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Sampling Functions from Gaussian Processes and Structured Covariance Gaussian Networks

When learning aerodynamic models from data, it is critical to incorporate estimates of model uncertainty. This motivates the design of probabilistic aerodynamic databases which can be sampled to generate physically and statistically plausible aerodynamic models. In this talk we discuss how to sample deterministic functions from two different kinds of probabilistic models and demonstrate their use. First, Gaussian Process Regressors (GPRs) are a widely used probabilistic kernel-based model which can be thought of as Gaussian distributions over functions. GPRs are generally trained by maximizing the marginal likelihood of seeing the training data over the kernel parameter space. Sample functions are easily generated by drawing points from the Gaussian distribution at desired input points. However, when the points are not known ahead of time, the classical sampling approach is not possible since successive function samples will generate different function realizations. We present an approach for sampling consistent function evaluations from a GPR over multiple samples. Second, we describe a neural network architecture which learns a conditional Gaussian distribution by maximizing the marginal likelihood at each point in the input space. We then discuss and compare several options for generating sample functions which match this distribution. Finally, we demonstrate the use of these probabilistic aerodynamic models in an atmospheric reentry simulation.

Gaussian process regression↗
NASA NTRS2015

An Upper Bound on Orbital Debris Collision Probability When Only One Object has Position Uncertainty Information

Upper bounds on high speed satellite collision probability, P (sub c), have been investigated. Previous methods assume an individual position error covariance matrix is available for each object. The two matrices being combined into a single, relative position error covariance matrix. Components of the combined error covariance are then varied to obtain a maximum P (sub c). If error covariance information for only one of the two objects was available, either some default shape has been used or nothing could be done. An alternative is presented that uses the known covariance information along with a critical value of the missing covariance to obtain an approximate but useful P (sub c) upper bound. There are various avenues along which an upper bound on the high speed satellite collision probability has been pursued. Typically, for the collision plane representation of the high speed collision probability problem, the predicted miss position in the collision plane is assumed fixed. Then the shape (aspect ratio of ellipse), the size (scaling of standard deviations) or the orientation (rotation of ellipse principal axes) of the combined position error ellipse is varied to obtain a maximum P (sub c). Regardless as to the exact details of the approach, previously presented methods all assume that an individual position error covariance matrix is available for each object and the two are combined into a single, relative position error covariance matrix. This combined position error covariance matrix is then modified according to the chosen scheme to arrive at a maximum P (sub c). But what if error covariance information for one of the two objects is not available? When error covariance information for one of the objects is not available the analyst has commonly defaulted to the situation in which only the relative miss position and velocity are known without any corresponding state error covariance information. The various usual methods of finding a maximum P (sub c) do no good because the analyst defaults to no knowledge of the combined, relative position error covariance matrix. It is reasonable to think, given an assumption of no covariance information, an analyst might still attempt to determine the error covariance matrix that results in an upper bound on the P (sub c). Without some guidance on limits to the shape, size and orientation of the unknown covariance matrix, the limiting case is a degenerate ellipse lying along the relative miss vector in the collision plane. Unless the miss position is exceptionally large or the at-risk object is exceptionally small, this method results in a maximum P (sub c) too large to be of practical use. For example, assuming that the miss distance is equal to the current ISS alert volume along-track (+ or -) distance of 25 kilometers and that the at-risk area has a 70 meter radius. The maximum (degenerate ellipse) P (sub c) is about 0.00136. At 40 kilometers, the maximum P (sub c) would be 0.00085 which is still almost an order of magnitude larger than the ISS maneuver threshold of 0.0001. In fact, a miss distance of almost 340 kilometers is necessary to reduce the maximum P (sub c) associated with this degenerate ellipse to the ISS maneuver threshold value. Such a result is frequently of no practical value to the analyst. Some improvement may be made with respect to this problem by realizing that while the position error covariance matrix of one of the objects (usually the debris object) may not be known the position error covariance matrix of the other object (usually the asset) is almost always available. Making use of the position error covariance information for the one object provides an improvement in finding a maximum P (sub c) which, in some cases, may offer real utility. The equations to be used are presented and their use discussed.

