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At least 181 records · Page 10

True covariance simulation of the EUVE update filter

This paper presents a covariance analysis of the performance and sensitivity of the attitude determination Extended Kalman Filter (EKF) used by the On Board Computer (OBC) of the Extreme Ultra Violet Explorer (EUVE) spacecraft. The linearized dynamics and measurement equations of the error states are used in formulating the 'truth model' describing the real behavior of the systems involved. The 'design model' used by the OBC EKF is then obtained by reducing the order of the truth model. The covariance matrix of the EKF which uses the reduced order model is not the correct covariance of the EKF estimation error. A 'true covariance analysis' has to be carried out in order to evaluate the correct accuracy of the OBC generated estimates. The results of such analysis are presented which indicate both the performance and the sensitivity of the OBC EKF.

Bar-Itzhack, I. Y.↗

True covariance simulation of the EUVE (extreme ultra violet explorer) update filter

This paper presents a covariance analysis of the performance and sensitivity of the attitude determination Extended Kalman Filter (EKF) used by the onboard computer (OBC) of the Extreme Ultra Violet Explorer (EUVE) spacecraft. The linearized dynamics and measurement equations of the error states are used in formulating the 'truth model' describing the order of the systems involved. The 'design model' used by the OBC EKF is then obtained by reducing the order of the truth model. The covariance matrix of the EKF which uses the reduced order model is not the correct covariance of the EKF estimation error. A 'true covariance analysis' has to be carried out in order to evaluate the correct accuracy of the OBC generated estimates. The results of such analysis are presented which indicate both the performance and the sensitivity of the OBC EKF.

Bar-Itzhack, I. Y.↗

Convergence of the SMI and the diagonally loaded SMI algorithms with weak interference

Approximations for the power levels at the output of an adaptive array that uses the diagonally loaded sample-matrix inversion (SMI) algorithm are derived. Diagonal loading is a technique where the diagonal of the covariance matrix is augmented with a positive or negative constant prior to inversion. This paper examines how the signal-to-interference-plus-noise ratio (SINR) and signal-to-interference ratio (SIR) at the array output vary with the number of samples taken when the input signals are CW. It is shown that positive loading produces more rapid convergence with a reduction in output SIR. Negative loading provides an improved SIR level, but positive loading produces more rapid convergence. Negative loading provides an improved SIR level, but the output power levels are erratic and slow to converge. Simulation results which verify the theoretical procedure are given.

Ganz, Matthew W.↗

A Statistical Interpolation Code for Ocean Analysis and Forecasting

Abstract We present a data assimilation package for use with ocean circulation models in analysis, forecasting, and system evaluation applications. The basic functionality of the package is centered on a multivariate linear statistical estimation for a given predicted/background ocean state, observations, and error statistics. Novel features of the package include support for multiple covariance models, and the solution of the least squares normal equations either using the covariance matrix or its inverse—the information matrix. The main focus of this paper, however, is on the solution of the analysis equations using the information matrix, which offers several advantages for solving large problems efficiently. Details of the parameterization of the inverse covariance using Markov random fields are provided and its relationship to finite-difference discretizations of diffusion equations are pointed out. The package can assimilate a variety of observation types from both remote sensing and in situ platforms. The performance of the data assimilation methodology implemented in the package is demonstrated with a yearlong global ocean hindcast with a 1/4° ocean model. The code is implemented in modern Fortran, supports distributed memory, shared memory, multicore architectures, and uses climate and forecasts compliant Network Common Data Form for input/output. The package is freely available with an open source license from www.tendral.com/tsis/ .

Srinivasan, Ashwanth↗

ORACLS: A system for linear-quadratic-Gaussian control law design

A modern control theory design package (ORACLS) for constructing controllers and optimal filters for systems modeled by linear time-invariant differential or difference equations is described. Numerical linear-algebra procedures are used to implement the linear-quadratic-Gaussian (LQG) methodology of modern control theory. Algorithms are included for computing eigensystems of real matrices, the relative stability of a matrix, factored forms for nonnegative definite matrices, the solutions and least squares approximations to the solutions of certain linear matrix algebraic equations, the controllability properties of a linear time-invariant system, and the steady state covariance matrix of an open-loop stable system forced by white noise. Subroutines are provided for solving both the continuous and discrete optimal linear regulator problems with noise free measurements and the sampled-data optimal linear regulator problem. For measurement noise, duality theory and the optimal regulator algorithms are used to solve the continuous and discrete Kalman-Bucy filter problems. Subroutines are also included which give control laws causing the output of a system to track the output of a prescribed model.

