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The sequential probability ratio test (SPRT) for 2-IMU FDI (inertial measuring unit failure detection/isolation) is described. The SPRT is a statistical technique for detecting and isolating soft IMU failures originally developed for the strapdown inertial reference unit. The flowchart of a subroutine incorporating the 2-IMU SPRT is included.
Performance data for the sequential probability ratio test (SPRT) during shuttle entry are presented. Current modeling constants and failure thresholds are included for the full mission 3B from entry through landing trajectory. Minimum 100 percent detection/isolation failure levels and a discussion of the effects of failure direction are presented. Finally, a limited comparison of failures introduced at trajectory initiation shows that the SPRT algorithm performs slightly worse than the data tracking test.
A document discusses sequential probability ratio tests that explicitly allow decision-makers to incorporate false alarm and missed detection risks, and are potentially less sensitive to modeling errors than a procedure that relies solely on a probability of collision threshold. Recent work on constrained Kalman filtering has suggested an approach to formulating such a test for collision avoidance maneuver decisions: a filter bank with two norm-inequality-constrained epoch-state extended Kalman filters. One filter models the null hypotheses that the miss distance is inside the combined hard body radius at the predicted time of closest approach, and one filter models the alternative hypothesis. The epoch-state filter developed for this method explicitly accounts for any process noise present in the system. The method appears to work well using a realistic example based on an upcoming, highly elliptical orbit formation flying mission.
We propose a Wald Sequential Probability Ratio Test for analysis of commonly available predictions associated with spacecraft conjunctions. Such predictions generally consist of a relative state and relative state error covariance at the time of closest approach, under the assumption that prediction errors are Gaussian. We show that under these circumstances, the likelihood ratio of the Wald test reduces to an especially simple form, involving the current best estimate of collision probability, and a similar estimate of collision probability that is based on prior assumptions about the likelihood of collision.
The virtual bumper is a safeguarding mechanism for autonomous and remotely operated robots. In this paper we take a new approach to the virtual bumper system by using an old statistical test. By using a modified version of Wald's sequential probability ratio test we demonstrate that we can reduce the number of false positive reported by the virtual bumper, thereby saving valuable mission time. We use the concept of sequential probability ratio to control vehicle speed in the presence of possible obstacles in order to increase certainty about whether or not obstacles are present. Our new algorithm reduces the chances of collision by approximately 98 relative to traditional virtual bumper safeguarding without speed control.
Sequential probability ratio tests explicitly allow decision makers to incorporate false alarm and missed detection risks, and are potentially less sensitive to modeling errors than a procedure that relies solely on a probability of collision threshold. Recent work on constrained Kalman filtering has suggested an approach to formulating such a test for collision avoidance maneuver decisions: a filter bank with two norm-inequality-constrained epoch-state extended Kalman filters. One filter models 1he null hypothesis 1ha1 the miss distance is inside the combined hard body radius at the predicted time of closest approach, and one filter models the alternative hypothesis. The epoch-state filter developed for this method explicitly accounts for any process noise present in the system. The method appears to work well using a realistic example based on an upcoming highly-elliptical orbit formation flying mission.
When facing a conjunction between space objects, decision makers must chose whether to maneuver for collision avoidance or not. We apply a well-known decision procedure, the sequential probability ratio test, to this problem. We propose two approaches to the problem solution, one based on a frequentist method, and the other on a Bayesian method. The frequentist method does not require any prior knowledge concerning the conjunction, while the Bayesian method assumes knowledge of prior probability densities. Our results show that both methods achieve desired missed detection rates, but the frequentist method's false alarm performance is inferior to the Bayesian method's
This paper shows how satellite owner/operators may use sequential estimates of collision probability, along with a prior assessment of the base risk of collision, in a compound hypothesis ratio test to inform decisions concerning collision risk mitigation maneuvers. The compound hypothesis test reduces to a simple probability ratio test, which appears to be a novel result. The test satisfies tolerances related to targeted false alarm and missed detection rates. This result is independent of the method one uses to compute the probability density that one integrates to compute collision probability. A well-established test case from the literature shows that this test yields acceptable results within the constraints of a typical operational conjunction assessment decision timeline. Another example illustrates the use of the test in a practical conjunction assessment scenario based on operations of the International Space Station.
