Evaluation Project) benchmarks. This study showed that the introduction of model and experimental covariances reduces the χ 2 per degree of freedom from 2.203 to 1.179, indicating that the omission causes overly pessimistic bias quantifications. This technique can be seamlessly integrated to current benchmark evaluations as well as reevaluations of legacy benchmarks.

73 NUCLEAR PHYSICS AND RADIATION PHYSICS↗
DOE OSTI2023

Covariance Testing and Update on 239 Pu and 235 U PFNS Covariances [Slides]

This presentation discusses in detail how covariances were obtained and tested. Along with a look into some of the mathematical checks that were performed. Possible "physics issues" in covariances were highlighted and addressed. Covariances for Dysprosium and Erbium-169 were touched on along with various uncertainties and issues. An update on Uranium-235 and Plutonium-239 Pu PFNS covariances was given.

73 NUCLEAR PHYSICS AND RADIATION PHYSICS↗
DOE OSTI2023

Residuals-based distributionally robust optimization with covariate information

We consider data-driven approaches that integrate a machine learning prediction model within distributionally robust optimization (DRO) given limited joint observations of uncertain parameters and covariates. Our framework is flexible in the sense that it can accommodate a variety of regression setups and DRO ambiguity sets. We investigate asymptotic and finite sample properties of solutions obtained using Wasserstein, sample robust optimization, and phi-divergence-based ambiguity sets within our DRO formulations, and explore cross-validation approaches for sizing these ambiguity sets. Through numerical experiments, we validate our theoretical results, study the effectiveness of our approaches for sizing ambiguity sets, and illustrate the benefits of our DRO formulations in the limited data regime even when the prediction model is misspecified.

97 MATHEMATICS AND COMPUTING↗
NASA NTRS2019

Three CA-Related Covariance Issues and Their Solutions

This presentation addresses three issues that arise in the use of DoD-produced satellite state estimate covariances in the conjunction assessment process: the realism of the provided covariances, how to address correlated error between two satellites' covariance matrices, and how to proceed when a furnished covariance is non-positive-definite. To address the first, DoD has implemented a set of two "consider parameters" with which to alter/expand the covariance to account for atmospheric density forecast error and satellite frontal area uncertainty, the two largest sources of unmodeled position prediction error for LEO orbits; these values are governed by a satellite's orbital parameters and ballistic coefficient histories, as well as the current and predicted space weather situation. This approach substantially improves the realism of the covariance by accounting for expected prediction errors that are not part of the fit process that generates the covariance. The second issue of covariance correlation is a complicated one, but the main shared error source—global atmospheric density error that is common to both satellites can be characterized and, through sensitivity vectors, quantified at the conjunction's time of closest approach and removed from the joint covariance, which is used in the CA probability of collision (Pc) calculation. Finally, while according to the orbit determination theory a non-positive-definite (NPD) covariance is not possible, numerical truncation and covariance interpolation can conspire to produce NPD results, which render the covariance unusable for certain CA risk assessment calculations, such as Monte Carlo Pc determination. Three similar techniques are profiled and the simplest of them recommended as a reasonable remediation technique when NPD covariances are encountered by CA practitioners.

Dynamic Consider Parameter↗
NASA NTRS2005

Construction of Covariance Functions with Variable Length Fields

This article focuses on construction, directly in physical space, of three-dimensional covariance functions parametrized by a tunable length field, and on an application of this theory to reproduce the Quasi-Biennial Oscillation (QBO) in the Goddard Earth Observing System, Version 4 (GEOS-4) data assimilation system. These Covariance models are referred to as multi-level or nonseparable, to associate them with the application where a multi-level covariance with a large troposphere to stratosphere length field gradient is used to reproduce the QBO from sparse radiosonde observations in the tropical lower stratosphere. The multi-level covariance functions extend well-known single level covariance functions depending only on a length scale. Generalizations of the first- and third-order autoregressive covariances in three dimensions are given, providing multi-level covariances with zero and three derivatives at zero separation, respectively. Multi-level piecewise rational covariances with two continuous derivatives at zero separation are also provided. Multi-level powerlaw covariances are constructed with continuous derivatives of all orders. Additional multi-level covariance functions are constructed using the Schur product of single and multi-level covariance functions. A multi-level powerlaw covariance used to reproduce the QBO in GEOS-4 is described along with details of the assimilation experiments. The new covariance model is shown to represent the vertical wind shear associated with the QBO much more effectively than in the baseline GEOS-4 system.