Armstrong, E. S.↗

Vertical ozone profile determination from Nimbus-7 SBUV measurements

An inversion algorithm is presented, which is used to process Nimbus-7 solar backscattered UV (SBUV) data collected between November 1978 and October 1980. The SBUV experiment utilizes a double monochromator in the nadir position which measures the backscattered solar radiation in twelve 1-nm bands; a separate photometer measures the radiance at 343.0 nm in the field of view coincident with the monochromator. The primary output of the inversion is the total ozone content in umkehr layers in units of m atm cm. In addition, the diagonal elements of the covariance matrix are reported; they represent the uncertainty in the derived ozone content in each layer. The solution covariance is noted to be independent of the measurements.

Klenk, K. F.↗

Highlights of TOMS Version 9 Total Ozone Algorithm

The fundamental basis of TOMS total ozone algorithm was developed some 45 years ago by Dave and Mateer. It was designed to estimate total ozone from satellite measurements of the backscattered UV radiances at few discrete wavelengths in the Huggins ozone absorption band (310-340 nm). Over the years, as the need for higher accuracy in measuring total ozone from space has increased, several improvements to the basic algorithms have been made. They include: better correction for the effects of aerosols and clouds, an improved method to account for the variation in shape of ozone profiles with season, latitude, and total ozone, and a multi-wavelength correction for remaining profile shape errors. These improvements have made it possible to retrieve total ozone with just 3 spectral channels of moderate spectral resolution (approx. 1 nm) with accuracy comparable to state-of-the-art spectral fitting algorithms like DOAS that require high spectral resolution measurements at large number of wavelengths. One of the deficiencies of the TOMS algorithm has been that it doesn't provide an error estimate. This is a particular problem in high latitudes when the profile shape errors become significant and vary with latitude, season, total ozone, and instrument viewing geometry. The primary objective of the TOMS V9 algorithm is to account for these effects in estimating the error bars. This is done by a straightforward implementation of the Rodgers optimum estimation method using a priori ozone profiles and their error covariances matrices constructed using Aura MLS and ozonesonde data. The algorithm produces a vertical ozone profile that contains 1-2.5 pieces of information (degrees of freedom of signal) depending upon solar zenith angle (SZA). The profile is integrated to obtain the total column. We provide information that shows the altitude range in which the profile is best determined by the measurements. One can use this information in data assimilation and analysis. A side benefit of this algorithm is that it is considerably simpler than the present algorithm that uses a database of 1512 profiles to retrieve total ozone. These profiles are tedious to construct and modify. Though conceptually similar to the SBUV V8 algorithm that was developed about a decade ago, the SBUV and TOMS V9 algorithms differ in detail. The TOMS algorithm uses 3 wavelengths to retrieve the profile while the SBUV algorithm uses 6-9 wavelengths, so TOMS provides less profile information. However both algorithms have comparable total ozone information and TOMS V9 can be easily adapted to use additional wavelengths from instruments like GOME, OMI and OMPS to provide better profile information at smaller SZAs. The other significant difference between the two algorithms is that while the SBUV algorithm has been optimized for deriving monthly zonal means by making an appropriate choice of the a priori error covariance matrix, the TOMS algorithm has been optimized for tracking short-term variability using month and latitude dependent covariance matrices.