A binary Wald sequential probability ratio test that uses the residuals of norm-inequality-constrained Kalman filters for its likelihood ratio may be employed for a class of compound hypothesis tests on non-stationary systems. The hypotheses concern an inequality constraint on the norm of some elements of the system state. Each of two filters minimizes the summed-squares of its estimation errors subject to one or the other direction of the inequality constraint. This solution is motivated by the problem of satellite conjunction assessment, wherein the constraint concerns the close approach distance between two space objects. The outcome of the test can inform decisions concerning risk mitigation maneuvers.
Topics include: Test Waveform Applications for JPL STRS Operating Environment; Pneumatic Proboscis Heat-Flow Probe; Method to Measure Total Noise Temperature of a Wireless Receiver During Operation; Cursor Control Device Test Battery; Functional Near-Infrared Spectroscopy Signals Measure Neuronal Activity in the Cortex; ESD Test Apparatus for Soldering Irons; FPGA-Based X-Ray Detection and Measurement for an X-Ray Polarimeter; Sequential Probability Ratio Test for Spacecraft Collision Avoidance Maneuver Decisions; Silicon/Carbon Nanotube Photocathode for Splitting Water; Advanced Materials and Fabrication Techniques for the Orion Attitude Control Motor; Flight Hardware Packaging Design for Stringent EMC Radiated Emission Requirements; RF Reference Switch for Spaceflight Radiometer Calibration; An Offload NIC for NASA, NLR, and Grid Computing; Multi-Scale CNT-Based Reinforcing Polymer Matrix Composites for Lightweight Structures; Ceramic Adhesive and Methods for On-Orbit Repair of Re-Entry Vehicles; Self-Healing Nanocomposites for Reusable Composite Cryotanks; Pt-Ni and Pt-Co Catalyst Synthesis Route for Fuel Cell Applications; Aerogel-Based Multilayer Insulation with Micrometeoroid Protection; Manufacturing of Nanocomposite Carbon Fibers and Composite Cylinders; Optimized Radiator Geometries for Hot Lunar Thermal Environments; A Mission Concept: Re-Entry Hopper-Aero-Space-Craft System on-Mars (REARM-Mars); New Class of Flow Batteries for Terrestrial and Aerospace Energy Storage Applications; Reliability of CCGA 1152 and CCGA 1272 Interconnect Packages for Extreme Thermal Environments; Using a Blender to Assess the Microbial Density of Encapsulated Organisms; Mixed Integer Programming and Heuristic Scheduling for Space Communication; Video Altimeter and Obstruction Detector for an Aircraft; Control Software for Piezo Stepping Actuators; Galactic Cosmic Ray Event-Based Risk Model (GERM) Code; Sasquatch Footprint Tool; and Multi-User Space Link Extension (SLE) System.
Progressive values of two probabilities are obtained for parameter estimates derived from an existing set of values and from the same set enlarged by one or more new values, respectively. One probability is that of erroneously preferring the second of these estimates for the existing data ('type 1 error'), while the second probability is that of erroneously accepting their estimates for the enlarged test ('type 2 error'). A more stable combined 'no change' probability which always falls between 0.5 and 0 is derived from the (logarithmic) width of the uncertainty region of an equivalent 'inverted' sequential probability ratio test (SPRT, Wald 1945) in which the error probabilities are calculated rather than prescribed. A parameter change is indicated when the compound probability undergoes a progressive decrease. The test is explicitly formulated and exemplified for Gaussian samples.
This paper reviews the formulation and flight test results of an algorithm to detect and isolate the first failure of any one of twelve duplex control sensor signals being monitored. The technique uses like-signal differences for fault detection while relying upon analytic redundancy relationships among unlike quantities to isolate the faulty sensor. The fault isolation logic utilizes the modified sequential probability ratio test, which explicitly accommodates the inevitable irreducible low frequency errors present in the analytic redundancy residuals. In addition, the algorithm uses sensor output selftest, which takes advantage of the duplex sensor structure by immediately removing a highly erratic sensor from control calculations and analytic redundancy relationships while awaiting a definitive fault isolation decision via analytic redundancy. This study represents a proof of concept demonstration of a methodology that can be applied to duplex or higher flight control sensor configurations and, in addition, can monitor the health of one simplex signal per analytic redundancy relationship.