Gaspari, Gregory↗
NASA NTRS2011

An Empirical State Error Covariance Matrix for Batch State Estimation

State estimation techniques serve effectively to provide mean state estimates. However, the state error covariance matrices provided as part of these techniques suffer from some degree of lack of confidence in their ability to adequately describe the uncertainty in the estimated states. A specific problem with the traditional form of state error covariance matrices is that they represent only a mapping of the assumed observation error characteristics into the state space. Any errors that arise from other sources (environment modeling, precision, etc.) are not directly represented in a traditional, theoretical state error covariance matrix. Consider that an actual observation contains only measurement error and that an estimated observation contains all other errors, known and unknown. It then follows that a measurement residual (the difference between expected and observed measurements) contains all errors for that measurement. Therefore, a direct and appropriate inclusion of the actual measurement residuals in the state error covariance matrix will result in an empirical state error covariance matrix. This empirical state error covariance matrix will fully account for the error in the state estimate. By way of a literal reinterpretation of the equations involved in the weighted least squares estimation algorithm, it is possible to arrive at an appropriate, and formally correct, empirical state error covariance matrix. The first specific step of the method is to use the average form of the weighted measurement residual variance performance index rather than its usual total weighted residual form. Next it is helpful to interpret the solution to the normal equations as the average of a collection of sample vectors drawn from a hypothetical parent population. From here, using a standard statistical analysis approach, it directly follows as to how to determine the standard empirical state error covariance matrix. This matrix will contain the total uncertainty in the state estimate, regardless as to the source of the uncertainty. Also, in its most straight forward form, the technique only requires supplemental calculations to be added to existing batch algorithms. The generation of this direct, empirical form of the state error covariance matrix is independent of the dimensionality of the observations. Mixed degrees of freedom for an observation set are allowed. As is the case with any simple, empirical sample variance problems, the presented approach offers an opportunity (at least in the case of weighted least squares) to investigate confidence interval estimates for the error covariance matrix elements. The diagonal or variance terms of the error covariance matrix have a particularly simple form to associate with either a multiple degree of freedom chi-square distribution (more approximate) or with a gamma distribution (less approximate). The off diagonal or covariance terms of the matrix are less clear in their statistical behavior. However, the off diagonal covariance matrix elements still lend themselves to standard confidence interval error analysis. The distributional forms associated with the off diagonal terms are more varied and, perhaps, more approximate than those associated with the diagonal terms. Using a simple weighted least squares sample problem, results obtained through use of the proposed technique are presented. The example consists of a simple, two observer, triangulation problem with range only measurements. Variations of this problem reflect an ideal case (perfect knowledge of the range errors) and a mismodeled case (incorrect knowledge of the range errors).

Frisbee, Joseph H., Jr.↗
NASA NTRS2016

Earth Observing System Covariance Realism

The purpose of covariance realism is to properly size a primary object's covariance in order to add validity to the calculation of the probability of collision. The covariance realism technique in this paper consists of three parts: collection/calculation of definitive state estimates through orbit determination, calculation of covariance realism test statistics at each covariance propagation point, and proper assessment of those test statistics. An empirical cumulative distribution function (ECDF) Goodness-of-Fit (GOF) method is employed to determine if a covariance is properly sized by comparing the empirical distribution of Mahalanobis distance calculations to the hypothesized parent 3-DoF chi-squared distribution. To realistically size a covariance for collision probability calculations, this study uses a state noise compensation algorithm that adds process noise to the definitive epoch covariance to account for uncertainty in the force model. Process noise is added until the GOF tests pass a group significance level threshold. The results of this study indicate that when outliers attributed to persistently high or extreme levels of solar activity are removed, the aforementioned covariance realism compensation method produces a tuned covariance with up to 80 to 90% of the covariance propagation timespan passing (against a 60% minimum passing threshold) the GOF tests-a quite satisfactory and useful result.