Frisbee, Joseph H., Jr.↗
NASA NTRS2017

Filter Tuning Using the Chi-Squared Statistic

The Goddard Space Flight Center (GSFC) Flight Dynamics Facility (FDF) performs orbit determination (OD) for the Aqua and Aura satellites. Both satellites are located in low Earth orbit (LEO), and are part of what is considered the A-Train satellite constellation. Both spacecraft are currently in the science phase of their respective missions. The FDF has recently been tasked with delivering definitive covariance for each satellite.The main source of orbit determination used for these missions is the Orbit Determination Toolkit developed by Analytical Graphics Inc. (AGI). This software uses an Extended Kalman Filter (EKF) to estimate the states of both spacecraft. The filter incorporates force modelling, ground station and space network measurements to determine spacecraft states. It also generates a covariance at each measurement. This covariance can be useful for evaluating the overall performance of the tracking data measurements and the filter itself. An accurate covariance is also useful for covariance propagation which is utilized in collision avoidance operations. It is also valuable when attempting to determine if the current orbital solution will meet mission requirements in the future.This paper examines the use of the Chi-square statistic as a means of evaluating filter performance. The Chi-square statistic is calculated to determine the realism of a covariance based on the prediction accuracy and the covariance values at a given point in time. Once calculated, it is the distribution of this statistic that provides insight on the accuracy of the covariance.For the EKF to correctly calculate the covariance, error models associated with tracking data measurements must be accurately tuned. Over estimating or under estimating these error values can have detrimental effects on the overall filter performance. The filter incorporates ground station measurements, which can be tuned based on the accuracy of the individual ground stations. It also includes measurements from the NASA space network (SN), which can be affected by the assumed accuracy of the TDRS satellite state at the time of the measurement.The force modelling in the EKF is also an important factor that affects the propagation accuracy and covariance sizing. The dominant force in the LEO orbit regime is the drag force caused by atmospheric drag. Accurate accounting of the drag force is especially important for the accuracy of the propagated state. The implementation of a box and wing model to improve drag estimation accuracy, and its overall effect on the covariance state is explored.The process of tuning the EKF for Aqua and Aura support is described, including examination of the measurement errors of available observation types (Doppler and range), and methods of dealing with potentially volatile atmospheric drag modeling. Predictive accuracy and the distribution of the Chi-square statistic, calculated based of the ODTK EKF solutions, are assessed versus accepted norms for the orbit regime.

Covariance Analysis↗
NASA NTRS1993

The radiated noise from isotropic turbulence revisited

The noise radiated from isotropic turbulence at low Mach numbers and high Reynolds numbers, as derived by Proudman (1952), was the first application of Lighthill's Theory of Aerodynamic Noise to a complete flow field. The theory presented by Proudman involves the assumption of the neglect of retarded time differences and so replaces the second-order retarded-time and space covariance of Lighthill's stress tensor, Tij, and in particular its second time derivative, by the equivalent simultaneous covariance. This assumption is a valid approximation in the derivation of the second partial derivative of Tij/derivative of t exp 2 covariance at low Mach numbers, but is not justified when that covariance is reduced to the sum of products of the time derivatives of equivalent second-order velocity covariances as required when Gaussian statistics are assumed. The present paper removes these assumptions and finds that although the changes in the analysis are substantial, the change in the numerical result for the total acoustic power is small. The present paper also considers an alternative analysis which does not neglect retarded times. It makes use of the Lighthill relationship, whereby the fourth-order Tij retarded-time covariance is evaluated from the square of similar second order covariance, which is assumed known. In this derivation, no statistical assumptions are involved. This result, using distributions for the second-order space-time velocity squared covariance based on the Direct Numerical Simulation (DNS) results of both Sarkar and Hussaini(1993) and Dubois(1993), is compared with the re-evaluation of Proudman's original model. These results are then compared with the sound power derived from a phenomenological model based on simple approximations to the retarded-time/space covariance of Txx. Finally, the recent numerical solutions of Sarkar and Hussaini(1993) for the acoustic power are compared with the results obtained from the analytic solutions.

Lilley, Geoffrey M.↗
NASA NTRS1998

The Importance of Semi-Major Axis Knowledge in the Determination of Near-Circular Orbits

Modem orbit determination has mostly been accomplished using Cartesian coordinates. This usage has carried over in recent years to the use of GPS for satellite orbit determination. The unprecedented positioning accuracy of GPS has tended to focus attention more on the system's capability to locate the spacecraft's location at a particular epoch than on its accuracy in determination of the orbit, per se. As is well-known, the latter depends on a coordinated knowledge of position, velocity, and the correlation between their errors. Failure to determine a properly coordinated position/velocity state vector at a given epoch can lead to an epoch state that does not propagate well, and/or may not be usable for the execution of orbit adjustment maneuvers. For the quite common case of near-circular orbits, the degree to which position and velocity estimates are properly coordinated is largely captured by the error in semi-major axis (SMA) they jointly produce. Figure 1 depicts the relationships among radius error, speed error, and their correlation which exist for a typical low altitude Earth orbit. Two familiar consequences are the relationship Figure 1 shows are the following: (1) downrange position error grows at the per orbit rate of 3(pi) times the SMA error; (2) a velocity change imparted to the orbit will have an error of (pi) divided by the orbit period times the SMA error. A less familiar consequence occurs in the problem of initializing the covariance matrix for a sequential orbit determination filter. An initial covariance consistent with orbital dynamics should be used if the covariance is to propagate well. Properly accounting for the SMA error of the initial state in the construction of the initial covariance accomplishes half of this objective, by specifying the partition of the covariance corresponding to down-track position and radial velocity errors. The remainder of the in-plane covariance partition may be specified in terms of the flight path angle error of the initial state. Figure 2 illustrates the effect of properly and not properly initializing a covariance. This figure was produced by propagating the covariance shown on the plot, without process noise, in a circular low Earth orbit whose period is 5828.5 seconds. The upper subplot, in which the proper relationships among position, velocity, and their correlation has been used, shows overall error growth, in terms of the standard deviations of the inertial position coordinates, of about half of the lower subplot, whose initial covariance was based on other considerations.

Carpenter, J. Russell↗