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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
NASA NTRS1972

Bias and spread in extreme value theory measurements of probability of error

Extreme value theory is examined to explain the cause of the bias and spread in performance of communications systems characterized by low bit rates and high data reliability requirements, for cases in which underlying noise is Gaussian or perturbed Gaussian. Experimental verification is presented and procedures that minimize these effects are suggested. Even under these conditions, however, extreme value theory test results are not particularly more significant than bit error rate tests.

Smith, J. G.↗
NASA NTRS2004

GPS FOM Chimney Analysis using Generalized Extreme Value Distribution

Many a time an objective of a statistical analysis is to estimate a limit value like 3-sigma 95% confidence upper limit from a data sample. The generalized Extreme Value Distribution method can be profitably employed in many situations for such an estimate. . .. It is well known that according to the Central Limit theorem the mean value of a large data set is normally distributed irrespective of the distribution of the data from which the mean value is derived. In a somewhat similar fashion it is observed that many times the extreme value of a data set has a distribution that can be formulated with a Generalized Distribution. In space shuttle entry with 3-string GPS navigation the Figure Of Merit (FOM) value gives a measure of GPS navigated state accuracy. A GPS navigated state with FOM of 6 or higher is deemed unacceptable and is said to form a FOM 6 or higher chimney. A FOM chimney is a period of time during which the FOM value stays higher than 5. A longer period of FOM of value 6 or higher causes navigated state to accumulate more error for a lack of state update. For an acceptable landing it is imperative that the state error remains low and hence at low altitude during entry GPS data of FOM greater than 5 must not last more than 138 seconds. I To test the GPS performAnce many entry test cases were simulated at the Avionics Development Laboratory. Only high value FoM chimneys are consequential. The extreme value statistical technique is applied to analyze high value FOM chimneys. The Maximum likelihood method is used to determine parameters that characterize the GEV distribution, and then the limit value statistics are estimated.

Ott, Rick↗
NASA NTRS1992

Extreme value statistics analysis of fracture strengths of a sintered silicon nitride failing from pores

Statistical analysis and correlation between pore-size distribution and fracture strength distribution using the theory of extreme-value statistics is presented for a sintered silicon nitride. The pore-size distribution on a polished surface of this material was characterized, using an automatic optical image analyzer. The distribution measured on the two-dimensional plane surface was transformed to a population (volume) distribution, using the Schwartz-Saltykov diameter method. The population pore-size distribution and the distribution of the pore size at the fracture origin were correllated by extreme-value statistics. Fracture strength distribution was then predicted from the extreme-value pore-size distribution, usin a linear elastic fracture mechanics model of annular crack around pore and the fracture toughness of the ceramic. The predicted strength distribution was in good agreement with strength measurements in bending. In particular, the extreme-value statistics analysis explained the nonlinear trend in the linearized Weibull plot of measured strengths without postulating a lower-bound strength.

Chao, Luen-Yuan↗
NASA NTRS1950

The application of the statistical theory of extreme values to gust-load problems

An analysis is presented which indicates that the statistical theory of extreme values is applicable to the problems of predicting the frequency of encountering the larger gust loads and gust velocities for both specific test conditions as well as commercial transport operations. The extreme-value theory provides an analytic form for the distributions of maximum values of gust load and velocity. Methods of fitting the distribution are given along with a method of estimating the reliability of the predictions. The theory of extreme values is applied to available load data from commercial transport operations. The results indicate that the estimates of the frequency of encountering the larger loads are more consistent with the data and more reliable than those obtained in previous analyses. (author)

Press, Harry↗
NASA NTRS1997

A New Approach to Extreme Value Estimation Applicable to a Wide Variety of Random Variables

Designing reliable structures requires an estimate of the maximum and minimum values (i.e., strength and load) that may be encountered in service. Yet designs based on very extreme values (to insure safety) can result in extra material usage and hence, uneconomic systems. In aerospace applications, severe over-design cannot be tolerated making it almost mandatory to design closer to the assumed limits of the design random variables. The issue then is predicting extreme values that are practical, i.e. neither too conservative or non-conservative. Obtaining design values by employing safety factors is well known to often result in overly conservative designs and. Safety factor values have historically been selected rather arbitrarily, often lacking a sound rational basis. To answer the question of how safe a design needs to be has lead design theorists to probabilistic and statistical methods. The so-called three-sigma approach is one such method and has been described as the first step in utilizing information about the data dispersion. However, this method is based on the assumption that the random variable is dispersed symmetrically about the mean and is essentially limited to normally distributed random variables. Use of this method can therefore result in unsafe or overly conservative design allowables if the common assumption of normality is incorrect.

Holland, Frederic A., Jr.↗
NASA NTRS1992

Bivariate extreme value distributions

In certain engineering applications, such as those occurring in the analyses of ascent structural loads for the Space Transportation System (STS), some of the load variables have a lower bound of zero. Thus, the need for practical models of bivariate extreme value probability distribution functions with lower limits was identified. We discuss the Gumbel models and present practical forms of bivariate extreme probability distributions of Weibull and Frechet types with two parameters. Bivariate extreme value probability distribution functions can be expressed in terms of the marginal extremel distributions and a 'dependence' function subject to certain analytical conditions. Properties of such bivariate extreme distributions, sums and differences of paired extremals, as well as the corresponding forms of conditional distributions, are discussed. Practical estimation techniques are also given.

Elshamy, M.↗
NASA NTRS2020

Comparison of Extreme Value Distributions for Electrostatic Discharge Magnitudes in Spacecraft Charging Tests

Electrostatic Discharge (ESD) induced by the accumulation of charge in the space environment is known to cause spacecraft anomalies and failures. While it is critical to estimate the worst-case expected ESD, sensitive radar instruments can be impacted by high rates of occurrence of very small ESD. To estimate the correct extreme behavior, it is important to select the correct extreme value distribution for extrapolation of test results limited in time and sensitivity. Quantile-quantile (Q-Q) analysis is used to compare electron beam-induced ESD test data to several statistical distributions used in the published literature. The best-fit distribution is shown to vary from between tests on different materials; however, it is clear that power law distributions are not good approximations for low amplitude events. Q-Q analysis is a convenient graphical method for evaluating multiple theoretical extreme-value distributions simultaneously.

Kim, Wousik↗
NASA NTRS2010

An Extreme-Value Approach to Anomaly Vulnerability Identification

The objective of this paper is to present a method for importance analysis in parametric probabilistic modeling where the result of interest is the identification of potential engineering vulnerabilities associated with postulated anomalies in system behavior. In the context of Accident Precursor Analysis (APA), under which this method has been developed, these vulnerabilities, designated as anomaly vulnerabilities, are conditions that produce high risk in the presence of anomalous system behavior. The method defines a parameter-specific Parameter Vulnerability Importance measure (PVI), which identifies anomaly risk-model parameter values that indicate the potential presence of anomaly vulnerabilities, and allows them to be prioritized for further investigation. This entails analyzing each uncertain risk-model parameter over its credible range of values to determine where it produces the maximum risk. A parameter that produces high system risk for a particular range of values suggests that the system is vulnerable to the modeled anomalous conditions, if indeed the true parameter value lies in that range. Thus, PVI analysis provides a means of identifying and prioritizing anomaly-related engineering issues that at the very least warrant improved understanding to reduce uncertainty, such that true vulnerabilities may be identified and proper corrective actions taken.

Everett, Chris↗