Realism↗
NASA NTRS2022

Continuum Covariance Propagation for Understanding Variance Loss in Advective Systems

Motivated by the spurious variance loss encountered during covariance propagation in atmospheric and other large-scale data assimilation systems, we consider the problem for state dynamics governed by the continuity and related hyperbolic partial differential equations. This loss of variance has been attributed to reduced-rank representations of the covariance matrix, as in ensemble methods for example, or else to the use of dissipative numerical methods. Through a combination of analytical work and numerical experiments, we demonstrate that significant variance loss, as well as gain, typically occurs during covariance propagation, even at full rank. The cause of this unusual behavior is a discontinuous change in the continuum covariance dynamics as correlation lengths become small, for instance in the vicinity of sharp gradients in the velocity field. This discontinuity in the covariance dynamics arises from hyperbolicity: the diagonal of the kernel of the covariance operator is a characteristic surface for advective dynamics. Our numerical experiments demonstrate that standard numerical methods for evolving the state are not adequate for propagating the covariance, because16they do not capture the discontinuity in the continuum covariance dynamics as correlations lengths tend to zero. Our analytical and numerical results show that this leads to significant, spurious variance loss in certain regions, and gain in others. The results suggest that developing local covariance propagation methods designed specifically to capture covariance evolution near the diagonal may prove a useful alternative to current methods of covariance propagation.

covariance propagation↗
NASA NTRS2015

An Empirical State Error Covariance Matrix Orbit Determination Example

State estimation techniques serve effectively to provide mean state estimates. However, the state error covariance matrices provided as part of these techniques suffer from some degree of lack of confidence in their ability to adequately describe the uncertainty in the estimated states. A specific problem with the traditional form of state error covariance matrices is that they represent only a mapping of the assumed observation error characteristics into the state space. Any errors that arise from other sources (environment modeling, precision, etc.) are not directly represented in a traditional, theoretical state error covariance matrix. First, consider that an actual observation contains only measurement error and that an estimated observation contains all other errors, known and unknown. Then it follows that a measurement residual (the difference between expected and observed measurements) contains all errors for that measurement. Therefore, a direct and appropriate inclusion of the actual measurement residuals in the state error covariance matrix of the estimate will result in an empirical state error covariance matrix. This empirical state error covariance matrix will fully include all of the errors in the state estimate. The empirical error covariance matrix is determined from a literal reinterpretation of the equations involved in the weighted least squares estimation algorithm. It is a formally correct, empirical state error covariance matrix obtained through use of the average form of the weighted measurement residual variance performance index rather than the usual total weighted residual form. Based on its formulation, this matrix will contain the total uncertainty in the state estimate, regardless as to the source of the uncertainty and whether the source is anticipated or not. It is expected that the empirical error covariance matrix will give a better, statistical representation of the state error in poorly modeled systems or when sensor performance is suspect. In its most straight forward form, the technique only requires supplemental calculations to be added to existing batch estimation algorithms. In the current problem being studied a truth model making use of gravity with spherical, J2 and J4 terms plus a standard exponential type atmosphere with simple diurnal and random walk components is used. The ability of the empirical state error covariance matrix to account for errors is investigated under four scenarios during orbit estimation. These scenarios are: exact modeling under known measurement errors, exact modeling under corrupted measurement errors, inexact modeling under known measurement errors, and inexact modeling under corrupted measurement errors. For this problem a simple analog of a distributed space surveillance network is used. The sensors in this network make only range measurements and with simple normally distributed measurement errors. The sensors are assumed to have full horizon to horizon viewing at any azimuth. For definiteness, an orbit at the approximate altitude and inclination of the International Space Station is used for the study. The comparison analyses of the data involve only total vectors. No investigation of specific orbital elements is undertaken. The total vector analyses will look at the chisquare values of the error in the difference between the estimated state and the true modeled state using both the empirical and theoretical error covariance matrices for each of scenario.

