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Higher-Order Statistical Moments of Predicted Sonic Boom Waveforms Through Turbulence

Sonic booms generated by supersonic aircraft are affected by turbulence in the atmospheric boundary layer through which they propagate. Turbulence effects lead to random variability of the sonic boom waveforms measured on the ground, complicating the prediction of such waveforms. As an initial effort to predict the waveform variability, the solution of the coherent or mean sonic boom waveform has previously been formulated by the author. The current paper extends the formulation to derive an expression of the second-order statistical moment necessary to calculate the variance of the spectral amplitudes. Since the derivation uses a full wave equation, results using the derived expression will be compared with those obtained using a parabolic approximation. In order to fully quantify the uncertainty of our predictions, the higher order statistical moments are also formulated and are shown to be approximately zero. Consequently, the probability density function (pdf) of the spectral amplitudes is predicted to be Gaussian. The formulation is further extended to determine the pdf of the loudness of sonic booms and quantify the uncertainties associated with the loudness prediction. Results from the formulation are compared with available flight test data.

sonic booms↗

NASA NTRS1993

Higher order statistics of planetary gravities and topographies

The statistical properties of Earth, Venus, Mars, Moon, and a 3-D mantle convection model are compared. The higher order properties are expressed by third and fourth moments: i.e., as mean products over equilateral triangles (defined as coskewance) and equilateral quadrangles (defined as coexance). For point values, all the fields of real planets have positive skewness, ranging from slightly above zero for Lunar gravity to 2.6 sigma(exp 3) for Martian gravity (sigma is rms magnitude). Six of the eight excesses are greater than Gaussian (3 sigma(exp 4)), ranging from 2.0 sigma(exp 4) for Earth topography to 18.6 sigma(exp 4), for Martian topography. The coskewances and coexances drop off to zero within 20 deg arc in most cases. The mantle convective model has zero skewness and excess slightly less than Gaussian, probably arising from viscosity variations being only radial.

Kaula, William M.↗

NASA NTRS2004

On the Stability of Jump-Linear Systems Driven by Finite-State Machines with Markovian Inputs

This paper presents two mean-square stability tests for a jump-linear system driven by a finite-state machine with a first-order Markovian input process. The first test is based on conventional Markov jump-linear theory and avoids the use of any higher-order statistics. The second test is developed directly using the higher-order statistics of the machine s output process. The two approaches are illustrated with a simple model for a recoverable computer control system.

Patilkulkarni, Sudarshan↗

NASA NTRS2012

Representation of Probability Density Functions from Orbit Determination using the Particle Filter

Statistical orbit determination enables us to obtain estimates of the state and the statistical information of its region of uncertainty. In order to obtain an accurate representation of the probability density function (PDF) that incorporates higher order statistical information, we propose the use of nonlinear estimation methods such as the Particle Filter. The Particle Filter (PF) is capable of providing a PDF representation of the state estimates whose accuracy is dependent on the number of particles or samples used. For this method to be applicable to real case scenarios, we need a way of accurately representing the PDF in a compressed manner with little information loss. Hence we propose using the Independent Component Analysis (ICA) as a non-Gaussian dimensional reduction method that is capable of maintaining higher order statistical information obtained using the PF. Methods such as the Principal Component Analysis (PCA) are based on utilizing up to second order statistics, hence will not suffice in maintaining maximum information content. Both the PCA and the ICA are applied to two scenarios that involve a highly eccentric orbit with a lower apriori uncertainty covariance and a less eccentric orbit with a higher a priori uncertainty covariance, to illustrate the capability of the ICA in relation to the PCA.

Mashiku, Alinda K.↗

NASA NTRS2005

Kurtosis Approach Nonlinear Blind Source Separation

In this paper, we introduce a new algorithm for blind source signal separation for post-nonlinear mixtures. The mixtures are assumed to be linearly mixed from unknown sources first and then distorted by memoryless nonlinear functions. The nonlinear functions are assumed to be smooth and can be approximated by polynomials. Both the coefficients of the unknown mixing matrix and the coefficients of the approximated polynomials are estimated by the gradient descent method conditional on the higher order statistical requirements. The results of simulation experiments presented in this paper demonstrate the validity and usefulness of our approach for nonlinear blind source signal separation Keywords: Independent Component Analysis, Kurtosis, Higher order statistics.

Duong, Vu A.↗

NASA NTRS2005

Kurtosis Approach for Nonlinear Blind Source Separation

kurtosis↗

NASA NTRS2000

Towards Solving the Mixing Problem in the Decomposition of Geophysical Time Series by Independent Component Analysis

The use of the Principal Component Analysis technique for the analysis of geophysical time series has been questioned in particular for its tendency to extract components that mix several physical phenomena even when the signal is just their linear sum. We demonstrate with a data simulation experiment that the Independent Component Analysis, a recently developed technique, is able to solve this problem. This new technique requires the statistical independence of components, a stronger constraint, that uses higher-order statistics, instead of the classical decorrelation a weaker constraint, that uses only second-order statistics. Furthermore, ICA does not require additional a priori information such as the localization constraint used in Rotational Techniques.