Bhartia, Pawan↗

Quantitative assessment of fitting errors associated with streak camera noise in Thomson scattering data analysis

Thomson scattering measurements in high energy density experiments are often recorded using optical streak cameras. In the low-signal regime, noise introduced by the streak camera can become an important and sometimes the dominant source of measurement uncertainty. In this paper, we present a formal method of accounting for the presence of streak camera noise in our measurements. We present a phenomenological description of the noise generation mechanisms and present a statistical model that may be used to construct the covariance matrix associated with a given measurement. This model is benchmarked against simulations of streak camera images. We demonstrate how this covariance may then be used to weight fitting of the data and provide quantitative assessments of the uncertainty in the fitting parameters determined by the best fit to the data and build confidence in the ability to make statistically significant measurements in the low-signal regime, where spatial correlations in the noise become apparent. These methods will have general applicability to other measurements made using optical streak cameras.

47 OTHER INSTRUMENTATION↗

Testing general relativity on cosmological scales at redshift z ∼ 1.5 with quasar and CMB lensing

ABSTRACT We test general relativity (GR) at the effective redshift $\bar{z} \sim 1.5$ by estimating the statistic EG, a probe of gravity, on cosmological scales $19 - 190\, h^{-1}{\rm Mpc}$. This is the highest redshift and largest scale estimation of EG so far. We use the quasar sample with redshifts 0.8 < z < 2.2 from Sloan Digital Sky Survey IV extended Baryon Oscillation Spectroscopic Survey Data Release 16 as the large-scale structure (LSS) tracer, for which the angular power spectrum $C_\ell ^{qq}$ and the redshift-space distortion parameter β are estimated. By cross-correlating with the Planck 2018 cosmic microwave background (CMB) lensing map, we detect the angular cross-power spectrum $C_\ell ^{\kappa q}$ signal at $12\, \sigma$ significance. Both jackknife resampling and simulations are used to estimate the covariance matrix (CM) of EG at five bins covering different scales, with the later preferred for its better constraints on the covariances. We find EG estimates agree with the GR prediction at $1\, \sigma$ level over all these scales. With the CM estimated with 300 simulations, we report a best-fitting scale-averaged estimate of $E_G(\bar{z})=0.30\pm 0.05$, which is in line with the GR prediction $E_G^{\rm GR}(\bar{z})=0.33$ with Planck 2018 CMB + BAO matter density fraction Ωm = 0.31. The statistical errors of EG with future LSS surveys at similar redshifts will be reduced by an order of magnitude, which makes it possible to constrain modified gravity models.

79 ASTRONOMY AND ASTROPHYSICS↗

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↗

Comparison of Flow-Dependent and Static Error Correlation Models in the DAO Ozone Data Assimilation System

In a data assimilation system the forecast error covariance matrix governs the way in which the data information is spread throughout the model grid. Implementation of a correct method of assigning covariances is expected to have an impact on the analysis results. The simplest models assume that correlations are constant in time and isotropic or nearly isotropic. In such models the analysis depends on the dynamics only through assumed error standard deviations. In applications to atmospheric tracer data assimilation this may lead to inaccuracies, especially in regions with strong wind shears or high gradient of potential vorticity, as well as in areas where no data are available. In order to overcome this problem we have developed a flow-dependent covariance model that is based on short term evolution of error correlations. The presentation compares performance of a static and a flow-dependent model applied to a global three- dimensional ozone data assimilation system developed at NASA s Data Assimilation Office. We will present some results of validation against WMO balloon-borne sondes and the Polar Ozone and Aerosol Measurement (POAM) III instrument. Experiments show that allowing forecast error correlations to evolve with the flow results in positive impact on assimilated ozone within the regions where data were not assimilated, particularly at high latitudes in both hemispheres and in the troposphere. We will also discuss statistical characteristics of both models; in particular we will argue that including evolution of error correlations leads to stronger internal consistency of a data assimilation ,

Wargan, K.↗

The unpolarized component in polarimetric radar observations of forested areas

A polarimetric radar measures the complete scattering matrix of a target. For the forest and other natural targets, the average return is, in general, partially polarized. Conditions on the second-order statistics of the scattering matrix under which the return is fully polarized are derived, and it is shown that these conditions are connected with the eigenvalues of the covariance matrix. The result of this analysis is a set of three quantities which indicate the ability of a scatterer to generate an unpolarized component. These quantities for forested areas are shown.