Frisbee, Joseph H., Jr.↗
DOE OSTI2024

Impact of property covariance on cluster weak lensing scaling relations

ABSTRACT We present an investigation into a hitherto unexplored systematic that affects the accuracy of galaxy cluster mass estimates with weak gravitational lensing. Specifically, we study the covariance between the weak lensing signal, ΔΣ, and the ‘true’ cluster galaxy number count, Ngal, as measured within a spherical volume that is void of projection effects. By quantifying the impact of this covariance on mass calibration, this work reveals a significant source of systematic uncertainty. Using the MDPL2 simulation with galaxies traced by the SAGE semi-analytic model, we measure the intrinsic property covariance between these observables within the three-dimensional vicinity of the cluster, spanning a range of dynamical mass and redshift values relevant for optical cluster surveys. Our results reveal a negative covariance at small radial scales (R ≲ R200c) and a null covariance at large scales (R ≳ R200c) across most mass and redshift bins. We also find that this covariance results in a $2{\!-\!}3~{{\ \rm per\ cent}}$ bias in the halo mass estimates in most bins. Furthermore, by modelling Ngal and ΔΣ as multi-(log)-linear equations of secondary halo properties, we provide a quantitative explanation for the physical origin of the negative covariance at small scales. Specifically, we demonstrate that the Ngal–ΔΣ covariance can be explained by the secondary properties of haloes that probe their formation history. We attribute the difference between our results and the positive bias seen in other works with (mock)-cluster finders to projection effects. These findings highlight the importance of accounting for the covariance between observables in cluster mass estimation, which is crucial for obtaining accurate constraints on cosmological parameters.

Astronomy & Astrophysics↗
NASA NTRS2017

Precomputing Process Noise Covariance for Onboard Sequential Filters

Process noise is often used in estimation filters to account for unmodeled and mismodeled accelerations in the dynamics. The process noise covariance acts to inflate the state covariance over propagation intervals, increasing the uncertainty in the state. In scenarios where the acceleration errors change significantly over time, the standard process noise covariance approach can fail to provide effective representation of the state and its uncertainty. Consider covariance analysis techniques provide a method to precompute a process noise covariance profile along a reference trajectory using known model parameter uncertainties. The process noise covariance profile allows significantly improved state estimation and uncertainty representation over the traditional formulation. As a result, estimation performance on par with the consider filter is achieved for trajectories near the reference trajectory without the additional computational cost of the consider filter. The new formulation also has the potential to significantly reduce the trial-and-error tuning currently required of navigation analysts. A linear estimation problem as described in several previous consider covariance analysis studies is used to demonstrate the effectiveness of the precomputed process noise covariance, as well as a nonlinear descent scenario at the asteroid Bennu with optical navigation.

onboard↗
NASA NTRS2006

Adapting Covariance Propagation to Account for the Presence of Modeled and Unmodeled Maneuvers

This paper explores techniques that can be used to adapt the standard linearized propagation of an orbital covariance matrix to the case where there is a maneuver and an associated execution uncertainty. A Monte Carlo technique is used to construct a final orbital covariance matrix for a 'prop-burn-prop' process that takes into account initial state uncertainty and execution uncertainties in the maneuver magnitude. This final orbital covariance matrix is regarded as 'truth' and comparisons are made with three methods using modified linearized covariance propagation. The first method accounts for the maneuver by modeling its nominal effect within the state transition matrix but excludes the execution uncertainty by omitting a process noise matrix from the computation. The second method does not model the maneuver but includes a process noise matrix to account for the uncertainty in its magnitude. The third method, which is essentially a hybrid of the first two, includes the nominal portion of the maneuver via the state transition matrix and uses a process noise matrix to account for the magnitude uncertainty. The first method is unable to produce the final orbit covariance except in the case of zero maneuver uncertainty. The second method yields good accuracy for the final covariance matrix but fails to model the final orbital state accurately. Agreement between the simulated covariance data produced by this method and the Monte Carlo truth data fell within 0.5-2.5 percent over a range of maneuver sizes that span two orders of magnitude (0.1-20 m/s). The third method, which yields a combination of good accuracy in the computation of the final covariance matrix and correct accounting for the presence of the maneuver in the nominal orbit, is the best method for applications involving the computation of times of closest approach and the corresponding probability of collision, PC. However, applications for the two other methods exist and are briefly discussed. Although the process model ("prop-burn-prop") that was studied is very simple - point-mass gravitational effects due to the Earth combined with an impulsive delta-V in the velocity direction for the maneuver - generalizations to more complex scenarios, including high fidelity force models, finite duration maneuvers, and maneuver pointing errors, are straightforward and are discussed in the conclusion.