Aires, Filipe↗

NASA NTRS2001

Rotation of EOFs by the Independent Component Analysis: Towards A Solution of the Mixing Problem in the Decomposition of Geophysical Time Series

The Independent Component Analysis is a recently developed technique for component extraction. This new method requires the statistical independence of the extracted components, a stronger constraint that uses higher-order statistics, instead of the classical decorrelation, a weaker constraint that uses only second-order statistics. This technique has been used recently for the analysis of geophysical time series with the goal of investigating the causes of variability in observed data (i.e. exploratory approach). We demonstrate with a data simulation experiment that, if initialized with a Principal Component Analysis, the Independent Component Analysis performs a rotation of the classical PCA (or EOF) solution. This rotation uses no localization criterion like other Rotation Techniques (RT), only the global generalization of decorrelation by statistical independence is used. This rotation of the PCA solution seems to be able to solve the tendency of PCA to mix several physical phenomena, even when the signal is just their linear sum.

Aires, Filipe↗

NASA NTRS2000

Rotation of EOFs by the Independent Component Analysis: Towards a Solution of the Mixing Problem in the Decomposition of Geophysical Time Series

Aires, Filipe↗

NASA NTRS2018

Representativeness of CO and O3 Along ATom Transects Derived from GEOS-5 and GMI-CTM Simulations

One major goal for the NASA Atmospheric Tomography Mission (ATom) is producing an observation-based chemical climatology to represent the atmospheric heterogeneity. In this study, we use CO and O3 observations and global atmospheric model simulations to examine the spatial representativeness of the ATom-1 and -2 transects within a 4D framework provided by the NASA GEOS-5 and GMI-CTM models. Based on the probability density functions, we find that the variability of CO and O3 along the flight tracks is well hindcast by the model when sampled per ATom flights. The CO variations along the ATom-transect are likely representative of the typical CO variations over the whole Pacific basin during both the ATom-1 and -2 periods, the northern Atlantic during the ATom-1 period, and the tropical Atlantic in the ATom-2 period. Over southern Atlantic, CO along the ATom-1 transects is likely less well mixed than that of the broader region, but is still representative of the median CO concentration. CO along the ATom-2 transect is likely higher than the median CO concentration over this region. For O3, the agreements between PDFs of O3 sampled along the ATom transects and over the broader regions are fair to good over all six regions (Scores > 0.65) with notable discrepancies over some regions. For example, in ATom-1 over the northern Pacific and Atlantic, the transect samples air masses with higher O3 levels. During ATom-2, the transect over-represents the occurrence of O3 plumes over tropical Pacific. Over the southern Pacific and Atlantic for both ATom-1 and -2, the transects have a less uniform distribution compared to the surrounding basins, but still represent the median O3 abundance. Overall, we conclude in most cases that ATom measurements represent the statistical variations of these two species over the ocean basins at the time of measurement. Higher-order statistics, including covariance of species, has not been tested in this study.

ozone↗

NASA NTRS1992

Detector noise statistics in the non-linear regime

The statistical behavior of an idealized linear detector in the presence of threshold and saturation levels is examined. It is assumed that the noise is governed by the statistical fluctuations in the number of photons emitted by the source during an exposure. Since physical detectors cannot have infinite dynamic range, our model illustrates that all devices have non-linear regimes, particularly at high count rates. The primary effect is a decrease in the statistical variance about the mean signal due to a portion of the expected noise distribution being removed via clipping. Higher order statistical moments are also examined, in particular, skewness and kurtosis. In principle, the expected distortion in the detector noise characteristics can be calibrated using flatfield observations with count rates matched to the observations. For this purpose, some basic statistical methods that utilize Fourier analysis techniques are described.

Shopbell, P. L.↗

NASA NTRS1977

Study of photon correlation techniques for processing of laser velocimeter signals

The objective was to provide the theory and a system design for a new type of photon counting processor for low level dual scatter laser velocimeter (LV) signals which would be capable of both the first order measurements of mean flow and turbulence intensity and also the second order time statistics: cross correlation auto correlation, and related spectra. A general Poisson process model for low level LV signals and noise which is valid from the photon-resolved regime all the way to the limiting case of nonstationary Gaussian noise was used. Computer simulation algorithms and higher order statistical moment analysis of Poisson processes were derived and applied to the analysis of photon correlation techniques. A system design using a unique dual correlate and subtract frequency discriminator technique is postulated and analyzed. Expectation analysis indicates that the objective measurements are feasible.

