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At least 199 records · Page 11

A Bayesian Approach to Regional Decadal Predictability: Sparse Parameter Estimation in High-Dimensional Linear Inverse Models of High-Latitude Sea Surface Temperature Variability

Stochastic reduced models are an important tool in climate systems whose many spatial and temporal scales cannot be fully discretized or underlying physics may not be fully accounted for. One form of reduced model, the linear inverse model (LIM), has been widely used for regional climate predictability studies—typically focusing more on tropical or midlatitude studies. However, most LIM fitting techniques rely on point estimation techniques deriving from fluctuation–dissipation theory. In this methodological study we explore the use of Bayesian inference techniques for LIM parameter estimation of sea surface temperature (SST), to quantify the skillful decadal predictability of Bayesian LIM models at high latitudes. We show that Bayesian methods, when compared to traditional point estimation methods for LIM-type models, provide better calibrated probabilistic skill, while simultaneously providing better point estimates due to the regularization effect of the prior distribution in high-dimensional problems. We compare the effect of several priors, as well as maximum likelihood estimates, on 1) estimating parameter values on a perfect model experiment and 2) producing calibrated 1-yr SST anomaly forecast distributions using a preindustrial control run of the Community Earth System Model (CESM). Finally, we employ a host of probabilistic skill metrics to determine the extent to which an LIM can forecast SST anomalies at high latitudes. We find that the choice of prior distribution has an appreciable impact on estimation outcomes, and priors that emphasize physically relevant properties enhance the model’s ability to capture variability of SST anomalies.

54 ENVIRONMENTAL SCIENCES↗

Probabilistic Data Association for Orbital-Element Estimation Using Multistage Expectation–Maximization

Tracking space objects is important for managing space traffic and predicting collisions, but is difficult in part due to data association and orbit model uncertainty. Expectation–maximization (EM) is a commonly used tracking method that has not been widely considered for tracking space objects. The technique consists of iteratively computing data association probabilities with a set of current element estimates, and updating estimates of the elements by solving a nonlinear weighted least-squares regression problem where the weights are the data association probabilities. In this paper, we demonstrate the use of EM for probabilistic data association and orbital-element estimation by applying the technique to simulated data from two angles-only tracking scenarios. In both scenarios, EM provides correct data associations and accurate maximum likelihood estimates of orbital elements. One scenario considers tracking a single object in clutter and quantifies the improvement of the orbital-element estimates and data associations as the detection probability increases. However, standard application of EM requires knowing the number of objects or may fail when a large number of objects are present. To address these issues, this paper employs a multistage version of EM that is applicable when there are a large and possibly unknown number of objects.

97 MATHEMATICS AND COMPUTING↗

Data Analysis & Statistical Methods for Command File Errors

This paper explains current work on modeling for managing the risk of command file errors. It is focused on analyzing actual data from a JPL spaceflight mission to build models for evaluating and predicting error rates as a function of several key variables. We constructed a rich dataset by considering the number of errors, the number of files radiated, including the number commands and blocks in each file, as well as subjective estimates of workload and operational novelty. We have assessed these data using different curve fitting and distribution fitting techniques, such as multiple regression analysis, and maximum likelihood estimation to see how much of the variability in the error rates can be explained with these. We have also used goodness of fit testing strategies and principal component analysis to further assess our data. Finally, we constructed a model of expected error rates based on the what these statistics bore out as critical drivers to the error rate. This model allows project management to evaluate the error rate against a theoretically expected rate as well as anticipate future error rates.

Correlation Analysis↗

Optimization of satellite altimeter and wave height measurements

Two techniques for simultaneously estimating altitude, ocean wave height, and signal-to-noise ratio from the GEOS-C satellite altimeter data are described. One technique was based on maximum likelihood estimation, MLE, and the other on minimum mean square error estimation, MMSE. Performance was determined by comparing the variance and bias of each technique with the variance and bias of the smoothed output from the Geos altimeter tracker. Ocean wave height tracking performance for the MLE and MMSE algorithms was measured by comparing the variance and bias of the wave height estimates with that of the expression for the return waveform obtained by a fit to the average output of the 16 waveform sampling gates.