Schiff, Conrad↗
DOE OSTI2023

Covariance Shaping Over Riemannian Manifolds for Massive MIMO Communication

Acquiring accurate instantaneous channel state information (CSI) is a challenging aspect of massive multi-input multi-output (MIMO) communication. Utilizing statistical information, such as channel covariance matrix, to design statistical beamforming vectors is robust when compared to instantaneous CSI. In this paper, we propose a novel MIMO covariance shaping scheme over Riemannian manifolds. It serves as an effective statistical beamforming solution to a number of close proximity user equipment (UE) that are undergoing substantial channel correlation. Proposed algorithm exploits the Hermitian positive definite nature of covariance matrices lying over Riemannian manifold. We introduce Wasserstein distance function as a Riemannian metric to measure distances between channel covariance matrices. Furthermore, K-means clustering technique is utilized to effectively identify the optimal shape of effective optimal covariance matrices. Our findings suggest that maximizing the geodesic distance between covariance matrices ultimately leads to a corresponding increase in the network throughput, as determined by the beamforming vector used to shape the covariance matrices. Simulation results validate that the proposed solution converges faster than Euclidean-based state-of-the-art, while maintaining the same computational complexity. Finally, the sum rate performance asymptotically achieves full capacity for two-UE case and more than 96% of the upper bound exhaustive search benchmark for multi-UE scenario.

42 ENGINEERING↗
NASA NTRS2016

Covariance Manipulation for Conjunction Assessment

The manipulation of space object covariances to try to provide additional or improved information to conjunction risk assessment is not an uncommon practice. Types of manipulation include fabricating a covariance when it is missing or unreliable to force the probability of collision (Pc) to a maximum value ('PcMax'), scaling a covariance to try to improve its realism or see the effect of covariance volatility on the calculated Pc, and constructing the equivalent of an epoch covariance at a convenient future point in the event ('covariance forecasting'). In bringing these methods to bear for Conjunction Assessment (CA) operations, however, some do not remain fully consistent with best practices for conducting risk management, some seem to be of relatively low utility, and some require additional information before they can contribute fully to risk analysis. This study describes some basic principles of modern risk management (following the Kaplan construct) and then examines the PcMax and covariance forecasting paradigms for alignment with these principles; it then further examines the expected utility of these methods in the modern CA framework. Both paradigms are found to be not without utility, but only in situations that are somewhat carefully circumscribed.

Conjunction↗
NASA NTRSDate not supplied

Continuum covariance propagation for understanding variance loss in advective systems

At the heart of modern data assimilation schemes is covariance propagation.Loss of variance experienced in large-scale applications such as numerical weather prediction is problematic, and the development of auxiliary methods to mitigate this issue is an active research area. The focus of this work is to understand the root causes of variance loss and show that for advective dynamics, the covariance propagation by itself typically causes significant, spurious loss of variance, even at full rank. To demonstrate this, we first study continuum covariance propagation by analyzing the covariance evolution equation for advective dynamics. The behavior of this evolution equation changes abruptly as the correlation length tends to zero, for example in the vicinity of sharp gradients in the advection field. This happens because the diagonal of the kernel of the covariance operator is a characteristic surface for advective dynamics. Our numerical experiments then confirm that the variance lost during numerical propagation greatly exceeds that due to numerical dissipation alone. The variance loss is driven primarily by inaccurate variance propagation resulting from standard, full-rank covariance propagation schemes, which have difficulty capturing the abrupt change in dynamics as the correlation length tends to zero. These results suggest that developing local covariance propagation methods may prove useful in ameliorating the variance loss observed in data assimilation schemes

Covariance Propagation↗