The formulation and flight test results of an algorithm to detect and isolate the first failure of any one of twelve duplex control sensors being monitored are described. The technique uses like sensor output differences for fault detection while relying upon analytic redundancy relationships among unlike quantities to isolate the faulty sensor. The fault isolation logic utilizes the modified sequential probability ratio test, which explicitly accommodates the inevitable irreducible low frequency errors present in the analytic redundancy residuals. In addition, the algorithm uses sensor output selftest, which takes advantage of the duplex sensor structure by immediately removing a highly erratic sensor from control calculations and analytic redundancy relationships while awaiting a definitive fault isolation decision via analytic redundancy.
Pseudo noise (PN) spread spectrum systems require a very accurate alignment between the PN code epochs at the transmitter and receiver. This synchronism is typically established through a two-step algorithm, including a coarse synchronization procedure and a fine synchronization procedure. A standard approach for the coarse synchronization is a sequential search over all code phases. The measurement of the power in the filtered signal is used to either accept or reject the code phase under test as the phase of the received PN code. This acquisition strategy, called a single dwell-time system, has been analyzed by Holmes and Chen (1977). A synopsis of the field of sequential analysis as it applies to the PN acquisition problem is provided. From this, the implementation of the variable dwell time algorithm as a sequential probability ratio test is developed. The performance of this algorithm is compared to the optimum detection algorithm and to the fixed dwell-time system.
The formulation and flight test results of an algorithm to detect and isolate the first failure of any one of 12 duplex control sensor signals (24 in all) being monitored are reviewed. The technique uses like signal differences for fault detection while relying upon analytic redundancy relationships among unlike quantities to isolate the faulty sensor. The fault isolation logic utilizes the modified sequential probability ratio test, which explicitly accommodates the inevitable, irreducible low frequency errors present in the analytic redundancy residuals. In addition, the algorithm used sensor output selftest, which takes advantage of the duplex sensor structure by immediately removing a hard failed sensor from control calculations and analytic redundancy relationships while awaiting a definitive fault isolation decision via analytic redundancy. This study represents a proof of concept demonstration of a methodology that is applied to duplex or higher flight control sensor configurations and, in addition, can monitor the health of one simplex signal per analytic redundancy relationship.
We propose a filter bank consisting of an ordinary current-state extended Kalman filter, and two similar but constrained filters: one is constrained by a null hypothesis that the miss distance between two conjuncting spacecraft is inside their combined hard body radius at the predicted time of closest approach, and one is constrained by an alternative complementary hypothesis. The unconstrained filter is the basis of an initial screening for close approaches of interest. Once the initial screening detects a possibly risky conjunction, the unconstrained filter also governs measurement editing for all three filters, and predicts the time of closest approach. The constrained filters operate only when conjunctions of interest occur. The computed likelihoods of the innovations of the two constrained filters form a ratio for a Wald sequential probability ratio test. The Wald test guides risk mitigation maneuver decisions based on explicit false alarm and missed detection criteria. Since only current-state Kalman filtering is required to compute the innovations for the likelihood ratio, the present approach does not require the mapping of probability density forward to the time of closest approach. Instead, the hard-body constraint manifold is mapped to the filter update time by applying a sigma-point transformation to a projection function. Although many projectors are available, we choose one based on Lambert-style differential correction of the current-state velocity. We have tested our method using a scenario based on the Magnetospheric Multi-Scale mission, scheduled for launch in late 2014. This mission involves formation flight in highly elliptical orbits of four spinning spacecraft equipped with antennas extending 120 meters tip-to-tip. Eccentricities range from 0.82 to 0.91, and close approaches generally occur in the vicinity of perigee, where rapid changes in geometry may occur. Testing the method using two 12,000-case Monte Carlo simulations, we found the method achieved a missed detection rate of 0.1%, and a false alarm rate of 2%.
Sequential probability ratio test for detecting changes in Gauss-Markov process characteristics, noting application to fault detection in gyro navigational system
A sequential nonparametric pattern classification procedure is presented. The method presented is an estimated version of the Wald sequential probability ratio test (SPRT). This method utilizes density function estimates, and the density estimate used is discussed, including a proof of convergence in probability of the estimate to the true density function. The classification procedure proposed makes use of the theory of order statistics, and estimates of the probabilities of misclassification are given. The procedure was tested on discriminating between two classes of Gaussian samples and on discriminating between two kinds of electroencephalogram (EEG) responses.