Dooley, R. P.↗

A study of parameter identification

A set of definitions for deterministic parameter identification ability were proposed. Deterministic parameter identificability properties are presented based on four system characteristics: direct parameter recoverability, properties of the system transfer function, properties of output distinguishability, and uniqueness properties of a quadratic cost functional. Stochastic parameter identifiability was defined in terms of the existence of an estimation sequence for the unknown parameters which is consistent in probability. Stochastic parameter identifiability properties are presented based on the following characteristics: convergence properties of the maximum likelihood estimate, properties of the joint probability density functions of the observations, and properties of the information matrix.

Herget, C. J.↗

Spectral moment estimation in MST radars

Signal processing techniques used in Mesosphere-Stratosphere-Troposphere (MST) radars are reviewed. Techniques which produce good estimates of the total power, frequency shift, and spectral width of the radar power spectra are considered. Non-linear curve fitting, autocovariance, autocorrelation, covariance, and maximum likelihood estimators are discussed.

Woodman, R. F.↗

Estimation of transport airplane aerodynamics using multiple stepwise regression

This paper presents an application of multiple stepwise regression to the flight test data of a typical transport airplane. The flight test data was carefully preprocessed to eliminate aliasing, time skews and high frequency noise. The data consisted both of basic certification maneuvers, such as wind-up-turns and maneuvers suitable for parameter estimation, such as responses to elevator pulses and doublets. It is shown that the results of multiple stepwise regression techniques compare favorably with the results obtained from maximum likelihood estimation. Finally, it is concluded that multiple stepwise regression could be a fast economical way to estimate transport airplane aerodynamics.

Keskar, D. A.↗

Frequency estimation techniques for high dynamic trajectories

A comparison is presented of four different estimation techniques applied to the problem of continuously estimating the rapidly varying parameters of a sinusoidal signal, observed in the presence of additive noise. Frequency estimates are emphasized, although phase and/or frequency rate are also estimated by some of the algorithms. These parameters are related to the velocity, position, and acceleration of the maneuvering receiver or transmitter. Estimated performance at low carrier-to-noise ratios and high dynamics is investigated for the purpose of determining the useful operating range of an approximate maximum-likelihood estimator, an extended Kalman filter, a cross-product automatic frequency loop, and a phase-locked loop. Numerical simulations are used to evaluate performance while tracking a common trajectory exhibiting high dynamics.

Vilnrotter, Victor A.↗

Using MERRA Gridded Innovations for Quantifying Uncertainties in Analysis Fields and Diagnosing Observing System Inhomogeneities

MERRA is a NASA reanalysis for the satellite era using a major new version of the Goddard Earth Observing System Data Assimilation System Version 5 (GEOS-5). The project focuses on historical analyses of the hydrological cycle on a broad range of weather and climate time scales and places the NASA EOS suite of observations in a climate context. The characterization of uncertainty in reanalysis fields is a commonly requested feature by users of such data. While intercomparison with reference data sets is common practice for ascertaining the realism of the datasets, such studies typically are restricted to long term climatological statistics and seldom provide state dependent measures of the uncertainties involved. In principle, variational data assimilation algorithms have the ability of producing error estimates for the analysis variables (typically surface pressure, winds, temperature, moisture and ozone) consistent with the assumed background and observation error statistics. However, these "perceived error estimates" are expensive to obtain and are limited by the somewhat simplistic errors assumed in the algorithm. The observation minus forecast residuals (innovations) by-product of any assimilation system constitutes a powerful tool for estimating the systematic and random errors in the analysis fields. Unfortunately, such data is usually not readily available with reanalysis products, often requiring the tedious decoding of large datasets and not so-user friendly file formats. With MERRA we have introduced a gridded version of the observations/innovations used in the assimilation process, using the same grid and data formats as the regular datasets. Such dataset empowers the user with the ability of conveniently performing observing system related analysis and error estimates. The scope of this dataset will be briefly described. We will present a systematic analysis of MERRA innovation time series for the conventional observing system, including maximum-likelihood estimates of background and observation errors, as well as global bias estimates. Starting with the joint PDF of innovations and analysis increments at observation locations we propose a technique for diagnosing bias among the observing systems, and document how these contextual biases have evolved during the satellite era covered by MERRA.

da Silva, Arlindo↗

Estimating the proportions of objects within a single resolution element of a multispectral scanner.