Mayo, W. T., Jr.↗

NASA NTRS1992

Modeling of the reactant conversion rate in a turbulent shear flow

Results are presented of direct numerical simulations (DNS) of spatially developing shear flows under the influence of infinitely fast chemical reactions of the type A + B yields Products. The simulation results are used to construct the compositional structure of the scalar field in a statistical manner. The results of this statistical analysis indicate that the use of a Beta density for the probability density function (PDF) of an appropriate Shvab-Zeldovich mixture fraction provides a very good estimate of the limiting bounds of the reactant conversion rate within the shear layer. This provides a strong justification for the implementation of this density in practical modeling of non-homogeneous turbulent reacting flows. However, the validity of the model cannot be generalized for predictions of higher order statistical quantities. A closed form analytical expression is presented for predicting the maximum rate of reactant conversion in non-homogeneous reacting turbulence.

Frankel, S. H.↗

NASA NTRS1977

Large eddy simulation of homogeneous isotropic turbulence

This paper presents results from a comprehensive investigation of large-eddy simulations of homogeneous isotropic turbulence. Calculations have been made using grid meshes, a number of flowfield filters, and two simple subgrid scale turbulence models. Particular attention has been paid to the degree of isotropy and the ability of the approach to predict higher-order statistical quantities (skewness and flatness). Directions for needed improvement in the simulation approach are indicated, and a plea is made to experimenters to process their data in a way which will facilitate comparison with large eddy simulations.

Ferziger, J. H.↗

NASA NTRS1984

Turbulence characteristics of the noise producing region of an excited round jet. I - Time-average flow properties

Experiments were conducted to determine the mean turbulence characteristics of the noise-producing region of a 3 in. cold excited round jet. The jet was excited by plane acoustic waves with a high amplitude of excitation (2 percent of the jet dynamic head), and at a Strouhal number of 0.5. The flow Reynolds number was 280,000. The exit boundary layer was made turbulent by artificially tripping it with sandpaper strips. The data were obtained with single and X-hot-wires and processed in digital form. Mean and higher order statistics were also deduced. The results showed an increase in all three velocity components and stresses. However, most of the increase was noticed from the longitudinal component, while the changes in the radial velocity and the azimuthal component were much smaller. Substantial widening of the jet occurred, accompanied by a shortening of the potential core. Increased rates of production of energy close to the lip-line were a characteristic feature of the mixing region behavior.

Baltas, C.↗

NASA NTRS1986

Space-time correlation measurements in a compressible turbulent boundary layer

Single and dual hot-wire probes have been used to accomplish a first look at the large-eddy structure of a supersonic turbulent boundary layer. The investigation was performed in an axisymmetric turbulent boundary layer in the Ames High Reynolds Number wind tunnel. Freestream Mach number was 2.97, the boundary layer was approximately 1.2 cm thick, and Reynolds number = 15,000. Quantities measured were streamwise turbulence intensity and higher order statistics of mass-flow fluctuations, and space-time correlations of instantaneous streamwise velocity at two locations. Conditional sampling of the hot-wire signals was performed to detect the passage and describe the character of the large turbulent eddies. Results indicate that the large scale structure in compressible turbulence is similar to that at low subsonic flow speeds except at the boundary layer edge, where the intermittency region is narrowed in compressible flow.

Robinson, S. K.↗

NASA NTRS1988

Turbulence characteristics inside a turbulent spot in plane Poiseuille flow

In wall-bounded shear flows the transition to turbulence through localized disturbances goes through a pattern starting with a development of shear layers. The localized normal velocity fluctuations induce normal vorticity through the lift-up effect. These shear layers become unstable to secondary disturbances, and if the amplitudes of the disturbances are large enough, a turbulent spot develops. Investigations of the spot in boundary layers has shown that the turbulent part of the spot is very similar to a fully developed boundary layer. Wygnanski et al. (1976) showed that the mean profile at the center-symmetry plane has a logarithmic region and Johansson et al. (1987) showed that both the higher-order statistics and flow structures in the spot were the same as in the corresponding fully developed flow. In what respects the turbulence inside the Poiseuille spot is similar to fully developed turbulent channel flow is studied. The numerically simulated spot is used, where the characteristics inside the spot are compared to those of the wave packet in the wingtip area. A recent experimental investigation of the velocity field associated with the Poiseuille spot by Klingmann et al. is used for comparison.

Henningson, D. S.↗

NASA NTRS2005

Strong-field Gravitational Effects in the Timing and Spectroscopy of X-Ray Binaries

Using the ray-tracing code described, we developed additional features to the hot spot model to explain the broadening of the quasi-periodic oscillation (QPO) peaks as well as the damping of higher frequency harmonics in the power spectrum. We derived a number of analytic results that agree closely with more detailed numerical calculations. Three primary pieces are developed: the superposition of multiple hot spots with finite lifetimes and random phases, a width in the radial distribution of geodesic orbits, and the scattering of photons from the hot spot through a corona around the black hole. The complete model is used to fit the observed power spectra of both type A and type B QPOs seen in XTE 51550-564, giving confidence limits on each of the model parameters. These results were presented in a conference paper and in a refereed publication. We also explored the possibility of using higher-order statistics, particularly the bispectrum and bicoherence, to distinguish between competing QPO models. These methods were applied to the hot spot model and a method was proposed to map out the spacetime metric around Kerr black holes in Ref. 3 below.

Bertschinger, Edmund↗