Durden, Stephen L.↗

Exploration with Scalable Gaussian Process Reinforcement Learning

Exploration is a challenging problem in reinforcement learning (RL), especially in environments with sparse rewards. Quantifying and utilizing the parametric uncertainty has been shown to be paramount for successful exploration [Osband et al., 2018]. Bayesian, or approximately Bayesian, methods present a principled means of estimating the parametric uncertainty in RL problems. Gaussian processes, nonparametric Bayesian models, are often impractical due to poor scalability and computational bottlenecks. We introduce a scalable Gaussian process RL (GPRL) method which directly induces sparsity in the covariance matrix to facilitate faster computation. This is a departure from previous GPRL methods which instead rely on data reduction and subsampling. We compare various covariance-based exploration techniques (Thompson sampling, upper confidence bound, and probabilistic maximum variance) which leverage our scalable GP framework in sparse reward environments. Finally, we show favorable comparison against the bootstrapped deep Q-Network.

97 MATHEMATICS AND COMPUTING↗

SMI adaptive antenna arrays for weak interfering signals

The performance of adaptive antenna arrays in the presence of weak interfering signals (below thermal noise) is studied. It is shown that a conventional adaptive antenna array sample matrix inversion (SMI) algorithm is unable to suppress such interfering signals. To overcome this problem, the SMI algorithm is modified. In the modified algorithm, the covariance matrix is redefined such that the effect of thermal noise on the weights of adaptive arrays is reduced. Thus, the weights are dictated by relatively weak signals. It is shown that the modified algorithm provides the desired interference protection.

Gupta, Inder J.↗

Analysis of Modified SMI Method for Adaptive Array Weight Control

An adaptive array is used to receive a desired signal in the presence of weak interference signals which need to be suppressed. A modified sample matrix inversion (SMI) algorithm controls the array weights. The modification leads to increased interference suppression by subtracting a fraction of the noise power from the diagonal elements of the covariance matrix. The modified algorithm maximizes an intuitive power ratio criterion. The expected values and variances of the array weights, output powers, and power ratios as functions of the fraction and the number of snapshots are found and compared to computer simulation and real experimental array performance. Reduced-rank covariance approximations and errors in the estimated covariance are also described.

Dilsavor, Ronald Louis↗

Matrix partitioning and EOF/principal component analysis of Antarctic Sea ice brightness temperatures

A field of measured anomalies of some physical variable relative to their time averages, is partitioned in either the space domain or the time domain. Eigenvectors and corresponding principal components of the smaller dimensioned covariance matrices associated with the partitioned data sets are calculated independently, then joined to approximate the eigenstructure of the larger covariance matrix associated with the unpartitioned data set. The accuracy of the approximation (fraction of the total variance in the field) and the magnitudes of the largest eigenvalues from the partitioned covariance matrices together determine the number of local EOF's and principal components to be joined by any particular level. The space-time distribution of Nimbus-5 ESMR sea ice measurement is analyzed.

Murray, C. W., Jr.↗

Computation of transform domain covariance matrices

It is often of interest in applications to compute the covariance matrix of a random process transformed by a fast unitary transform. Here, the recursive definition of fast unitary transforms is used to derive recursive relations for the covariance matrices of the transformed process. These relations lead to fast methods of computation of covariance matrices and to substantial reductions of the number of arithmetic operations required.

Fino, B. J.↗

Realistic Covariance Prediction For the Earth Science Constellations

Routine satellite operations for the Earth Science Constellations (ESC) include collision risk assessment between members of the constellations and other orbiting space objects. One component of the risk assessment process is computing the collision probability between two space objects. The collision probability is computed via Monte Carlo techniques as well as numerically integrating relative probability density functions. Each algorithm takes as inputs state vector and state vector uncertainty information for both objects. The state vector uncertainty information is expressed in terms of a covariance matrix. The collision probability computation is only as good as the inputs. Therefore, to obtain a collision calculation that is a useful decision-making metric, realistic covariance matrices must be used as inputs to the calculation. This paper describes the process used by NASA Goddard's Earth Science Mission Operations Project to generate realistic covariance predictions for three of the ESC satellites: Aqua, Aura, and Terra

Duncan, Matthew↗