Description of a procedu*e designed to estimate the proportions of objects and materials contained in the instantaneous field of view (IFOV) of an airborne multispectral device. A mathematical model is derived to relate the signature of a combination of materials in a resolution cell to the signatures of the individual materials considered. Estimation algorithms are generated and digital computer programs are prepared to apply the algorithms in the description of the effects which are observed when several objects are viewed simultaneously. The maximum likelihood estimate of the proportions of various individual materials in an IFOV is discussed. A simulation program is proposed for such estimates. A procedure for analyzing the geometric relations of signatures which affect the accuracy of estimates is set forth.

Horwitz, H. M.↗

Estimation of proportions of objects and determination of training sample-size in a remote sensing application

A multichannel scanning device may fail to observe objects because of obstructions blocking the view, or different categories of objects may make up a resolution element giving rise to a single observation. Ground truth will be required on any such categories of objects in order to estimate their expected proportions associated with various classes represented in the remote sensing data. Considering the classes to be distributed as multivariate normal with different mean vectors and common covariance, maximum likelihood estimates are given for the expected proportions of objects associated with different classes, using the Bayes procedure for classification of individuals obtained from these classes. An approximate solution for simultaneous confidence intervals on these proportions is given, and thereby a sample-size needed to achieve a desired amount of accuracy for the estimates is determined.

Chhikara, R. S.↗

Evaluation of errors in prior mean and variance in the estimation of integrated circuit failure rates using Bayesian methods

The critical point of any Bayesian analysis concerns the choice and quantification of the prior information. The effects of prior data on a Bayesian analysis are studied. Comparisons of the maximum likelihood estimator, the Bayesian estimator, and the known failure rate are presented. The results of the many simulated trails are then analyzed to show the region of criticality for prior information being supplied to the Bayesian estimator. In particular, effects of prior mean and variance are determined as a function of the amount of test data available.

Fletcher, B. C.↗

MultiPEM Toolbox: User Manual [Rev. 2]

This document explains use of the Multi-Phenomenology Explosion Monitoring (Multi PEM) Toolbox, a collection of R scripts for estimating the unknown device parameters of a new event with uncertainty quantification. The methodology and application used for illustration in this user manual are fully documented in a Los Alamos National Laboratory technical report hereafter designated “WPA” for reference. Additional details on the application are found in a recent journal article. Two assessment types are available: rapid and complete. Rapid assessments are conducted in two stages, as described in Section 2. In the first stage, calibration data are used to estimate forward and error model parameters (WPA, §5.1) and (if relevant) errors-in-variables yield values for calibration sources (WPA, §3, Equation (3)). In the second stage, new event data are used to estimate the unknown new event device parameters (WPA, §5.2) with uncertainty quantification. Two options for treating the inferred first stage parameters in second stage Bayesian analysis are available: fixing them at their maximum likelihood estimate (default), or multiple imputation. Multiple imputation involves utilizing several posterior samples (imputations) of the first stage parameters as fixed values in the second stage posterior sampling of the new event device parameters. Second stage sampling is conducted across imputations in parallel to improve computational efficiency. This method produces improved uncertainty quantification of the new event device parameters compared with the default treatment of the first stage parameters, at the expense of additional computation. Complete assessments are conducted in a single stage, as described in Section 3. Calibration and (if relevant) new event data are used simultaneously to estimate all forward model, error model, and (if relevant) new event device parameters with uncertainty quantification on the latter. As the name suggests, rapid assessments generally run substantially faster than complete assessments (even with multiple imputation), because the results of first stage analysis can be stored and incorporated into estimating a relatively low-dimensional space of new event device parameters whenever relevant new event data becomes available. On the other hand, complete assessments must be run on the full set of model and device parameters with calibration and new event data every time the latter becomes available.

97 MATHEMATICS AND COMPUTING↗

Extraction of Lateral-Directional Stability and Control Derivatives for the Basic F-18 Aircraft at High Angles of Attack

The results of parameter identification to determine the lateral-directional stability and control derivatives of an F-18 research aircraft in its basic hardware and software configuration are presented. The derivatives are estimated from dynamic flight data using a specialized identification program developed at NASA Dryden Flight Research Center. The formulation uses the linearized aircraft equations of motions in their continuous/discrete form and a maximum likelihood estimator that accounts for both state and measurement noise. State noise is used to model the uncommanded forcing function caused by unsteady aerodynamics, such as separated and vortical flows, over the aircraft. The derivatives are plotted as functions of angle of attack between 3 deg and 47 deg and compared with wind-tunnel predictions. The quality of the derivative estimates obtained by parameter identification is somewhat degraded because the maneuvers were flown with the aircraft's control augmentation system engaged, which introduced relatively high correlations between the control variables and response variables as a result of control motions from the feedback control system.

Iliff, Kenneth W.↗

DESI DR1 Ly α 1D power spectrum: the Fast Fourier Transform estimator measurement

Here, we present the one-dimensional Lyman-α forest power spectrum measurement derived from the data release 1 (DR1) of the Dark Energy Spectroscopic Instrument (DESI). The measurement of the Lyman-α forest power spectrum along the line of sight from high-redshift quasar spectra provides information on the shape of the linear matter power spectrum, neutrino masses, and the properties of dark matter. In this work, we use a Fast Fourier Transform (FFT)-based estimator, which is validated on synthetic data in a companion paper. Compared to the FFT measurement performed on the DESI early data release, we improve the noise characterization with a cross-exposure estimator and test the robustness of our measurement using various data splits. We also refine the estimation of the uncertainties and now present an estimator for the covariance matrix of the measurement. Furthermore, we compare our results to previous high-resolution and eBOSS measurements. In another companion paper, we present the same DR1 measurement using the Quadratic Maximum Likelihood Estimator (QMLE). These two measurements are consistent with each other and constitute the most precise one-dimensional power spectrum measurement to date, while being in good agreement with results from the DESI early data release.

Lyman alpha forest↗

Unifying simulation and inference with normalizing flows

There have been many applications of deep neural networks to detector calibrations and a growing number of studies that propose deep generative models as automated fast detector simulators. We show that these two tasks can be unified by using maximum likelihood estimation (MLE) from conditional generative models for energy regression. Unlike direct regression techniques, the MLE approach is prior independent and non-Gaussian resolutions can be determined from the shape of the likelihood near the maximum. Using an ATLAS-like calorimeter simulation, we demonstrate this concept in the context of calorimeter energy calibration. Published by the American Physical Society 2025

Hadronic calorimiters↗

Experiments in on-orbit identification for control of space structures

Two extensions to an earlier work on system identification for large flexible structures are presented. The first extension applies an integrated frequency-domain ID approach to experiments utilizing rib root actuators for full system excitation of both 'boom-dish' and 'dish' modes of the structure; while the second extension employs a time-domain identification, utilizing frequency-domain results obtained for initialization of the parameter estimates. For the first extension, the results show that in the presence of closely packed modes, the curve-fit algorithm employed can distinguish modes with frequency separation as small as 0.04 Hz. The maximum likelihood estimation used in the second extension produce estimates close to the parametric modal values of frequencies and damping.

Yam, Y.↗

A finite mixtures algorithm for finding classes in images

The authors describe an algorithm for estimating the proportions of classes in a SAR (synthetic aperture radar) image without any user interaction. The method assumes that the image is a mixture of a known number of different pixel types. A maximum likelihood estimate of the parameters of the resulting mixture distribution is then used to find the proportions for the various classes. The technique was successfully applied to aircraft SAR images of sea ice. Computer simulations were used to determine the relative errors of the technique. The technique performs well even with extremely noisy images.

Samadani, Ramin↗